GLENMARK
Glenmark Pharmaceuticals
Historical option data for GLENMARK
21 Sep 2025 04:12 PM IST
| GLENMARK 30SEP2025 2080 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.60
Vega: 1.40
Theta: -1.73
Gamma: 0.00
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 2085.20 | 42 | -18.35 | 21.92 | 546 | 5 | 275 | |||||||||
|
|
||||||||||||||||
| 14 Sept | 2132.50 | 71.4 | -4.65 | 19.22 | 85 | -30 | 98 | |||||||||
| 17 Aug | 2044.60 | 74.6 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Glenmark Pharmaceuticals - strike price 2080 expiring on 30SEP2025
Delta for 2080 CE is 0.60
Historical price for 2080 CE is as follows
On 21 Sept GLENMARK was trading at 2085.20. The strike last trading price was 42, which was -18.35 lower than the previous day. The implied volatity was 21.92, the open interest changed by 5 which increased total open position to 275
On 14 Sept GLENMARK was trading at 2132.50. The strike last trading price was 71.4, which was -4.65 lower than the previous day. The implied volatity was 19.22, the open interest changed by -30 which decreased total open position to 98
On 17 Aug GLENMARK was trading at 2044.60. The strike last trading price was 74.6, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
| GLENMARK 30SEP2025 2080 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.41
Vega: 1.41
Theta: -1.35
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 2085.20 | 27.1 | 4.55 | 24.80 | 935 | -32 | 239 |
| 14 Sept | 2132.50 | 27 | -1 | 27.19 | 302 | 1 | 347 |
| 17 Aug | 2044.60 | 89 | 0 | 0.00 | 0 | 0 | 0 |
For Glenmark Pharmaceuticals - strike price 2080 expiring on 30SEP2025
Delta for 2080 PE is -0.41
Historical price for 2080 PE is as follows
On 21 Sept GLENMARK was trading at 2085.20. The strike last trading price was 27.1, which was 4.55 higher than the previous day. The implied volatity was 24.80, the open interest changed by -32 which decreased total open position to 239
On 14 Sept GLENMARK was trading at 2132.50. The strike last trading price was 27, which was -1 lower than the previous day. The implied volatity was 27.19, the open interest changed by 1 which increased total open position to 347
On 17 Aug GLENMARK was trading at 2044.60. The strike last trading price was 89, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
