Related Pages for GLENMARK
[--[65.84.65.76]--]
GLENMARK
Glenmark Pharmaceuticals
2017.8 -67.40 (-3.23%)

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Historical option data for GLENMARK

21 Sep 2025 04:12 PM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
GLENMARK 28OCT2025 2100 CE
Delta: 0.55
Vega: 2.71
Theta: -1.19
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Sept 2085.20 77.9 -9.95 25.80 67 13 111
14 Sept 2132.50 110.4 8.25 27.23 9 -1 19

For Glenmark Pharmaceuticals - strike price 2100 expiring on 28OCT2025

Delta for 2100 CE is 0.55

Historical price for 2100 CE is as follows

On 21 Sept GLENMARK was trading at 2085.20. The strike last trading price was 77.9, which was -9.95 lower than the previous day. The implied volatity was 25.80, the open interest changed by 13 which increased total open position to 111


On 14 Sept GLENMARK was trading at 2132.50. The strike last trading price was 110.4, which was 8.25 higher than the previous day. The implied volatity was 27.23, the open interest changed by -1 which decreased total open position to 19


GLENMARK 28OCT2025 2100 PE
Delta: -0.45
Vega: 2.71
Theta: -0.71
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Sept 2085.20 69.75 10.5 28.34 30 9 72
14 Sept 2132.50 52.6 -11.4 25.66 79 21 67

For Glenmark Pharmaceuticals - strike price 2100 expiring on 28OCT2025

Delta for 2100 PE is -0.45

Historical price for 2100 PE is as follows

On 21 Sept GLENMARK was trading at 2085.20. The strike last trading price was 69.75, which was 10.5 higher than the previous day. The implied volatity was 28.34, the open interest changed by 9 which increased total open position to 72


On 14 Sept GLENMARK was trading at 2132.50. The strike last trading price was 52.6, which was -11.4 lower than the previous day. The implied volatity was 25.66, the open interest changed by 21 which increased total open position to 67