GLENMARK
Glenmark Pharmaceuticals
Historical option data for GLENMARK
21 Sep 2025 04:12 PM IST
| GLENMARK 30SEP2025 2100 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.50
Vega: 1.45
Theta: -1.86
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 2085.20 | 34.4 | -14.6 | 24.07 | 3,843 | 622 | 1,437 | |||||||||
| 14 Sept | 2132.50 | 58.55 | -6.2 | 19.77 | 812 | -48 | 528 | |||||||||
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| 17 Aug | 2044.60 | 167.95 | 0 | 1.12 | 0 | 0 | 0 | |||||||||
For Glenmark Pharmaceuticals - strike price 2100 expiring on 30SEP2025
Delta for 2100 CE is 0.50
Historical price for 2100 CE is as follows
On 21 Sept GLENMARK was trading at 2085.20. The strike last trading price was 34.4, which was -14.6 lower than the previous day. The implied volatity was 24.07, the open interest changed by 622 which increased total open position to 1437
On 14 Sept GLENMARK was trading at 2132.50. The strike last trading price was 58.55, which was -6.2 lower than the previous day. The implied volatity was 19.77, the open interest changed by -48 which decreased total open position to 528
On 17 Aug GLENMARK was trading at 2044.60. The strike last trading price was 167.95, which was 0 lower than the previous day. The implied volatity was 1.12, the open interest changed by 0 which decreased total open position to 0
| GLENMARK 30SEP2025 2100 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.50
Vega: 1.45
Theta: -1.36
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 2085.20 | 36.95 | 6.15 | 25.15 | 1,308 | 30 | 498 |
| 14 Sept | 2132.50 | 33.05 | -2.95 | 26.48 | 1,388 | -28 | 675 |
| 17 Aug | 2044.60 | 100 | 0 | 0.00 | 0 | 0 | 0 |
For Glenmark Pharmaceuticals - strike price 2100 expiring on 30SEP2025
Delta for 2100 PE is -0.50
Historical price for 2100 PE is as follows
On 21 Sept GLENMARK was trading at 2085.20. The strike last trading price was 36.95, which was 6.15 higher than the previous day. The implied volatity was 25.15, the open interest changed by 30 which increased total open position to 498
On 14 Sept GLENMARK was trading at 2132.50. The strike last trading price was 33.05, which was -2.95 lower than the previous day. The implied volatity was 26.48, the open interest changed by -28 which decreased total open position to 675
On 17 Aug GLENMARK was trading at 2044.60. The strike last trading price was 100, 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
