GLENMARK
Glenmark Pharmaceuticals
Historical option data for GLENMARK
21 Sep 2025 04:12 PM IST
| GLENMARK 30SEP2025 2120 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.42
Vega: 1.42
Theta: -1.82
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 2085.20 | 26.35 | -12.9 | 24.61 | 3,028 | 148 | 1,043 | |||||||||
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| 14 Sept | 2132.50 | 50 | -4.25 | 21.69 | 639 | -115 | 235 | |||||||||
| 17 Aug | 2044.60 | 190 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Glenmark Pharmaceuticals - strike price 2120 expiring on 30SEP2025
Delta for 2120 CE is 0.42
Historical price for 2120 CE is as follows
On 21 Sept GLENMARK was trading at 2085.20. The strike last trading price was 26.35, which was -12.9 lower than the previous day. The implied volatity was 24.61, the open interest changed by 148 which increased total open position to 1043
On 14 Sept GLENMARK was trading at 2132.50. The strike last trading price was 50, which was -4.25 lower than the previous day. The implied volatity was 21.69, the open interest changed by -115 which decreased total open position to 235
On 17 Aug GLENMARK was trading at 2044.60. The strike last trading price was 190, 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 2120 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.58
Vega: 1.42
Theta: -1.38
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 2085.20 | 50.1 | 9.15 | 26.60 | 178 | 13 | 150 |
| 14 Sept | 2132.50 | 42.5 | -2.65 | 27.04 | 427 | 22 | 175 |
| 17 Aug | 2044.60 | 385.75 | 0 | - | 0 | 0 | 0 |
For Glenmark Pharmaceuticals - strike price 2120 expiring on 30SEP2025
Delta for 2120 PE is -0.58
Historical price for 2120 PE is as follows
On 21 Sept GLENMARK was trading at 2085.20. The strike last trading price was 50.1, which was 9.15 higher than the previous day. The implied volatity was 26.60, the open interest changed by 13 which increased total open position to 150
On 14 Sept GLENMARK was trading at 2132.50. The strike last trading price was 42.5, which was -2.65 lower than the previous day. The implied volatity was 27.04, the open interest changed by 22 which increased total open position to 175
On 17 Aug GLENMARK was trading at 2044.60. The strike last trading price was 385.75, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
