GLENMARK
Glenmark Pharmaceuticals
Historical option data for GLENMARK
21 Sep 2025 04:12 PM IST
| GLENMARK 30SEP2025 2140 CE | ||||||||||||||||
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Delta: 0.33
Vega: 1.32
Theta: -1.65
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 2085.20 | 19 | -11.4 | 24.45 | 1,104 | 18 | 512 | |||||||||
| 14 Sept | 2132.50 | 40.25 | -3.65 | 22.00 | 1,517 | -14 | 349 | |||||||||
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| 17 Aug | 2044.60 | 147.8 | 0 | 2.60 | 0 | 0 | 0 | |||||||||
For Glenmark Pharmaceuticals - strike price 2140 expiring on 30SEP2025
Delta for 2140 CE is 0.33
Historical price for 2140 CE is as follows
On 21 Sept GLENMARK was trading at 2085.20. The strike last trading price was 19, which was -11.4 lower than the previous day. The implied volatity was 24.45, the open interest changed by 18 which increased total open position to 512
On 14 Sept GLENMARK was trading at 2132.50. The strike last trading price was 40.25, which was -3.65 lower than the previous day. The implied volatity was 22.00, the open interest changed by -14 which decreased total open position to 349
On 17 Aug GLENMARK was trading at 2044.60. The strike last trading price was 147.8, which was 0 lower than the previous day. The implied volatity was 2.60, the open interest changed by 0 which decreased total open position to 0
| GLENMARK 30SEP2025 2140 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.65
Vega: 1.35
Theta: -1.29
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 2085.20 | 63.9 | 11.8 | 27.48 | 54 | -10 | 196 |
| 14 Sept | 2132.50 | 52.85 | -1.75 | 27.37 | 624 | 74 | 159 |
| 17 Aug | 2044.60 | 132 | 0 | - | 0 | 0 | 0 |
For Glenmark Pharmaceuticals - strike price 2140 expiring on 30SEP2025
Delta for 2140 PE is -0.65
Historical price for 2140 PE is as follows
On 21 Sept GLENMARK was trading at 2085.20. The strike last trading price was 63.9, which was 11.8 higher than the previous day. The implied volatity was 27.48, the open interest changed by -10 which decreased total open position to 196
On 14 Sept GLENMARK was trading at 2132.50. The strike last trading price was 52.85, which was -1.75 lower than the previous day. The implied volatity was 27.37, the open interest changed by 74 which increased total open position to 159
On 17 Aug GLENMARK was trading at 2044.60. The strike last trading price was 132, 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
