GLENMARK
Glenmark Pharmaceuticals
Historical option data for GLENMARK
21 Sep 2025 04:12 PM IST
| GLENMARK 30SEP2025 2160 CE | ||||||||||||||||
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Delta: 0.26
Vega: 1.18
Theta: -1.49
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 2085.20 | 14.05 | -9.35 | 24.98 | 440 | 4 | 331 | |||||||||
| 14 Sept | 2132.50 | 32.3 | -3.4 | 22.49 | 905 | -25 | 448 | |||||||||
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| 17 Aug | 2044.60 | 26.5 | 0 | 3.07 | 0 | 0 | 0 | |||||||||
For Glenmark Pharmaceuticals - strike price 2160 expiring on 30SEP2025
Delta for 2160 CE is 0.26
Historical price for 2160 CE is as follows
On 21 Sept GLENMARK was trading at 2085.20. The strike last trading price was 14.05, which was -9.35 lower than the previous day. The implied volatity was 24.98, the open interest changed by 4 which increased total open position to 331
On 14 Sept GLENMARK was trading at 2132.50. The strike last trading price was 32.3, which was -3.4 lower than the previous day. The implied volatity was 22.49, the open interest changed by -25 which decreased total open position to 448
On 17 Aug GLENMARK was trading at 2044.60. The strike last trading price was 26.5, which was 0 lower than the previous day. The implied volatity was 3.07, the open interest changed by 0 which decreased total open position to 0
| GLENMARK 30SEP2025 2160 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.69
Vega: 1.29
Theta: -1.48
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 2085.20 | 83.9 | 19.3 | 32.26 | 4 | -1 | 24 |
| 14 Sept | 2132.50 | 67.65 | 1.2 | 29.44 | 98 | -8 | 34 |
| 17 Aug | 2044.60 | 419.9 | 0 | - | 0 | 0 | 0 |
For Glenmark Pharmaceuticals - strike price 2160 expiring on 30SEP2025
Delta for 2160 PE is -0.69
Historical price for 2160 PE is as follows
On 21 Sept GLENMARK was trading at 2085.20. The strike last trading price was 83.9, which was 19.3 higher than the previous day. The implied volatity was 32.26, the open interest changed by -1 which decreased total open position to 24
On 14 Sept GLENMARK was trading at 2132.50. The strike last trading price was 67.65, which was 1.2 higher than the previous day. The implied volatity was 29.44, the open interest changed by -8 which decreased total open position to 34
On 17 Aug GLENMARK was trading at 2044.60. The strike last trading price was 419.9, 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
