GLENMARK
Glenmark Pharmaceuticals
Historical option data for GLENMARK
21 Sep 2025 04:12 PM IST
| GLENMARK 30SEP2025 2200 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.16
Vega: 0.90
Theta: -1.20
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 2085.20 | 8.4 | -5.7 | 27.08 | 1,184 | 50 | 1,111 | |||||||||
| 14 Sept | 2132.50 | 20.25 | -2.55 | 23.34 | 1,702 | -269 | 873 | |||||||||
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| 17 Aug | 2044.60 | 55 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Glenmark Pharmaceuticals - strike price 2200 expiring on 30SEP2025
Delta for 2200 CE is 0.16
Historical price for 2200 CE is as follows
On 21 Sept GLENMARK was trading at 2085.20. The strike last trading price was 8.4, which was -5.7 lower than the previous day. The implied volatity was 27.08, the open interest changed by 50 which increased total open position to 1111
On 14 Sept GLENMARK was trading at 2132.50. The strike last trading price was 20.25, which was -2.55 lower than the previous day. The implied volatity was 23.34, the open interest changed by -269 which decreased total open position to 873
On 17 Aug GLENMARK was trading at 2044.60. The strike last trading price was 55, 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 2200 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.81
Vega: 0.99
Theta: -0.86
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 2085.20 | 111.95 | 15.8 | 30.11 | 1 | 1 | 26 |
| 14 Sept | 2132.50 | 93.05 | 2.5 | 29.62 | 55 | 2 | 101 |
| 17 Aug | 2044.60 | 200 | -254.85 | 41.70 | 1 | 1 | 0 |
For Glenmark Pharmaceuticals - strike price 2200 expiring on 30SEP2025
Delta for 2200 PE is -0.81
Historical price for 2200 PE is as follows
On 21 Sept GLENMARK was trading at 2085.20. The strike last trading price was 111.95, which was 15.8 higher than the previous day. The implied volatity was 30.11, the open interest changed by 1 which increased total open position to 26
On 14 Sept GLENMARK was trading at 2132.50. The strike last trading price was 93.05, which was 2.5 higher than the previous day. The implied volatity was 29.62, the open interest changed by 2 which increased total open position to 101
On 17 Aug GLENMARK was trading at 2044.60. The strike last trading price was 200, which was -254.85 lower than the previous day. The implied volatity was 41.70, the open interest changed by 1 which increased total open position to 0
