GLENMARK
Glenmark Pharmaceuticals
Historical option data for GLENMARK
21 Sep 2025 04:12 PM IST
| GLENMARK 30SEP2025 2220 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.13
Vega: 0.76
Theta: -1.04
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 2085.20 | 6.4 | -4.2 | 27.92 | 106 | -28 | 173 | |||||||||
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| 14 Sept | 2132.50 | 15.2 | -2 | 23.32 | 100 | -26 | 95 | |||||||||
| 17 Aug | 2044.60 | 112.9 | 0 | 5.55 | 0 | 0 | 0 | |||||||||
For Glenmark Pharmaceuticals - strike price 2220 expiring on 30SEP2025
Delta for 2220 CE is 0.13
Historical price for 2220 CE is as follows
On 21 Sept GLENMARK was trading at 2085.20. The strike last trading price was 6.4, which was -4.2 lower than the previous day. The implied volatity was 27.92, the open interest changed by -28 which decreased total open position to 173
On 14 Sept GLENMARK was trading at 2132.50. The strike last trading price was 15.2, which was -2 lower than the previous day. The implied volatity was 23.32, the open interest changed by -26 which decreased total open position to 95
On 17 Aug GLENMARK was trading at 2044.60. The strike last trading price was 112.9, which was 0 lower than the previous day. The implied volatity was 5.55, the open interest changed by 0 which decreased total open position to 0
| GLENMARK 30SEP2025 2220 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.86
Vega: 0.81
Theta: -0.55
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 2085.20 | 128.05 | 6.6 | 29.23 | 2 | 0 | 12 |
| 14 Sept | 2132.50 | 105 | 0 | 0.00 | 0 | 0 | 0 |
| 17 Aug | 2044.60 | 176.3 | 0 | - | 0 | 0 | 0 |
For Glenmark Pharmaceuticals - strike price 2220 expiring on 30SEP2025
Delta for 2220 PE is -0.86
Historical price for 2220 PE is as follows
On 21 Sept GLENMARK was trading at 2085.20. The strike last trading price was 128.05, which was 6.6 higher than the previous day. The implied volatity was 29.23, the open interest changed by 0 which decreased total open position to 12
On 14 Sept GLENMARK was trading at 2132.50. The strike last trading price was 105, 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
On 17 Aug GLENMARK was trading at 2044.60. The strike last trading price was 176.3, 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
