GLENMARK
Glenmark Pharmaceuticals
Historical option data for GLENMARK
21 Sep 2025 04:12 PM IST
| GLENMARK 30SEP2025 2240 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.10
Vega: 0.63
Theta: -0.88
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 2085.20 | 4.75 | -3.3 | 28.54 | 325 | 23 | 257 | |||||||||
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| 14 Sept | 2132.50 | 12 | -1.7 | 23.91 | 263 | -8 | 310 | |||||||||
| 17 Aug | 2044.60 | 18.35 | 0 | 5.55 | 0 | 0 | 0 | |||||||||
For Glenmark Pharmaceuticals - strike price 2240 expiring on 30SEP2025
Delta for 2240 CE is 0.10
Historical price for 2240 CE is as follows
On 21 Sept GLENMARK was trading at 2085.20. The strike last trading price was 4.75, which was -3.3 lower than the previous day. The implied volatity was 28.54, the open interest changed by 23 which increased total open position to 257
On 14 Sept GLENMARK was trading at 2132.50. The strike last trading price was 12, which was -1.7 lower than the previous day. The implied volatity was 23.91, the open interest changed by -8 which decreased total open position to 310
On 17 Aug GLENMARK was trading at 2044.60. The strike last trading price was 18.35, 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 2240 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 2085.20 | 123.2 | 11.6 | 0.00 | 0 | 0 | 0 |
| 14 Sept | 2132.50 | 123.2 | -0.35 | 30.40 | 12 | -2 | 9 |
| 17 Aug | 2044.60 | 490.45 | 0 | - | 0 | 0 | 0 |
For Glenmark Pharmaceuticals - strike price 2240 expiring on 30SEP2025
Delta for 2240 PE is 0.00
Historical price for 2240 PE is as follows
On 21 Sept GLENMARK was trading at 2085.20. The strike last trading price was 123.2, which was 11.6 higher than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 14 Sept GLENMARK was trading at 2132.50. The strike last trading price was 123.2, which was -0.35 lower than the previous day. The implied volatity was 30.40, the open interest changed by -2 which decreased total open position to 9
On 17 Aug GLENMARK was trading at 2044.60. The strike last trading price was 490.45, 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
