GLENMARK
Glenmark Pharmaceuticals
Historical option data for GLENMARK
21 Sep 2025 04:12 PM IST
| GLENMARK 30SEP2025 2260 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.08
Vega: 0.55
Theta: -0.80
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 2085.20 | 4 | -2.2 | 30.04 | 176 | 0 | 99 | |||||||||
| 14 Sept | 2132.50 | 9.35 | -1.3 | 24.40 | 80 | 25 | 71 | |||||||||
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| 17 Aug | 2044.60 | 98 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Glenmark Pharmaceuticals - strike price 2260 expiring on 30SEP2025
Delta for 2260 CE is 0.08
Historical price for 2260 CE is as follows
On 21 Sept GLENMARK was trading at 2085.20. The strike last trading price was 4, which was -2.2 lower than the previous day. The implied volatity was 30.04, the open interest changed by 0 which decreased total open position to 99
On 14 Sept GLENMARK was trading at 2132.50. The strike last trading price was 9.35, which was -1.3 lower than the previous day. The implied volatity was 24.40, the open interest changed by 25 which increased total open position to 71
On 17 Aug GLENMARK was trading at 2044.60. The strike last trading price was 98, 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 2260 PE | |||||||
|---|---|---|---|---|---|---|---|
|
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 | 146.3 | 0 | 0.00 | 0 | 0 | 0 |
| 14 Sept | 2132.50 | 201 | 0 | - | 0 | 0 | 0 |
| 17 Aug | 2044.60 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Glenmark Pharmaceuticals - strike price 2260 expiring on 30SEP2025
Delta for 2260 PE is 0.00
Historical price for 2260 PE is as follows
On 21 Sept GLENMARK was trading at 2085.20. The strike last trading price was 146.3, 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 14 Sept GLENMARK was trading at 2132.50. The strike last trading price was 201, 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
On 17 Aug GLENMARK was trading at 2044.60. The strike last trading price was 0, 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
