GLENMARK
Glenmark Pharmaceuticals
Historical option data for GLENMARK
21 Sep 2025 04:12 PM IST
| GLENMARK 30SEP2025 2280 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.06
Vega: 0.44
Theta: -0.63
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 2085.20 | 2.8 | -1.95 | 30.20 | 112 | -30 | 187 | |||||||||
| 14 Sept | 2132.50 | 7.25 | -0.75 | 24.86 | 289 | 54 | 395 | |||||||||
| 17 Aug | 2044.60 | 18 | 0 | 6.70 | 0 | 0 | 0 | |||||||||
For Glenmark Pharmaceuticals - strike price 2280 expiring on 30SEP2025
Delta for 2280 CE is 0.06
Historical price for 2280 CE is as follows
On 21 Sept GLENMARK was trading at 2085.20. The strike last trading price was 2.8, which was -1.95 lower than the previous day. The implied volatity was 30.20, the open interest changed by -30 which decreased total open position to 187
On 14 Sept GLENMARK was trading at 2132.50. The strike last trading price was 7.25, which was -0.75 lower than the previous day. The implied volatity was 24.86, the open interest changed by 54 which increased total open position to 395
On 17 Aug GLENMARK was trading at 2044.60. The strike last trading price was 18, which was 0 lower than the previous day. The implied volatity was 6.70, the open interest changed by 0 which decreased total open position to 0
| GLENMARK 30SEP2025 2280 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.91
Vega: 0.60
Theta: -0.40
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 2085.20 | 185.85 | 7.8 | 35.20 | 4 | -3 | 4 |
| 14 Sept | 2132.50 | 178.05 | 0 | 0.00 | 0 | 0 | 0 |
| 17 Aug | 2044.60 | 480.7 | 0 | - | 0 | 0 | 0 |
For Glenmark Pharmaceuticals - strike price 2280 expiring on 30SEP2025
Delta for 2280 PE is -0.91
Historical price for 2280 PE is as follows
On 21 Sept GLENMARK was trading at 2085.20. The strike last trading price was 185.85, which was 7.8 higher than the previous day. The implied volatity was 35.20, the open interest changed by -3 which decreased total open position to 4
On 14 Sept GLENMARK was trading at 2132.50. The strike last trading price was 178.05, 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 480.7, 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
