GLENMARK
Glenmark Pharmaceuticals
Historical option data for GLENMARK
21 Sep 2025 04:12 PM IST
| GLENMARK 30SEP2025 2300 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.06
Vega: 0.41
Theta: -0.63
Gamma: 0.00
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 2085.20 | 2.7 | -1 | 32.42 | 54 | 2 | 89 | |||||||||
| 14 Sept | 2132.50 | 5.95 | 0.05 | 25.72 | 940 | 483 | 507 | |||||||||
|
|
||||||||||||||||
| 17 Aug | 2044.60 | 84.65 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Glenmark Pharmaceuticals - strike price 2300 expiring on 30SEP2025
Delta for 2300 CE is 0.06
Historical price for 2300 CE is as follows
On 21 Sept GLENMARK was trading at 2085.20. The strike last trading price was 2.7, which was -1 lower than the previous day. The implied volatity was 32.42, the open interest changed by 2 which increased total open position to 89
On 14 Sept GLENMARK was trading at 2132.50. The strike last trading price was 5.95, which was 0.05 higher than the previous day. The implied volatity was 25.72, the open interest changed by 483 which increased total open position to 507
On 17 Aug GLENMARK was trading at 2044.60. The strike last trading price was 84.65, 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 2300 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.95
Vega: 0.40
Theta: 0.01
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 2085.20 | 203 | 30.45 | 32.22 | 10 | 10 | 4 |
| 14 Sept | 2132.50 | 176.55 | -50.7 | 34.16 | 9 | 4 | 3 |
| 17 Aug | 2044.60 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Glenmark Pharmaceuticals - strike price 2300 expiring on 30SEP2025
Delta for 2300 PE is -0.95
Historical price for 2300 PE is as follows
On 21 Sept GLENMARK was trading at 2085.20. The strike last trading price was 203, which was 30.45 higher than the previous day. The implied volatity was 32.22, the open interest changed by 10 which increased total open position to 4
On 14 Sept GLENMARK was trading at 2132.50. The strike last trading price was 176.55, which was -50.7 lower than the previous day. The implied volatity was 34.16, the open interest changed by 4 which increased total open position to 3
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
