GLENMARK
Glenmark Pharmaceuticals
Historical option data for GLENMARK
21 Sep 2025 04:12 PM IST
| GLENMARK 30SEP2025 2320 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.05
Vega: 0.34
Theta: -0.55
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 2085.20 | 2.2 | -0.65 | 33.44 | 137 | 9 | 345 | |||||||||
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| 14 Sept | 2132.50 | 4.1 | -0.45 | 25.43 | 577 | 0 | 432 | |||||||||
| 17 Aug | 2044.60 | 41.7 | 0 | 0.00 | 0 | 0 | 1 | |||||||||
For Glenmark Pharmaceuticals - strike price 2320 expiring on 30SEP2025
Delta for 2320 CE is 0.05
Historical price for 2320 CE is as follows
On 21 Sept GLENMARK was trading at 2085.20. The strike last trading price was 2.2, which was -0.65 lower than the previous day. The implied volatity was 33.44, the open interest changed by 9 which increased total open position to 345
On 14 Sept GLENMARK was trading at 2132.50. The strike last trading price was 4.1, which was -0.45 lower than the previous day. The implied volatity was 25.43, the open interest changed by 0 which decreased total open position to 432
On 17 Aug GLENMARK was trading at 2044.60. The strike last trading price was 41.7, 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 1
| GLENMARK 30SEP2025 2320 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 | 235.1 | 0 | 0.00 | 0 | 0 | 0 |
| 14 Sept | 2132.50 | 176.5 | -13.7 | - | 7 | -1 | 53 |
| 17 Aug | 2044.60 | 563.4 | 0 | - | 0 | 0 | 0 |
For Glenmark Pharmaceuticals - strike price 2320 expiring on 30SEP2025
Delta for 2320 PE is 0.00
Historical price for 2320 PE is as follows
On 21 Sept GLENMARK was trading at 2085.20. The strike last trading price was 235.1, 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 176.5, which was -13.7 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 53
On 17 Aug GLENMARK was trading at 2044.60. The strike last trading price was 563.4, 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
