GLENMARK
Glenmark Pharmaceuticals
Historical option data for GLENMARK
21 Sep 2025 04:12 PM IST
| GLENMARK 30SEP2025 2360 CE | ||||||||||||||||
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Delta: 0.02
Vega: 0.17
Theta: -0.27
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 2085.20 | 0.85 | -1.15 | 33.21 | 4 | 0 | 18 | |||||||||
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| 14 Sept | 2132.50 | 2.7 | -16 | 26.89 | 2 | 2 | 1 | |||||||||
For Glenmark Pharmaceuticals - strike price 2360 expiring on 30SEP2025
Delta for 2360 CE is 0.02
Historical price for 2360 CE is as follows
On 21 Sept GLENMARK was trading at 2085.20. The strike last trading price was 0.85, which was -1.15 lower than the previous day. The implied volatity was 33.21, the open interest changed by 0 which decreased total open position to 18
On 14 Sept GLENMARK was trading at 2132.50. The strike last trading price was 2.7, which was -16 lower than the previous day. The implied volatity was 26.89, the open interest changed by 2 which increased total open position to 1
| GLENMARK 30SEP2025 2360 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 2085.20 | 485.3 | 0 | - | 0 | 0 | 0 |
| 14 Sept | 2132.50 | 485.3 | 0 | - | 0 | 0 | 0 |
For Glenmark Pharmaceuticals - strike price 2360 expiring on 30SEP2025
Delta for 2360 PE is -
Historical price for 2360 PE is as follows
On 21 Sept GLENMARK was trading at 2085.20. The strike last trading price was 485.3, 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 14 Sept GLENMARK was trading at 2132.50. The strike last trading price was 485.3, 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
