`
[--[65.84.65.76]--]
GLENMARK
Glenmark Pharmaceuticals

1463.1 -29.55 (-1.98%)

Option Chain for GLENMARK

21 Nov 2024 02:02 PM IST

Note:- Click on the strike price to open the historical data.

Call
Put

Lot Size : 725

Delta OI Change OI Vol IV Ltp Change Change Ltp IV Vol Change OI OI Delta
0.00 0 1 0 0.00 211.50 0.00 1300 0.40 1.30 47.63 15 -5 34 -0.03
- 0 0 0 - 400.30 0.00 1320 0.00 9.70 21.61 0 0 0 -0.00
- 0 0 0 - 361.60 0.00 1340 0.00 6.55 17.85 0 0 0 -0.00
0.00 0 1 0 0.00 146.00 0.00 1360 1.05 3.05 39.05 182 39 121 -0.08
0.00 0 0 0 0.00 129.40 0.00 1380 1.95 4.40 36.74 43 5 17 -0.12
0.70 23 0 1 68.26 92.20 -22.20 1400 2.75 7.10 35.79 581 -21 323 -0.18
0.67 1 0 2 57.01 71.05 -25.35 1420 4.05 10.55 33.99 347 15 119 -0.25
0.67 16 -2 3 28.96 37.45 -21.55 1440 6.65 16.50 33.50 473 -19 124 -0.35
0.54 70 58 193 28.09 25.00 -37.75 1460 9.75 24.50 32.89 1,006 26 169 -0.46
0.40 208 121 663 28.42 16.20 -14.30 1480 13.40 35.65 33.30 632 14 286 -0.58
0.29 341 62 914 29.68 10.60 -9.55 1500 17.65 49.60 34.54 567 -36 343 -0.68
0.20 284 -47 329 31.04 6.90 -7.10 1520 20.15 65.10 35.55 109 -10 190 -0.77
0.13 401 -50 759 32.11 4.35 -3.90 1540 25.65 83.00 38.59 44 -15 154 -0.82
0.09 426 31 732 33.57 2.85 -3.15 1560 24.60 98.50 34.20 11 -2 115 -0.90
0.06 255 -8 303 35.27 1.95 -1.85 1580 41.20 117.00 33.84 38 -8 111 -0.94
0.05 807 10 559 37.93 1.55 -1.05 1600 33.25 141.25 52.01 32 -4 184 -0.88
0.04 301 2 169 40.46 1.25 -1.05 1620 0.00 110.05 0.00 0 -4 0 0.00
0.03 260 -36 119 41.99 0.90 -0.60 1640 32.65 180.55 61.00 3 -2 115 -0.90
0.03 324 -30 97 45.57 0.90 -0.40 1660 31.95 183.00 - 4 -2 67 -
0.02 214 -22 58 47.85 0.75 -0.25 1680 0.00 168.50 0.00 0 -7 0 0.00
0.02 384 -44 113 50.84 0.70 -0.10 1700 42.15 231.90 - 8 -7 109 -
- 195 -2 23 - 0.55 -0.10 1720 0.00 181.40 0.00 0 0 0 0.00
- 266 -48 97 - 0.55 -0.05 1740 22.50 274.50 - 2 0 24 -
- 146 -5 11 - 0.50 0.05 1760 0.00 247.00 0.00 0 0 0 0.00
- 63 0 2 - 0.20 -0.40 1780 0.00 288.95 0.00 0 0 0 0.00
- 259 -10 19 - 0.60 0.15 1800 0.00 288.95 0.00 0 0 0 0.00
0.00 0 -17 0 0.00 0.35 0.00 1820 0.00 159.30 0.00 0 0 0 0.00
0.00 0 -6 0 0.00 0.50 0.00 1840 0.00 216.50 0.00 0 0 0 0.00
- 114 0 1 - 0.35 0.00 1860 0.00 348.90 0.00 0 1 0 0.00
0.00 0 0 0 0.00 0.20 0.00 1880 0.00 225.15 - 0 0 0 -
- 159 -6 41 - 0.10 -0.05 1900 0.00 386.55 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.35 0.00 1920 0.00 253.90 - 0 0 0 -
0.00 0 0 0 30.00 31.00 0.00 1940 0.00 268.40 - 0 0 0 -
- 94 0 3 - 0.10 -0.05 1960 0.00 283.95 - 0 0 0 -
0.00 0 0 0 0.00 24.65 0.00 1980 0.00 301.55 0.00 0 0 0 0.00
- 232 -2 4 - 0.05 0.00 2000 0.00 315.20 - 0 0 0 -
5,843 2,605
Note
  1. 10% interest rate is applied while computing implied volatility.
  2. Volume and Open Interest, displayed in Contracts.
  3.        Highlighted options are in-the-money.

What is an Option Chain?
  • An option chain, also known as an option matrix, is a listing of all available option contracts, both puts and calls, for a given security.
  • It shows all puts, calls, strike ltp, and pricing information for a single underlying asset within a given maturity period.

How is it Useful?
  • The option chain matrix is most useful for the next trading day.
  • Trading volume, or the number of contracts that change hands in a given day, indicates how much liquidity there might be for any given option.
  • Open interest measures the total number of options outstanding on each strike and maturity, allowing you to gauge the scale of market commitment.