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

1477.25 -38.70 (-2.55%)

Option Chain for GLENMARK

15 Jan 2025 04:12 PM IST

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

Call
Put

Lot Size : 325

Delta OI Change OI Vol IV Ltp Change Change Ltp IV Vol Change OI OI Delta
0.00 0 0 0 0.00 280.50 0.00 1240 0.00 1.10 44.78 18 3 23 -0.02
0.00 0 0 0 0.00 263.45 0.00 1260 0.00 12.50 0.00 0 0 0 0.00
- 0 0 0 - 443.55 0.00 1280 0.00 5.95 18.87 0 0 0 -0.00
0.00 0 0 0 0.00 230.25 0.00 1300 0.00 18.80 0.00 0 0 0 0.00
- 1 0 4 - 162.65 -30.35 1320 1.70 3.60 39.62 759 45 303 -0.07
- 0 0 0 - 199.10 0.00 1340 -8.90 4.95 38.61 29 8 8 -0.09
- 3 1 2 - 121.50 -41.30 1360 3.70 7.10 38.18 1,079 177 687 -0.12
- 0 0 1 - 102.75 -67.55 1380 4.90 9.60 37.23 653 19 61 -0.16
0.82 89 33 124 31.99 93.10 -33.10 1400 6.45 13.20 36.70 2,994 87 451 -0.21
0.78 11 5 45 30.01 75.85 -37.30 1420 9.15 17.20 35.54 1,080 47 171 -0.26
0.69 20 18 75 31.12 62.70 -50.05 1440 11.10 23.25 35.31 2,626 130 279 -0.32
0.61 197 167 1,771 31.45 50.50 -27.85 1460 14.50 30.55 34.96 6,421 264 401 -0.40
0.53 137 110 2,248 31.36 39.50 -24.35 1480 17.05 39.00 34.36 7,565 266 508 -0.47
0.45 347 184 2,787 33.36 32.65 -18.75 1500 21.75 50.60 35.13 4,181 -139 360 -0.55
0.37 229 116 1,009 31.58 22.95 -17.05 1520 25.15 61.90 34.39 560 22 229 -0.62
0.29 458 3 1,209 31.68 16.95 -13.30 1540 28.80 76.35 35.22 270 -22 232 -0.69
0.23 268 -34 1,010 31.54 12.05 -11.25 1560 34.15 94.60 38.80 47 3 184 -0.72
0.18 211 -20 949 32.07 8.85 -9.25 1580 39.60 111.40 40.31 30 8 197 -0.77
0.14 450 27 1,466 32.83 6.60 -5.95 1600 39.85 125.85 38.15 203 1 360 -0.82
0.10 342 77 1,017 33.46 4.85 -4.90 1620 45.50 154.50 52.73 24 -5 206 -0.78
0.08 317 -71 690 34.63 3.80 -3.10 1640 32.00 162.00 40.19 21 -10 137 -0.88
0.07 372 -52 508 35.65 2.95 -1.75 1660 0.00 160.00 0.00 0 0 0 0.00
0.05 150 -44 157 36.48 2.25 -1.60 1680 0.00 86.10 0.00 0 0 0 0.00
0.04 466 -19 359 37.98 1.90 -1.05 1700 28.45 220.00 46.46 2 0 162 -0.92
0.04 113 -26 54 39.78 1.70 -0.75 1720 0.00 142.60 0.00 0 0 0 0.00
0.03 150 3 58 40.16 1.25 0.00 1740 0.00 140.15 0.00 0 0 0 0.00
0.03 308 -5 100 43.81 1.50 -0.10 1760 0.00 129.55 0.00 0 0 0 0.00
0.02 134 0 12 44.57 1.20 -0.25 1780 0.00 137.15 0.00 0 0 0 0.00
0.02 267 -7 48 45.22 0.95 0.15 1800 0.00 295.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 0.00 1820 0.00 0.00 0.00 0 0 0 0.00
0.02 387 -51 67 47.90 0.75 -0.15 1840 0.00 325.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 0.00 1860 0.00 0.00 0.00 0 0 0 0.00
0.01 106 -1 5 46.46 0.30 -0.10 1880 0.00 219.55 - 0 0 0 -
5,533 4,959
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.