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Option Chain For GLENMARK - GLENMARK PHARMACEUTICALS
Last updated on 03 Jul 2020 02:50 PM info_outline

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

Call
Put
OI Chng OI IV Ltp Chng Chng Ltp IV Chng OI OI
- - - - - 300 -0.45 0.40 64.96 -5,600 316,400
- - - - - 320 -0.55 0.85 62.21 -1,400 14,000
- - - - - 330 - - - - 12,600
- - - - - 340 - - - - 5,600
- - - - - 350 - - - - 120,400
- - - - - 360 -2.80 2.10 50.82 -1,400 82,600
- - - - - 370 - - - - 25,200
- - - - - 380 -0.05 7.05 58.70 -2,800 201,600
- - - - - 390 0.50 10.00 60.17 -1,400 72,800
75,600 - - - - 400 0.90 11.50 56.77 -8,400 352,800
- - - - - 410 -0.40 17.00 61.14 -2,800 43,400
46,200 - - - - 420 - 19.60 57.66 -1,400 205,800
74,200 -1,400 55.96 28.80 3.80 430 1.90 24.00 57.08 -1,400 210,000
98,000 -2,800 57.32 26.00 -2.00 440 - - - - 91,000
215,600 -2,800 57.11 20.55 -3.45 450 - - - - 162,400
175,000 - - - - 460 - - - - 96,600
180,600 -1,400 58.90 14.70 -0.30 470 - - - - 53,200
329,000 -9,800 64.56 14.40 0.40 480 - - - - 39,200
117,600 - - - - 490 - - - - -
491,400 -15,400 61.93 9.00 -0.30 500 - - - - 43,400
74,200 -2,800 63.78 7.95 -0.05 510 - - - - -
140,000 - - - - 520 - - - - -
57,400 -1,400 62.69 5.00 -0.50 530 - - - - -
88,200 - - - - 540 - - - - -
217,000 -1,400 66.26 4.00 -0.10 550 - - - - -
61,600 -4,200 67.00 3.40 0.25 560 - - - - -
47,600 - - - - 570 - - - - -
95,200 - - - - 580 - - - - -
219,800 -5,600 68.74 2.05 -0.05 590 - - - - -
Total 2,804,200 2,149,000
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 prices, 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.