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 |
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Put
Lot Size : 725 |
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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 |
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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
- 10% interest rate is applied while computing implied volatility.
- Volume and Open Interest, displayed in Contracts.
- 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.