GLENMARK
Glenmark Pharmaceuticals
1541.65
0.85 (0.06%)
Option Chain for GLENMARK
20 Dec 2024 04:12 PM IST
Note:- Click on the strike price to open the historical data.
| Call |
|
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 | 0 | 0 | - | 411.30 | 0.00 | 1300 | -0.05 | 0.55 | - | 12 | -5 | 44 | - |
| 0.00 | 0 | 0 | 0 | 0.00 | 138.25 | 0.00 | 1320 | -0.25 | 0.80 | - | 8 | -3 | 29 | - |
| - | 0 | 0 | 0 | - | 373.40 | 0.00 | 1340 | 0.00 | 0.85 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.00 | 0 | 0 | 0 | 0.00 | 141.00 | 0.00 | 1360 | -0.25 | 0.65 | 48.85 | 40 | -6 | 200 | -0.02 |
| 0.00 | 0 | 0 | 0 | 0.00 | 148.15 | 0.00 | 1380 | -0.30 | 1.25 | 49.13 | 273 | -53 | 139 | -0.03 |
| - | 74 | -2 | 16 | - | 144.50 | 0.50 | 1400 | -0.50 | 1.60 | 46.06 | 224 | -70 | 482 | -0.04 |
| 0.00 | 0 | 0 | 0 | 0.00 | 101.05 | 0.00 | 1420 | -0.35 | 2.10 | 43.08 | 76 | -32 | 258 | -0.06 |
| 0.00 | 0 | -1 | 0 | 0.00 | 95.00 | 0.00 | 1440 | -1.10 | 2.45 | 38.82 | 233 | -56 | 352 | -0.07 |
| 0.98 | 40 | -6 | 11 | 21.42 | 87.65 | 12.60 | 1460 | -1.45 | 3.45 | 36.09 | 346 | -45 | 228 | -0.10 |
| - | 268 | -7 | 32 | - | 63.65 | -9.45 | 1480 | -2.25 | 4.95 | 33.35 | 456 | -60 | 212 | -0.14 |
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| 0.82 | 252 | -56 | 247 | 26.73 | 52.60 | -2.15 | 1500 | -3.20 | 6.90 | 30.01 | 526 | -75 | 380 | -0.20 |
| 0.72 | 243 | -16 | 350 | 24.82 | 36.20 | -3.00 | 1520 | -4.30 | 10.60 | 27.61 | 680 | -81 | 298 | -0.30 |
| 0.57 | 405 | -88 | 1,010 | 24.10 | 23.00 | -3.45 | 1540 | -5.60 | 16.90 | 25.94 | 649 | 20 | 385 | -0.44 |
| 0.40 | 673 | -119 | 2,120 | 23.85 | 13.35 | -4.15 | 1560 | -5.90 | 27.35 | 25.88 | 275 | 30 | 171 | -0.59 |
| 0.26 | 525 | -16 | 841 | 24.29 | 7.35 | -3.90 | 1580 | -1.95 | 42.15 | 27.93 | 75 | 5 | 46 | -0.71 |
| 0.16 | 898 | -99 | 1,213 | 26.18 | 4.45 | -3.05 | 1600 | -3.05 | 58.00 | 28.49 | 41 | -2 | 120 | -0.81 |
| 0.10 | 339 | 10 | 490 | 28.07 | 2.75 | -1.95 | 1620 | -11.05 | 78.25 | 35.46 | 5 | 0 | 4 | -0.84 |
| 0.06 | 326 | -19 | 379 | 28.97 | 1.50 | -1.35 | 1640 | 0.00 | 116.30 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.04 | 407 | -6 | 141 | 30.76 | 0.95 | -0.95 | 1660 | 0.00 | 145.20 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.02 | 191 | -147 | 264 | 31.93 | 0.55 | -1.10 | 1680 | 0.00 | 147.75 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.03 | 351 | -37 | 199 | 37.53 | 0.75 | -0.40 | 1700 | 9.35 | 164.35 | 72.23 | 10 | -6 | 33 | -0.83 |
| 0.02 | 129 | -5 | 17 | 37.70 | 0.40 | -0.55 | 1720 | 0.00 | 160.15 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.00 | 0 | 0 | 0 | 24.09 | 85.90 | 0.00 | 1740 | 0.00 | 112.00 | - | 0 | 0 | 0 | - |
| 0.01 | 5 | -1 | 4 | 44.61 | 0.40 | -0.45 | 1760 | 0.00 | 211.00 | 0.00 | 0 | -1 | 0 | 0.00 |
| 0.01 | 4 | 0 | 1 | 48.72 | 0.45 | -1.15 | 1780 | -6.00 | 242.00 | - | 1 | 0 | 6 | - |
| 0.02 | 68 | -18 | 32 | 55.86 | 0.75 | 0.05 | 1800 | 2.45 | 263.00 | - | 1 | 0 | 4 | - |
| 0.00 | 0 | 0 | 0 | 0.00 | 0.40 | 0.00 | 1820 | 0.00 | 271.25 | 0.00 | 0 | 0 | 0 | 0.00 |
| - | 13 | 1 | 5 | - | 0.15 | -0.10 | 1840 | 0.00 | 328.00 | 0.00 | 0 | 0 | 0 | 0.00 |
| 5,211 | 3,391 | |||||||||||||
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.
