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 |
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Put
Lot Size : 325 |
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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 |
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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
- 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.