GLENMARK
Glenmark Pharmaceuticals
Historical option data for GLENMARK
21 Nov 2024 04:12 PM IST
| GLENMARK 28NOV2024 1300 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 21 Nov | 1466.40 | 211.5 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 20 Nov | 1492.65 | 211.5 | 0.00 | 92.60 | 1 | 1 | 0 | |||
| 19 Nov | 1492.65 | 211.5 | -187.15 | 92.60 | 1 | 0 | 0 | |||
| 18 Nov | 1485.75 | 398.65 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 1533.70 | 398.65 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 1539.40 | 398.65 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 1577.05 | 398.65 | - | 0 | 0 | 0 | ||||
For Glenmark Pharmaceuticals - strike price 1300 expiring on 28NOV2024
Delta for 1300 CE is 0.00
Historical price for 1300 CE is as follows
On 21 Nov GLENMARK was trading at 1466.40. The strike last trading price was 211.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 20 Nov GLENMARK was trading at 1492.65. The strike last trading price was 211.5, which was 0.00 lower than the previous day. The implied volatity was 92.60, the open interest changed by 1 which increased total open position to 0
On 19 Nov GLENMARK was trading at 1492.65. The strike last trading price was 211.5, which was -187.15 lower than the previous day. The implied volatity was 92.60, the open interest changed by 0 which decreased total open position to 0
On 18 Nov GLENMARK was trading at 1485.75. The strike last trading price was 398.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 Nov GLENMARK was trading at 1533.70. The strike last trading price was 398.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Nov GLENMARK was trading at 1539.40. The strike last trading price was 398.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Nov GLENMARK was trading at 1577.05. The strike last trading price was 398.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| GLENMARK 28NOV2024 1300 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.02
Vega: 0.12
Theta: -0.38
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 1466.40 | 0.9 | 0.00 | 46.17 | 22 | -3 | 36 |
| 20 Nov | 1492.65 | 0.9 | 0.00 | 45.12 | 25 | 5 | 39 |
| 19 Nov | 1492.65 | 0.9 | -0.25 | 45.12 | 25 | 5 | 39 |
| 18 Nov | 1485.75 | 1.15 | -0.60 | 42.84 | 64 | -16 | 35 |
| 14 Nov | 1533.70 | 1.75 | -0.20 | 47.99 | 89 | 22 | 51 |
| 13 Nov | 1539.40 | 1.95 | 0.40 | 48.99 | 69 | 18 | 25 |
| 12 Nov | 1577.05 | 1.55 | 48.28 | 54 | 6 | 6 | |
For Glenmark Pharmaceuticals - strike price 1300 expiring on 28NOV2024
Delta for 1300 PE is -0.02
Historical price for 1300 PE is as follows
On 21 Nov GLENMARK was trading at 1466.40. The strike last trading price was 0.9, which was 0.00 lower than the previous day. The implied volatity was 46.17, the open interest changed by -3 which decreased total open position to 36
On 20 Nov GLENMARK was trading at 1492.65. The strike last trading price was 0.9, which was 0.00 lower than the previous day. The implied volatity was 45.12, the open interest changed by 5 which increased total open position to 39
On 19 Nov GLENMARK was trading at 1492.65. The strike last trading price was 0.9, which was -0.25 lower than the previous day. The implied volatity was 45.12, the open interest changed by 5 which increased total open position to 39
On 18 Nov GLENMARK was trading at 1485.75. The strike last trading price was 1.15, which was -0.60 lower than the previous day. The implied volatity was 42.84, the open interest changed by -16 which decreased total open position to 35
On 14 Nov GLENMARK was trading at 1533.70. The strike last trading price was 1.75, which was -0.20 lower than the previous day. The implied volatity was 47.99, the open interest changed by 22 which increased total open position to 51
On 13 Nov GLENMARK was trading at 1539.40. The strike last trading price was 1.95, which was 0.40 higher than the previous day. The implied volatity was 48.99, the open interest changed by 18 which increased total open position to 25
On 12 Nov GLENMARK was trading at 1577.05. The strike last trading price was 1.55, which was lower than the previous day. The implied volatity was 48.28, the open interest changed by 6 which increased total open position to 6
