GLENMARK
Glenmark Pharmaceuticals
Historical option data for GLENMARK
21 Apr 2025 03:21 PM IST
| GLENMARK 24APR2025 1340 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.73
Vega: 0.41
Theta: -3.15
Gamma: 0.01
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Apr | 1369.40 | 39.05 | 13.15 | 42.01 | 699 | 3 | 71 | |||
| 17 Apr | 1342.40 | 23.6 | -16.5 | 31.62 | 408 | 7 | 69 | |||
| 16 Apr | 1356.80 | 41.35 | -15.95 | 39.88 | 263 | 10 | 67 | |||
| 15 Apr | 1376.90 | 56.95 | -11.95 | 42.25 | 88 | 3 | 56 | |||
| 11 Apr | 1378.10 | 68.35 | -8.5 | 41.35 | 243 | 4 | 53 | |||
| 9 Apr | 1376.30 | 73 | 0.5 | 45.22 | 524 | 44 | 44 | |||
| 8 Apr | 1440.80 | 72.5 | 0 | - | 0 | 0 | 0 | |||
| 7 Apr | 1442.20 | 72.5 | 0 | - | 0 | 0 | 0 | |||
| 4 Apr | 1499.85 | 72.5 | 0 | 0.00 | 0 | 0 | 0 | |||
| 3 Apr | 1545.25 | 72.5 | 0 | 0.00 | 0 | 0 | 0 | |||
| 2 Apr | 1515.45 | 72.5 | 0 | 0.00 | 0 | 0 | 0 | |||
| 1 Apr | 1509.20 | 72.5 | 0 | 0.00 | 0 | 0 | 0 | |||
| 28 Mar | 1541.05 | 72.5 | 0 | - | 0 | 0 | 0 | |||
| 27 Mar | 1519.85 | 72.5 | 0 | - | 0 | 0 | 0 | |||
| 26 Mar | 1461.80 | 72.5 | 0 | - | 0 | 0 | 0 | |||
| 25 Mar | 1480.75 | 72.5 | 0 | - | 0 | 0 | 0 | |||
| 24 Mar | 1492.65 | 72.5 | 0 | - | 0 | 0 | 0 | |||
| 21 Mar | 1514.75 | 72.5 | 0 | - | 0 | 0 | 0 | |||
| 20 Mar | 1478.80 | 72.5 | 0 | - | 0 | 0 | 0 | |||
|
|
||||||||||
| 19 Mar | 1486.70 | 72.5 | 0 | - | 0 | 0 | 0 | |||
| 18 Mar | 1456.35 | 72.5 | 0 | - | 0 | 0 | 0 | |||
| 7 Mar | 1404.40 | 72.5 | 0 | - | 0 | 0 | 0 | |||
| 6 Mar | 1396.70 | 72.5 | 0 | - | 0 | 0 | 0 | |||
| 5 Mar | 1388.00 | 72.5 | 0 | - | 0 | 0 | 0 | |||
| 4 Mar | 1334.25 | 72.5 | 0 | - | 0 | 0 | 0 | |||
| 28 Feb | 1278.95 | 72.5 | 0 | 2.09 | 0 | 0 | 0 | |||
For Glenmark Pharmaceuticals - strike price 1340 expiring on 24APR2025
Delta for 1340 CE is 0.73
Historical price for 1340 CE is as follows
On 21 Apr GLENMARK was trading at 1369.40. The strike last trading price was 39.05, which was 13.15 higher than the previous day. The implied volatity was 42.01, the open interest changed by 3 which increased total open position to 71
On 17 Apr GLENMARK was trading at 1342.40. The strike last trading price was 23.6, which was -16.5 lower than the previous day. The implied volatity was 31.62, the open interest changed by 7 which increased total open position to 69
On 16 Apr GLENMARK was trading at 1356.80. The strike last trading price was 41.35, which was -15.95 lower than the previous day. The implied volatity was 39.88, the open interest changed by 10 which increased total open position to 67
On 15 Apr GLENMARK was trading at 1376.90. The strike last trading price was 56.95, which was -11.95 lower than the previous day. The implied volatity was 42.25, the open interest changed by 3 which increased total open position to 56
On 11 Apr GLENMARK was trading at 1378.10. The strike last trading price was 68.35, which was -8.5 lower than the previous day. The implied volatity was 41.35, the open interest changed by 4 which increased total open position to 53
On 9 Apr GLENMARK was trading at 1376.30. The strike last trading price was 73, which was 0.5 higher than the previous day. The implied volatity was 45.22, the open interest changed by 44 which increased total open position to 44
On 8 Apr GLENMARK was trading at 1440.80. The strike last trading price was 72.5, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 Apr GLENMARK was trading at 1442.20. The strike last trading price was 72.5, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Apr GLENMARK was trading at 1499.85. The strike last trading price was 72.5, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 3 Apr GLENMARK was trading at 1545.25. The strike last trading price was 72.5, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 2 Apr GLENMARK was trading at 1515.45. The strike last trading price was 72.5, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 1 Apr GLENMARK was trading at 1509.20. The strike last trading price was 72.5, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 28 Mar GLENMARK was trading at 1541.05. The strike last trading price was 72.5, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 27 Mar GLENMARK was trading at 1519.85. The strike last trading price was 72.5, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 26 Mar GLENMARK was trading at 1461.80. The strike last trading price was 72.5, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 25 Mar GLENMARK was trading at 1480.75. The strike last trading price was 72.5, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 24 Mar GLENMARK was trading at 1492.65. The strike last trading price was 72.5, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 21 Mar GLENMARK was trading at 1514.75. The strike last trading price was 72.5, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 20 Mar GLENMARK was trading at 1478.80. The strike last trading price was 72.5, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 19 Mar GLENMARK was trading at 1486.70. The strike last trading price was 72.5, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 18 Mar GLENMARK was trading at 1456.35. The strike last trading price was 72.5, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 Mar GLENMARK was trading at 1404.40. The strike last trading price was 72.5, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Mar GLENMARK was trading at 1396.70. The strike last trading price was 72.5, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 Mar GLENMARK was trading at 1388.00. The strike last trading price was 72.5, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Mar GLENMARK was trading at 1334.25. The strike last trading price was 72.5, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 28 Feb GLENMARK was trading at 1278.95. The strike last trading price was 72.5, which was 0 lower than the previous day. The implied volatity was 2.09, the open interest changed by 0 which decreased total open position to 0
| GLENMARK 24APR2025 1340 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.25
Vega: 0.40
Theta: -2.36
Gamma: 0.01
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Apr | 1369.40 | 7.05 | -15.75 | 37.33 | 1,297 | 19 | 658 |
| 17 Apr | 1342.40 | 23.6 | 3.05 | 32.25 | 1,992 | -187 | 653 |
| 16 Apr | 1356.80 | 20.25 | 3.25 | 35.52 | 4,495 | 543 | 845 |
| 15 Apr | 1376.90 | 17.1 | -10.25 | 37.79 | 568 | 3 | 301 |
| 11 Apr | 1378.10 | 26.55 | -14.3 | 44.50 | 1,085 | -82 | 298 |
| 9 Apr | 1376.30 | 38.25 | 24.15 | 51.64 | 2,460 | 266 | 374 |
| 8 Apr | 1440.80 | 13.85 | -5.65 | 44.33 | 175 | 5 | 111 |
| 7 Apr | 1442.20 | 19.25 | 12.05 | 48.93 | 101 | 26 | 106 |
| 4 Apr | 1499.85 | 7.6 | 4.05 | 41.77 | 272 | 23 | 79 |
| 3 Apr | 1545.25 | 3.55 | -3.3 | 39.20 | 29 | 0 | 56 |
| 2 Apr | 1515.45 | 7 | 0.35 | 41.92 | 5 | 1 | 55 |
| 1 Apr | 1509.20 | 6.35 | 0.65 | 37.98 | 44 | 32 | 52 |
| 28 Mar | 1541.05 | 5.7 | 0.2 | 38.59 | 42 | -1 | 20 |
| 27 Mar | 1519.85 | 5 | -7.85 | 32.98 | 17 | 6 | 21 |
| 26 Mar | 1461.80 | 12.85 | 1 | 35.27 | 34 | 6 | 15 |
| 25 Mar | 1480.75 | 11.85 | -0.25 | 37.24 | 1 | 0 | 8 |
| 24 Mar | 1492.65 | 12.1 | 1.6 | 39.54 | 5 | 2 | 7 |
| 21 Mar | 1514.75 | 10.5 | -4.85 | 37.11 | 10 | 0 | 5 |
| 20 Mar | 1478.80 | 15.35 | -69.15 | 37.73 | 5 | 0 | 0 |
| 19 Mar | 1486.70 | 84.5 | 0 | 9.37 | 0 | 0 | 0 |
| 18 Mar | 1456.35 | 84.5 | 0 | 7.96 | 0 | 0 | 0 |
| 7 Mar | 1404.40 | 84.5 | 0 | 4.34 | 0 | 0 | 0 |
| 6 Mar | 1396.70 | 84.5 | 0 | 4.13 | 0 | 0 | 0 |
| 5 Mar | 1388.00 | 84.5 | 0 | 3.59 | 0 | 0 | 0 |
| 4 Mar | 1334.25 | 84.5 | 0 | 0.58 | 0 | 0 | 0 |
| 28 Feb | 1278.95 | 84.5 | 0 | - | 0 | 0 | 0 |
For Glenmark Pharmaceuticals - strike price 1340 expiring on 24APR2025
Delta for 1340 PE is -0.25
Historical price for 1340 PE is as follows
On 21 Apr GLENMARK was trading at 1369.40. The strike last trading price was 7.05, which was -15.75 lower than the previous day. The implied volatity was 37.33, the open interest changed by 19 which increased total open position to 658
On 17 Apr GLENMARK was trading at 1342.40. The strike last trading price was 23.6, which was 3.05 higher than the previous day. The implied volatity was 32.25, the open interest changed by -187 which decreased total open position to 653
On 16 Apr GLENMARK was trading at 1356.80. The strike last trading price was 20.25, which was 3.25 higher than the previous day. The implied volatity was 35.52, the open interest changed by 543 which increased total open position to 845
On 15 Apr GLENMARK was trading at 1376.90. The strike last trading price was 17.1, which was -10.25 lower than the previous day. The implied volatity was 37.79, the open interest changed by 3 which increased total open position to 301
On 11 Apr GLENMARK was trading at 1378.10. The strike last trading price was 26.55, which was -14.3 lower than the previous day. The implied volatity was 44.50, the open interest changed by -82 which decreased total open position to 298
On 9 Apr GLENMARK was trading at 1376.30. The strike last trading price was 38.25, which was 24.15 higher than the previous day. The implied volatity was 51.64, the open interest changed by 266 which increased total open position to 374
On 8 Apr GLENMARK was trading at 1440.80. The strike last trading price was 13.85, which was -5.65 lower than the previous day. The implied volatity was 44.33, the open interest changed by 5 which increased total open position to 111
On 7 Apr GLENMARK was trading at 1442.20. The strike last trading price was 19.25, which was 12.05 higher than the previous day. The implied volatity was 48.93, the open interest changed by 26 which increased total open position to 106
On 4 Apr GLENMARK was trading at 1499.85. The strike last trading price was 7.6, which was 4.05 higher than the previous day. The implied volatity was 41.77, the open interest changed by 23 which increased total open position to 79
On 3 Apr GLENMARK was trading at 1545.25. The strike last trading price was 3.55, which was -3.3 lower than the previous day. The implied volatity was 39.20, the open interest changed by 0 which decreased total open position to 56
On 2 Apr GLENMARK was trading at 1515.45. The strike last trading price was 7, which was 0.35 higher than the previous day. The implied volatity was 41.92, the open interest changed by 1 which increased total open position to 55
On 1 Apr GLENMARK was trading at 1509.20. The strike last trading price was 6.35, which was 0.65 higher than the previous day. The implied volatity was 37.98, the open interest changed by 32 which increased total open position to 52
On 28 Mar GLENMARK was trading at 1541.05. The strike last trading price was 5.7, which was 0.2 higher than the previous day. The implied volatity was 38.59, the open interest changed by -1 which decreased total open position to 20
On 27 Mar GLENMARK was trading at 1519.85. The strike last trading price was 5, which was -7.85 lower than the previous day. The implied volatity was 32.98, the open interest changed by 6 which increased total open position to 21
On 26 Mar GLENMARK was trading at 1461.80. The strike last trading price was 12.85, which was 1 higher than the previous day. The implied volatity was 35.27, the open interest changed by 6 which increased total open position to 15
On 25 Mar GLENMARK was trading at 1480.75. The strike last trading price was 11.85, which was -0.25 lower than the previous day. The implied volatity was 37.24, the open interest changed by 0 which decreased total open position to 8
On 24 Mar GLENMARK was trading at 1492.65. The strike last trading price was 12.1, which was 1.6 higher than the previous day. The implied volatity was 39.54, the open interest changed by 2 which increased total open position to 7
On 21 Mar GLENMARK was trading at 1514.75. The strike last trading price was 10.5, which was -4.85 lower than the previous day. The implied volatity was 37.11, the open interest changed by 0 which decreased total open position to 5
On 20 Mar GLENMARK was trading at 1478.80. The strike last trading price was 15.35, which was -69.15 lower than the previous day. The implied volatity was 37.73, the open interest changed by 0 which decreased total open position to 0
On 19 Mar GLENMARK was trading at 1486.70. The strike last trading price was 84.5, which was 0 lower than the previous day. The implied volatity was 9.37, the open interest changed by 0 which decreased total open position to 0
On 18 Mar GLENMARK was trading at 1456.35. The strike last trading price was 84.5, which was 0 lower than the previous day. The implied volatity was 7.96, the open interest changed by 0 which decreased total open position to 0
On 7 Mar GLENMARK was trading at 1404.40. The strike last trading price was 84.5, which was 0 lower than the previous day. The implied volatity was 4.34, the open interest changed by 0 which decreased total open position to 0
On 6 Mar GLENMARK was trading at 1396.70. The strike last trading price was 84.5, which was 0 lower than the previous day. The implied volatity was 4.13, the open interest changed by 0 which decreased total open position to 0
On 5 Mar GLENMARK was trading at 1388.00. The strike last trading price was 84.5, which was 0 lower than the previous day. The implied volatity was 3.59, the open interest changed by 0 which decreased total open position to 0
On 4 Mar GLENMARK was trading at 1334.25. The strike last trading price was 84.5, which was 0 lower than the previous day. The implied volatity was 0.58, the open interest changed by 0 which decreased total open position to 0
On 28 Feb GLENMARK was trading at 1278.95. The strike last trading price was 84.5, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
