GLENMARK
Glenmark Pharmaceuticals
Historical option data for GLENMARK
20 Dec 2024 04:12 PM IST
| GLENMARK 26DEC2024 1360 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 | |||
| 20 Dec | 1541.65 | 141 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 19 Dec | 1540.80 | 141 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 18 Dec | 1524.70 | 141 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 17 Dec | 1514.10 | 141 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 16 Dec | 1551.35 | 141 | 0.00 | 0.00 | 0 | 3 | 0 | |||
| 13 Dec | 1518.15 | 141 | -217.10 | - | 3 | 2 | 2 | |||
| 12 Dec | 1535.05 | 358.1 | 0.00 | - | 0 | 0 | 0 | |||
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| 11 Dec | 1526.40 | 358.1 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Dec | 1542.65 | 358.1 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Dec | 1514.15 | 358.1 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Dec | 1544.65 | 358.1 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Dec | 1548.65 | 358.1 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Dec | 1547.55 | 358.1 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Nov | 1528.65 | 358.1 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Nov | 1495.15 | 358.1 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Nov | 1521.45 | 358.1 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Nov | 1490.40 | 358.1 | - | 0 | 0 | 0 | ||||
For Glenmark Pharmaceuticals - strike price 1360 expiring on 26DEC2024
Delta for 1360 CE is 0.00
Historical price for 1360 CE is as follows
On 20 Dec GLENMARK was trading at 1541.65. The strike last trading price was 141, which was 0.00 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 19 Dec GLENMARK was trading at 1540.80. The strike last trading price was 141, which was 0.00 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 18 Dec GLENMARK was trading at 1524.70. The strike last trading price was 141, which was 0.00 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 17 Dec GLENMARK was trading at 1514.10. The strike last trading price was 141, which was 0.00 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 16 Dec GLENMARK was trading at 1551.35. The strike last trading price was 141, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 13 Dec GLENMARK was trading at 1518.15. The strike last trading price was 141, which was -217.10 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 2
On 12 Dec GLENMARK was trading at 1535.05. The strike last trading price was 358.1, 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 11 Dec GLENMARK was trading at 1526.40. The strike last trading price was 358.1, 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 10 Dec GLENMARK was trading at 1542.65. The strike last trading price was 358.1, 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 9 Dec GLENMARK was trading at 1514.15. The strike last trading price was 358.1, 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 5 Dec GLENMARK was trading at 1544.65. The strike last trading price was 358.1, 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 4 Dec GLENMARK was trading at 1548.65. The strike last trading price was 358.1, 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 2 Dec GLENMARK was trading at 1547.55. The strike last trading price was 358.1, 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 29 Nov GLENMARK was trading at 1528.65. The strike last trading price was 358.1, 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 28 Nov GLENMARK was trading at 1495.15. The strike last trading price was 358.1, 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 26 Nov GLENMARK was trading at 1521.45. The strike last trading price was 358.1, 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 25 Nov GLENMARK was trading at 1490.40. The strike last trading price was 358.1, 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 26DEC2024 1360 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.02
Vega: 0.09
Theta: -0.35
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 1541.65 | 0.65 | -0.25 | 48.85 | 40 | -6 | 200 |
| 19 Dec | 1540.80 | 0.9 | -0.65 | 47.47 | 36 | 3 | 207 |
| 18 Dec | 1524.70 | 1.55 | -0.65 | 45.04 | 36 | -9 | 204 |
| 17 Dec | 1514.10 | 2.2 | 0.90 | 42.96 | 50 | -12 | 215 |
| 16 Dec | 1551.35 | 1.3 | -1.10 | 43.29 | 93 | -8 | 227 |
| 13 Dec | 1518.15 | 2.4 | 1.30 | 37.03 | 1,717 | 89 | 236 |
| 12 Dec | 1535.05 | 1.1 | -0.30 | 33.13 | 4 | -1 | 148 |
| 11 Dec | 1526.40 | 1.4 | -0.10 | 33.12 | 16 | -6 | 150 |
| 10 Dec | 1542.65 | 1.5 | -0.25 | 35.09 | 34 | -25 | 161 |
| 9 Dec | 1514.15 | 1.75 | -0.35 | 31.46 | 50 | 9 | 179 |
| 5 Dec | 1544.65 | 2.1 | -0.90 | 33.00 | 1 | 0 | 171 |
| 4 Dec | 1548.65 | 3 | 0.55 | 34.82 | 1 | 0 | 172 |
| 2 Dec | 1547.55 | 2.45 | -2.20 | 32.95 | 222 | 135 | 172 |
| 29 Nov | 1528.65 | 4.65 | -2.50 | 32.53 | 29 | 15 | 38 |
| 28 Nov | 1495.15 | 7.15 | -8.10 | 32.65 | 33 | 22 | 22 |
| 26 Nov | 1521.45 | 15.25 | 0.00 | 10.69 | 0 | 0 | 0 |
| 25 Nov | 1490.40 | 15.25 | 9.38 | 0 | 0 | 0 | |
For Glenmark Pharmaceuticals - strike price 1360 expiring on 26DEC2024
Delta for 1360 PE is -0.02
Historical price for 1360 PE is as follows
On 20 Dec GLENMARK was trading at 1541.65. The strike last trading price was 0.65, which was -0.25 lower than the previous day. The implied volatity was 48.85, the open interest changed by -6 which decreased total open position to 200
On 19 Dec GLENMARK was trading at 1540.80. The strike last trading price was 0.9, which was -0.65 lower than the previous day. The implied volatity was 47.47, the open interest changed by 3 which increased total open position to 207
On 18 Dec GLENMARK was trading at 1524.70. The strike last trading price was 1.55, which was -0.65 lower than the previous day. The implied volatity was 45.04, the open interest changed by -9 which decreased total open position to 204
On 17 Dec GLENMARK was trading at 1514.10. The strike last trading price was 2.2, which was 0.90 higher than the previous day. The implied volatity was 42.96, the open interest changed by -12 which decreased total open position to 215
On 16 Dec GLENMARK was trading at 1551.35. The strike last trading price was 1.3, which was -1.10 lower than the previous day. The implied volatity was 43.29, the open interest changed by -8 which decreased total open position to 227
On 13 Dec GLENMARK was trading at 1518.15. The strike last trading price was 2.4, which was 1.30 higher than the previous day. The implied volatity was 37.03, the open interest changed by 89 which increased total open position to 236
On 12 Dec GLENMARK was trading at 1535.05. The strike last trading price was 1.1, which was -0.30 lower than the previous day. The implied volatity was 33.13, the open interest changed by -1 which decreased total open position to 148
On 11 Dec GLENMARK was trading at 1526.40. The strike last trading price was 1.4, which was -0.10 lower than the previous day. The implied volatity was 33.12, the open interest changed by -6 which decreased total open position to 150
On 10 Dec GLENMARK was trading at 1542.65. The strike last trading price was 1.5, which was -0.25 lower than the previous day. The implied volatity was 35.09, the open interest changed by -25 which decreased total open position to 161
On 9 Dec GLENMARK was trading at 1514.15. The strike last trading price was 1.75, which was -0.35 lower than the previous day. The implied volatity was 31.46, the open interest changed by 9 which increased total open position to 179
On 5 Dec GLENMARK was trading at 1544.65. The strike last trading price was 2.1, which was -0.90 lower than the previous day. The implied volatity was 33.00, the open interest changed by 0 which decreased total open position to 171
On 4 Dec GLENMARK was trading at 1548.65. The strike last trading price was 3, which was 0.55 higher than the previous day. The implied volatity was 34.82, the open interest changed by 0 which decreased total open position to 172
On 2 Dec GLENMARK was trading at 1547.55. The strike last trading price was 2.45, which was -2.20 lower than the previous day. The implied volatity was 32.95, the open interest changed by 135 which increased total open position to 172
On 29 Nov GLENMARK was trading at 1528.65. The strike last trading price was 4.65, which was -2.50 lower than the previous day. The implied volatity was 32.53, the open interest changed by 15 which increased total open position to 38
On 28 Nov GLENMARK was trading at 1495.15. The strike last trading price was 7.15, which was -8.10 lower than the previous day. The implied volatity was 32.65, the open interest changed by 22 which increased total open position to 22
On 26 Nov GLENMARK was trading at 1521.45. The strike last trading price was 15.25, which was 0.00 lower than the previous day. The implied volatity was 10.69, the open interest changed by 0 which decreased total open position to 0
On 25 Nov GLENMARK was trading at 1490.40. The strike last trading price was 15.25, which was lower than the previous day. The implied volatity was 9.38, the open interest changed by 0 which decreased total open position to 0
