GLENMARK
Glenmark Pharmaceuticals
Historical option data for GLENMARK
14 Nov 2024 04:12 PM IST
| GLENMARK 28NOV2024 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 | |||
| 14 Nov | 1533.70 | 330 | 0.00 | 0.00 | 0 | 0 | 0 | |||
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| 13 Nov | 1539.40 | 330 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Nov | 1577.05 | 330 | 0.00 | 0 | 0 | 0 | ||||
For Glenmark Pharmaceuticals - strike price 1360 expiring on 28NOV2024
Delta for 1360 CE is 0.00
Historical price for 1360 CE is as follows
On 14 Nov GLENMARK was trading at 1533.70. The strike last trading price was 330, 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 13 Nov GLENMARK was trading at 1539.40. The strike last trading price was 330, 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 12 Nov GLENMARK was trading at 1577.05. The strike last trading price was 330, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
| GLENMARK 28NOV2024 1360 PE | |||||||
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Delta: -0.05
Vega: 0.33
Theta: -0.47
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 1533.70 | 3 | -0.80 | 41.57 | 196 | 59 | 66 |
| 13 Nov | 1539.40 | 3.8 | -10.85 | 44.29 | 11 | 6 | 6 |
| 12 Nov | 1577.05 | 14.65 | 19.02 | 0 | 0 | 0 | |
For Glenmark Pharmaceuticals - strike price 1360 expiring on 28NOV2024
Delta for 1360 PE is -0.05
Historical price for 1360 PE is as follows
On 14 Nov GLENMARK was trading at 1533.70. The strike last trading price was 3, which was -0.80 lower than the previous day. The implied volatity was 41.57, the open interest changed by 59 which increased total open position to 66
On 13 Nov GLENMARK was trading at 1539.40. The strike last trading price was 3.8, which was -10.85 lower than the previous day. The implied volatity was 44.29, the open interest changed by 6 which increased total open position to 6
On 12 Nov GLENMARK was trading at 1577.05. The strike last trading price was 14.65, which was lower than the previous day. The implied volatity was 19.02, the open interest changed by 0 which decreased total open position to 0
