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[--[65.84.65.76]--]
GLENMARK
Glenmark Pharmaceuticals

1585.95 44.50 (2.89%)

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Historical option data for GLENMARK

27 Dec 2024 04:12 PM IST
GLENMARK 30JAN2025 1360 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
27 Dec 1585.95 371.85 371.85 - 0 0 0
27 Nov 1522.60 0 0.00 - 0 0 0
26 Nov 1521.45 0 0.00 - 0 0 0
25 Nov 1490.40 0 0.00 - 0 0 0
22 Nov 1478.20 0 0.00 - 0 0 0
21 Nov 1466.40 0 0.00 - 0 0 0
20 Nov 1492.65 0 0.00 - 0 0 0
19 Nov 1492.65 0 0.00 - 0 0 0
18 Nov 1485.75 0 0.00 - 0 0 0
14 Nov 1533.70 0 0.00 - 0 0 0
13 Nov 1539.40 0 - 0 0 0


For Glenmark Pharmaceuticals - strike price 1360 expiring on 30JAN2025

Delta for 1360 CE is -

Historical price for 1360 CE is as follows

On 27 Dec GLENMARK was trading at 1585.95. The strike last trading price was 371.85, which was 371.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 27 Nov GLENMARK was trading at 1522.60. The strike last trading price was 0, 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 0, 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 0, 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 22 Nov GLENMARK was trading at 1478.20. The strike last trading price was 0, 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 21 Nov GLENMARK was trading at 1466.40. The strike last trading price was 0, 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 20 Nov GLENMARK was trading at 1492.65. The strike last trading price was 0, 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 19 Nov GLENMARK was trading at 1492.65. The strike last trading price was 0, 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 18 Nov GLENMARK was trading at 1485.75. The strike last trading price was 0, 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 0, 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 0, 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 30JAN2025 1360 PE
Delta: -0.04
Vega: 0.44
Theta: -0.19
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
27 Dec 1585.95 2.8 -10.05 32.37 53 27 27
27 Nov 1522.60 12.85 0.00 8.16 0 0 0
26 Nov 1521.45 12.85 0.00 7.97 0 0 0
25 Nov 1490.40 12.85 0.00 7.25 0 0 0
22 Nov 1478.20 12.85 12.85 5.98 0 0 0
21 Nov 1466.40 0 0.00 5.49 0 0 0
20 Nov 1492.65 0 0.00 7.05 0 0 0
19 Nov 1492.65 0 0.00 7.05 0 0 0
18 Nov 1485.75 0 0.00 6.15 0 0 0
14 Nov 1533.70 0 0.00 7.84 0 0 0
13 Nov 1539.40 0 8.11 0 0 0


For Glenmark Pharmaceuticals - strike price 1360 expiring on 30JAN2025

Delta for 1360 PE is -0.04

Historical price for 1360 PE is as follows

On 27 Dec GLENMARK was trading at 1585.95. The strike last trading price was 2.8, which was -10.05 lower than the previous day. The implied volatity was 32.37, the open interest changed by 27 which increased total open position to 27


On 27 Nov GLENMARK was trading at 1522.60. The strike last trading price was 12.85, which was 0.00 lower than the previous day. The implied volatity was 8.16, 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 12.85, which was 0.00 lower than the previous day. The implied volatity was 7.97, 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 12.85, which was 0.00 lower than the previous day. The implied volatity was 7.25, the open interest changed by 0 which decreased total open position to 0


On 22 Nov GLENMARK was trading at 1478.20. The strike last trading price was 12.85, which was 12.85 higher than the previous day. The implied volatity was 5.98, the open interest changed by 0 which decreased total open position to 0


On 21 Nov GLENMARK was trading at 1466.40. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 5.49, the open interest changed by 0 which decreased total open position to 0


On 20 Nov GLENMARK was trading at 1492.65. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 7.05, the open interest changed by 0 which decreased total open position to 0


On 19 Nov GLENMARK was trading at 1492.65. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 7.05, 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 0, which was 0.00 lower than the previous day. The implied volatity was 6.15, 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 0, which was 0.00 lower than the previous day. The implied volatity was 7.84, 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 0, which was lower than the previous day. The implied volatity was 8.11, the open interest changed by 0 which decreased total open position to 0