GLENMARK
Glenmark Pharmaceuticals
Historical option data for GLENMARK
21 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 | |||
| 21 Nov | 1466.40 | 146 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 20 Nov | 1492.65 | 146 | 0.00 | 60.53 | 2 | 1 | 3 | |||
| 19 Nov | 1492.65 | 146 | -184.00 | 60.53 | 2 | 1 | 3 | |||
| 18 Nov | 1485.75 | 330 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 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 21 Nov GLENMARK was trading at 1466.40. The strike last trading price was 146, 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 146, which was 0.00 lower than the previous day. The implied volatity was 60.53, the open interest changed by 1 which increased total open position to 3
On 19 Nov GLENMARK was trading at 1492.65. The strike last trading price was 146, which was -184.00 lower than the previous day. The implied volatity was 60.53, the open interest changed by 1 which increased total open position to 3
On 18 Nov GLENMARK was trading at 1485.75. 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 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: -0.07
Vega: 0.28
Theta: -0.77
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 1466.40 | 2.7 | 0.70 | 39.72 | 202 | 17 | 99 |
| 20 Nov | 1492.65 | 2 | 0.00 | 37.85 | 130 | -26 | 82 |
| 19 Nov | 1492.65 | 2 | -0.75 | 37.85 | 130 | -26 | 82 |
| 18 Nov | 1485.75 | 2.75 | -0.25 | 36.46 | 250 | 41 | 108 |
| 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 -0.07
Historical price for 1360 PE is as follows
On 21 Nov GLENMARK was trading at 1466.40. The strike last trading price was 2.7, which was 0.70 higher than the previous day. The implied volatity was 39.72, the open interest changed by 17 which increased total open position to 99
On 20 Nov GLENMARK was trading at 1492.65. The strike last trading price was 2, which was 0.00 lower than the previous day. The implied volatity was 37.85, the open interest changed by -26 which decreased total open position to 82
On 19 Nov GLENMARK was trading at 1492.65. The strike last trading price was 2, which was -0.75 lower than the previous day. The implied volatity was 37.85, the open interest changed by -26 which decreased total open position to 82
On 18 Nov GLENMARK was trading at 1485.75. The strike last trading price was 2.75, which was -0.25 lower than the previous day. The implied volatity was 36.46, the open interest changed by 41 which increased total open position to 108
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
