GLENMARK
Glenmark Pharmaceuticals
Historical option data for GLENMARK
20 Dec 2024 04:12 PM IST
| GLENMARK 26DEC2024 1380 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 | |||
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| 20 Dec | 1541.65 | 148.15 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 19 Dec | 1540.80 | 148.15 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 18 Dec | 1524.70 | 148.15 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 17 Dec | 1514.10 | 148.15 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 16 Dec | 1551.35 | 148.15 | 0.00 | 0.00 | 0 | 2 | 0 | |||
| 13 Dec | 1518.15 | 148.15 | 1.25 | 47.26 | 7 | 2 | 3 | |||
| 12 Dec | 1535.05 | 146.9 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 1526.40 | 146.9 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 10 Dec | 1542.65 | 146.9 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 9 Dec | 1514.15 | 146.9 | -189.50 | 29.52 | 1 | 0 | 0 | |||
| 6 Dec | 1528.10 | 336.4 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Dec | 1544.65 | 336.4 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Dec | 1548.65 | 336.4 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Dec | 1559.40 | 336.4 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Dec | 1547.55 | 336.4 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Nov | 1528.65 | 336.4 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Nov | 1495.15 | 336.4 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Nov | 1521.45 | 336.4 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Nov | 1490.40 | 336.4 | - | 0 | 0 | 0 | ||||
For Glenmark Pharmaceuticals - strike price 1380 expiring on 26DEC2024
Delta for 1380 CE is 0.00
Historical price for 1380 CE is as follows
On 20 Dec GLENMARK was trading at 1541.65. The strike last trading price was 148.15, 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 148.15, 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 148.15, 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 148.15, 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 148.15, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 13 Dec GLENMARK was trading at 1518.15. The strike last trading price was 148.15, which was 1.25 higher than the previous day. The implied volatity was 47.26, the open interest changed by 2 which increased total open position to 3
On 12 Dec GLENMARK was trading at 1535.05. The strike last trading price was 146.9, 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 11 Dec GLENMARK was trading at 1526.40. The strike last trading price was 146.9, 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 10 Dec GLENMARK was trading at 1542.65. The strike last trading price was 146.9, 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 9 Dec GLENMARK was trading at 1514.15. The strike last trading price was 146.9, which was -189.50 lower than the previous day. The implied volatity was 29.52, the open interest changed by 0 which decreased total open position to 0
On 6 Dec GLENMARK was trading at 1528.10. The strike last trading price was 336.4, 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 336.4, 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 336.4, 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 3 Dec GLENMARK was trading at 1559.40. The strike last trading price was 336.4, 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 336.4, 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 336.4, 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 336.4, 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 336.4, 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 336.4, 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 1380 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.03
Vega: 0.14
Theta: -0.57
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 1541.65 | 1.25 | -0.30 | 49.13 | 273 | -53 | 139 |
| 19 Dec | 1540.80 | 1.55 | -0.55 | 47.19 | 182 | 63 | 206 |
| 18 Dec | 1524.70 | 2.1 | -1.35 | 42.90 | 117 | -17 | 147 |
| 17 Dec | 1514.10 | 3.45 | 1.35 | 42.43 | 72 | -29 | 163 |
| 16 Dec | 1551.35 | 2.1 | -1.30 | 43.01 | 62 | 9 | 188 |
| 13 Dec | 1518.15 | 3.4 | 2.00 | 35.85 | 1,434 | 94 | 180 |
| 12 Dec | 1535.05 | 1.4 | -0.55 | 31.10 | 14 | -2 | 87 |
| 11 Dec | 1526.40 | 1.95 | -0.50 | 31.75 | 27 | -11 | 87 |
| 10 Dec | 1542.65 | 2.45 | -0.20 | 34.79 | 122 | -2 | 100 |
| 9 Dec | 1514.15 | 2.65 | -0.35 | 30.77 | 147 | -6 | 103 |
| 6 Dec | 1528.10 | 3 | -0.25 | 30.80 | 123 | 13 | 109 |
| 5 Dec | 1544.65 | 3.25 | 0.40 | 32.98 | 139 | 15 | 98 |
| 4 Dec | 1548.65 | 2.85 | 0.35 | 31.46 | 102 | -2 | 86 |
| 3 Dec | 1559.40 | 2.5 | -1.20 | 31.02 | 25 | 0 | 89 |
| 2 Dec | 1547.55 | 3.7 | -2.50 | 32.97 | 60 | 10 | 89 |
| 29 Nov | 1528.65 | 6.2 | -3.80 | 31.88 | 314 | 31 | 77 |
| 28 Nov | 1495.15 | 10 | 3.50 | 32.72 | 60 | 45 | 46 |
| 26 Nov | 1521.45 | 6.5 | 0.00 | 9.59 | 0 | 0 | 0 |
| 25 Nov | 1490.40 | 6.5 | 8.24 | 0 | 0 | 0 | |
For Glenmark Pharmaceuticals - strike price 1380 expiring on 26DEC2024
Delta for 1380 PE is -0.03
Historical price for 1380 PE is as follows
On 20 Dec GLENMARK was trading at 1541.65. The strike last trading price was 1.25, which was -0.30 lower than the previous day. The implied volatity was 49.13, the open interest changed by -53 which decreased total open position to 139
On 19 Dec GLENMARK was trading at 1540.80. The strike last trading price was 1.55, which was -0.55 lower than the previous day. The implied volatity was 47.19, the open interest changed by 63 which increased total open position to 206
On 18 Dec GLENMARK was trading at 1524.70. The strike last trading price was 2.1, which was -1.35 lower than the previous day. The implied volatity was 42.90, the open interest changed by -17 which decreased total open position to 147
On 17 Dec GLENMARK was trading at 1514.10. The strike last trading price was 3.45, which was 1.35 higher than the previous day. The implied volatity was 42.43, the open interest changed by -29 which decreased total open position to 163
On 16 Dec GLENMARK was trading at 1551.35. The strike last trading price was 2.1, which was -1.30 lower than the previous day. The implied volatity was 43.01, the open interest changed by 9 which increased total open position to 188
On 13 Dec GLENMARK was trading at 1518.15. The strike last trading price was 3.4, which was 2.00 higher than the previous day. The implied volatity was 35.85, the open interest changed by 94 which increased total open position to 180
On 12 Dec GLENMARK was trading at 1535.05. The strike last trading price was 1.4, which was -0.55 lower than the previous day. The implied volatity was 31.10, the open interest changed by -2 which decreased total open position to 87
On 11 Dec GLENMARK was trading at 1526.40. The strike last trading price was 1.95, which was -0.50 lower than the previous day. The implied volatity was 31.75, the open interest changed by -11 which decreased total open position to 87
On 10 Dec GLENMARK was trading at 1542.65. The strike last trading price was 2.45, which was -0.20 lower than the previous day. The implied volatity was 34.79, the open interest changed by -2 which decreased total open position to 100
On 9 Dec GLENMARK was trading at 1514.15. The strike last trading price was 2.65, which was -0.35 lower than the previous day. The implied volatity was 30.77, the open interest changed by -6 which decreased total open position to 103
On 6 Dec GLENMARK was trading at 1528.10. The strike last trading price was 3, which was -0.25 lower than the previous day. The implied volatity was 30.80, the open interest changed by 13 which increased total open position to 109
On 5 Dec GLENMARK was trading at 1544.65. The strike last trading price was 3.25, which was 0.40 higher than the previous day. The implied volatity was 32.98, the open interest changed by 15 which increased total open position to 98
On 4 Dec GLENMARK was trading at 1548.65. The strike last trading price was 2.85, which was 0.35 higher than the previous day. The implied volatity was 31.46, the open interest changed by -2 which decreased total open position to 86
On 3 Dec GLENMARK was trading at 1559.40. The strike last trading price was 2.5, which was -1.20 lower than the previous day. The implied volatity was 31.02, the open interest changed by 0 which decreased total open position to 89
On 2 Dec GLENMARK was trading at 1547.55. The strike last trading price was 3.7, which was -2.50 lower than the previous day. The implied volatity was 32.97, the open interest changed by 10 which increased total open position to 89
On 29 Nov GLENMARK was trading at 1528.65. The strike last trading price was 6.2, which was -3.80 lower than the previous day. The implied volatity was 31.88, the open interest changed by 31 which increased total open position to 77
On 28 Nov GLENMARK was trading at 1495.15. The strike last trading price was 10, which was 3.50 higher than the previous day. The implied volatity was 32.72, the open interest changed by 45 which increased total open position to 46
On 26 Nov GLENMARK was trading at 1521.45. The strike last trading price was 6.5, which was 0.00 lower than the previous day. The implied volatity was 9.59, 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 6.5, which was lower than the previous day. The implied volatity was 8.24, the open interest changed by 0 which decreased total open position to 0
