GLENMARK
Glenmark Pharmaceuticals
Historical option data for GLENMARK
21 Nov 2024 04:12 PM IST
| GLENMARK 28NOV2024 1380 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 1466.40 | 129.4 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 20 Nov | 1492.65 | 129.4 | 0.00 | 59.76 | 2 | 0 | 1 | |||
| 19 Nov | 1492.65 | 129.4 | -196.25 | 59.76 | 2 | 1 | 1 | |||
| 18 Nov | 1485.75 | 325.65 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 1533.70 | 325.65 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 1539.40 | 325.65 | 0.00 | - | 0 | 0 | 0 | |||
|
|
||||||||||
| 12 Nov | 1577.05 | 325.65 | - | 0 | 0 | 0 | ||||
For Glenmark Pharmaceuticals - strike price 1380 expiring on 28NOV2024
Delta for 1380 CE is 0.00
Historical price for 1380 CE is as follows
On 21 Nov GLENMARK was trading at 1466.40. The strike last trading price was 129.4, 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 20 Nov GLENMARK was trading at 1492.65. The strike last trading price was 129.4, which was 0.00 lower than the previous day. The implied volatity was 59.76, the open interest changed by 0 which decreased total open position to 1
On 19 Nov GLENMARK was trading at 1492.65. The strike last trading price was 129.4, which was -196.25 lower than the previous day. The implied volatity was 59.76, the open interest changed by 1 which increased total open position to 1
On 18 Nov GLENMARK was trading at 1485.75. The strike last trading price was 325.65, 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 325.65, 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 325.65, 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 12 Nov GLENMARK was trading at 1577.05. The strike last trading price was 325.65, 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 28NOV2024 1380 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.10
Vega: 0.37
Theta: -0.93
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 1466.40 | 3.8 | 1.35 | 37.19 | 82 | 28 | 40 |
| 20 Nov | 1492.65 | 2.45 | 0.00 | 34.68 | 52 | 12 | 12 |
| 19 Nov | 1492.65 | 2.45 | -7.60 | 34.68 | 52 | 12 | 12 |
| 18 Nov | 1485.75 | 10.05 | 0.00 | 11.85 | 0 | 0 | 0 |
| 14 Nov | 1533.70 | 10.05 | 0.00 | 15.35 | 0 | 0 | 0 |
| 13 Nov | 1539.40 | 10.05 | 0.00 | 15.64 | 0 | 0 | 0 |
| 12 Nov | 1577.05 | 10.05 | 16.76 | 0 | 0 | 0 | |
For Glenmark Pharmaceuticals - strike price 1380 expiring on 28NOV2024
Delta for 1380 PE is -0.10
Historical price for 1380 PE is as follows
On 21 Nov GLENMARK was trading at 1466.40. The strike last trading price was 3.8, which was 1.35 higher than the previous day. The implied volatity was 37.19, the open interest changed by 28 which increased total open position to 40
On 20 Nov GLENMARK was trading at 1492.65. The strike last trading price was 2.45, which was 0.00 lower than the previous day. The implied volatity was 34.68, the open interest changed by 12 which increased total open position to 12
On 19 Nov GLENMARK was trading at 1492.65. The strike last trading price was 2.45, which was -7.60 lower than the previous day. The implied volatity was 34.68, the open interest changed by 12 which increased total open position to 12
On 18 Nov GLENMARK was trading at 1485.75. The strike last trading price was 10.05, which was 0.00 lower than the previous day. The implied volatity was 11.85, 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 10.05, which was 0.00 lower than the previous day. The implied volatity was 15.35, 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 10.05, which was 0.00 lower than the previous day. The implied volatity was 15.64, 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 10.05, which was lower than the previous day. The implied volatity was 16.76, the open interest changed by 0 which decreased total open position to 0
