GLENMARK
Glenmark Pharmaceuticals
Historical option data for GLENMARK
30 Dec 2024 04:12 PM IST
| GLENMARK 30JAN2025 1400 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 30 Dec | 1589.80 | 200 | 5.00 | - | 14 | -4 | 34 | |||
| 27 Dec | 1585.95 | 195 | 59.00 | - | 33 | -9 | 47 | |||
| 26 Dec | 1541.45 | 136 | -16.05 | - | 82 | 38 | 39 | |||
| 24 Dec | 1535.80 | 152.05 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 23 Dec | 1550.60 | 152.05 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 20 Dec | 1541.65 | 152.05 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 19 Dec | 1540.80 | 152.05 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 18 Dec | 1524.70 | 152.05 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 17 Dec | 1514.10 | 152.05 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 16 Dec | 1551.35 | 152.05 | 0.00 | 0.00 | 0 | -2 | 0 | |||
| 13 Dec | 1518.15 | 152.05 | -30.90 | 31.43 | 5 | 1 | 4 | |||
| 11 Dec | 1526.40 | 182.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 10 Dec | 1542.65 | 182.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 9 Dec | 1514.15 | 182.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 4 Dec | 1548.65 | 182.95 | 0.00 | 0.00 | 0 | 3 | 0 | |||
| 3 Dec | 1559.40 | 182.95 | -154.80 | 23.01 | 3 | 0 | 0 | |||
| 29 Nov | 1528.65 | 337.75 | 337.75 | - | 0 | 0 | 0 | |||
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| 28 Nov | 1495.15 | 0 | 0.00 | - | 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 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 1577.05 | 0 | - | 0 | 0 | 0 | ||||
For Glenmark Pharmaceuticals - strike price 1400 expiring on 30JAN2025
Delta for 1400 CE is -
Historical price for 1400 CE is as follows
On 30 Dec GLENMARK was trading at 1589.80. The strike last trading price was 200, which was 5.00 higher than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 34
On 27 Dec GLENMARK was trading at 1585.95. The strike last trading price was 195, which was 59.00 higher than the previous day. The implied volatity was -, the open interest changed by -9 which decreased total open position to 47
On 26 Dec GLENMARK was trading at 1541.45. The strike last trading price was 136, which was -16.05 lower than the previous day. The implied volatity was -, the open interest changed by 38 which increased total open position to 39
On 24 Dec GLENMARK was trading at 1535.80. The strike last trading price was 152.05, 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 23 Dec GLENMARK was trading at 1550.60. The strike last trading price was 152.05, 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 Dec GLENMARK was trading at 1541.65. The strike last trading price was 152.05, 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 152.05, 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 152.05, 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 152.05, 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 152.05, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -2 which decreased total open position to 0
On 13 Dec GLENMARK was trading at 1518.15. The strike last trading price was 152.05, which was -30.90 lower than the previous day. The implied volatity was 31.43, the open interest changed by 1 which increased total open position to 4
On 11 Dec GLENMARK was trading at 1526.40. The strike last trading price was 182.95, 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 182.95, 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 9 Dec GLENMARK was trading at 1514.15. The strike last trading price was 182.95, 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 4 Dec GLENMARK was trading at 1548.65. The strike last trading price was 182.95, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 3 Dec GLENMARK was trading at 1559.40. The strike last trading price was 182.95, which was -154.80 lower than the previous day. The implied volatity was 23.01, 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 337.75, which was 337.75 higher 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 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 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 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 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 1400 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.06
Vega: 0.57
Theta: -0.26
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 30 Dec | 1589.80 | 4.1 | -0.75 | 31.31 | 232 | 11 | 447 |
| 27 Dec | 1585.95 | 4.85 | -2.95 | 31.27 | 585 | 80 | 436 |
| 26 Dec | 1541.45 | 7.8 | -0.70 | 29.44 | 563 | 272 | 355 |
| 24 Dec | 1535.80 | 8.5 | 0.00 | 28.25 | 114 | 28 | 83 |
| 23 Dec | 1550.60 | 8.5 | -2.95 | 30.20 | 33 | 16 | 54 |
| 20 Dec | 1541.65 | 11.45 | 2.70 | 31.10 | 40 | -6 | 39 |
| 19 Dec | 1540.80 | 8.75 | -3.25 | 28.18 | 16 | -9 | 44 |
| 18 Dec | 1524.70 | 12 | -1.45 | 28.76 | 3 | 0 | 53 |
| 17 Dec | 1514.10 | 13.45 | 4.90 | 27.82 | 4 | 1 | 51 |
| 16 Dec | 1551.35 | 8.55 | -8.65 | 27.68 | 1 | 0 | 49 |
| 13 Dec | 1518.15 | 17.2 | 2.20 | 29.74 | 65 | 14 | 50 |
| 11 Dec | 1526.40 | 15 | 2.20 | 29.36 | 4 | 0 | 35 |
| 10 Dec | 1542.65 | 12.8 | -3.90 | 29.33 | 31 | 4 | 35 |
| 9 Dec | 1514.15 | 16.7 | 1.90 | 29.17 | 20 | 0 | 31 |
| 4 Dec | 1548.65 | 14.8 | 2.00 | 29.84 | 1 | 0 | 32 |
| 3 Dec | 1559.40 | 12.8 | -4.70 | 29.06 | 1 | 0 | 33 |
| 29 Nov | 1528.65 | 17.5 | -7.50 | 28.56 | 11 | 2 | 33 |
| 28 Nov | 1495.15 | 25 | 6.95 | 30.11 | 41 | 29 | 29 |
| 27 Nov | 1522.60 | 18.05 | 0.00 | 6.67 | 0 | 0 | 0 |
| 26 Nov | 1521.45 | 18.05 | 0.00 | 6.13 | 0 | 0 | 0 |
| 25 Nov | 1490.40 | 18.05 | 0.00 | 5.21 | 0 | 0 | 0 |
| 22 Nov | 1478.20 | 18.05 | 0.00 | 4.37 | 0 | 0 | 0 |
| 21 Nov | 1466.40 | 18.05 | 0.00 | 3.87 | 0 | 0 | 0 |
| 20 Nov | 1492.65 | 18.05 | 0.00 | 4.88 | 0 | 0 | 0 |
| 19 Nov | 1492.65 | 18.05 | 0.00 | 4.88 | 0 | 0 | 0 |
| 18 Nov | 1485.75 | 18.05 | 0.00 | 4.77 | 0 | 0 | 0 |
| 14 Nov | 1533.70 | 18.05 | 0.00 | 5.92 | 0 | 0 | 0 |
| 13 Nov | 1539.40 | 18.05 | 0.00 | 6.20 | 0 | 0 | 0 |
| 12 Nov | 1577.05 | 18.05 | 9.04 | 0 | 0 | 0 | |
For Glenmark Pharmaceuticals - strike price 1400 expiring on 30JAN2025
Delta for 1400 PE is -0.06
Historical price for 1400 PE is as follows
On 30 Dec GLENMARK was trading at 1589.80. The strike last trading price was 4.1, which was -0.75 lower than the previous day. The implied volatity was 31.31, the open interest changed by 11 which increased total open position to 447
On 27 Dec GLENMARK was trading at 1585.95. The strike last trading price was 4.85, which was -2.95 lower than the previous day. The implied volatity was 31.27, the open interest changed by 80 which increased total open position to 436
On 26 Dec GLENMARK was trading at 1541.45. The strike last trading price was 7.8, which was -0.70 lower than the previous day. The implied volatity was 29.44, the open interest changed by 272 which increased total open position to 355
On 24 Dec GLENMARK was trading at 1535.80. The strike last trading price was 8.5, which was 0.00 lower than the previous day. The implied volatity was 28.25, the open interest changed by 28 which increased total open position to 83
On 23 Dec GLENMARK was trading at 1550.60. The strike last trading price was 8.5, which was -2.95 lower than the previous day. The implied volatity was 30.20, the open interest changed by 16 which increased total open position to 54
On 20 Dec GLENMARK was trading at 1541.65. The strike last trading price was 11.45, which was 2.70 higher than the previous day. The implied volatity was 31.10, the open interest changed by -6 which decreased total open position to 39
On 19 Dec GLENMARK was trading at 1540.80. The strike last trading price was 8.75, which was -3.25 lower than the previous day. The implied volatity was 28.18, the open interest changed by -9 which decreased total open position to 44
On 18 Dec GLENMARK was trading at 1524.70. The strike last trading price was 12, which was -1.45 lower than the previous day. The implied volatity was 28.76, the open interest changed by 0 which decreased total open position to 53
On 17 Dec GLENMARK was trading at 1514.10. The strike last trading price was 13.45, which was 4.90 higher than the previous day. The implied volatity was 27.82, the open interest changed by 1 which increased total open position to 51
On 16 Dec GLENMARK was trading at 1551.35. The strike last trading price was 8.55, which was -8.65 lower than the previous day. The implied volatity was 27.68, the open interest changed by 0 which decreased total open position to 49
On 13 Dec GLENMARK was trading at 1518.15. The strike last trading price was 17.2, which was 2.20 higher than the previous day. The implied volatity was 29.74, the open interest changed by 14 which increased total open position to 50
On 11 Dec GLENMARK was trading at 1526.40. The strike last trading price was 15, which was 2.20 higher than the previous day. The implied volatity was 29.36, the open interest changed by 0 which decreased total open position to 35
On 10 Dec GLENMARK was trading at 1542.65. The strike last trading price was 12.8, which was -3.90 lower than the previous day. The implied volatity was 29.33, the open interest changed by 4 which increased total open position to 35
On 9 Dec GLENMARK was trading at 1514.15. The strike last trading price was 16.7, which was 1.90 higher than the previous day. The implied volatity was 29.17, the open interest changed by 0 which decreased total open position to 31
On 4 Dec GLENMARK was trading at 1548.65. The strike last trading price was 14.8, which was 2.00 higher than the previous day. The implied volatity was 29.84, the open interest changed by 0 which decreased total open position to 32
On 3 Dec GLENMARK was trading at 1559.40. The strike last trading price was 12.8, which was -4.70 lower than the previous day. The implied volatity was 29.06, the open interest changed by 0 which decreased total open position to 33
On 29 Nov GLENMARK was trading at 1528.65. The strike last trading price was 17.5, which was -7.50 lower than the previous day. The implied volatity was 28.56, the open interest changed by 2 which increased total open position to 33
On 28 Nov GLENMARK was trading at 1495.15. The strike last trading price was 25, which was 6.95 higher than the previous day. The implied volatity was 30.11, the open interest changed by 29 which increased total open position to 29
On 27 Nov GLENMARK was trading at 1522.60. The strike last trading price was 18.05, which was 0.00 lower than the previous day. The implied volatity was 6.67, 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 18.05, which was 0.00 lower than the previous day. The implied volatity was 6.13, 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 18.05, which was 0.00 lower than the previous day. The implied volatity was 5.21, 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 18.05, which was 0.00 lower than the previous day. The implied volatity was 4.37, 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 18.05, which was 0.00 lower than the previous day. The implied volatity was 3.87, 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 18.05, which was 0.00 lower than the previous day. The implied volatity was 4.88, 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 18.05, which was 0.00 lower than the previous day. The implied volatity was 4.88, 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 18.05, which was 0.00 lower than the previous day. The implied volatity was 4.77, 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 18.05, which was 0.00 lower than the previous day. The implied volatity was 5.92, 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 18.05, which was 0.00 lower than the previous day. The implied volatity was 6.20, 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 18.05, which was lower than the previous day. The implied volatity was 9.04, the open interest changed by 0 which decreased total open position to 0
