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

1378.1 1.80 (0.13%)

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Historical option data for GLENMARK

11 Apr 2025 04:12 PM IST
GLENMARK 24APR2025 1400 CE
Delta: 0.46
Vega: 1.03
Theta: -1.80
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
11 Apr 1378.10 36 -7.85 41.26 2,125 33 417
9 Apr 1376.30 41 -33.1 44.31 3,720 274 345
8 Apr 1440.80 75.75 -8.05 42.00 35 11 72
7 Apr 1442.20 83.85 -33.1 45.29 55 11 61
4 Apr 1499.85 116.95 -38.05 32.22 37 -1 50
3 Apr 1545.25 155 22.65 34.18 9 3 53
2 Apr 1515.45 136.6 11.85 34.10 13 5 49
1 Apr 1509.20 124.75 -27.05 32.97 18 0 44
28 Mar 1541.05 151.8 21.8 21.85 9 7 44
27 Mar 1519.85 130 23.95 31.20 7 -1 33
26 Mar 1461.80 106.05 -7.95 40.21 26 8 34
25 Mar 1480.75 114 -1.05 33.19 34 -15 25
24 Mar 1492.65 115.05 -6.5 25.77 28 24 39
21 Mar 1514.75 121.55 0 0.00 0 11 0
20 Mar 1478.80 121.55 41.05 36.02 16 10 14
19 Mar 1486.70 80.5 0 0.00 0 0 0
18 Mar 1456.35 80.5 0 0.00 0 0 0
17 Mar 1429.60 80.5 13.5 30.60 1 0 4
13 Mar 1405.15 67 -14.85 29.35 1 0 3
12 Mar 1422.30 83 9 32.58 5 1 3
7 Mar 1404.40 74 -65.3 31.72 2 1 1
6 Mar 1396.70 139.3 0 - 0 0 0
5 Mar 1388.00 139.3 0 - 0 0 0
4 Mar 1334.25 139.3 0 2.65 0 0 0
27 Feb 1313.35 139.3 0 3.38 0 0 0
26 Feb 1317.50 139.3 0 3.29 0 0 0
25 Feb 1316.35 139.3 0 3.29 0 0 0
19 Feb 1369.45 139.3 0 0.19 0 0 0
18 Feb 1379.30 139.3 0 0.12 0 0 0
14 Feb 1323.05 139.3 0 1.73 0 0 0
13 Feb 1411.20 0 0 - 0 0 0
12 Feb 1406.15 0 0 - 0 0 0
11 Feb 1453.05 0 0 - 0 0 0
10 Feb 1511.10 0 0 - 0 0 0
7 Feb 1540.15 0 0 - 0 0 0
6 Feb 1499.85 0 0 - 0 0 0
5 Feb 1493.20 0 0 - 0 0 0
4 Feb 1451.55 0 0 - 0 0 0
3 Feb 1414.45 0 0 - 0 0 0
1 Feb 1436.90 0 0 - 0 0 0


For Glenmark Pharmaceuticals - strike price 1400 expiring on 24APR2025

Delta for 1400 CE is 0.46

Historical price for 1400 CE is as follows

On 11 Apr GLENMARK was trading at 1378.10. The strike last trading price was 36, which was -7.85 lower than the previous day. The implied volatity was 41.26, the open interest changed by 33 which increased total open position to 417


On 9 Apr GLENMARK was trading at 1376.30. The strike last trading price was 41, which was -33.1 lower than the previous day. The implied volatity was 44.31, the open interest changed by 274 which increased total open position to 345


On 8 Apr GLENMARK was trading at 1440.80. The strike last trading price was 75.75, which was -8.05 lower than the previous day. The implied volatity was 42.00, the open interest changed by 11 which increased total open position to 72


On 7 Apr GLENMARK was trading at 1442.20. The strike last trading price was 83.85, which was -33.1 lower than the previous day. The implied volatity was 45.29, the open interest changed by 11 which increased total open position to 61


On 4 Apr GLENMARK was trading at 1499.85. The strike last trading price was 116.95, which was -38.05 lower than the previous day. The implied volatity was 32.22, the open interest changed by -1 which decreased total open position to 50


On 3 Apr GLENMARK was trading at 1545.25. The strike last trading price was 155, which was 22.65 higher than the previous day. The implied volatity was 34.18, the open interest changed by 3 which increased total open position to 53


On 2 Apr GLENMARK was trading at 1515.45. The strike last trading price was 136.6, which was 11.85 higher than the previous day. The implied volatity was 34.10, the open interest changed by 5 which increased total open position to 49


On 1 Apr GLENMARK was trading at 1509.20. The strike last trading price was 124.75, which was -27.05 lower than the previous day. The implied volatity was 32.97, the open interest changed by 0 which decreased total open position to 44


On 28 Mar GLENMARK was trading at 1541.05. The strike last trading price was 151.8, which was 21.8 higher than the previous day. The implied volatity was 21.85, the open interest changed by 7 which increased total open position to 44


On 27 Mar GLENMARK was trading at 1519.85. The strike last trading price was 130, which was 23.95 higher than the previous day. The implied volatity was 31.20, the open interest changed by -1 which decreased total open position to 33


On 26 Mar GLENMARK was trading at 1461.80. The strike last trading price was 106.05, which was -7.95 lower than the previous day. The implied volatity was 40.21, the open interest changed by 8 which increased total open position to 34


On 25 Mar GLENMARK was trading at 1480.75. The strike last trading price was 114, which was -1.05 lower than the previous day. The implied volatity was 33.19, the open interest changed by -15 which decreased total open position to 25


On 24 Mar GLENMARK was trading at 1492.65. The strike last trading price was 115.05, which was -6.5 lower than the previous day. The implied volatity was 25.77, the open interest changed by 24 which increased total open position to 39


On 21 Mar GLENMARK was trading at 1514.75. The strike last trading price was 121.55, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 11 which increased total open position to 0


On 20 Mar GLENMARK was trading at 1478.80. The strike last trading price was 121.55, which was 41.05 higher than the previous day. The implied volatity was 36.02, the open interest changed by 10 which increased total open position to 14


On 19 Mar GLENMARK was trading at 1486.70. The strike last trading price was 80.5, which was 0 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 Mar GLENMARK was trading at 1456.35. The strike last trading price was 80.5, which was 0 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 Mar GLENMARK was trading at 1429.60. The strike last trading price was 80.5, which was 13.5 higher than the previous day. The implied volatity was 30.60, the open interest changed by 0 which decreased total open position to 4


On 13 Mar GLENMARK was trading at 1405.15. The strike last trading price was 67, which was -14.85 lower than the previous day. The implied volatity was 29.35, the open interest changed by 0 which decreased total open position to 3


On 12 Mar GLENMARK was trading at 1422.30. The strike last trading price was 83, which was 9 higher than the previous day. The implied volatity was 32.58, the open interest changed by 1 which increased total open position to 3


On 7 Mar GLENMARK was trading at 1404.40. The strike last trading price was 74, which was -65.3 lower than the previous day. The implied volatity was 31.72, the open interest changed by 1 which increased total open position to 1


On 6 Mar GLENMARK was trading at 1396.70. The strike last trading price was 139.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 5 Mar GLENMARK was trading at 1388.00. The strike last trading price was 139.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 4 Mar GLENMARK was trading at 1334.25. The strike last trading price was 139.3, which was 0 lower than the previous day. The implied volatity was 2.65, the open interest changed by 0 which decreased total open position to 0


On 27 Feb GLENMARK was trading at 1313.35. The strike last trading price was 139.3, which was 0 lower than the previous day. The implied volatity was 3.38, the open interest changed by 0 which decreased total open position to 0


On 26 Feb GLENMARK was trading at 1317.50. The strike last trading price was 139.3, which was 0 lower than the previous day. The implied volatity was 3.29, the open interest changed by 0 which decreased total open position to 0


On 25 Feb GLENMARK was trading at 1316.35. The strike last trading price was 139.3, which was 0 lower than the previous day. The implied volatity was 3.29, the open interest changed by 0 which decreased total open position to 0


On 19 Feb GLENMARK was trading at 1369.45. The strike last trading price was 139.3, which was 0 lower than the previous day. The implied volatity was 0.19, the open interest changed by 0 which decreased total open position to 0


On 18 Feb GLENMARK was trading at 1379.30. The strike last trading price was 139.3, which was 0 lower than the previous day. The implied volatity was 0.12, the open interest changed by 0 which decreased total open position to 0


On 14 Feb GLENMARK was trading at 1323.05. The strike last trading price was 139.3, which was 0 lower than the previous day. The implied volatity was 1.73, the open interest changed by 0 which decreased total open position to 0


On 13 Feb GLENMARK was trading at 1411.20. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 12 Feb GLENMARK was trading at 1406.15. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 11 Feb GLENMARK was trading at 1453.05. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 10 Feb GLENMARK was trading at 1511.10. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 7 Feb GLENMARK was trading at 1540.15. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 6 Feb GLENMARK was trading at 1499.85. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 5 Feb GLENMARK was trading at 1493.20. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 4 Feb GLENMARK was trading at 1451.55. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 3 Feb GLENMARK was trading at 1414.45. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 1 Feb GLENMARK was trading at 1436.90. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


GLENMARK 24APR2025 1400 PE
Delta: -0.54
Vega: 1.03
Theta: -1.49
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
11 Apr 1378.10 52.85 -14.45 43.03 1,537 -31 446
9 Apr 1376.30 66.25 37.1 50.57 2,903 294 489
8 Apr 1440.80 28.3 -8.2 40.29 701 -65 198
7 Apr 1442.20 35.95 20.65 47.13 1,086 -166 261
4 Apr 1499.85 15.25 7.95 38.83 1,739 160 436
3 Apr 1545.25 7.4 -6.8 35.93 653 -104 274
2 Apr 1515.45 13.65 -0.4 39.04 494 42 390
1 Apr 1509.20 14.7 3.4 36.84 622 74 348
28 Mar 1541.05 11.75 -2.4 36.97 500 166 274
27 Mar 1519.85 14.05 -12.05 33.62 246 18 109
26 Mar 1461.80 26.5 3.25 34.28 109 35 94
25 Mar 1480.75 23.5 1.85 36.02 61 5 59
24 Mar 1492.65 21.5 2.5 35.92 99 3 51
21 Mar 1514.75 19 -7.25 34.84 41 18 46
20 Mar 1478.80 26.5 1.5 35.39 31 18 27
19 Mar 1486.70 25 -8 35.29 4 3 8
18 Mar 1456.35 33 -23 35.03 5 1 2
17 Mar 1429.60 56 0 0.00 0 0 0
13 Mar 1405.15 56 0 0.00 0 0 0
12 Mar 1422.30 56 0 0.00 0 1 0
7 Mar 1404.40 67.15 0 1.04 0 0 0
6 Mar 1396.70 67.15 0 0.79 0 0 0
5 Mar 1388.00 67.15 0 0.35 0 0 0
4 Mar 1334.25 67.15 0 - 0 0 0
27 Feb 1313.35 67.15 0 - 0 0 0
26 Feb 1317.50 67.15 0 - 0 0 0
25 Feb 1316.35 67.15 0 - 0 0 0
19 Feb 1369.45 67.15 0 - 0 0 0
18 Feb 1379.30 67.15 0 0.37 0 0 0
14 Feb 1323.05 67.15 0 - 0 0 0
13 Feb 1411.20 67.15 0 1.85 0 0 0
12 Feb 1406.15 67.15 0 1.71 0 0 0
11 Feb 1453.05 67.15 0 3.67 0 0 0
10 Feb 1511.10 67.15 0 5.68 0 0 0
7 Feb 1540.15 67.15 0 6.33 0 0 0
6 Feb 1499.85 67.15 0 4.66 0 0 0
5 Feb 1493.20 0 0 4.49 0 0 0
4 Feb 1451.55 0 0 3.34 0 0 0
3 Feb 1414.45 0 0 1.96 0 0 0
1 Feb 1436.90 0 0 2.98 0 0 0


For Glenmark Pharmaceuticals - strike price 1400 expiring on 24APR2025

Delta for 1400 PE is -0.54

Historical price for 1400 PE is as follows

On 11 Apr GLENMARK was trading at 1378.10. The strike last trading price was 52.85, which was -14.45 lower than the previous day. The implied volatity was 43.03, the open interest changed by -31 which decreased total open position to 446


On 9 Apr GLENMARK was trading at 1376.30. The strike last trading price was 66.25, which was 37.1 higher than the previous day. The implied volatity was 50.57, the open interest changed by 294 which increased total open position to 489


On 8 Apr GLENMARK was trading at 1440.80. The strike last trading price was 28.3, which was -8.2 lower than the previous day. The implied volatity was 40.29, the open interest changed by -65 which decreased total open position to 198


On 7 Apr GLENMARK was trading at 1442.20. The strike last trading price was 35.95, which was 20.65 higher than the previous day. The implied volatity was 47.13, the open interest changed by -166 which decreased total open position to 261


On 4 Apr GLENMARK was trading at 1499.85. The strike last trading price was 15.25, which was 7.95 higher than the previous day. The implied volatity was 38.83, the open interest changed by 160 which increased total open position to 436


On 3 Apr GLENMARK was trading at 1545.25. The strike last trading price was 7.4, which was -6.8 lower than the previous day. The implied volatity was 35.93, the open interest changed by -104 which decreased total open position to 274


On 2 Apr GLENMARK was trading at 1515.45. The strike last trading price was 13.65, which was -0.4 lower than the previous day. The implied volatity was 39.04, the open interest changed by 42 which increased total open position to 390


On 1 Apr GLENMARK was trading at 1509.20. The strike last trading price was 14.7, which was 3.4 higher than the previous day. The implied volatity was 36.84, the open interest changed by 74 which increased total open position to 348


On 28 Mar GLENMARK was trading at 1541.05. The strike last trading price was 11.75, which was -2.4 lower than the previous day. The implied volatity was 36.97, the open interest changed by 166 which increased total open position to 274


On 27 Mar GLENMARK was trading at 1519.85. The strike last trading price was 14.05, which was -12.05 lower than the previous day. The implied volatity was 33.62, the open interest changed by 18 which increased total open position to 109


On 26 Mar GLENMARK was trading at 1461.80. The strike last trading price was 26.5, which was 3.25 higher than the previous day. The implied volatity was 34.28, the open interest changed by 35 which increased total open position to 94


On 25 Mar GLENMARK was trading at 1480.75. The strike last trading price was 23.5, which was 1.85 higher than the previous day. The implied volatity was 36.02, the open interest changed by 5 which increased total open position to 59


On 24 Mar GLENMARK was trading at 1492.65. The strike last trading price was 21.5, which was 2.5 higher than the previous day. The implied volatity was 35.92, the open interest changed by 3 which increased total open position to 51


On 21 Mar GLENMARK was trading at 1514.75. The strike last trading price was 19, which was -7.25 lower than the previous day. The implied volatity was 34.84, the open interest changed by 18 which increased total open position to 46


On 20 Mar GLENMARK was trading at 1478.80. The strike last trading price was 26.5, which was 1.5 higher than the previous day. The implied volatity was 35.39, the open interest changed by 18 which increased total open position to 27


On 19 Mar GLENMARK was trading at 1486.70. The strike last trading price was 25, which was -8 lower than the previous day. The implied volatity was 35.29, the open interest changed by 3 which increased total open position to 8


On 18 Mar GLENMARK was trading at 1456.35. The strike last trading price was 33, which was -23 lower than the previous day. The implied volatity was 35.03, the open interest changed by 1 which increased total open position to 2


On 17 Mar GLENMARK was trading at 1429.60. The strike last trading price was 56, which was 0 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 Mar GLENMARK was trading at 1405.15. The strike last trading price was 56, which was 0 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 Mar GLENMARK was trading at 1422.30. The strike last trading price was 56, which was 0 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 7 Mar GLENMARK was trading at 1404.40. The strike last trading price was 67.15, which was 0 lower than the previous day. The implied volatity was 1.04, the open interest changed by 0 which decreased total open position to 0


On 6 Mar GLENMARK was trading at 1396.70. The strike last trading price was 67.15, which was 0 lower than the previous day. The implied volatity was 0.79, the open interest changed by 0 which decreased total open position to 0


On 5 Mar GLENMARK was trading at 1388.00. The strike last trading price was 67.15, which was 0 lower than the previous day. The implied volatity was 0.35, the open interest changed by 0 which decreased total open position to 0


On 4 Mar GLENMARK was trading at 1334.25. The strike last trading price was 67.15, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 27 Feb GLENMARK was trading at 1313.35. The strike last trading price was 67.15, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 26 Feb GLENMARK was trading at 1317.50. The strike last trading price was 67.15, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 25 Feb GLENMARK was trading at 1316.35. The strike last trading price was 67.15, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 19 Feb GLENMARK was trading at 1369.45. The strike last trading price was 67.15, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 18 Feb GLENMARK was trading at 1379.30. The strike last trading price was 67.15, which was 0 lower than the previous day. The implied volatity was 0.37, the open interest changed by 0 which decreased total open position to 0


On 14 Feb GLENMARK was trading at 1323.05. The strike last trading price was 67.15, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 13 Feb GLENMARK was trading at 1411.20. The strike last trading price was 67.15, which was 0 lower than the previous day. The implied volatity was 1.85, the open interest changed by 0 which decreased total open position to 0


On 12 Feb GLENMARK was trading at 1406.15. The strike last trading price was 67.15, which was 0 lower than the previous day. The implied volatity was 1.71, the open interest changed by 0 which decreased total open position to 0


On 11 Feb GLENMARK was trading at 1453.05. The strike last trading price was 67.15, which was 0 lower than the previous day. The implied volatity was 3.67, the open interest changed by 0 which decreased total open position to 0


On 10 Feb GLENMARK was trading at 1511.10. The strike last trading price was 67.15, which was 0 lower than the previous day. The implied volatity was 5.68, the open interest changed by 0 which decreased total open position to 0


On 7 Feb GLENMARK was trading at 1540.15. The strike last trading price was 67.15, which was 0 lower than the previous day. The implied volatity was 6.33, the open interest changed by 0 which decreased total open position to 0


On 6 Feb GLENMARK was trading at 1499.85. The strike last trading price was 67.15, which was 0 lower than the previous day. The implied volatity was 4.66, the open interest changed by 0 which decreased total open position to 0


On 5 Feb GLENMARK was trading at 1493.20. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 4.49, the open interest changed by 0 which decreased total open position to 0


On 4 Feb GLENMARK was trading at 1451.55. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 3.34, the open interest changed by 0 which decreased total open position to 0


On 3 Feb GLENMARK was trading at 1414.45. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 1.96, the open interest changed by 0 which decreased total open position to 0


On 1 Feb GLENMARK was trading at 1436.90. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 2.98, the open interest changed by 0 which decreased total open position to 0