GLENMARK
Glenmark Pharmaceuticals
Historical option data for GLENMARK
14 Nov 2024 04:12 PM IST
| GLENMARK 28NOV2024 1400 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 | |||
| 14 Nov | 1533.70 | 151.25 | 0.00 | 0.00 | 0 | 2 | 0 | |||
| 13 Nov | 1539.40 | 151.25 | -133.50 | - | 4 | 1 | 4 | |||
| 12 Nov | 1577.05 | 284.75 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Nov | 1634.20 | 284.75 | 0.00 | 0.00 | 0 | 0 | 0 | |||
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| 8 Nov | 1666.50 | 284.75 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 7 Nov | 1657.35 | 284.75 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Nov | 1768.95 | 284.75 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Nov | 1725.15 | 284.75 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 31 Oct | 1694.55 | 284.75 | - | 1 | 0 | 2 | ||||
For Glenmark Pharmaceuticals - strike price 1400 expiring on 28NOV2024
Delta for 1400 CE is 0.00
Historical price for 1400 CE is as follows
On 14 Nov GLENMARK was trading at 1533.70. The strike last trading price was 151.25, 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 Nov GLENMARK was trading at 1539.40. The strike last trading price was 151.25, which was -133.50 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 4
On 12 Nov GLENMARK was trading at 1577.05. The strike last trading price was 284.75, 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 Nov GLENMARK was trading at 1634.20. The strike last trading price was 284.75, 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 8 Nov GLENMARK was trading at 1666.50. The strike last trading price was 284.75, 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 7 Nov GLENMARK was trading at 1657.35. The strike last trading price was 284.75, 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 6 Nov GLENMARK was trading at 1768.95. The strike last trading price was 284.75, 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 5 Nov GLENMARK was trading at 1725.15. The strike last trading price was 284.75, 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 31 Oct GLENMARK was trading at 1694.55. The strike last trading price was 284.75, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| GLENMARK 28NOV2024 1400 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.10
Vega: 0.53
Theta: -0.71
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 1533.70 | 5.85 | -0.75 | 40.11 | 1,158 | -46 | 306 |
| 13 Nov | 1539.40 | 6.6 | 1.75 | 42.31 | 775 | 64 | 348 |
| 12 Nov | 1577.05 | 4.85 | 3.10 | 41.10 | 1,175 | 109 | 289 |
| 11 Nov | 1634.20 | 1.75 | 0.10 | 40.85 | 17 | -4 | 180 |
| 8 Nov | 1666.50 | 1.65 | -1.40 | 39.28 | 102 | 56 | 184 |
| 7 Nov | 1657.35 | 3.05 | 1.95 | 43.09 | 364 | 102 | 138 |
| 6 Nov | 1768.95 | 1.1 | -0.85 | 45.84 | 36 | 3 | 39 |
| 5 Nov | 1725.15 | 1.95 | 1.75 | 45.16 | 56 | 34 | 35 |
| 31 Oct | 1694.55 | 0.2 | - | 1 | 0 | 0 | |
For Glenmark Pharmaceuticals - strike price 1400 expiring on 28NOV2024
Delta for 1400 PE is -0.10
Historical price for 1400 PE is as follows
On 14 Nov GLENMARK was trading at 1533.70. The strike last trading price was 5.85, which was -0.75 lower than the previous day. The implied volatity was 40.11, the open interest changed by -46 which decreased total open position to 306
On 13 Nov GLENMARK was trading at 1539.40. The strike last trading price was 6.6, which was 1.75 higher than the previous day. The implied volatity was 42.31, the open interest changed by 64 which increased total open position to 348
On 12 Nov GLENMARK was trading at 1577.05. The strike last trading price was 4.85, which was 3.10 higher than the previous day. The implied volatity was 41.10, the open interest changed by 109 which increased total open position to 289
On 11 Nov GLENMARK was trading at 1634.20. The strike last trading price was 1.75, which was 0.10 higher than the previous day. The implied volatity was 40.85, the open interest changed by -4 which decreased total open position to 180
On 8 Nov GLENMARK was trading at 1666.50. The strike last trading price was 1.65, which was -1.40 lower than the previous day. The implied volatity was 39.28, the open interest changed by 56 which increased total open position to 184
On 7 Nov GLENMARK was trading at 1657.35. The strike last trading price was 3.05, which was 1.95 higher than the previous day. The implied volatity was 43.09, the open interest changed by 102 which increased total open position to 138
On 6 Nov GLENMARK was trading at 1768.95. The strike last trading price was 1.1, which was -0.85 lower than the previous day. The implied volatity was 45.84, the open interest changed by 3 which increased total open position to 39
On 5 Nov GLENMARK was trading at 1725.15. The strike last trading price was 1.95, which was 1.75 higher than the previous day. The implied volatity was 45.16, the open interest changed by 34 which increased total open position to 35
On 31 Oct GLENMARK was trading at 1694.55. The strike last trading price was 0.2, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
