`
Related Pages for GLENMARK
[--[65.84.65.76]--]
GLENMARK
Glenmark Pharmaceuticals
1466.4 -26.25 (-1.76%)

Back to Option Chain

Historical option data for GLENMARK

21 Nov 2024 04:12 PM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
GLENMARK 28NOV2024 1400 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
21 Nov 1466.40 70.65 -43.75 - 4 0 23
20 Nov 1492.65 114.4 0.00 60.18 6 -2 24
19 Nov 1492.65 114.4 23.40 60.18 6 -1 24
18 Nov 1485.75 91 -60.25 33.89 27 18 23
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
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 -

Historical price for 1400 CE is as follows

On 21 Nov GLENMARK was trading at 1466.40. The strike last trading price was 70.65, which was -43.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 23


On 20 Nov GLENMARK was trading at 1492.65. The strike last trading price was 114.4, which was 0.00 lower than the previous day. The implied volatity was 60.18, the open interest changed by -2 which decreased total open position to 24


On 19 Nov GLENMARK was trading at 1492.65. The strike last trading price was 114.4, which was 23.40 higher than the previous day. The implied volatity was 60.18, the open interest changed by -1 which decreased total open position to 24


On 18 Nov GLENMARK was trading at 1485.75. The strike last trading price was 91, which was -60.25 lower than the previous day. The implied volatity was 33.89, the open interest changed by 18 which increased total open position to 23


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
Delta: -0.15
Vega: 0.47
Theta: -1.10
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Nov 1466.40 5.45 1.10 34.71 672 -6 338
20 Nov 1492.65 4.35 0.00 34.66 756 5 351
19 Nov 1492.65 4.35 -1.85 34.66 756 12 351
18 Nov 1485.75 6.2 0.35 34.13 1,088 37 348
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 -0.15

Historical price for 1400 PE is as follows

On 21 Nov GLENMARK was trading at 1466.40. The strike last trading price was 5.45, which was 1.10 higher than the previous day. The implied volatity was 34.71, the open interest changed by -6 which decreased total open position to 338


On 20 Nov GLENMARK was trading at 1492.65. The strike last trading price was 4.35, which was 0.00 lower than the previous day. The implied volatity was 34.66, the open interest changed by 5 which increased total open position to 351


On 19 Nov GLENMARK was trading at 1492.65. The strike last trading price was 4.35, which was -1.85 lower than the previous day. The implied volatity was 34.66, the open interest changed by 12 which increased total open position to 351


On 18 Nov GLENMARK was trading at 1485.75. The strike last trading price was 6.2, which was 0.35 higher than the previous day. The implied volatity was 34.13, the open interest changed by 37 which increased total open position to 348


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