GLENMARK
Glenmark Pharmaceuticals
Historical option data for GLENMARK
20 Dec 2024 04:12 PM IST
| GLENMARK 26DEC2024 1420 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 | |||
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| 20 Dec | 1541.65 | 101.05 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 19 Dec | 1540.80 | 101.05 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 18 Dec | 1524.70 | 101.05 | 0.00 | 0.00 | 0 | -4 | 0 | |||
| 17 Dec | 1514.10 | 101.05 | -9.85 | 36.69 | 8 | -3 | 16 | |||
| 16 Dec | 1551.35 | 110.9 | -12.25 | - | 3 | 1 | 19 | |||
| 13 Dec | 1518.15 | 123.15 | -15.40 | 55.62 | 44 | 16 | 18 | |||
| 12 Dec | 1535.05 | 138.55 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 1526.40 | 138.55 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 10 Dec | 1542.65 | 138.55 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 9 Dec | 1514.15 | 138.55 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Dec | 1528.10 | 138.55 | 0.00 | 0.00 | 0 | 2 | 0 | |||
| 5 Dec | 1544.65 | 138.55 | -161.95 | 26.97 | 2 | 0 | 0 | |||
| 4 Dec | 1548.65 | 300.5 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Dec | 1559.40 | 300.5 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Dec | 1547.55 | 300.5 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Nov | 1528.65 | 300.5 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Nov | 1495.15 | 300.5 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Nov | 1522.60 | 300.5 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Nov | 1521.45 | 300.5 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Nov | 1490.40 | 300.5 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 1478.20 | 300.5 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Nov | 1466.40 | 300.5 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Nov | 1492.65 | 300.5 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 1492.65 | 300.5 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 1485.75 | 300.5 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 1577.05 | 300.5 | - | 0 | 0 | 0 | ||||
For Glenmark Pharmaceuticals - strike price 1420 expiring on 26DEC2024
Delta for 1420 CE is 0.00
Historical price for 1420 CE is as follows
On 20 Dec GLENMARK was trading at 1541.65. The strike last trading price was 101.05, 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 101.05, 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 101.05, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -4 which decreased total open position to 0
On 17 Dec GLENMARK was trading at 1514.10. The strike last trading price was 101.05, which was -9.85 lower than the previous day. The implied volatity was 36.69, the open interest changed by -3 which decreased total open position to 16
On 16 Dec GLENMARK was trading at 1551.35. The strike last trading price was 110.9, which was -12.25 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 19
On 13 Dec GLENMARK was trading at 1518.15. The strike last trading price was 123.15, which was -15.40 lower than the previous day. The implied volatity was 55.62, the open interest changed by 16 which increased total open position to 18
On 12 Dec GLENMARK was trading at 1535.05. The strike last trading price was 138.55, 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 Dec GLENMARK was trading at 1526.40. The strike last trading price was 138.55, 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 138.55, 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 138.55, 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 Dec GLENMARK was trading at 1528.10. The strike last trading price was 138.55, 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 5 Dec GLENMARK was trading at 1544.65. The strike last trading price was 138.55, which was -161.95 lower than the previous day. The implied volatity was 26.97, 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 300.5, 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 3 Dec GLENMARK was trading at 1559.40. The strike last trading price was 300.5, 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 2 Dec GLENMARK was trading at 1547.55. The strike last trading price was 300.5, 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 29 Nov GLENMARK was trading at 1528.65. The strike last trading price was 300.5, 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 28 Nov GLENMARK was trading at 1495.15. The strike last trading price was 300.5, 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 300.5, 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 300.5, 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 300.5, 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 300.5, 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 300.5, 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 300.5, 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 300.5, 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 300.5, 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 300.5, 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 26DEC2024 1420 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.06
Vega: 0.23
Theta: -0.78
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 1541.65 | 2.1 | -0.35 | 43.08 | 76 | -32 | 258 |
| 19 Dec | 1540.80 | 2.45 | -1.00 | 41.13 | 44 | 7 | 290 |
| 18 Dec | 1524.70 | 3.45 | -2.10 | 37.29 | 153 | 15 | 287 |
| 17 Dec | 1514.10 | 5.55 | 2.15 | 36.99 | 322 | -35 | 272 |
| 16 Dec | 1551.35 | 3.4 | -2.60 | 38.43 | 426 | -63 | 313 |
| 13 Dec | 1518.15 | 6 | 2.35 | 32.31 | 2,699 | 247 | 390 |
| 12 Dec | 1535.05 | 3.65 | -1.05 | 30.02 | 125 | -9 | 143 |
| 11 Dec | 1526.40 | 4.7 | 0.25 | 30.68 | 135 | 16 | 152 |
| 10 Dec | 1542.65 | 4.45 | -1.45 | 32.18 | 332 | 53 | 136 |
| 9 Dec | 1514.15 | 5.9 | 0.00 | 29.53 | 238 | 1 | 84 |
| 6 Dec | 1528.10 | 5.9 | 0.00 | 29.13 | 97 | -4 | 82 |
| 5 Dec | 1544.65 | 5.9 | 0.35 | 31.15 | 109 | -15 | 85 |
| 4 Dec | 1548.65 | 5.55 | 0.80 | 30.09 | 21 | 1 | 100 |
| 3 Dec | 1559.40 | 4.75 | -1.95 | 29.46 | 72 | -5 | 105 |
| 2 Dec | 1547.55 | 6.7 | -4.10 | 31.60 | 254 | 37 | 111 |
| 29 Nov | 1528.65 | 10.8 | -6.15 | 30.64 | 167 | 16 | 75 |
| 28 Nov | 1495.15 | 16.95 | 3.65 | 31.84 | 48 | 23 | 59 |
| 27 Nov | 1522.60 | 13.3 | -1.00 | 31.70 | 15 | 7 | 41 |
| 26 Nov | 1521.45 | 14.3 | -6.20 | 31.66 | 17 | 1 | 35 |
| 25 Nov | 1490.40 | 20.5 | -7.50 | 32.15 | 5 | 2 | 33 |
| 22 Nov | 1478.20 | 28 | -4.55 | 32.35 | 4 | -1 | 30 |
| 21 Nov | 1466.40 | 32.55 | 9.55 | 32.81 | 2 | 0 | 32 |
| 20 Nov | 1492.65 | 23 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Nov | 1492.65 | 23 | 0.00 | 0.00 | 0 | 32 | 0 |
| 18 Nov | 1485.75 | 23 | 12.80 | 28.23 | 130 | 29 | 29 |
| 12 Nov | 1577.05 | 10.2 | 8.49 | 0 | 0 | 0 | |
For Glenmark Pharmaceuticals - strike price 1420 expiring on 26DEC2024
Delta for 1420 PE is -0.06
Historical price for 1420 PE is as follows
On 20 Dec GLENMARK was trading at 1541.65. The strike last trading price was 2.1, which was -0.35 lower than the previous day. The implied volatity was 43.08, the open interest changed by -32 which decreased total open position to 258
On 19 Dec GLENMARK was trading at 1540.80. The strike last trading price was 2.45, which was -1.00 lower than the previous day. The implied volatity was 41.13, the open interest changed by 7 which increased total open position to 290
On 18 Dec GLENMARK was trading at 1524.70. The strike last trading price was 3.45, which was -2.10 lower than the previous day. The implied volatity was 37.29, the open interest changed by 15 which increased total open position to 287
On 17 Dec GLENMARK was trading at 1514.10. The strike last trading price was 5.55, which was 2.15 higher than the previous day. The implied volatity was 36.99, the open interest changed by -35 which decreased total open position to 272
On 16 Dec GLENMARK was trading at 1551.35. The strike last trading price was 3.4, which was -2.60 lower than the previous day. The implied volatity was 38.43, the open interest changed by -63 which decreased total open position to 313
On 13 Dec GLENMARK was trading at 1518.15. The strike last trading price was 6, which was 2.35 higher than the previous day. The implied volatity was 32.31, the open interest changed by 247 which increased total open position to 390
On 12 Dec GLENMARK was trading at 1535.05. The strike last trading price was 3.65, which was -1.05 lower than the previous day. The implied volatity was 30.02, the open interest changed by -9 which decreased total open position to 143
On 11 Dec GLENMARK was trading at 1526.40. The strike last trading price was 4.7, which was 0.25 higher than the previous day. The implied volatity was 30.68, the open interest changed by 16 which increased total open position to 152
On 10 Dec GLENMARK was trading at 1542.65. The strike last trading price was 4.45, which was -1.45 lower than the previous day. The implied volatity was 32.18, the open interest changed by 53 which increased total open position to 136
On 9 Dec GLENMARK was trading at 1514.15. The strike last trading price was 5.9, which was 0.00 lower than the previous day. The implied volatity was 29.53, the open interest changed by 1 which increased total open position to 84
On 6 Dec GLENMARK was trading at 1528.10. The strike last trading price was 5.9, which was 0.00 lower than the previous day. The implied volatity was 29.13, the open interest changed by -4 which decreased total open position to 82
On 5 Dec GLENMARK was trading at 1544.65. The strike last trading price was 5.9, which was 0.35 higher than the previous day. The implied volatity was 31.15, the open interest changed by -15 which decreased total open position to 85
On 4 Dec GLENMARK was trading at 1548.65. The strike last trading price was 5.55, which was 0.80 higher than the previous day. The implied volatity was 30.09, the open interest changed by 1 which increased total open position to 100
On 3 Dec GLENMARK was trading at 1559.40. The strike last trading price was 4.75, which was -1.95 lower than the previous day. The implied volatity was 29.46, the open interest changed by -5 which decreased total open position to 105
On 2 Dec GLENMARK was trading at 1547.55. The strike last trading price was 6.7, which was -4.10 lower than the previous day. The implied volatity was 31.60, the open interest changed by 37 which increased total open position to 111
On 29 Nov GLENMARK was trading at 1528.65. The strike last trading price was 10.8, which was -6.15 lower than the previous day. The implied volatity was 30.64, the open interest changed by 16 which increased total open position to 75
On 28 Nov GLENMARK was trading at 1495.15. The strike last trading price was 16.95, which was 3.65 higher than the previous day. The implied volatity was 31.84, the open interest changed by 23 which increased total open position to 59
On 27 Nov GLENMARK was trading at 1522.60. The strike last trading price was 13.3, which was -1.00 lower than the previous day. The implied volatity was 31.70, the open interest changed by 7 which increased total open position to 41
On 26 Nov GLENMARK was trading at 1521.45. The strike last trading price was 14.3, which was -6.20 lower than the previous day. The implied volatity was 31.66, the open interest changed by 1 which increased total open position to 35
On 25 Nov GLENMARK was trading at 1490.40. The strike last trading price was 20.5, which was -7.50 lower than the previous day. The implied volatity was 32.15, the open interest changed by 2 which increased total open position to 33
On 22 Nov GLENMARK was trading at 1478.20. The strike last trading price was 28, which was -4.55 lower than the previous day. The implied volatity was 32.35, the open interest changed by -1 which decreased total open position to 30
On 21 Nov GLENMARK was trading at 1466.40. The strike last trading price was 32.55, which was 9.55 higher than the previous day. The implied volatity was 32.81, the open interest changed by 0 which decreased total open position to 32
On 20 Nov GLENMARK was trading at 1492.65. The strike last trading price was 23, 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 Nov GLENMARK was trading at 1492.65. The strike last trading price was 23, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 32 which increased total open position to 0
On 18 Nov GLENMARK was trading at 1485.75. The strike last trading price was 23, which was 12.80 higher than the previous day. The implied volatity was 28.23, the open interest changed by 29 which increased total open position to 29
On 12 Nov GLENMARK was trading at 1577.05. The strike last trading price was 10.2, which was lower than the previous day. The implied volatity was 8.49, the open interest changed by 0 which decreased total open position to 0
