GLENMARK
Glenmark Pharmaceuticals
Historical option data for GLENMARK
21 Nov 2024 04:12 PM IST
| GLENMARK 28NOV2024 1420 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.70
Vega: 0.70
Theta: -2.84
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 1466.40 | 71.05 | -25.35 | 51.17 | 2 | 0 | 1 | |||
| 20 Nov | 1492.65 | 96.4 | 0.00 | 55.39 | 4 | 1 | 1 | |||
| 19 Nov | 1492.65 | 96.4 | -194.60 | 55.39 | 4 | 1 | 1 | |||
| 18 Nov | 1485.75 | 291 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 1533.70 | 291 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 1539.40 | 291 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 1577.05 | 291 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 1634.20 | 291 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 1666.50 | 291 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 1657.35 | 291 | 291.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 1768.95 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
|
|
||||||||||
| 5 Nov | 1725.15 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 31 Oct | 1694.55 | 0 | - | 0 | 0 | 0 | ||||
For Glenmark Pharmaceuticals - strike price 1420 expiring on 28NOV2024
Delta for 1420 CE is 0.70
Historical price for 1420 CE is as follows
On 21 Nov GLENMARK was trading at 1466.40. The strike last trading price was 71.05, which was -25.35 lower than the previous day. The implied volatity was 51.17, the open interest changed by 0 which decreased total open position to 1
On 20 Nov GLENMARK was trading at 1492.65. The strike last trading price was 96.4, which was 0.00 lower than the previous day. The implied volatity was 55.39, the open interest changed by 1 which increased total open position to 1
On 19 Nov GLENMARK was trading at 1492.65. The strike last trading price was 96.4, which was -194.60 lower than the previous day. The implied volatity was 55.39, the open interest changed by 1 which increased total open position to 1
On 18 Nov GLENMARK was trading at 1485.75. The strike last trading price was 291, 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 291, 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 291, 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 291, 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 11 Nov GLENMARK was trading at 1634.20. The strike last trading price was 291, 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 8 Nov GLENMARK was trading at 1666.50. The strike last trading price was 291, 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 7 Nov GLENMARK was trading at 1657.35. The strike last trading price was 291, which was 291.00 higher than the previous day. The implied volatity was -, 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 0, 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 0, 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 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| GLENMARK 28NOV2024 1420 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.22
Vega: 0.61
Theta: -1.39
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 1466.40 | 9.1 | 2.60 | 34.24 | 381 | 1 | 105 |
| 20 Nov | 1492.65 | 6.5 | 0.00 | 33.26 | 484 | 26 | 100 |
| 19 Nov | 1492.65 | 6.5 | -2.90 | 33.26 | 484 | 22 | 100 |
| 18 Nov | 1485.75 | 9.4 | 1.95 | 33.36 | 461 | 23 | 77 |
| 14 Nov | 1533.70 | 7.45 | -1.05 | 38.48 | 179 | -25 | 55 |
| 13 Nov | 1539.40 | 8.5 | 2.65 | 41.15 | 116 | 55 | 80 |
| 12 Nov | 1577.05 | 5.85 | -9.05 | 39.20 | 53 | 21 | 21 |
| 11 Nov | 1634.20 | 14.9 | 0.00 | 17.05 | 0 | 0 | 0 |
| 8 Nov | 1666.50 | 14.9 | 0.00 | 17.38 | 0 | 0 | 0 |
| 7 Nov | 1657.35 | 14.9 | 14.90 | 16.90 | 0 | 0 | 0 |
| 6 Nov | 1768.95 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 5 Nov | 1725.15 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 31 Oct | 1694.55 | 0 | - | 0 | 0 | 0 | |
For Glenmark Pharmaceuticals - strike price 1420 expiring on 28NOV2024
Delta for 1420 PE is -0.22
Historical price for 1420 PE is as follows
On 21 Nov GLENMARK was trading at 1466.40. The strike last trading price was 9.1, which was 2.60 higher than the previous day. The implied volatity was 34.24, the open interest changed by 1 which increased total open position to 105
On 20 Nov GLENMARK was trading at 1492.65. The strike last trading price was 6.5, which was 0.00 lower than the previous day. The implied volatity was 33.26, the open interest changed by 26 which increased total open position to 100
On 19 Nov GLENMARK was trading at 1492.65. The strike last trading price was 6.5, which was -2.90 lower than the previous day. The implied volatity was 33.26, the open interest changed by 22 which increased total open position to 100
On 18 Nov GLENMARK was trading at 1485.75. The strike last trading price was 9.4, which was 1.95 higher than the previous day. The implied volatity was 33.36, the open interest changed by 23 which increased total open position to 77
On 14 Nov GLENMARK was trading at 1533.70. The strike last trading price was 7.45, which was -1.05 lower than the previous day. The implied volatity was 38.48, the open interest changed by -25 which decreased total open position to 55
On 13 Nov GLENMARK was trading at 1539.40. The strike last trading price was 8.5, which was 2.65 higher than the previous day. The implied volatity was 41.15, the open interest changed by 55 which increased total open position to 80
On 12 Nov GLENMARK was trading at 1577.05. The strike last trading price was 5.85, which was -9.05 lower than the previous day. The implied volatity was 39.20, the open interest changed by 21 which increased total open position to 21
On 11 Nov GLENMARK was trading at 1634.20. The strike last trading price was 14.9, which was 0.00 lower than the previous day. The implied volatity was 17.05, 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 14.9, which was 0.00 lower than the previous day. The implied volatity was 17.38, 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 14.9, which was 14.90 higher than the previous day. The implied volatity was 16.90, 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 0, 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 0, 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 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
