GLENMARK
Glenmark Pharmaceuticals
Historical option data for GLENMARK
11 Apr 2025 04:12 PM IST
| GLENMARK 24APR2025 1420 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.38
Vega: 1.00
Theta: -1.67
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 11 Apr | 1378.10 | 27 | -8.7 | 40.11 | 1,636 | 139 | 365 | |||
| 9 Apr | 1376.30 | 32.95 | -29.8 | 44.11 | 1,344 | 83 | 226 | |||
| 8 Apr | 1440.80 | 63.45 | -7.5 | 38.53 | 76 | -2 | 143 | |||
| 7 Apr | 1442.20 | 70.75 | -23.65 | 44.24 | 225 | 15 | 145 | |||
| 4 Apr | 1499.85 | 94.4 | -42.4 | 24.93 | 44 | 20 | 129 | |||
| 3 Apr | 1545.25 | 137.05 | 18.35 | 33.27 | 52 | 23 | 109 | |||
| 2 Apr | 1515.45 | 118.7 | 5.4 | 32.45 | 20 | 12 | 85 | |||
| 1 Apr | 1509.20 | 113.65 | -26.35 | 37.17 | 64 | 32 | 73 | |||
| 28 Mar | 1541.05 | 140.7 | 23.7 | 33.63 | 41 | 31 | 41 | |||
|
|
||||||||||
| 27 Mar | 1519.85 | 117 | 10 | 33.48 | 2 | 0 | 8 | |||
| 26 Mar | 1461.80 | 107 | 0 | 0.00 | 0 | 0 | 0 | |||
| 25 Mar | 1480.75 | 107 | 0 | 0.00 | 0 | 0 | 0 | |||
| 24 Mar | 1492.65 | 107 | 0 | 0.00 | 0 | 0 | 0 | |||
| 21 Mar | 1514.75 | 107 | 0 | 0.00 | 0 | 0 | 0 | |||
| 20 Mar | 1478.80 | 107 | 10 | 35.68 | 1 | 0 | 8 | |||
| 19 Mar | 1486.70 | 97 | 40 | 25.14 | 1 | 0 | 8 | |||
| 11 Mar | 1400.20 | 57 | 6 | 29.82 | 2 | 0 | 8 | |||
| 10 Mar | 1403.10 | 51 | 7.8 | 26.65 | 8 | 4 | 4 | |||
| 6 Mar | 1396.70 | 43.2 | 0 | 0.31 | 0 | 0 | 0 | |||
| 5 Mar | 1388.00 | 43.2 | 0 | 0.91 | 0 | 0 | 0 | |||
| 4 Mar | 1334.25 | 43.2 | 0 | 3.68 | 0 | 0 | 0 | |||
For Glenmark Pharmaceuticals - strike price 1420 expiring on 24APR2025
Delta for 1420 CE is 0.38
Historical price for 1420 CE is as follows
On 11 Apr GLENMARK was trading at 1378.10. The strike last trading price was 27, which was -8.7 lower than the previous day. The implied volatity was 40.11, the open interest changed by 139 which increased total open position to 365
On 9 Apr GLENMARK was trading at 1376.30. The strike last trading price was 32.95, which was -29.8 lower than the previous day. The implied volatity was 44.11, the open interest changed by 83 which increased total open position to 226
On 8 Apr GLENMARK was trading at 1440.80. The strike last trading price was 63.45, which was -7.5 lower than the previous day. The implied volatity was 38.53, the open interest changed by -2 which decreased total open position to 143
On 7 Apr GLENMARK was trading at 1442.20. The strike last trading price was 70.75, which was -23.65 lower than the previous day. The implied volatity was 44.24, the open interest changed by 15 which increased total open position to 145
On 4 Apr GLENMARK was trading at 1499.85. The strike last trading price was 94.4, which was -42.4 lower than the previous day. The implied volatity was 24.93, the open interest changed by 20 which increased total open position to 129
On 3 Apr GLENMARK was trading at 1545.25. The strike last trading price was 137.05, which was 18.35 higher than the previous day. The implied volatity was 33.27, the open interest changed by 23 which increased total open position to 109
On 2 Apr GLENMARK was trading at 1515.45. The strike last trading price was 118.7, which was 5.4 higher than the previous day. The implied volatity was 32.45, the open interest changed by 12 which increased total open position to 85
On 1 Apr GLENMARK was trading at 1509.20. The strike last trading price was 113.65, which was -26.35 lower than the previous day. The implied volatity was 37.17, the open interest changed by 32 which increased total open position to 73
On 28 Mar GLENMARK was trading at 1541.05. The strike last trading price was 140.7, which was 23.7 higher than the previous day. The implied volatity was 33.63, the open interest changed by 31 which increased total open position to 41
On 27 Mar GLENMARK was trading at 1519.85. The strike last trading price was 117, which was 10 higher than the previous day. The implied volatity was 33.48, the open interest changed by 0 which decreased total open position to 8
On 26 Mar GLENMARK was trading at 1461.80. The strike last trading price was 107, 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 25 Mar GLENMARK was trading at 1480.75. The strike last trading price was 107, 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 24 Mar GLENMARK was trading at 1492.65. The strike last trading price was 107, 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 21 Mar GLENMARK was trading at 1514.75. The strike last trading price was 107, 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 20 Mar GLENMARK was trading at 1478.80. The strike last trading price was 107, which was 10 higher than the previous day. The implied volatity was 35.68, the open interest changed by 0 which decreased total open position to 8
On 19 Mar GLENMARK was trading at 1486.70. The strike last trading price was 97, which was 40 higher than the previous day. The implied volatity was 25.14, the open interest changed by 0 which decreased total open position to 8
On 11 Mar GLENMARK was trading at 1400.20. The strike last trading price was 57, which was 6 higher than the previous day. The implied volatity was 29.82, the open interest changed by 0 which decreased total open position to 8
On 10 Mar GLENMARK was trading at 1403.10. The strike last trading price was 51, which was 7.8 higher than the previous day. The implied volatity was 26.65, the open interest changed by 4 which increased total open position to 4
On 6 Mar GLENMARK was trading at 1396.70. The strike last trading price was 43.2, which was 0 lower than the previous day. The implied volatity was 0.31, 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 43.2, which was 0 lower than the previous day. The implied volatity was 0.91, 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 43.2, which was 0 lower than the previous day. The implied volatity was 3.68, the open interest changed by 0 which decreased total open position to 0
| GLENMARK 24APR2025 1420 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.61
Vega: 1.00
Theta: -1.37
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 11 Apr | 1378.10 | 63.85 | -14.5 | 42.02 | 771 | -25 | 215 |
| 9 Apr | 1376.30 | 78.8 | 42.45 | 51.15 | 778 | 14 | 240 |
| 8 Apr | 1440.80 | 35.5 | -8.4 | 41.62 | 375 | -8 | 230 |
| 7 Apr | 1442.20 | 43.4 | 24.1 | 46.53 | 504 | 9 | 238 |
| 4 Apr | 1499.85 | 19.9 | 10.3 | 38.65 | 635 | 20 | 234 |
| 3 Apr | 1545.25 | 9.8 | -4.9 | 35.32 | 235 | 70 | 212 |
| 2 Apr | 1515.45 | 15.05 | -2.4 | 36.30 | 125 | 7 | 143 |
| 1 Apr | 1509.20 | 18.8 | 4.5 | 36.36 | 168 | 2 | 136 |
| 28 Mar | 1541.05 | 14.35 | -3.6 | 35.66 | 199 | 111 | 134 |
| 27 Mar | 1519.85 | 17.9 | -13.25 | 33.12 | 38 | 3 | 22 |
| 26 Mar | 1461.80 | 31.15 | 3.15 | 32.79 | 12 | 2 | 20 |
| 25 Mar | 1480.75 | 28 | -0.9 | 34.99 | 15 | 1 | 18 |
| 24 Mar | 1492.65 | 28.9 | 2.7 | 38.54 | 11 | 1 | 17 |
| 21 Mar | 1514.75 | 26.2 | -4.75 | 36.34 | 1 | 0 | 16 |
| 20 Mar | 1478.80 | 30.85 | -28.15 | 34.19 | 15 | 12 | 13 |
| 19 Mar | 1486.70 | 59 | 0 | 0.00 | 0 | 0 | 0 |
| 11 Mar | 1400.20 | 134.3 | 0 | - | 0 | 0 | 0 |
| 10 Mar | 1403.10 | 134.3 | 0 | - | 0 | 0 | 0 |
| 6 Mar | 1396.70 | 134.3 | 0 | - | 0 | 0 | 0 |
| 5 Mar | 1388.00 | 134.3 | 0 | - | 0 | 0 | 0 |
| 4 Mar | 1334.25 | 134.3 | 0 | - | 0 | 0 | 0 |
For Glenmark Pharmaceuticals - strike price 1420 expiring on 24APR2025
Delta for 1420 PE is -0.61
Historical price for 1420 PE is as follows
On 11 Apr GLENMARK was trading at 1378.10. The strike last trading price was 63.85, which was -14.5 lower than the previous day. The implied volatity was 42.02, the open interest changed by -25 which decreased total open position to 215
On 9 Apr GLENMARK was trading at 1376.30. The strike last trading price was 78.8, which was 42.45 higher than the previous day. The implied volatity was 51.15, the open interest changed by 14 which increased total open position to 240
On 8 Apr GLENMARK was trading at 1440.80. The strike last trading price was 35.5, which was -8.4 lower than the previous day. The implied volatity was 41.62, the open interest changed by -8 which decreased total open position to 230
On 7 Apr GLENMARK was trading at 1442.20. The strike last trading price was 43.4, which was 24.1 higher than the previous day. The implied volatity was 46.53, the open interest changed by 9 which increased total open position to 238
On 4 Apr GLENMARK was trading at 1499.85. The strike last trading price was 19.9, which was 10.3 higher than the previous day. The implied volatity was 38.65, the open interest changed by 20 which increased total open position to 234
On 3 Apr GLENMARK was trading at 1545.25. The strike last trading price was 9.8, which was -4.9 lower than the previous day. The implied volatity was 35.32, the open interest changed by 70 which increased total open position to 212
On 2 Apr GLENMARK was trading at 1515.45. The strike last trading price was 15.05, which was -2.4 lower than the previous day. The implied volatity was 36.30, the open interest changed by 7 which increased total open position to 143
On 1 Apr GLENMARK was trading at 1509.20. The strike last trading price was 18.8, which was 4.5 higher than the previous day. The implied volatity was 36.36, the open interest changed by 2 which increased total open position to 136
On 28 Mar GLENMARK was trading at 1541.05. The strike last trading price was 14.35, which was -3.6 lower than the previous day. The implied volatity was 35.66, the open interest changed by 111 which increased total open position to 134
On 27 Mar GLENMARK was trading at 1519.85. The strike last trading price was 17.9, which was -13.25 lower than the previous day. The implied volatity was 33.12, the open interest changed by 3 which increased total open position to 22
On 26 Mar GLENMARK was trading at 1461.80. The strike last trading price was 31.15, which was 3.15 higher than the previous day. The implied volatity was 32.79, the open interest changed by 2 which increased total open position to 20
On 25 Mar GLENMARK was trading at 1480.75. The strike last trading price was 28, which was -0.9 lower than the previous day. The implied volatity was 34.99, the open interest changed by 1 which increased total open position to 18
On 24 Mar GLENMARK was trading at 1492.65. The strike last trading price was 28.9, which was 2.7 higher than the previous day. The implied volatity was 38.54, the open interest changed by 1 which increased total open position to 17
On 21 Mar GLENMARK was trading at 1514.75. The strike last trading price was 26.2, which was -4.75 lower than the previous day. The implied volatity was 36.34, the open interest changed by 0 which decreased total open position to 16
On 20 Mar GLENMARK was trading at 1478.80. The strike last trading price was 30.85, which was -28.15 lower than the previous day. The implied volatity was 34.19, the open interest changed by 12 which increased total open position to 13
On 19 Mar GLENMARK was trading at 1486.70. The strike last trading price was 59, 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 11 Mar GLENMARK was trading at 1400.20. The strike last trading price was 134.3, 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 10 Mar GLENMARK was trading at 1403.10. The strike last trading price was 134.3, 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 6 Mar GLENMARK was trading at 1396.70. The strike last trading price was 134.3, 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 134.3, 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 134.3, 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
