GLENMARK
Glenmark Pharmaceuticals
Historical option data for GLENMARK
14 Nov 2024 04:12 PM IST
| GLENMARK 28NOV2024 1420 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 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 -
Historical price for 1420 CE is as follows
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: -0.13
Vega: 0.62
Theta: -0.80
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 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 -0.13
Historical price for 1420 PE is as follows
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
