GLENMARK
Glenmark Pharmaceuticals
Historical option data for GLENMARK
27 Dec 2024 04:12 PM IST
| GLENMARK 30JAN2025 1420 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 27 Dec | 1585.95 | 144 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Dec | 1541.45 | 144 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Dec | 1535.80 | 144 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Dec | 1550.60 | 144 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Dec | 1541.65 | 144 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Dec | 1540.80 | 144 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Dec | 1524.70 | 144 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Dec | 1514.10 | 144 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Dec | 1551.35 | 144 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Dec | 1518.15 | 144 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Dec | 1526.40 | 144 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Dec | 1548.65 | 144 | - | 0 | 0 | 0 | ||||
For Glenmark Pharmaceuticals - strike price 1420 expiring on 30JAN2025
Delta for 1420 CE is -
Historical price for 1420 CE is as follows
On 27 Dec GLENMARK was trading at 1585.95. The strike last trading price was 144, 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 Dec GLENMARK was trading at 1541.45. The strike last trading price was 144, 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 24 Dec GLENMARK was trading at 1535.80. The strike last trading price was 144, 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 23 Dec GLENMARK was trading at 1550.60. The strike last trading price was 144, 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 Dec GLENMARK was trading at 1541.65. The strike last trading price was 144, 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 Dec GLENMARK was trading at 1540.80. The strike last trading price was 144, 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 Dec GLENMARK was trading at 1524.70. The strike last trading price was 144, 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 17 Dec GLENMARK was trading at 1514.10. The strike last trading price was 144, 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 16 Dec GLENMARK was trading at 1551.35. The strike last trading price was 144, 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 Dec GLENMARK was trading at 1518.15. The strike last trading price was 144, 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 Dec GLENMARK was trading at 1526.40. The strike last trading price was 144, 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 4 Dec GLENMARK was trading at 1548.65. The strike last trading price was 144, 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 30JAN2025 1420 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.09
Vega: 0.76
Theta: -0.30
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 27 Dec | 1585.95 | 6.1 | -3.15 | 30.45 | 126 | 53 | 66 |
| 26 Dec | 1541.45 | 9.25 | -0.25 | 28.07 | 17 | 11 | 13 |
| 24 Dec | 1535.80 | 9.5 | 0.00 | 0.00 | 0 | 1 | 0 |
| 23 Dec | 1550.60 | 9.5 | -12.50 | 28.44 | 1 | 0 | 1 |
| 20 Dec | 1541.65 | 22 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Dec | 1540.80 | 22 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Dec | 1524.70 | 22 | 0.00 | 0.00 | 0 | 0 | 0 |
| 17 Dec | 1514.10 | 22 | 0.00 | 0.00 | 0 | 0 | 0 |
| 16 Dec | 1551.35 | 22 | 0.00 | 0.00 | 0 | 1 | 0 |
| 13 Dec | 1518.15 | 22 | -0.35 | 29.86 | 1 | 0 | 0 |
| 11 Dec | 1526.40 | 22.35 | -28.75 | 31.38 | 2 | 0 | 0 |
| 4 Dec | 1548.65 | 51.1 | 6.93 | 0 | 0 | 0 | |
For Glenmark Pharmaceuticals - strike price 1420 expiring on 30JAN2025
Delta for 1420 PE is -0.09
Historical price for 1420 PE is as follows
On 27 Dec GLENMARK was trading at 1585.95. The strike last trading price was 6.1, which was -3.15 lower than the previous day. The implied volatity was 30.45, the open interest changed by 53 which increased total open position to 66
On 26 Dec GLENMARK was trading at 1541.45. The strike last trading price was 9.25, which was -0.25 lower than the previous day. The implied volatity was 28.07, the open interest changed by 11 which increased total open position to 13
On 24 Dec GLENMARK was trading at 1535.80. The strike last trading price was 9.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 23 Dec GLENMARK was trading at 1550.60. The strike last trading price was 9.5, which was -12.50 lower than the previous day. The implied volatity was 28.44, the open interest changed by 0 which decreased total open position to 1
On 20 Dec GLENMARK was trading at 1541.65. The strike last trading price was 22, 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 22, 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 22, 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 17 Dec GLENMARK was trading at 1514.10. The strike last trading price was 22, 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 16 Dec GLENMARK was trading at 1551.35. The strike last trading price was 22, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 13 Dec GLENMARK was trading at 1518.15. The strike last trading price was 22, which was -0.35 lower than the previous day. The implied volatity was 29.86, 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 22.35, which was -28.75 lower than the previous day. The implied volatity was 31.38, 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 51.1, which was lower than the previous day. The implied volatity was 6.93, the open interest changed by 0 which decreased total open position to 0
