GLENMARK
Glenmark Pharmaceuticals
Historical option data for GLENMARK
20 Dec 2024 04:12 PM IST
| GLENMARK 26DEC2024 1440 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 | |||
| 20 Dec | 1541.65 | 95 | 0.00 | 0.00 | 0 | -1 | 0 | |||
| 19 Dec | 1540.80 | 95 | 7.00 | - | 1 | 0 | 25 | |||
| 18 Dec | 1524.70 | 88 | 0.00 | 0.00 | 0 | -12 | 0 | |||
| 17 Dec | 1514.10 | 88 | -35.85 | 42.26 | 18 | -12 | 25 | |||
| 16 Dec | 1551.35 | 123.85 | 38.40 | 48.60 | 7 | -1 | 35 | |||
| 13 Dec | 1518.15 | 85.45 | -207.20 | 27.99 | 132 | 37 | 37 | |||
| 12 Dec | 1535.05 | 292.65 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Dec | 1526.40 | 292.65 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Dec | 1542.65 | 292.65 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Dec | 1514.15 | 292.65 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Dec | 1528.10 | 292.65 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Dec | 1544.65 | 292.65 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Dec | 1548.65 | 292.65 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Dec | 1559.40 | 292.65 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Dec | 1547.55 | 292.65 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Nov | 1528.65 | 292.65 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Nov | 1495.15 | 292.65 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Nov | 1522.60 | 292.65 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Nov | 1521.45 | 292.65 | 0.00 | - | 0 | 0 | 0 | |||
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| 25 Nov | 1490.40 | 292.65 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 1478.20 | 292.65 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Nov | 1466.40 | 292.65 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Nov | 1492.65 | 292.65 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 1492.65 | 292.65 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 1485.75 | 292.65 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 1577.05 | 292.65 | - | 0 | 0 | 0 | ||||
For Glenmark Pharmaceuticals - strike price 1440 expiring on 26DEC2024
Delta for 1440 CE is 0.00
Historical price for 1440 CE is as follows
On 20 Dec GLENMARK was trading at 1541.65. The strike last trading price was 95, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 19 Dec GLENMARK was trading at 1540.80. The strike last trading price was 95, which was 7.00 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 25
On 18 Dec GLENMARK was trading at 1524.70. The strike last trading price was 88, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -12 which decreased total open position to 0
On 17 Dec GLENMARK was trading at 1514.10. The strike last trading price was 88, which was -35.85 lower than the previous day. The implied volatity was 42.26, the open interest changed by -12 which decreased total open position to 25
On 16 Dec GLENMARK was trading at 1551.35. The strike last trading price was 123.85, which was 38.40 higher than the previous day. The implied volatity was 48.60, the open interest changed by -1 which decreased total open position to 35
On 13 Dec GLENMARK was trading at 1518.15. The strike last trading price was 85.45, which was -207.20 lower than the previous day. The implied volatity was 27.99, the open interest changed by 37 which increased total open position to 37
On 12 Dec GLENMARK was trading at 1535.05. The strike last trading price was 292.65, 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 292.65, 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 10 Dec GLENMARK was trading at 1542.65. The strike last trading price was 292.65, 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 9 Dec GLENMARK was trading at 1514.15. The strike last trading price was 292.65, 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 6 Dec GLENMARK was trading at 1528.10. The strike last trading price was 292.65, 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 5 Dec GLENMARK was trading at 1544.65. The strike last trading price was 292.65, 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 292.65, 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 292.65, 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 292.65, 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 292.65, 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 292.65, 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 292.65, 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 292.65, 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 292.65, 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 292.65, 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 292.65, 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 292.65, 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 292.65, 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 292.65, 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 292.65, 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 1440 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.07
Vega: 0.27
Theta: -0.83
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 1541.65 | 2.45 | -1.10 | 38.82 | 233 | -56 | 352 |
| 19 Dec | 1540.80 | 3.55 | -1.30 | 39.27 | 446 | -30 | 406 |
| 18 Dec | 1524.70 | 4.85 | -2.70 | 35.17 | 378 | -36 | 438 |
| 17 Dec | 1514.10 | 7.55 | 3.25 | 34.86 | 345 | 14 | 476 |
| 16 Dec | 1551.35 | 4.3 | -4.00 | 35.92 | 513 | -20 | 463 |
| 13 Dec | 1518.15 | 8.3 | 2.85 | 30.90 | 4,286 | 195 | 492 |
| 12 Dec | 1535.05 | 5.45 | -1.45 | 29.13 | 179 | 30 | 296 |
| 11 Dec | 1526.40 | 6.9 | 0.70 | 29.94 | 211 | 17 | 266 |
| 10 Dec | 1542.65 | 6.2 | -4.35 | 31.54 | 780 | 99 | 249 |
| 9 Dec | 1514.15 | 10.55 | 2.35 | 31.27 | 214 | 61 | 150 |
| 6 Dec | 1528.10 | 8.2 | 0.40 | 28.34 | 193 | 18 | 89 |
| 5 Dec | 1544.65 | 7.8 | -0.10 | 30.12 | 179 | 5 | 72 |
| 4 Dec | 1548.65 | 7.9 | 0.70 | 29.74 | 228 | 3 | 62 |
| 3 Dec | 1559.40 | 7.2 | -1.25 | 29.62 | 254 | -21 | 61 |
| 2 Dec | 1547.55 | 8.45 | -5.75 | 30.39 | 151 | 10 | 83 |
| 29 Nov | 1528.65 | 14.2 | -7.15 | 30.15 | 102 | 23 | 73 |
| 28 Nov | 1495.15 | 21.35 | 1.85 | 31.18 | 54 | 17 | 50 |
| 27 Nov | 1522.60 | 19.5 | 0.50 | 33.12 | 13 | 7 | 32 |
| 26 Nov | 1521.45 | 19 | -11.25 | 31.77 | 6 | 0 | 24 |
| 25 Nov | 1490.40 | 30.25 | -5.40 | 34.79 | 28 | 17 | 24 |
| 22 Nov | 1478.20 | 35.65 | -1.95 | 32.66 | 5 | 1 | 8 |
| 21 Nov | 1466.40 | 37.6 | 10.30 | 31.35 | 1 | 0 | 8 |
| 20 Nov | 1492.65 | 27.3 | 0.00 | 29.14 | 5 | 2 | 9 |
| 19 Nov | 1492.65 | 27.3 | -7.15 | 29.14 | 5 | 3 | 9 |
| 18 Nov | 1485.75 | 34.45 | 6.05 | 31.14 | 122 | 4 | 4 |
| 12 Nov | 1577.05 | 28.4 | 7.54 | 0 | 0 | 0 | |
For Glenmark Pharmaceuticals - strike price 1440 expiring on 26DEC2024
Delta for 1440 PE is -0.07
Historical price for 1440 PE is as follows
On 20 Dec GLENMARK was trading at 1541.65. The strike last trading price was 2.45, which was -1.10 lower than the previous day. The implied volatity was 38.82, the open interest changed by -56 which decreased total open position to 352
On 19 Dec GLENMARK was trading at 1540.80. The strike last trading price was 3.55, which was -1.30 lower than the previous day. The implied volatity was 39.27, the open interest changed by -30 which decreased total open position to 406
On 18 Dec GLENMARK was trading at 1524.70. The strike last trading price was 4.85, which was -2.70 lower than the previous day. The implied volatity was 35.17, the open interest changed by -36 which decreased total open position to 438
On 17 Dec GLENMARK was trading at 1514.10. The strike last trading price was 7.55, which was 3.25 higher than the previous day. The implied volatity was 34.86, the open interest changed by 14 which increased total open position to 476
On 16 Dec GLENMARK was trading at 1551.35. The strike last trading price was 4.3, which was -4.00 lower than the previous day. The implied volatity was 35.92, the open interest changed by -20 which decreased total open position to 463
On 13 Dec GLENMARK was trading at 1518.15. The strike last trading price was 8.3, which was 2.85 higher than the previous day. The implied volatity was 30.90, the open interest changed by 195 which increased total open position to 492
On 12 Dec GLENMARK was trading at 1535.05. The strike last trading price was 5.45, which was -1.45 lower than the previous day. The implied volatity was 29.13, the open interest changed by 30 which increased total open position to 296
On 11 Dec GLENMARK was trading at 1526.40. The strike last trading price was 6.9, which was 0.70 higher than the previous day. The implied volatity was 29.94, the open interest changed by 17 which increased total open position to 266
On 10 Dec GLENMARK was trading at 1542.65. The strike last trading price was 6.2, which was -4.35 lower than the previous day. The implied volatity was 31.54, the open interest changed by 99 which increased total open position to 249
On 9 Dec GLENMARK was trading at 1514.15. The strike last trading price was 10.55, which was 2.35 higher than the previous day. The implied volatity was 31.27, the open interest changed by 61 which increased total open position to 150
On 6 Dec GLENMARK was trading at 1528.10. The strike last trading price was 8.2, which was 0.40 higher than the previous day. The implied volatity was 28.34, the open interest changed by 18 which increased total open position to 89
On 5 Dec GLENMARK was trading at 1544.65. The strike last trading price was 7.8, which was -0.10 lower than the previous day. The implied volatity was 30.12, the open interest changed by 5 which increased total open position to 72
On 4 Dec GLENMARK was trading at 1548.65. The strike last trading price was 7.9, which was 0.70 higher than the previous day. The implied volatity was 29.74, the open interest changed by 3 which increased total open position to 62
On 3 Dec GLENMARK was trading at 1559.40. The strike last trading price was 7.2, which was -1.25 lower than the previous day. The implied volatity was 29.62, the open interest changed by -21 which decreased total open position to 61
On 2 Dec GLENMARK was trading at 1547.55. The strike last trading price was 8.45, which was -5.75 lower than the previous day. The implied volatity was 30.39, the open interest changed by 10 which increased total open position to 83
On 29 Nov GLENMARK was trading at 1528.65. The strike last trading price was 14.2, which was -7.15 lower than the previous day. The implied volatity was 30.15, the open interest changed by 23 which increased total open position to 73
On 28 Nov GLENMARK was trading at 1495.15. The strike last trading price was 21.35, which was 1.85 higher than the previous day. The implied volatity was 31.18, the open interest changed by 17 which increased total open position to 50
On 27 Nov GLENMARK was trading at 1522.60. The strike last trading price was 19.5, which was 0.50 higher than the previous day. The implied volatity was 33.12, the open interest changed by 7 which increased total open position to 32
On 26 Nov GLENMARK was trading at 1521.45. The strike last trading price was 19, which was -11.25 lower than the previous day. The implied volatity was 31.77, the open interest changed by 0 which decreased total open position to 24
On 25 Nov GLENMARK was trading at 1490.40. The strike last trading price was 30.25, which was -5.40 lower than the previous day. The implied volatity was 34.79, the open interest changed by 17 which increased total open position to 24
On 22 Nov GLENMARK was trading at 1478.20. The strike last trading price was 35.65, which was -1.95 lower than the previous day. The implied volatity was 32.66, the open interest changed by 1 which increased total open position to 8
On 21 Nov GLENMARK was trading at 1466.40. The strike last trading price was 37.6, which was 10.30 higher than the previous day. The implied volatity was 31.35, the open interest changed by 0 which decreased total open position to 8
On 20 Nov GLENMARK was trading at 1492.65. The strike last trading price was 27.3, which was 0.00 lower than the previous day. The implied volatity was 29.14, the open interest changed by 2 which increased total open position to 9
On 19 Nov GLENMARK was trading at 1492.65. The strike last trading price was 27.3, which was -7.15 lower than the previous day. The implied volatity was 29.14, the open interest changed by 3 which increased total open position to 9
On 18 Nov GLENMARK was trading at 1485.75. The strike last trading price was 34.45, which was 6.05 higher than the previous day. The implied volatity was 31.14, the open interest changed by 4 which increased total open position to 4
On 12 Nov GLENMARK was trading at 1577.05. The strike last trading price was 28.4, which was lower than the previous day. The implied volatity was 7.54, the open interest changed by 0 which decreased total open position to 0
