GLENMARK
Glenmark Pharmaceuticals
Historical option data for GLENMARK
14 Nov 2024 04:12 PM IST
GLENMARK 28NOV2024 1440 CE | ||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
14 Nov | 1533.70 | 304.45 | 0.00 | - | 0 | 0 | 0 | |||
13 Nov | 1539.40 | 304.45 | 0.00 | - | 0 | 0 | 0 | |||
12 Nov | 1577.05 | 304.45 | 0.00 | - | 0 | 0 | 0 | |||
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11 Nov | 1634.20 | 304.45 | 0.00 | - | 0 | 0 | 0 | |||
8 Nov | 1666.50 | 304.45 | 0.00 | - | 0 | 0 | 0 | |||
7 Nov | 1657.35 | 304.45 | 0.00 | - | 0 | 0 | 0 | |||
6 Nov | 1768.95 | 304.45 | 0.00 | - | 0 | 0 | 0 | |||
5 Nov | 1725.15 | 304.45 | 0.00 | - | 0 | 0 | 0 | |||
31 Oct | 1694.55 | 304.45 | 304.45 | - | 0 | 0 | 0 | |||
20 Sept | 1636.75 | 0 | - | 0 | 0 | 0 |
For Glenmark Pharmaceuticals - strike price 1440 expiring on 28NOV2024
Delta for 1440 CE is -
Historical price for 1440 CE is as follows
On 14 Nov GLENMARK was trading at 1533.70. The strike last trading price was 304.45, 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 304.45, 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 304.45, 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 304.45, 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 304.45, 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 304.45, 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 Nov GLENMARK was trading at 1768.95. The strike last trading price was 304.45, 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 Nov GLENMARK was trading at 1725.15. The strike last trading price was 304.45, 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 31 Oct GLENMARK was trading at 1694.55. The strike last trading price was 304.45, which was 304.45 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 20 Sept GLENMARK was trading at 1636.75. 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 1440 PE | |||||||
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Delta: -0.17
Vega: 0.75
Theta: -0.95
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
14 Nov | 1533.70 | 10.5 | -0.75 | 38.21 | 412 | -55 | 76 |
13 Nov | 1539.40 | 11.25 | 3.20 | 40.44 | 316 | 68 | 140 |
12 Nov | 1577.05 | 8.05 | -19.20 | 38.78 | 310 | 75 | 75 |
11 Nov | 1634.20 | 27.25 | 0.00 | 15.95 | 0 | 0 | 0 |
8 Nov | 1666.50 | 27.25 | 0.00 | 16.16 | 0 | 0 | 0 |
7 Nov | 1657.35 | 27.25 | 0.00 | 15.84 | 0 | 0 | 0 |
6 Nov | 1768.95 | 27.25 | 0.00 | 21.91 | 0 | 0 | 0 |
5 Nov | 1725.15 | 27.25 | 0.00 | 19.19 | 0 | 0 | 0 |
31 Oct | 1694.55 | 27.25 | 27.25 | - | 0 | 0 | 0 |
20 Sept | 1636.75 | 0 | - | 0 | 0 | 0 |
For Glenmark Pharmaceuticals - strike price 1440 expiring on 28NOV2024
Delta for 1440 PE is -0.17
Historical price for 1440 PE is as follows
On 14 Nov GLENMARK was trading at 1533.70. The strike last trading price was 10.5, which was -0.75 lower than the previous day. The implied volatity was 38.21, the open interest changed by -55 which decreased total open position to 76
On 13 Nov GLENMARK was trading at 1539.40. The strike last trading price was 11.25, which was 3.20 higher than the previous day. The implied volatity was 40.44, the open interest changed by 68 which increased total open position to 140
On 12 Nov GLENMARK was trading at 1577.05. The strike last trading price was 8.05, which was -19.20 lower than the previous day. The implied volatity was 38.78, the open interest changed by 75 which increased total open position to 75
On 11 Nov GLENMARK was trading at 1634.20. The strike last trading price was 27.25, which was 0.00 lower than the previous day. The implied volatity was 15.95, 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 27.25, which was 0.00 lower than the previous day. The implied volatity was 16.16, 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 27.25, which was 0.00 lower than the previous day. The implied volatity was 15.84, 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 27.25, which was 0.00 lower than the previous day. The implied volatity was 21.91, 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 27.25, which was 0.00 lower than the previous day. The implied volatity was 19.19, 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 27.25, which was 27.25 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 20 Sept GLENMARK was trading at 1636.75. 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