GLENMARK
Glenmark Pharmaceuticals
Historical option data for GLENMARK
21 Apr 2025 11:26 AM IST
| GLENMARK 24APR2025 1460 CE | ||||||||||
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Delta: 0.05
Vega: 0.12
Theta: -0.95
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 21 Apr | 1352.00 | 1.15 | -1.15 | 47.84 | 140 | -31 | 393 | |||
| 17 Apr | 1342.40 | 2.2 | -2.05 | 40.60 | 166 | -4 | 424 | |||
| 16 Apr | 1356.80 | 4.25 | -3.75 | 39.55 | 518 | 56 | 435 | |||
| 15 Apr | 1376.90 | 7.8 | -7.75 | 39.08 | 815 | 56 | 381 | |||
| 11 Apr | 1378.10 | 14.75 | -7.6 | 39.35 | 1,439 | 65 | 325 | |||
| 9 Apr | 1376.30 | 20.95 | -20.2 | 44.34 | 1,091 | 104 | 259 | |||
| 8 Apr | 1440.80 | 42 | -8.85 | 38.04 | 630 | 62 | 155 | |||
| 7 Apr | 1442.20 | 50.35 | -19.9 | 44.18 | 563 | 27 | 91 | |||
| 4 Apr | 1499.85 | 70.8 | -28.9 | 30.90 | 303 | 48 | 65 | |||
| 3 Apr | 1545.25 | 99.7 | 13.75 | 28.26 | 1 | 0 | 16 | |||
| 2 Apr | 1515.45 | 86.9 | 4.9 | 31.11 | 13 | 3 | 16 | |||
| 1 Apr | 1509.20 | 82.95 | -26.5 | 34.73 | 50 | 4 | 15 | |||
| 28 Mar | 1541.05 | 109.45 | 15.45 | 33.23 | 9 | 1 | 11 | |||
| 27 Mar | 1519.85 | 94 | 30 | 36.73 | 10 | 8 | 10 | |||
| 26 Mar | 1461.80 | 64 | -26.05 | 35.51 | 1 | 0 | 1 | |||
| 25 Mar | 1480.75 | 90.05 | 0 | 0.00 | 0 | 0 | 0 | |||
| 24 Mar | 1492.65 | 90.05 | 0 | 0.00 | 0 | 1 | 0 | |||
| 21 Mar | 1514.75 | 90.05 | 57.4 | 30.10 | 1 | 0 | 0 | |||
| 20 Mar | 1478.80 | 32.65 | 0 | - | 0 | 0 | 0 | |||
| 19 Mar | 1486.70 | 32.65 | 0 | - | 0 | 0 | 0 | |||
| 6 Mar | 1396.70 | 32.65 | 0 | 2.41 | 0 | 0 | 0 | |||
| 5 Mar | 1388.00 | 32.65 | 0 | 2.94 | 0 | 0 | 0 | |||
For Glenmark Pharmaceuticals - strike price 1460 expiring on 24APR2025
Delta for 1460 CE is 0.05
Historical price for 1460 CE is as follows
On 21 Apr GLENMARK was trading at 1352.00. The strike last trading price was 1.15, which was -1.15 lower than the previous day. The implied volatity was 47.84, the open interest changed by -31 which decreased total open position to 393
On 17 Apr GLENMARK was trading at 1342.40. The strike last trading price was 2.2, which was -2.05 lower than the previous day. The implied volatity was 40.60, the open interest changed by -4 which decreased total open position to 424
On 16 Apr GLENMARK was trading at 1356.80. The strike last trading price was 4.25, which was -3.75 lower than the previous day. The implied volatity was 39.55, the open interest changed by 56 which increased total open position to 435
On 15 Apr GLENMARK was trading at 1376.90. The strike last trading price was 7.8, which was -7.75 lower than the previous day. The implied volatity was 39.08, the open interest changed by 56 which increased total open position to 381
On 11 Apr GLENMARK was trading at 1378.10. The strike last trading price was 14.75, which was -7.6 lower than the previous day. The implied volatity was 39.35, the open interest changed by 65 which increased total open position to 325
On 9 Apr GLENMARK was trading at 1376.30. The strike last trading price was 20.95, which was -20.2 lower than the previous day. The implied volatity was 44.34, the open interest changed by 104 which increased total open position to 259
On 8 Apr GLENMARK was trading at 1440.80. The strike last trading price was 42, which was -8.85 lower than the previous day. The implied volatity was 38.04, the open interest changed by 62 which increased total open position to 155
On 7 Apr GLENMARK was trading at 1442.20. The strike last trading price was 50.35, which was -19.9 lower than the previous day. The implied volatity was 44.18, the open interest changed by 27 which increased total open position to 91
On 4 Apr GLENMARK was trading at 1499.85. The strike last trading price was 70.8, which was -28.9 lower than the previous day. The implied volatity was 30.90, the open interest changed by 48 which increased total open position to 65
On 3 Apr GLENMARK was trading at 1545.25. The strike last trading price was 99.7, which was 13.75 higher than the previous day. The implied volatity was 28.26, the open interest changed by 0 which decreased total open position to 16
On 2 Apr GLENMARK was trading at 1515.45. The strike last trading price was 86.9, which was 4.9 higher than the previous day. The implied volatity was 31.11, the open interest changed by 3 which increased total open position to 16
On 1 Apr GLENMARK was trading at 1509.20. The strike last trading price was 82.95, which was -26.5 lower than the previous day. The implied volatity was 34.73, the open interest changed by 4 which increased total open position to 15
On 28 Mar GLENMARK was trading at 1541.05. The strike last trading price was 109.45, which was 15.45 higher than the previous day. The implied volatity was 33.23, the open interest changed by 1 which increased total open position to 11
On 27 Mar GLENMARK was trading at 1519.85. The strike last trading price was 94, which was 30 higher than the previous day. The implied volatity was 36.73, the open interest changed by 8 which increased total open position to 10
On 26 Mar GLENMARK was trading at 1461.80. The strike last trading price was 64, which was -26.05 lower than the previous day. The implied volatity was 35.51, the open interest changed by 0 which decreased total open position to 1
On 25 Mar GLENMARK was trading at 1480.75. The strike last trading price was 90.05, 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 90.05, which was 0 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 21 Mar GLENMARK was trading at 1514.75. The strike last trading price was 90.05, which was 57.4 higher than the previous day. The implied volatity was 30.10, 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 32.65, 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 19 Mar GLENMARK was trading at 1486.70. The strike last trading price was 32.65, 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 32.65, which was 0 lower than the previous day. The implied volatity was 2.41, 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 32.65, which was 0 lower than the previous day. The implied volatity was 2.94, the open interest changed by 0 which decreased total open position to 0
| GLENMARK 24APR2025 1460 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.92
Vega: 0.18
Theta: -1.20
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Apr | 1352.00 | 108.65 | -4.35 | 55.53 | 5 | 0 | 165 |
| 17 Apr | 1342.40 | 113 | 9.35 | - | 8 | -3 | 166 |
| 16 Apr | 1356.80 | 102.25 | 12.65 | 22.55 | 28 | -7 | 172 |
| 15 Apr | 1376.90 | 90 | -5.25 | 37.06 | 33 | -8 | 181 |
| 11 Apr | 1378.10 | 95.85 | -9.25 | 46.65 | 167 | 8 | 189 |
| 9 Apr | 1376.30 | 106.2 | 51.1 | 51.73 | 338 | -20 | 181 |
| 8 Apr | 1440.80 | 53.25 | -8.5 | 37.93 | 326 | -18 | 201 |
| 7 Apr | 1442.20 | 61.2 | 30.4 | 45.09 | 613 | 23 | 218 |
| 4 Apr | 1499.85 | 30.95 | 14.3 | 37.32 | 1,128 | 3 | 200 |
| 3 Apr | 1545.25 | 16.6 | -9.75 | 34.06 | 681 | -3 | 198 |
| 2 Apr | 1515.45 | 27.8 | -0.1 | 37.94 | 397 | 59 | 219 |
| 1 Apr | 1509.20 | 29 | 6.7 | 34.90 | 329 | 33 | 160 |
| 28 Mar | 1541.05 | 22.5 | -5 | 34.61 | 329 | 31 | 127 |
| 27 Mar | 1519.85 | 28.6 | -19.65 | 32.42 | 216 | 47 | 95 |
| 26 Mar | 1461.80 | 48.25 | 5.25 | 32.93 | 66 | 42 | 47 |
| 25 Mar | 1480.75 | 43 | -120.3 | 35.11 | 8 | 3 | 3 |
| 24 Mar | 1492.65 | 163.3 | 0 | 3.48 | 0 | 0 | 0 |
| 21 Mar | 1514.75 | 163.3 | 0 | 3.79 | 0 | 0 | 0 |
| 20 Mar | 1478.80 | 163.3 | 0 | 2.18 | 0 | 0 | 0 |
| 19 Mar | 1486.70 | 163.3 | 0 | 2.64 | 0 | 0 | 0 |
| 6 Mar | 1396.70 | 163.3 | 0 | - | 0 | 0 | 0 |
| 5 Mar | 1388.00 | 163.3 | 0 | - | 0 | 0 | 0 |
For Glenmark Pharmaceuticals - strike price 1460 expiring on 24APR2025
Delta for 1460 PE is -0.92
Historical price for 1460 PE is as follows
On 21 Apr GLENMARK was trading at 1352.00. The strike last trading price was 108.65, which was -4.35 lower than the previous day. The implied volatity was 55.53, the open interest changed by 0 which decreased total open position to 165
On 17 Apr GLENMARK was trading at 1342.40. The strike last trading price was 113, which was 9.35 higher than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 166
On 16 Apr GLENMARK was trading at 1356.80. The strike last trading price was 102.25, which was 12.65 higher than the previous day. The implied volatity was 22.55, the open interest changed by -7 which decreased total open position to 172
On 15 Apr GLENMARK was trading at 1376.90. The strike last trading price was 90, which was -5.25 lower than the previous day. The implied volatity was 37.06, the open interest changed by -8 which decreased total open position to 181
On 11 Apr GLENMARK was trading at 1378.10. The strike last trading price was 95.85, which was -9.25 lower than the previous day. The implied volatity was 46.65, the open interest changed by 8 which increased total open position to 189
On 9 Apr GLENMARK was trading at 1376.30. The strike last trading price was 106.2, which was 51.1 higher than the previous day. The implied volatity was 51.73, the open interest changed by -20 which decreased total open position to 181
On 8 Apr GLENMARK was trading at 1440.80. The strike last trading price was 53.25, which was -8.5 lower than the previous day. The implied volatity was 37.93, the open interest changed by -18 which decreased total open position to 201
On 7 Apr GLENMARK was trading at 1442.20. The strike last trading price was 61.2, which was 30.4 higher than the previous day. The implied volatity was 45.09, the open interest changed by 23 which increased total open position to 218
On 4 Apr GLENMARK was trading at 1499.85. The strike last trading price was 30.95, which was 14.3 higher than the previous day. The implied volatity was 37.32, the open interest changed by 3 which increased total open position to 200
On 3 Apr GLENMARK was trading at 1545.25. The strike last trading price was 16.6, which was -9.75 lower than the previous day. The implied volatity was 34.06, the open interest changed by -3 which decreased total open position to 198
On 2 Apr GLENMARK was trading at 1515.45. The strike last trading price was 27.8, which was -0.1 lower than the previous day. The implied volatity was 37.94, the open interest changed by 59 which increased total open position to 219
On 1 Apr GLENMARK was trading at 1509.20. The strike last trading price was 29, which was 6.7 higher than the previous day. The implied volatity was 34.90, the open interest changed by 33 which increased total open position to 160
On 28 Mar GLENMARK was trading at 1541.05. The strike last trading price was 22.5, which was -5 lower than the previous day. The implied volatity was 34.61, the open interest changed by 31 which increased total open position to 127
On 27 Mar GLENMARK was trading at 1519.85. The strike last trading price was 28.6, which was -19.65 lower than the previous day. The implied volatity was 32.42, the open interest changed by 47 which increased total open position to 95
On 26 Mar GLENMARK was trading at 1461.80. The strike last trading price was 48.25, which was 5.25 higher than the previous day. The implied volatity was 32.93, the open interest changed by 42 which increased total open position to 47
On 25 Mar GLENMARK was trading at 1480.75. The strike last trading price was 43, which was -120.3 lower than the previous day. The implied volatity was 35.11, the open interest changed by 3 which increased total open position to 3
On 24 Mar GLENMARK was trading at 1492.65. The strike last trading price was 163.3, which was 0 lower than the previous day. The implied volatity was 3.48, 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 163.3, which was 0 lower than the previous day. The implied volatity was 3.79, 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 163.3, which was 0 lower than the previous day. The implied volatity was 2.18, the open interest changed by 0 which decreased total open position to 0
On 19 Mar GLENMARK was trading at 1486.70. The strike last trading price was 163.3, which was 0 lower than the previous day. The implied volatity was 2.64, 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 163.3, 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 163.3, 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
