GLENMARK
Glenmark Pharmaceuticals
Historical option data for GLENMARK
27 Dec 2024 04:12 PM IST
| GLENMARK 30JAN2025 1460 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 | |||
| 27 Dec | 1585.95 | 102 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 26 Dec | 1541.45 | 102 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 24 Dec | 1535.80 | 102 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 23 Dec | 1550.60 | 102 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 20 Dec | 1541.65 | 102 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 19 Dec | 1540.80 | 102 | 0.00 | 0.00 | 0 | 3 | 0 | |||
| 18 Dec | 1524.70 | 102 | 12.00 | 24.98 | 3 | 0 | 4 | |||
| 17 Dec | 1514.10 | 90 | -30.45 | 23.09 | 4 | 3 | 3 | |||
| 16 Dec | 1551.35 | 120.45 | 0.00 | - | 0 | 0 | 0 | |||
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| 13 Dec | 1518.15 | 120.45 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Dec | 1535.05 | 120.45 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Dec | 1526.40 | 120.45 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Dec | 1528.10 | 120.45 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Dec | 1544.65 | 120.45 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Dec | 1548.65 | 120.45 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Dec | 1547.55 | 120.45 | - | 0 | 0 | 0 | ||||
For Glenmark Pharmaceuticals - strike price 1460 expiring on 30JAN2025
Delta for 1460 CE is 0.00
Historical price for 1460 CE is as follows
On 27 Dec GLENMARK was trading at 1585.95. The strike last trading price was 102, 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 26 Dec GLENMARK was trading at 1541.45. The strike last trading price was 102, 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 24 Dec GLENMARK was trading at 1535.80. The strike last trading price was 102, 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 23 Dec GLENMARK was trading at 1550.60. The strike last trading price was 102, 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 20 Dec GLENMARK was trading at 1541.65. The strike last trading price was 102, 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 102, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 18 Dec GLENMARK was trading at 1524.70. The strike last trading price was 102, which was 12.00 higher than the previous day. The implied volatity was 24.98, the open interest changed by 0 which decreased total open position to 4
On 17 Dec GLENMARK was trading at 1514.10. The strike last trading price was 90, which was -30.45 lower than the previous day. The implied volatity was 23.09, the open interest changed by 3 which increased total open position to 3
On 16 Dec GLENMARK was trading at 1551.35. The strike last trading price was 120.45, 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 Dec GLENMARK was trading at 1518.15. The strike last trading price was 120.45, 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 Dec GLENMARK was trading at 1535.05. The strike last trading price was 120.45, 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 Dec GLENMARK was trading at 1526.40. The strike last trading price was 120.45, 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 Dec GLENMARK was trading at 1528.10. The strike last trading price was 120.45, 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 Dec GLENMARK was trading at 1544.65. The strike last trading price was 120.45, 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 4 Dec GLENMARK was trading at 1548.65. The strike last trading price was 120.45, 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 2 Dec GLENMARK was trading at 1547.55. The strike last trading price was 120.45, 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 1460 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.14
Vega: 1.06
Theta: -0.39
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 27 Dec | 1585.95 | 10.15 | -5.80 | 29.35 | 481 | 87 | 173 |
| 26 Dec | 1541.45 | 15.95 | -2.60 | 27.37 | 92 | 4 | 86 |
| 24 Dec | 1535.80 | 18.55 | 3.55 | 27.03 | 91 | 8 | 82 |
| 23 Dec | 1550.60 | 15 | -5.05 | 27.07 | 2 | 0 | 75 |
| 20 Dec | 1541.65 | 20.05 | -1.10 | 28.52 | 146 | 74 | 76 |
| 19 Dec | 1540.80 | 21.15 | -8.85 | 28.79 | 1 | 0 | 1 |
| 18 Dec | 1524.70 | 30 | 0.00 | 0.00 | 0 | 1 | 0 |
| 17 Dec | 1514.10 | 30 | -37.05 | 28.52 | 3 | 0 | 0 |
| 16 Dec | 1551.35 | 67.05 | 0.00 | 5.55 | 0 | 0 | 0 |
| 13 Dec | 1518.15 | 67.05 | 0.00 | 3.81 | 0 | 0 | 0 |
| 12 Dec | 1535.05 | 67.05 | 0.00 | 4.56 | 0 | 0 | 0 |
| 11 Dec | 1526.40 | 67.05 | 0.00 | 4.35 | 0 | 0 | 0 |
| 6 Dec | 1528.10 | 67.05 | 0.00 | 4.33 | 0 | 0 | 0 |
| 5 Dec | 1544.65 | 67.05 | 0.00 | 4.76 | 0 | 0 | 0 |
| 4 Dec | 1548.65 | 67.05 | 0.00 | 4.84 | 0 | 0 | 0 |
| 2 Dec | 1547.55 | 67.05 | 4.87 | 0 | 0 | 0 | |
For Glenmark Pharmaceuticals - strike price 1460 expiring on 30JAN2025
Delta for 1460 PE is -0.14
Historical price for 1460 PE is as follows
On 27 Dec GLENMARK was trading at 1585.95. The strike last trading price was 10.15, which was -5.80 lower than the previous day. The implied volatity was 29.35, the open interest changed by 87 which increased total open position to 173
On 26 Dec GLENMARK was trading at 1541.45. The strike last trading price was 15.95, which was -2.60 lower than the previous day. The implied volatity was 27.37, the open interest changed by 4 which increased total open position to 86
On 24 Dec GLENMARK was trading at 1535.80. The strike last trading price was 18.55, which was 3.55 higher than the previous day. The implied volatity was 27.03, the open interest changed by 8 which increased total open position to 82
On 23 Dec GLENMARK was trading at 1550.60. The strike last trading price was 15, which was -5.05 lower than the previous day. The implied volatity was 27.07, the open interest changed by 0 which decreased total open position to 75
On 20 Dec GLENMARK was trading at 1541.65. The strike last trading price was 20.05, which was -1.10 lower than the previous day. The implied volatity was 28.52, the open interest changed by 74 which increased total open position to 76
On 19 Dec GLENMARK was trading at 1540.80. The strike last trading price was 21.15, which was -8.85 lower than the previous day. The implied volatity was 28.79, the open interest changed by 0 which decreased total open position to 1
On 18 Dec GLENMARK was trading at 1524.70. The strike last trading price was 30, 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 17 Dec GLENMARK was trading at 1514.10. The strike last trading price was 30, which was -37.05 lower than the previous day. The implied volatity was 28.52, 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 67.05, which was 0.00 lower than the previous day. The implied volatity was 5.55, 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 67.05, which was 0.00 lower than the previous day. The implied volatity was 3.81, the open interest changed by 0 which decreased total open position to 0
On 12 Dec GLENMARK was trading at 1535.05. The strike last trading price was 67.05, which was 0.00 lower than the previous day. The implied volatity was 4.56, 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 67.05, which was 0.00 lower than the previous day. The implied volatity was 4.35, 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 67.05, which was 0.00 lower than the previous day. The implied volatity was 4.33, 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 67.05, which was 0.00 lower than the previous day. The implied volatity was 4.76, 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 67.05, which was 0.00 lower than the previous day. The implied volatity was 4.84, 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 67.05, which was lower than the previous day. The implied volatity was 4.87, the open interest changed by 0 which decreased total open position to 0
