GLENMARK
Glenmark Pharmaceuticals
Historical option data for GLENMARK
20 Dec 2024 04:12 PM IST
| GLENMARK 26DEC2024 1480 CE | ||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 1541.65 | 63.65 | -9.45 | - | 32 | -7 | 268 | |||
| 19 Dec | 1540.80 | 73.1 | 14.10 | 33.31 | 23 | -13 | 276 | |||
| 18 Dec | 1524.70 | 59 | 7.00 | 32.32 | 10 | -3 | 292 | |||
| 17 Dec | 1514.10 | 52 | -32.35 | 32.97 | 13 | 4 | 295 | |||
| 16 Dec | 1551.35 | 84.35 | 30.50 | 37.26 | 36 | -12 | 293 | |||
| 13 Dec | 1518.15 | 53.85 | -5.95 | 26.86 | 2,449 | 269 | 303 | |||
| 12 Dec | 1535.05 | 59.8 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 1526.40 | 59.8 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 10 Dec | 1542.65 | 59.8 | 0.00 | 0.00 | 0 | -1 | 0 | |||
| 9 Dec | 1514.15 | 59.8 | -34.85 | 23.92 | 1 | 0 | 35 | |||
| 6 Dec | 1528.10 | 94.65 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Dec | 1544.65 | 94.65 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 4 Dec | 1548.65 | 94.65 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 3 Dec | 1559.40 | 94.65 | 0.00 | 0.00 | 0 | 4 | 0 | |||
| 2 Dec | 1547.55 | 94.65 | 15.95 | 24.75 | 10 | 3 | 34 | |||
| 29 Nov | 1528.65 | 78.7 | 17.90 | 26.39 | 54 | 25 | 32 | |||
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| 28 Nov | 1495.15 | 60.8 | -2.20 | 24.39 | 9 | 1 | 9 | |||
| 27 Nov | 1522.60 | 63 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 26 Nov | 1521.45 | 63 | 0.00 | 0.00 | 0 | 2 | 0 | |||
| 25 Nov | 1490.40 | 63 | 3.55 | 26.40 | 5 | 5 | 7 | |||
| 22 Nov | 1478.20 | 59.45 | 6.45 | 29.64 | 23 | 4 | 6 | |||
| 21 Nov | 1466.40 | 53 | -23.00 | 28.67 | 2 | 1 | 2 | |||
| 20 Nov | 1492.65 | 76 | 0.00 | 33.04 | 1 | 1 | 0 | |||
| 19 Nov | 1492.65 | 76 | -186.35 | 33.04 | 1 | 0 | 0 | |||
| 18 Nov | 1485.75 | 262.35 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 1577.05 | 262.35 | 262.35 | - | 0 | 0 | 0 | |||
| 30 Oct | 1670.00 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 1675.10 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 1663.80 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 1674.55 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 1675.10 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 1662.70 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 1644.35 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 1666.95 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 1673.50 | 0 | - | 0 | 0 | 0 | ||||
For Glenmark Pharmaceuticals - strike price 1480 expiring on 26DEC2024
Delta for 1480 CE is -
Historical price for 1480 CE is as follows
On 20 Dec GLENMARK was trading at 1541.65. The strike last trading price was 63.65, which was -9.45 lower than the previous day. The implied volatity was -, the open interest changed by -7 which decreased total open position to 268
On 19 Dec GLENMARK was trading at 1540.80. The strike last trading price was 73.1, which was 14.10 higher than the previous day. The implied volatity was 33.31, the open interest changed by -13 which decreased total open position to 276
On 18 Dec GLENMARK was trading at 1524.70. The strike last trading price was 59, which was 7.00 higher than the previous day. The implied volatity was 32.32, the open interest changed by -3 which decreased total open position to 292
On 17 Dec GLENMARK was trading at 1514.10. The strike last trading price was 52, which was -32.35 lower than the previous day. The implied volatity was 32.97, the open interest changed by 4 which increased total open position to 295
On 16 Dec GLENMARK was trading at 1551.35. The strike last trading price was 84.35, which was 30.50 higher than the previous day. The implied volatity was 37.26, the open interest changed by -12 which decreased total open position to 293
On 13 Dec GLENMARK was trading at 1518.15. The strike last trading price was 53.85, which was -5.95 lower than the previous day. The implied volatity was 26.86, the open interest changed by 269 which increased total open position to 303
On 12 Dec GLENMARK was trading at 1535.05. The strike last trading price was 59.8, 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 11 Dec GLENMARK was trading at 1526.40. The strike last trading price was 59.8, 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 10 Dec GLENMARK was trading at 1542.65. The strike last trading price was 59.8, 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 9 Dec GLENMARK was trading at 1514.15. The strike last trading price was 59.8, which was -34.85 lower than the previous day. The implied volatity was 23.92, the open interest changed by 0 which decreased total open position to 35
On 6 Dec GLENMARK was trading at 1528.10. The strike last trading price was 94.65, 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 5 Dec GLENMARK was trading at 1544.65. The strike last trading price was 94.65, 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 4 Dec GLENMARK was trading at 1548.65. The strike last trading price was 94.65, 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 3 Dec GLENMARK was trading at 1559.40. The strike last trading price was 94.65, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 2 Dec GLENMARK was trading at 1547.55. The strike last trading price was 94.65, which was 15.95 higher than the previous day. The implied volatity was 24.75, the open interest changed by 3 which increased total open position to 34
On 29 Nov GLENMARK was trading at 1528.65. The strike last trading price was 78.7, which was 17.90 higher than the previous day. The implied volatity was 26.39, the open interest changed by 25 which increased total open position to 32
On 28 Nov GLENMARK was trading at 1495.15. The strike last trading price was 60.8, which was -2.20 lower than the previous day. The implied volatity was 24.39, the open interest changed by 1 which increased total open position to 9
On 27 Nov GLENMARK was trading at 1522.60. The strike last trading price was 63, 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 Nov GLENMARK was trading at 1521.45. The strike last trading price was 63, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 25 Nov GLENMARK was trading at 1490.40. The strike last trading price was 63, which was 3.55 higher than the previous day. The implied volatity was 26.40, the open interest changed by 5 which increased total open position to 7
On 22 Nov GLENMARK was trading at 1478.20. The strike last trading price was 59.45, which was 6.45 higher than the previous day. The implied volatity was 29.64, the open interest changed by 4 which increased total open position to 6
On 21 Nov GLENMARK was trading at 1466.40. The strike last trading price was 53, which was -23.00 lower than the previous day. The implied volatity was 28.67, the open interest changed by 1 which increased total open position to 2
On 20 Nov GLENMARK was trading at 1492.65. The strike last trading price was 76, which was 0.00 lower than the previous day. The implied volatity was 33.04, the open interest changed by 1 which increased total open position to 0
On 19 Nov GLENMARK was trading at 1492.65. The strike last trading price was 76, which was -186.35 lower than the previous day. The implied volatity was 33.04, 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 262.35, 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 262.35, which was 262.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 30 Oct GLENMARK was trading at 1670.00. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct GLENMARK was trading at 1675.10. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct GLENMARK was trading at 1663.80. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct GLENMARK was trading at 1674.55. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 7 Oct GLENMARK was trading at 1675.10. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 4 Oct GLENMARK was trading at 1662.70. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 3 Oct GLENMARK was trading at 1644.35. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 1 Oct GLENMARK was trading at 1666.95. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Sept GLENMARK was trading at 1673.50. 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 26DEC2024 1480 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.14
Vega: 0.45
Theta: -1.18
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 1541.65 | 4.95 | -2.25 | 33.35 | 456 | -60 | 212 |
| 19 Dec | 1540.80 | 7.2 | -3.35 | 35.04 | 398 | 5 | 278 |
| 18 Dec | 1524.70 | 10.55 | -4.25 | 32.03 | 357 | 37 | 273 |
| 17 Dec | 1514.10 | 14.8 | 6.35 | 31.29 | 801 | 7 | 252 |
| 16 Dec | 1551.35 | 8.45 | -8.55 | 32.80 | 844 | 5 | 245 |
| 13 Dec | 1518.15 | 17 | 4.40 | 29.33 | 4,017 | 130 | 243 |
| 12 Dec | 1535.05 | 12.6 | -2.10 | 28.40 | 178 | -33 | 114 |
| 11 Dec | 1526.40 | 14.7 | 1.95 | 29.06 | 232 | 43 | 148 |
| 10 Dec | 1542.65 | 12.75 | -7.25 | 30.21 | 472 | 36 | 105 |
| 9 Dec | 1514.15 | 20 | 0.70 | 30.32 | 76 | -13 | 69 |
| 6 Dec | 1528.10 | 19.3 | 4.65 | 30.11 | 101 | 5 | 82 |
| 5 Dec | 1544.65 | 14.65 | 0.80 | 29.13 | 177 | -7 | 79 |
| 4 Dec | 1548.65 | 13.85 | 0.40 | 27.98 | 140 | 13 | 86 |
| 3 Dec | 1559.40 | 13.45 | -2.15 | 28.67 | 122 | -8 | 78 |
| 2 Dec | 1547.55 | 15.6 | -7.70 | 29.80 | 106 | 2 | 85 |
| 29 Nov | 1528.65 | 23.3 | -10.00 | 28.94 | 185 | 23 | 82 |
| 28 Nov | 1495.15 | 33.3 | 4.70 | 30.05 | 96 | 47 | 58 |
| 27 Nov | 1522.60 | 28.6 | -2.40 | 31.16 | 13 | 5 | 10 |
| 26 Nov | 1521.45 | 31 | -13.50 | 31.68 | 5 | 2 | 4 |
| 25 Nov | 1490.40 | 44.5 | -14.90 | 34.18 | 4 | 3 | 3 |
| 22 Nov | 1478.20 | 59.4 | 0.00 | 0.00 | 0 | -1 | 0 |
| 21 Nov | 1466.40 | 59.4 | 22.15 | 33.37 | 1 | 0 | 1 |
| 20 Nov | 1492.65 | 37.25 | 0.00 | 26.24 | 1 | 1 | 0 |
| 19 Nov | 1492.65 | 37.25 | -0.10 | 26.24 | 1 | 0 | 0 |
| 18 Nov | 1485.75 | 37.35 | 0.00 | 1.08 | 0 | 0 | 0 |
| 12 Nov | 1577.05 | 37.35 | 37.35 | 5.60 | 0 | 0 | 0 |
| 30 Oct | 1670.00 | 0 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 1675.10 | 0 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 1663.80 | 0 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 1674.55 | 0 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 1675.10 | 0 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 1662.70 | 0 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 1644.35 | 0 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 1666.95 | 0 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 1673.50 | 0 | - | 0 | 0 | 0 | |
For Glenmark Pharmaceuticals - strike price 1480 expiring on 26DEC2024
Delta for 1480 PE is -0.14
Historical price for 1480 PE is as follows
On 20 Dec GLENMARK was trading at 1541.65. The strike last trading price was 4.95, which was -2.25 lower than the previous day. The implied volatity was 33.35, the open interest changed by -60 which decreased total open position to 212
On 19 Dec GLENMARK was trading at 1540.80. The strike last trading price was 7.2, which was -3.35 lower than the previous day. The implied volatity was 35.04, the open interest changed by 5 which increased total open position to 278
On 18 Dec GLENMARK was trading at 1524.70. The strike last trading price was 10.55, which was -4.25 lower than the previous day. The implied volatity was 32.03, the open interest changed by 37 which increased total open position to 273
On 17 Dec GLENMARK was trading at 1514.10. The strike last trading price was 14.8, which was 6.35 higher than the previous day. The implied volatity was 31.29, the open interest changed by 7 which increased total open position to 252
On 16 Dec GLENMARK was trading at 1551.35. The strike last trading price was 8.45, which was -8.55 lower than the previous day. The implied volatity was 32.80, the open interest changed by 5 which increased total open position to 245
On 13 Dec GLENMARK was trading at 1518.15. The strike last trading price was 17, which was 4.40 higher than the previous day. The implied volatity was 29.33, the open interest changed by 130 which increased total open position to 243
On 12 Dec GLENMARK was trading at 1535.05. The strike last trading price was 12.6, which was -2.10 lower than the previous day. The implied volatity was 28.40, the open interest changed by -33 which decreased total open position to 114
On 11 Dec GLENMARK was trading at 1526.40. The strike last trading price was 14.7, which was 1.95 higher than the previous day. The implied volatity was 29.06, the open interest changed by 43 which increased total open position to 148
On 10 Dec GLENMARK was trading at 1542.65. The strike last trading price was 12.75, which was -7.25 lower than the previous day. The implied volatity was 30.21, the open interest changed by 36 which increased total open position to 105
On 9 Dec GLENMARK was trading at 1514.15. The strike last trading price was 20, which was 0.70 higher than the previous day. The implied volatity was 30.32, the open interest changed by -13 which decreased total open position to 69
On 6 Dec GLENMARK was trading at 1528.10. The strike last trading price was 19.3, which was 4.65 higher than the previous day. The implied volatity was 30.11, the open interest changed by 5 which increased total open position to 82
On 5 Dec GLENMARK was trading at 1544.65. The strike last trading price was 14.65, which was 0.80 higher than the previous day. The implied volatity was 29.13, the open interest changed by -7 which decreased total open position to 79
On 4 Dec GLENMARK was trading at 1548.65. The strike last trading price was 13.85, which was 0.40 higher than the previous day. The implied volatity was 27.98, the open interest changed by 13 which increased total open position to 86
On 3 Dec GLENMARK was trading at 1559.40. The strike last trading price was 13.45, which was -2.15 lower than the previous day. The implied volatity was 28.67, the open interest changed by -8 which decreased total open position to 78
On 2 Dec GLENMARK was trading at 1547.55. The strike last trading price was 15.6, which was -7.70 lower than the previous day. The implied volatity was 29.80, the open interest changed by 2 which increased total open position to 85
On 29 Nov GLENMARK was trading at 1528.65. The strike last trading price was 23.3, which was -10.00 lower than the previous day. The implied volatity was 28.94, the open interest changed by 23 which increased total open position to 82
On 28 Nov GLENMARK was trading at 1495.15. The strike last trading price was 33.3, which was 4.70 higher than the previous day. The implied volatity was 30.05, the open interest changed by 47 which increased total open position to 58
On 27 Nov GLENMARK was trading at 1522.60. The strike last trading price was 28.6, which was -2.40 lower than the previous day. The implied volatity was 31.16, the open interest changed by 5 which increased total open position to 10
On 26 Nov GLENMARK was trading at 1521.45. The strike last trading price was 31, which was -13.50 lower than the previous day. The implied volatity was 31.68, the open interest changed by 2 which increased total open position to 4
On 25 Nov GLENMARK was trading at 1490.40. The strike last trading price was 44.5, which was -14.90 lower than the previous day. The implied volatity was 34.18, the open interest changed by 3 which increased total open position to 3
On 22 Nov GLENMARK was trading at 1478.20. The strike last trading price was 59.4, 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 21 Nov GLENMARK was trading at 1466.40. The strike last trading price was 59.4, which was 22.15 higher than the previous day. The implied volatity was 33.37, the open interest changed by 0 which decreased total open position to 1
On 20 Nov GLENMARK was trading at 1492.65. The strike last trading price was 37.25, which was 0.00 lower than the previous day. The implied volatity was 26.24, the open interest changed by 1 which increased total open position to 0
On 19 Nov GLENMARK was trading at 1492.65. The strike last trading price was 37.25, which was -0.10 lower than the previous day. The implied volatity was 26.24, 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 37.35, which was 0.00 lower than the previous day. The implied volatity was 1.08, 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 37.35, which was 37.35 higher than the previous day. The implied volatity was 5.60, the open interest changed by 0 which decreased total open position to 0
On 30 Oct GLENMARK was trading at 1670.00. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct GLENMARK was trading at 1675.10. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct GLENMARK was trading at 1663.80. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct GLENMARK was trading at 1674.55. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 7 Oct GLENMARK was trading at 1675.10. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 4 Oct GLENMARK was trading at 1662.70. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 3 Oct GLENMARK was trading at 1644.35. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 1 Oct GLENMARK was trading at 1666.95. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Sept GLENMARK was trading at 1673.50. 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
