GLENMARK
Glenmark Pharmaceuticals
Historical option data for GLENMARK
11 Apr 2025 04:12 PM IST
| GLENMARK 24APR2025 1480 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.21
Vega: 0.74
Theta: -1.24
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 11 Apr | 1378.10 | 11.85 | -5.45 | 40.85 | 449 | 40 | 269 | |||
| 9 Apr | 1376.30 | 16.55 | -16.3 | 44.58 | 644 | 62 | 234 | |||
| 8 Apr | 1440.80 | 33.6 | -8.05 | 40.09 | 246 | 28 | 174 | |||
| 7 Apr | 1442.20 | 40.95 | -18.05 | 43.41 | 335 | 46 | 145 | |||
| 4 Apr | 1499.85 | 60.45 | -29.75 | 32.45 | 357 | 46 | 99 | |||
| 3 Apr | 1545.25 | 90.1 | 18.1 | 33.11 | 38 | 7 | 53 | |||
| 2 Apr | 1515.45 | 73.35 | 2.95 | 31.10 | 84 | 11 | 45 | |||
| 1 Apr | 1509.20 | 70.2 | -22.35 | 34.40 | 42 | -10 | 35 | |||
| 28 Mar | 1541.05 | 92.7 | 13.65 | 30.25 | 92 | -1 | 45 | |||
| 27 Mar | 1519.85 | 89.7 | 39.7 | 41.60 | 153 | 28 | 46 | |||
| 26 Mar | 1461.80 | 50 | -14.45 | 32.84 | 47 | 11 | 18 | |||
| 25 Mar | 1480.75 | 64.45 | -7.45 | 33.54 | 13 | 3 | 6 | |||
| 24 Mar | 1492.65 | 71.9 | -4.1 | 33.59 | 7 | 1 | 2 | |||
| 21 Mar | 1514.75 | 76 | -22.6 | 26.31 | 1 | 0 | 0 | |||
| 20 Mar | 1478.80 | 98.6 | 0 | - | 0 | 0 | 0 | |||
| 19 Mar | 1486.70 | 98.6 | 0 | - | 0 | 0 | 0 | |||
| 6 Mar | 1396.70 | 98.6 | 0 | 3.54 | 0 | 0 | 0 | |||
| 5 Mar | 1388.00 | 98.6 | 0 | 3.85 | 0 | 0 | 0 | |||
| 27 Feb | 1313.35 | 98.6 | 0 | 7.74 | 0 | 0 | 0 | |||
| 26 Feb | 1317.50 | 98.6 | 0 | 5.94 | 0 | 0 | 0 | |||
| 25 Feb | 1316.35 | 98.6 | 0 | 5.94 | 0 | 0 | 0 | |||
| 19 Feb | 1369.45 | 0 | 0 | 4.08 | 0 | 0 | 0 | |||
| 18 Feb | 1379.30 | 0 | 0 | 3.36 | 0 | 0 | 0 | |||
| 14 Feb | 1323.05 | 0 | 0 | 5.40 | 0 | 0 | 0 | |||
| 13 Feb | 1411.20 | 0 | 0 | 1.77 | 0 | 0 | 0 | |||
| 12 Feb | 1406.15 | 0 | 0 | 1.88 | 0 | 0 | 0 | |||
| 11 Feb | 1453.05 | 0 | 0 | - | 0 | 0 | 0 | |||
|
|
||||||||||
| 10 Feb | 1511.10 | 0 | 0 | - | 0 | 0 | 0 | |||
| 7 Feb | 1540.15 | 0 | 0 | - | 0 | 0 | 0 | |||
| 6 Feb | 1499.85 | 0 | 0 | - | 0 | 0 | 0 | |||
| 5 Feb | 1493.20 | 0 | 0 | - | 0 | 0 | 0 | |||
| 4 Feb | 1451.55 | 0 | 0 | - | 0 | 0 | 0 | |||
| 3 Feb | 1414.45 | 0 | 0 | 1.42 | 0 | 0 | 0 | |||
| 1 Feb | 1436.90 | 0 | 0 | 0.36 | 0 | 0 | 0 | |||
For Glenmark Pharmaceuticals - strike price 1480 expiring on 24APR2025
Delta for 1480 CE is 0.21
Historical price for 1480 CE is as follows
On 11 Apr GLENMARK was trading at 1378.10. The strike last trading price was 11.85, which was -5.45 lower than the previous day. The implied volatity was 40.85, the open interest changed by 40 which increased total open position to 269
On 9 Apr GLENMARK was trading at 1376.30. The strike last trading price was 16.55, which was -16.3 lower than the previous day. The implied volatity was 44.58, the open interest changed by 62 which increased total open position to 234
On 8 Apr GLENMARK was trading at 1440.80. The strike last trading price was 33.6, which was -8.05 lower than the previous day. The implied volatity was 40.09, the open interest changed by 28 which increased total open position to 174
On 7 Apr GLENMARK was trading at 1442.20. The strike last trading price was 40.95, which was -18.05 lower than the previous day. The implied volatity was 43.41, the open interest changed by 46 which increased total open position to 145
On 4 Apr GLENMARK was trading at 1499.85. The strike last trading price was 60.45, which was -29.75 lower than the previous day. The implied volatity was 32.45, the open interest changed by 46 which increased total open position to 99
On 3 Apr GLENMARK was trading at 1545.25. The strike last trading price was 90.1, which was 18.1 higher than the previous day. The implied volatity was 33.11, the open interest changed by 7 which increased total open position to 53
On 2 Apr GLENMARK was trading at 1515.45. The strike last trading price was 73.35, which was 2.95 higher than the previous day. The implied volatity was 31.10, the open interest changed by 11 which increased total open position to 45
On 1 Apr GLENMARK was trading at 1509.20. The strike last trading price was 70.2, which was -22.35 lower than the previous day. The implied volatity was 34.40, the open interest changed by -10 which decreased total open position to 35
On 28 Mar GLENMARK was trading at 1541.05. The strike last trading price was 92.7, which was 13.65 higher than the previous day. The implied volatity was 30.25, the open interest changed by -1 which decreased total open position to 45
On 27 Mar GLENMARK was trading at 1519.85. The strike last trading price was 89.7, which was 39.7 higher than the previous day. The implied volatity was 41.60, the open interest changed by 28 which increased total open position to 46
On 26 Mar GLENMARK was trading at 1461.80. The strike last trading price was 50, which was -14.45 lower than the previous day. The implied volatity was 32.84, the open interest changed by 11 which increased total open position to 18
On 25 Mar GLENMARK was trading at 1480.75. The strike last trading price was 64.45, which was -7.45 lower than the previous day. The implied volatity was 33.54, the open interest changed by 3 which increased total open position to 6
On 24 Mar GLENMARK was trading at 1492.65. The strike last trading price was 71.9, which was -4.1 lower than the previous day. The implied volatity was 33.59, the open interest changed by 1 which increased total open position to 2
On 21 Mar GLENMARK was trading at 1514.75. The strike last trading price was 76, which was -22.6 lower than the previous day. The implied volatity was 26.31, 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 98.6, 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 98.6, 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 98.6, which was 0 lower than the previous day. The implied volatity was 3.54, 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 98.6, which was 0 lower than the previous day. The implied volatity was 3.85, the open interest changed by 0 which decreased total open position to 0
On 27 Feb GLENMARK was trading at 1313.35. The strike last trading price was 98.6, which was 0 lower than the previous day. The implied volatity was 7.74, the open interest changed by 0 which decreased total open position to 0
On 26 Feb GLENMARK was trading at 1317.50. The strike last trading price was 98.6, which was 0 lower than the previous day. The implied volatity was 5.94, the open interest changed by 0 which decreased total open position to 0
On 25 Feb GLENMARK was trading at 1316.35. The strike last trading price was 98.6, which was 0 lower than the previous day. The implied volatity was 5.94, the open interest changed by 0 which decreased total open position to 0
On 19 Feb GLENMARK was trading at 1369.45. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 4.08, the open interest changed by 0 which decreased total open position to 0
On 18 Feb GLENMARK was trading at 1379.30. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 3.36, the open interest changed by 0 which decreased total open position to 0
On 14 Feb GLENMARK was trading at 1323.05. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 5.40, the open interest changed by 0 which decreased total open position to 0
On 13 Feb GLENMARK was trading at 1411.20. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 1.77, the open interest changed by 0 which decreased total open position to 0
On 12 Feb GLENMARK was trading at 1406.15. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 1.88, the open interest changed by 0 which decreased total open position to 0
On 11 Feb GLENMARK was trading at 1453.05. The strike last trading price was 0, 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 10 Feb GLENMARK was trading at 1511.10. The strike last trading price was 0, 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 7 Feb GLENMARK was trading at 1540.15. The strike last trading price was 0, 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 Feb GLENMARK was trading at 1499.85. The strike last trading price was 0, 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 Feb GLENMARK was trading at 1493.20. The strike last trading price was 0, 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 4 Feb GLENMARK was trading at 1451.55. The strike last trading price was 0, 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 3 Feb GLENMARK was trading at 1414.45. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 1.42, the open interest changed by 0 which decreased total open position to 0
On 1 Feb GLENMARK was trading at 1436.90. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.36, the open interest changed by 0 which decreased total open position to 0
| GLENMARK 24APR2025 1480 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.77
Vega: 0.79
Theta: -1.02
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 11 Apr | 1378.10 | 109.4 | -11.55 | 44.54 | 7 | -1 | 187 |
| 9 Apr | 1376.30 | 120.5 | 55.2 | 51.26 | 263 | 6 | 189 |
| 8 Apr | 1440.80 | 65.2 | -7.45 | 37.97 | 158 | 7 | 182 |
| 7 Apr | 1442.20 | 74.3 | 35.95 | 46.45 | 341 | -49 | 175 |
| 4 Apr | 1499.85 | 38.35 | 16.7 | 36.89 | 1,866 | 79 | 225 |
| 3 Apr | 1545.25 | 21.8 | -11.3 | 33.88 | 559 | -14 | 147 |
| 2 Apr | 1515.45 | 32.95 | -2 | 36.54 | 292 | 36 | 161 |
| 1 Apr | 1509.20 | 36.35 | 8.35 | 34.71 | 300 | -40 | 129 |
| 28 Mar | 1541.05 | 28.65 | -5.4 | 35.09 | 390 | 129 | 169 |
| 27 Mar | 1519.85 | 34.8 | -70.35 | 31.65 | 182 | 44 | 44 |
| 26 Mar | 1461.80 | 105.15 | 0 | - | 0 | 0 | 0 |
| 25 Mar | 1480.75 | 105.15 | 0 | 1.11 | 0 | 0 | 0 |
| 24 Mar | 1492.65 | 105.15 | 0 | 1.74 | 0 | 0 | 0 |
| 21 Mar | 1514.75 | 105.15 | 0 | 2.57 | 0 | 0 | 0 |
| 20 Mar | 1478.80 | 105.15 | 0 | 1.02 | 0 | 0 | 0 |
| 19 Mar | 1486.70 | 105.15 | 0 | 1.43 | 0 | 0 | 0 |
| 6 Mar | 1396.70 | 105.15 | 0 | - | 0 | 0 | 0 |
| 5 Mar | 1388.00 | 105.15 | 0 | - | 0 | 0 | 0 |
| 27 Feb | 1313.35 | 105.15 | 0 | - | 0 | 0 | 0 |
| 26 Feb | 1317.50 | 105.15 | 0 | - | 0 | 0 | 0 |
| 25 Feb | 1316.35 | 105.15 | 0 | - | 0 | 0 | 0 |
| 19 Feb | 1369.45 | 105.15 | 0 | - | 0 | 0 | 0 |
| 18 Feb | 1379.30 | 105.15 | 0 | - | 0 | 0 | 0 |
| 14 Feb | 1323.05 | 105.15 | 0 | - | 0 | 0 | 0 |
| 13 Feb | 1411.20 | 105.15 | 0 | - | 0 | 0 | 0 |
| 12 Feb | 1406.15 | 105.15 | 0 | - | 0 | 0 | 0 |
| 11 Feb | 1453.05 | 105.15 | 0 | 0.21 | 0 | 0 | 0 |
| 10 Feb | 1511.10 | 105.15 | 0 | 2.78 | 0 | 0 | 0 |
| 7 Feb | 1540.15 | 105.15 | 0 | 2.36 | 0 | 0 | 0 |
| 6 Feb | 1499.85 | 0 | 0 | 2.14 | 0 | 0 | 0 |
| 5 Feb | 1493.20 | 0 | 0 | 1.53 | 0 | 0 | 0 |
| 4 Feb | 1451.55 | 0 | 0 | 0.27 | 0 | 0 | 0 |
| 3 Feb | 1414.45 | 0 | 0 | - | 0 | 0 | 0 |
| 1 Feb | 1436.90 | 0 | 0 | - | 0 | 0 | 0 |
For Glenmark Pharmaceuticals - strike price 1480 expiring on 24APR2025
Delta for 1480 PE is -0.77
Historical price for 1480 PE is as follows
On 11 Apr GLENMARK was trading at 1378.10. The strike last trading price was 109.4, which was -11.55 lower than the previous day. The implied volatity was 44.54, the open interest changed by -1 which decreased total open position to 187
On 9 Apr GLENMARK was trading at 1376.30. The strike last trading price was 120.5, which was 55.2 higher than the previous day. The implied volatity was 51.26, the open interest changed by 6 which increased total open position to 189
On 8 Apr GLENMARK was trading at 1440.80. The strike last trading price was 65.2, which was -7.45 lower than the previous day. The implied volatity was 37.97, the open interest changed by 7 which increased total open position to 182
On 7 Apr GLENMARK was trading at 1442.20. The strike last trading price was 74.3, which was 35.95 higher than the previous day. The implied volatity was 46.45, the open interest changed by -49 which decreased total open position to 175
On 4 Apr GLENMARK was trading at 1499.85. The strike last trading price was 38.35, which was 16.7 higher than the previous day. The implied volatity was 36.89, the open interest changed by 79 which increased total open position to 225
On 3 Apr GLENMARK was trading at 1545.25. The strike last trading price was 21.8, which was -11.3 lower than the previous day. The implied volatity was 33.88, the open interest changed by -14 which decreased total open position to 147
On 2 Apr GLENMARK was trading at 1515.45. The strike last trading price was 32.95, which was -2 lower than the previous day. The implied volatity was 36.54, the open interest changed by 36 which increased total open position to 161
On 1 Apr GLENMARK was trading at 1509.20. The strike last trading price was 36.35, which was 8.35 higher than the previous day. The implied volatity was 34.71, the open interest changed by -40 which decreased total open position to 129
On 28 Mar GLENMARK was trading at 1541.05. The strike last trading price was 28.65, which was -5.4 lower than the previous day. The implied volatity was 35.09, the open interest changed by 129 which increased total open position to 169
On 27 Mar GLENMARK was trading at 1519.85. The strike last trading price was 34.8, which was -70.35 lower than the previous day. The implied volatity was 31.65, the open interest changed by 44 which increased total open position to 44
On 26 Mar GLENMARK was trading at 1461.80. The strike last trading price was 105.15, 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 25 Mar GLENMARK was trading at 1480.75. The strike last trading price was 105.15, which was 0 lower than the previous day. The implied volatity was 1.11, 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 105.15, which was 0 lower than the previous day. The implied volatity was 1.74, 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 105.15, which was 0 lower than the previous day. The implied volatity was 2.57, 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 105.15, which was 0 lower than the previous day. The implied volatity was 1.02, 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 105.15, which was 0 lower than the previous day. The implied volatity was 1.43, 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 105.15, 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 105.15, 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 27 Feb GLENMARK was trading at 1313.35. The strike last trading price was 105.15, 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 26 Feb GLENMARK was trading at 1317.50. The strike last trading price was 105.15, 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 25 Feb GLENMARK was trading at 1316.35. The strike last trading price was 105.15, 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 Feb GLENMARK was trading at 1369.45. The strike last trading price was 105.15, 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 18 Feb GLENMARK was trading at 1379.30. The strike last trading price was 105.15, 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 14 Feb GLENMARK was trading at 1323.05. The strike last trading price was 105.15, 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 13 Feb GLENMARK was trading at 1411.20. The strike last trading price was 105.15, 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 12 Feb GLENMARK was trading at 1406.15. The strike last trading price was 105.15, 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 11 Feb GLENMARK was trading at 1453.05. The strike last trading price was 105.15, which was 0 lower than the previous day. The implied volatity was 0.21, the open interest changed by 0 which decreased total open position to 0
On 10 Feb GLENMARK was trading at 1511.10. The strike last trading price was 105.15, which was 0 lower than the previous day. The implied volatity was 2.78, the open interest changed by 0 which decreased total open position to 0
On 7 Feb GLENMARK was trading at 1540.15. The strike last trading price was 105.15, which was 0 lower than the previous day. The implied volatity was 2.36, the open interest changed by 0 which decreased total open position to 0
On 6 Feb GLENMARK was trading at 1499.85. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 2.14, the open interest changed by 0 which decreased total open position to 0
On 5 Feb GLENMARK was trading at 1493.20. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 1.53, the open interest changed by 0 which decreased total open position to 0
On 4 Feb GLENMARK was trading at 1451.55. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.27, the open interest changed by 0 which decreased total open position to 0
On 3 Feb GLENMARK was trading at 1414.45. The strike last trading price was 0, 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 1 Feb GLENMARK was trading at 1436.90. The strike last trading price was 0, 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
