GLENMARK
Glenmark Pharmaceuticals
Historical option data for GLENMARK
14 Nov 2024 04:12 PM IST
| GLENMARK 28NOV2024 1480 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.70
Vega: 1.04
Theta: -1.90
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 1533.70 | 89.6 | 5.25 | 43.77 | 1 | 0 | 3 | |||
| 13 Nov | 1539.40 | 84.35 | -58.90 | 27.48 | 5 | -2 | 2 | |||
| 12 Nov | 1577.05 | 143.25 | -130.50 | 68.27 | 4 | 3 | 3 | |||
| 11 Nov | 1634.20 | 273.75 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 1666.50 | 273.75 | 0.00 | - | 0 | 0 | 0 | |||
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| 7 Nov | 1657.35 | 273.75 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 1768.95 | 273.75 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 1725.15 | 273.75 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 1694.55 | 273.75 | 273.75 | - | 0 | 0 | 0 | |||
| 26 Sept | 1678.30 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Sept | 1636.75 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Sept | 1649.80 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Sept | 1646.05 | 0 | - | 0 | 0 | 0 | ||||
For Glenmark Pharmaceuticals - strike price 1480 expiring on 28NOV2024
Delta for 1480 CE is 0.70
Historical price for 1480 CE is as follows
On 14 Nov GLENMARK was trading at 1533.70. The strike last trading price was 89.6, which was 5.25 higher than the previous day. The implied volatity was 43.77, the open interest changed by 0 which decreased total open position to 3
On 13 Nov GLENMARK was trading at 1539.40. The strike last trading price was 84.35, which was -58.90 lower than the previous day. The implied volatity was 27.48, the open interest changed by -2 which decreased total open position to 2
On 12 Nov GLENMARK was trading at 1577.05. The strike last trading price was 143.25, which was -130.50 lower than the previous day. The implied volatity was 68.27, the open interest changed by 3 which increased total open position to 3
On 11 Nov GLENMARK was trading at 1634.20. The strike last trading price was 273.75, 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 273.75, 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 273.75, 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 273.75, 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 273.75, 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 273.75, which was 273.75 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 26 Sept GLENMARK was trading at 1678.30. 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 20 Sept GLENMARK was trading at 1636.75. 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 19 Sept GLENMARK was trading at 1649.80. 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 18 Sept GLENMARK was trading at 1646.05. 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 1480 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.26
Vega: 0.98
Theta: -1.15
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 1533.70 | 18 | -1.40 | 36.14 | 508 | 71 | 192 |
| 13 Nov | 1539.40 | 19.4 | 3.90 | 39.38 | 466 | 9 | 125 |
| 12 Nov | 1577.05 | 15.5 | 9.55 | 38.93 | 633 | 89 | 136 |
| 11 Nov | 1634.20 | 5.95 | 0.45 | 38.11 | 18 | -9 | 47 |
| 8 Nov | 1666.50 | 5.5 | -2.30 | 36.91 | 29 | 7 | 56 |
| 7 Nov | 1657.35 | 7.8 | -28.05 | 39.75 | 118 | 48 | 48 |
| 6 Nov | 1768.95 | 35.85 | 0.00 | 19.26 | 0 | 0 | 0 |
| 5 Nov | 1725.15 | 35.85 | 0.00 | 16.39 | 0 | 0 | 0 |
| 31 Oct | 1694.55 | 35.85 | 35.85 | - | 0 | 0 | 0 |
| 26 Sept | 1678.30 | 0 | 0.00 | - | 0 | 0 | 0 |
| 20 Sept | 1636.75 | 0 | 0.00 | - | 0 | 0 | 0 |
| 19 Sept | 1649.80 | 0 | 0.00 | - | 0 | 0 | 0 |
| 18 Sept | 1646.05 | 0 | - | 0 | 0 | 0 | |
For Glenmark Pharmaceuticals - strike price 1480 expiring on 28NOV2024
Delta for 1480 PE is -0.26
Historical price for 1480 PE is as follows
On 14 Nov GLENMARK was trading at 1533.70. The strike last trading price was 18, which was -1.40 lower than the previous day. The implied volatity was 36.14, the open interest changed by 71 which increased total open position to 192
On 13 Nov GLENMARK was trading at 1539.40. The strike last trading price was 19.4, which was 3.90 higher than the previous day. The implied volatity was 39.38, the open interest changed by 9 which increased total open position to 125
On 12 Nov GLENMARK was trading at 1577.05. The strike last trading price was 15.5, which was 9.55 higher than the previous day. The implied volatity was 38.93, the open interest changed by 89 which increased total open position to 136
On 11 Nov GLENMARK was trading at 1634.20. The strike last trading price was 5.95, which was 0.45 higher than the previous day. The implied volatity was 38.11, the open interest changed by -9 which decreased total open position to 47
On 8 Nov GLENMARK was trading at 1666.50. The strike last trading price was 5.5, which was -2.30 lower than the previous day. The implied volatity was 36.91, the open interest changed by 7 which increased total open position to 56
On 7 Nov GLENMARK was trading at 1657.35. The strike last trading price was 7.8, which was -28.05 lower than the previous day. The implied volatity was 39.75, the open interest changed by 48 which increased total open position to 48
On 6 Nov GLENMARK was trading at 1768.95. The strike last trading price was 35.85, which was 0.00 lower than the previous day. The implied volatity was 19.26, 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 35.85, which was 0.00 lower than the previous day. The implied volatity was 16.39, 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 35.85, which was 35.85 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 26 Sept GLENMARK was trading at 1678.30. 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 20 Sept GLENMARK was trading at 1636.75. 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 19 Sept GLENMARK was trading at 1649.80. 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 18 Sept GLENMARK was trading at 1646.05. 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
