GLENMARK
Glenmark Pharmaceuticals
Historical option data for GLENMARK
27 Dec 2024 04:12 PM IST
| GLENMARK 30JAN2025 1480 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.89
Vega: 0.94
Theta: -0.66
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 27 Dec | 1585.95 | 130 | 55.95 | 22.66 | 4 | 0 | 7 | |||
| 26 Dec | 1541.45 | 74.05 | -10.95 | - | 6 | 0 | 1 | |||
| 24 Dec | 1535.80 | 85 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 23 Dec | 1550.60 | 85 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 20 Dec | 1541.65 | 85 | 0.00 | 0.00 | 0 | 0 | 0 | |||
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| 19 Dec | 1540.80 | 85 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 18 Dec | 1524.70 | 85 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 17 Dec | 1514.10 | 85 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 16 Dec | 1551.35 | 85 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 13 Dec | 1518.15 | 85 | -188.95 | 25.10 | 1 | 0 | 0 | |||
| 12 Dec | 1535.05 | 273.95 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Dec | 1526.40 | 273.95 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Dec | 1528.10 | 273.95 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Dec | 1544.65 | 273.95 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Dec | 1548.65 | 273.95 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Dec | 1547.55 | 273.95 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Nov | 1522.60 | 273.95 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Nov | 1521.45 | 273.95 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Nov | 1490.40 | 273.95 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 1478.20 | 273.95 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Nov | 1466.40 | 273.95 | 273.95 | - | 0 | 0 | 0 | |||
| 20 Nov | 1492.65 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 1492.65 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 1485.75 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 1533.70 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 1539.40 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 1577.05 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 1634.20 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 1666.50 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 1657.35 | 0 | - | 0 | 0 | 0 | ||||
For Glenmark Pharmaceuticals - strike price 1480 expiring on 30JAN2025
Delta for 1480 CE is 0.89
Historical price for 1480 CE is as follows
On 27 Dec GLENMARK was trading at 1585.95. The strike last trading price was 130, which was 55.95 higher than the previous day. The implied volatity was 22.66, the open interest changed by 0 which decreased total open position to 7
On 26 Dec GLENMARK was trading at 1541.45. The strike last trading price was 74.05, which was -10.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 24 Dec GLENMARK was trading at 1535.80. The strike last trading price was 85, 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 85, 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 85, 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 85, 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 18 Dec GLENMARK was trading at 1524.70. The strike last trading price was 85, 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 17 Dec GLENMARK was trading at 1514.10. The strike last trading price was 85, 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 16 Dec GLENMARK was trading at 1551.35. The strike last trading price was 85, 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 13 Dec GLENMARK was trading at 1518.15. The strike last trading price was 85, which was -188.95 lower than the previous day. The implied volatity was 25.10, 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 273.95, 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 273.95, 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 273.95, 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 273.95, 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 273.95, 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 273.95, 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 27 Nov GLENMARK was trading at 1522.60. The strike last trading price was 273.95, 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 26 Nov GLENMARK was trading at 1521.45. The strike last trading price was 273.95, 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 25 Nov GLENMARK was trading at 1490.40. The strike last trading price was 273.95, 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 22 Nov GLENMARK was trading at 1478.20. The strike last trading price was 273.95, 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 21 Nov GLENMARK was trading at 1466.40. The strike last trading price was 273.95, which was 273.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 20 Nov GLENMARK was trading at 1492.65. 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 0 which decreased total open position to 0
On 19 Nov GLENMARK was trading at 1492.65. 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 0 which decreased total open position to 0
On 18 Nov GLENMARK was trading at 1485.75. 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 0 which decreased total open position to 0
On 14 Nov GLENMARK was trading at 1533.70. 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 0 which decreased total open position to 0
On 13 Nov GLENMARK was trading at 1539.40. 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 0 which decreased total open position to 0
On 12 Nov GLENMARK was trading at 1577.05. 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 0 which decreased total open position to 0
On 11 Nov GLENMARK was trading at 1634.20. 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 0 which decreased total open position to 0
On 8 Nov GLENMARK was trading at 1666.50. 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 0 which decreased total open position to 0
On 7 Nov GLENMARK was trading at 1657.35. The strike last trading price was 0, 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 1480 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.17
Vega: 1.22
Theta: -0.44
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 27 Dec | 1585.95 | 13.05 | -7.40 | 28.89 | 421 | 134 | 158 |
| 26 Dec | 1541.45 | 20.45 | -1.60 | 26.97 | 75 | 14 | 26 |
| 24 Dec | 1535.80 | 22.05 | 0.60 | 25.73 | 9 | 0 | 12 |
| 23 Dec | 1550.60 | 21.45 | -5.05 | 28.14 | 5 | 0 | 13 |
| 20 Dec | 1541.65 | 26.5 | 0.45 | 29.08 | 2 | 1 | 13 |
| 19 Dec | 1540.80 | 26.05 | -9.70 | 28.38 | 7 | 0 | 9 |
| 18 Dec | 1524.70 | 35.75 | 0.75 | 30.33 | 6 | 4 | 8 |
| 17 Dec | 1514.10 | 35 | 10.60 | 27.43 | 2 | 1 | 3 |
| 16 Dec | 1551.35 | 24.4 | -20.60 | 27.39 | 1 | 0 | 1 |
| 13 Dec | 1518.15 | 45 | 12.25 | 31.81 | 1 | 0 | 0 |
| 12 Dec | 1535.05 | 32.75 | 0.00 | 3.57 | 0 | 0 | 0 |
| 11 Dec | 1526.40 | 32.75 | 0.00 | 3.35 | 0 | 0 | 0 |
| 6 Dec | 1528.10 | 32.75 | 0.00 | 3.50 | 0 | 0 | 0 |
| 5 Dec | 1544.65 | 32.75 | 0.00 | 4.23 | 0 | 0 | 0 |
| 4 Dec | 1548.65 | 32.75 | 0.00 | 4.24 | 0 | 0 | 0 |
| 2 Dec | 1547.55 | 32.75 | 0.00 | 3.84 | 0 | 0 | 0 |
| 27 Nov | 1522.60 | 32.75 | 0.00 | 3.22 | 0 | 0 | 0 |
| 26 Nov | 1521.45 | 32.75 | 0.00 | 3.10 | 0 | 0 | 0 |
| 25 Nov | 1490.40 | 32.75 | 32.75 | 2.06 | 0 | 0 | 0 |
| 22 Nov | 1478.20 | 0 | 0.00 | 1.20 | 0 | 0 | 0 |
| 21 Nov | 1466.40 | 0 | 0.00 | 0.68 | 0 | 0 | 0 |
| 20 Nov | 1492.65 | 0 | 0.00 | 2.07 | 0 | 0 | 0 |
| 19 Nov | 1492.65 | 0 | 0.00 | 2.07 | 0 | 0 | 0 |
| 18 Nov | 1485.75 | 0 | 0.00 | 1.54 | 0 | 0 | 0 |
| 14 Nov | 1533.70 | 0 | 0.00 | 2.94 | 0 | 0 | 0 |
| 13 Nov | 1539.40 | 0 | 0.00 | 3.27 | 0 | 0 | 0 |
| 12 Nov | 1577.05 | 0 | 0.00 | 4.72 | 0 | 0 | 0 |
| 11 Nov | 1634.20 | 0 | 0.00 | 6.59 | 0 | 0 | 0 |
| 8 Nov | 1666.50 | 0 | 0.00 | 7.54 | 0 | 0 | 0 |
| 7 Nov | 1657.35 | 0 | 7.14 | 0 | 0 | 0 | |
For Glenmark Pharmaceuticals - strike price 1480 expiring on 30JAN2025
Delta for 1480 PE is -0.17
Historical price for 1480 PE is as follows
On 27 Dec GLENMARK was trading at 1585.95. The strike last trading price was 13.05, which was -7.40 lower than the previous day. The implied volatity was 28.89, the open interest changed by 134 which increased total open position to 158
On 26 Dec GLENMARK was trading at 1541.45. The strike last trading price was 20.45, which was -1.60 lower than the previous day. The implied volatity was 26.97, the open interest changed by 14 which increased total open position to 26
On 24 Dec GLENMARK was trading at 1535.80. The strike last trading price was 22.05, which was 0.60 higher than the previous day. The implied volatity was 25.73, the open interest changed by 0 which decreased total open position to 12
On 23 Dec GLENMARK was trading at 1550.60. The strike last trading price was 21.45, which was -5.05 lower than the previous day. The implied volatity was 28.14, the open interest changed by 0 which decreased total open position to 13
On 20 Dec GLENMARK was trading at 1541.65. The strike last trading price was 26.5, which was 0.45 higher than the previous day. The implied volatity was 29.08, the open interest changed by 1 which increased total open position to 13
On 19 Dec GLENMARK was trading at 1540.80. The strike last trading price was 26.05, which was -9.70 lower than the previous day. The implied volatity was 28.38, the open interest changed by 0 which decreased total open position to 9
On 18 Dec GLENMARK was trading at 1524.70. The strike last trading price was 35.75, which was 0.75 higher than the previous day. The implied volatity was 30.33, the open interest changed by 4 which increased total open position to 8
On 17 Dec GLENMARK was trading at 1514.10. The strike last trading price was 35, which was 10.60 higher than the previous day. The implied volatity was 27.43, the open interest changed by 1 which increased total open position to 3
On 16 Dec GLENMARK was trading at 1551.35. The strike last trading price was 24.4, which was -20.60 lower than the previous day. The implied volatity was 27.39, the open interest changed by 0 which decreased total open position to 1
On 13 Dec GLENMARK was trading at 1518.15. The strike last trading price was 45, which was 12.25 higher than the previous day. The implied volatity was 31.81, 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 32.75, which was 0.00 lower than the previous day. The implied volatity was 3.57, 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 32.75, which was 0.00 lower than the previous day. The implied volatity was 3.35, 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 32.75, which was 0.00 lower than the previous day. The implied volatity was 3.50, 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 32.75, which was 0.00 lower than the previous day. The implied volatity was 4.23, 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 32.75, which was 0.00 lower than the previous day. The implied volatity was 4.24, 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 32.75, which was 0.00 lower than the previous day. The implied volatity was 3.84, the open interest changed by 0 which decreased total open position to 0
On 27 Nov GLENMARK was trading at 1522.60. The strike last trading price was 32.75, which was 0.00 lower than the previous day. The implied volatity was 3.22, 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 32.75, which was 0.00 lower than the previous day. The implied volatity was 3.10, the open interest changed by 0 which decreased total open position to 0
On 25 Nov GLENMARK was trading at 1490.40. The strike last trading price was 32.75, which was 32.75 higher than the previous day. The implied volatity was 2.06, the open interest changed by 0 which decreased total open position to 0
On 22 Nov GLENMARK was trading at 1478.20. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 1.20, the open interest changed by 0 which decreased total open position to 0
On 21 Nov GLENMARK was trading at 1466.40. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 0.68, the open interest changed by 0 which decreased total open position to 0
On 20 Nov GLENMARK was trading at 1492.65. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 2.07, the open interest changed by 0 which decreased total open position to 0
On 19 Nov GLENMARK was trading at 1492.65. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 2.07, 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 0, which was 0.00 lower than the previous day. The implied volatity was 1.54, the open interest changed by 0 which decreased total open position to 0
On 14 Nov GLENMARK was trading at 1533.70. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 2.94, the open interest changed by 0 which decreased total open position to 0
On 13 Nov GLENMARK was trading at 1539.40. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 3.27, 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 0, which was 0.00 lower than the previous day. The implied volatity was 4.72, the open interest changed by 0 which decreased total open position to 0
On 11 Nov GLENMARK was trading at 1634.20. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 6.59, 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 0, which was 0.00 lower than the previous day. The implied volatity was 7.54, 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 0, which was lower than the previous day. The implied volatity was 7.14, the open interest changed by 0 which decreased total open position to 0
