GLENMARK
Glenmark Pharmaceuticals
Historical option data for GLENMARK
21 Nov 2024 04:12 PM IST
| GLENMARK 28NOV2024 1500 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.32
Vega: 0.73
Theta: -1.63
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 1466.40 | 12 | -8.15 | 29.03 | 1,072 | 89 | 368 | |||
| 20 Nov | 1492.65 | 20.15 | 0.00 | 24.11 | 1,879 | 45 | 272 | |||
| 19 Nov | 1492.65 | 20.15 | -3.20 | 24.11 | 1,879 | 38 | 272 | |||
| 18 Nov | 1485.75 | 23.35 | -44.65 | 30.70 | 1,156 | 192 | 232 | |||
| 14 Nov | 1533.70 | 68 | -2.00 | 35.85 | 80 | 8 | 40 | |||
| 13 Nov | 1539.40 | 70 | -21.20 | 28.55 | 39 | 0 | 32 | |||
| 12 Nov | 1577.05 | 91.2 | -150.60 | 33.20 | 113 | 15 | 30 | |||
| 11 Nov | 1634.20 | 241.8 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 8 Nov | 1666.50 | 241.8 | 0.00 | 0.00 | 0 | -1 | 0 | |||
| 7 Nov | 1657.35 | 241.8 | -10.20 | 97.03 | 1 | 0 | 16 | |||
| 6 Nov | 1768.95 | 252 | 55.00 | - | 1 | 0 | 15 | |||
| 5 Nov | 1725.15 | 197 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 4 Nov | 1699.25 | 197 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 31 Oct | 1694.55 | 197 | 7.50 | - | 1 | 0 | 14 | |||
| 30 Oct | 1670.00 | 189.5 | -37.25 | - | 14 | 3 | 3 | |||
| 29 Oct | 1675.10 | 226.75 | 0.00 | - | 0 | 0 | 0 | |||
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| 25 Oct | 1663.80 | 226.75 | - | 0 | 0 | 0 | ||||
For Glenmark Pharmaceuticals - strike price 1500 expiring on 28NOV2024
Delta for 1500 CE is 0.32
Historical price for 1500 CE is as follows
On 21 Nov GLENMARK was trading at 1466.40. The strike last trading price was 12, which was -8.15 lower than the previous day. The implied volatity was 29.03, the open interest changed by 89 which increased total open position to 368
On 20 Nov GLENMARK was trading at 1492.65. The strike last trading price was 20.15, which was 0.00 lower than the previous day. The implied volatity was 24.11, the open interest changed by 45 which increased total open position to 272
On 19 Nov GLENMARK was trading at 1492.65. The strike last trading price was 20.15, which was -3.20 lower than the previous day. The implied volatity was 24.11, the open interest changed by 38 which increased total open position to 272
On 18 Nov GLENMARK was trading at 1485.75. The strike last trading price was 23.35, which was -44.65 lower than the previous day. The implied volatity was 30.70, the open interest changed by 192 which increased total open position to 232
On 14 Nov GLENMARK was trading at 1533.70. The strike last trading price was 68, which was -2.00 lower than the previous day. The implied volatity was 35.85, the open interest changed by 8 which increased total open position to 40
On 13 Nov GLENMARK was trading at 1539.40. The strike last trading price was 70, which was -21.20 lower than the previous day. The implied volatity was 28.55, the open interest changed by 0 which decreased total open position to 32
On 12 Nov GLENMARK was trading at 1577.05. The strike last trading price was 91.2, which was -150.60 lower than the previous day. The implied volatity was 33.20, the open interest changed by 15 which increased total open position to 30
On 11 Nov GLENMARK was trading at 1634.20. The strike last trading price was 241.8, 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 8 Nov GLENMARK was trading at 1666.50. The strike last trading price was 241.8, 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 7 Nov GLENMARK was trading at 1657.35. The strike last trading price was 241.8, which was -10.20 lower than the previous day. The implied volatity was 97.03, the open interest changed by 0 which decreased total open position to 16
On 6 Nov GLENMARK was trading at 1768.95. The strike last trading price was 252, which was 55.00 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 15
On 5 Nov GLENMARK was trading at 1725.15. The strike last trading price was 197, 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 Nov GLENMARK was trading at 1699.25. The strike last trading price was 197, 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 31 Oct GLENMARK was trading at 1694.55. The strike last trading price was 197, which was 7.50 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct GLENMARK was trading at 1670.00. The strike last trading price was 189.5, which was -37.25 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 226.75, 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 226.75, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| GLENMARK 28NOV2024 1500 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.67
Vega: 0.73
Theta: -1.32
Gamma: 0.01
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 1466.40 | 42.2 | 10.25 | 30.50 | 636 | -50 | 329 |
| 20 Nov | 1492.65 | 31.95 | 0.00 | 31.40 | 1,344 | 14 | 378 |
| 19 Nov | 1492.65 | 31.95 | -7.85 | 31.40 | 1,344 | 13 | 378 |
| 18 Nov | 1485.75 | 39.8 | 14.80 | 32.41 | 3,370 | 33 | 368 |
| 14 Nov | 1533.70 | 25 | 0.15 | 36.72 | 1,247 | -69 | 373 |
| 13 Nov | 1539.40 | 24.85 | 4.40 | 38.78 | 1,271 | -16 | 450 |
| 12 Nov | 1577.05 | 20.45 | 11.45 | 38.78 | 2,600 | 142 | 484 |
| 11 Nov | 1634.20 | 9 | 1.70 | 38.96 | 254 | 66 | 360 |
| 8 Nov | 1666.50 | 7.3 | -2.85 | 36.37 | 203 | -11 | 297 |
| 7 Nov | 1657.35 | 10.15 | 7.30 | 39.40 | 809 | 105 | 310 |
| 6 Nov | 1768.95 | 2.85 | -3.65 | 40.19 | 168 | 20 | 206 |
| 5 Nov | 1725.15 | 6.5 | -1.50 | 42.18 | 280 | 59 | 186 |
| 4 Nov | 1699.25 | 8 | -2.70 | 41.34 | 183 | 64 | 125 |
| 31 Oct | 1694.55 | 10.7 | -0.85 | - | 65 | 29 | 60 |
| 30 Oct | 1670.00 | 11.55 | -5.35 | - | 14 | -4 | 30 |
| 29 Oct | 1675.10 | 16.9 | 1.90 | - | 41 | 31 | 33 |
| 25 Oct | 1663.80 | 15 | - | 2 | 1 | 1 | |
For Glenmark Pharmaceuticals - strike price 1500 expiring on 28NOV2024
Delta for 1500 PE is -0.67
Historical price for 1500 PE is as follows
On 21 Nov GLENMARK was trading at 1466.40. The strike last trading price was 42.2, which was 10.25 higher than the previous day. The implied volatity was 30.50, the open interest changed by -50 which decreased total open position to 329
On 20 Nov GLENMARK was trading at 1492.65. The strike last trading price was 31.95, which was 0.00 lower than the previous day. The implied volatity was 31.40, the open interest changed by 14 which increased total open position to 378
On 19 Nov GLENMARK was trading at 1492.65. The strike last trading price was 31.95, which was -7.85 lower than the previous day. The implied volatity was 31.40, the open interest changed by 13 which increased total open position to 378
On 18 Nov GLENMARK was trading at 1485.75. The strike last trading price was 39.8, which was 14.80 higher than the previous day. The implied volatity was 32.41, the open interest changed by 33 which increased total open position to 368
On 14 Nov GLENMARK was trading at 1533.70. The strike last trading price was 25, which was 0.15 higher than the previous day. The implied volatity was 36.72, the open interest changed by -69 which decreased total open position to 373
On 13 Nov GLENMARK was trading at 1539.40. The strike last trading price was 24.85, which was 4.40 higher than the previous day. The implied volatity was 38.78, the open interest changed by -16 which decreased total open position to 450
On 12 Nov GLENMARK was trading at 1577.05. The strike last trading price was 20.45, which was 11.45 higher than the previous day. The implied volatity was 38.78, the open interest changed by 142 which increased total open position to 484
On 11 Nov GLENMARK was trading at 1634.20. The strike last trading price was 9, which was 1.70 higher than the previous day. The implied volatity was 38.96, the open interest changed by 66 which increased total open position to 360
On 8 Nov GLENMARK was trading at 1666.50. The strike last trading price was 7.3, which was -2.85 lower than the previous day. The implied volatity was 36.37, the open interest changed by -11 which decreased total open position to 297
On 7 Nov GLENMARK was trading at 1657.35. The strike last trading price was 10.15, which was 7.30 higher than the previous day. The implied volatity was 39.40, the open interest changed by 105 which increased total open position to 310
On 6 Nov GLENMARK was trading at 1768.95. The strike last trading price was 2.85, which was -3.65 lower than the previous day. The implied volatity was 40.19, the open interest changed by 20 which increased total open position to 206
On 5 Nov GLENMARK was trading at 1725.15. The strike last trading price was 6.5, which was -1.50 lower than the previous day. The implied volatity was 42.18, the open interest changed by 59 which increased total open position to 186
On 4 Nov GLENMARK was trading at 1699.25. The strike last trading price was 8, which was -2.70 lower than the previous day. The implied volatity was 41.34, the open interest changed by 64 which increased total open position to 125
On 31 Oct GLENMARK was trading at 1694.55. The strike last trading price was 10.7, which was -0.85 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct GLENMARK was trading at 1670.00. The strike last trading price was 11.55, which was -5.35 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 16.9, which was 1.90 higher 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 15, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
