GLENMARK
Glenmark Pharmaceuticals
Historical option data for GLENMARK
20 Dec 2024 04:12 PM IST
| GLENMARK 26DEC2024 1500 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.82
Vega: 0.51
Theta: -1.48
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 1541.65 | 52.6 | -2.15 | 26.73 | 247 | -56 | 252 | |||
| 19 Dec | 1540.80 | 54.75 | 9.25 | 29.17 | 379 | -68 | 309 | |||
| 18 Dec | 1524.70 | 45.5 | 3.60 | 32.73 | 360 | 0 | 377 | |||
| 17 Dec | 1514.10 | 41.9 | -26.45 | 35.43 | 217 | 17 | 378 | |||
| 16 Dec | 1551.35 | 68.35 | 24.85 | 35.77 | 421 | -73 | 364 | |||
| 13 Dec | 1518.15 | 43.5 | -11.45 | 29.06 | 6,709 | 253 | 436 | |||
| 12 Dec | 1535.05 | 54.95 | 1.95 | 28.84 | 68 | -3 | 183 | |||
|
|
||||||||||
| 11 Dec | 1526.40 | 53 | -16.90 | 27.29 | 88 | 5 | 185 | |||
| 10 Dec | 1542.65 | 69.9 | 22.95 | 31.19 | 637 | 45 | 180 | |||
| 9 Dec | 1514.15 | 46.95 | -13.25 | 24.38 | 140 | 9 | 135 | |||
| 6 Dec | 1528.10 | 60.2 | -8.25 | 26.90 | 82 | 1 | 124 | |||
| 5 Dec | 1544.65 | 68.45 | -5.70 | 23.10 | 62 | 1 | 123 | |||
| 4 Dec | 1548.65 | 74.15 | -3.85 | 26.54 | 32 | -7 | 122 | |||
| 3 Dec | 1559.40 | 78 | -2.40 | 23.73 | 65 | -5 | 129 | |||
| 2 Dec | 1547.55 | 80.4 | 16.10 | 25.61 | 155 | -13 | 134 | |||
| 29 Nov | 1528.65 | 64.3 | 14.75 | 25.57 | 577 | 35 | 147 | |||
| 28 Nov | 1495.15 | 49.55 | -14.45 | 24.67 | 134 | 51 | 112 | |||
| 27 Nov | 1522.60 | 64 | 0.25 | 25.09 | 54 | 3 | 61 | |||
| 26 Nov | 1521.45 | 63.75 | 12.85 | 25.49 | 92 | 8 | 57 | |||
| 25 Nov | 1490.40 | 50.9 | 1.90 | 25.82 | 65 | 26 | 49 | |||
| 22 Nov | 1478.20 | 49 | 4.50 | 29.35 | 56 | 16 | 39 | |||
| 21 Nov | 1466.40 | 44.5 | -11.95 | 28.99 | 27 | 17 | 23 | |||
| 20 Nov | 1492.65 | 56.45 | 0.00 | 28.51 | 10 | 5 | 5 | |||
| 19 Nov | 1492.65 | 56.45 | 3.25 | 28.51 | 10 | 4 | 5 | |||
| 18 Nov | 1485.75 | 53.2 | -180.20 | 28.76 | 3 | 1 | 1 | |||
| 12 Nov | 1577.05 | 233.4 | - | 0 | 0 | 0 | ||||
For Glenmark Pharmaceuticals - strike price 1500 expiring on 26DEC2024
Delta for 1500 CE is 0.82
Historical price for 1500 CE is as follows
On 20 Dec GLENMARK was trading at 1541.65. The strike last trading price was 52.6, which was -2.15 lower than the previous day. The implied volatity was 26.73, the open interest changed by -56 which decreased total open position to 252
On 19 Dec GLENMARK was trading at 1540.80. The strike last trading price was 54.75, which was 9.25 higher than the previous day. The implied volatity was 29.17, the open interest changed by -68 which decreased total open position to 309
On 18 Dec GLENMARK was trading at 1524.70. The strike last trading price was 45.5, which was 3.60 higher than the previous day. The implied volatity was 32.73, the open interest changed by 0 which decreased total open position to 377
On 17 Dec GLENMARK was trading at 1514.10. The strike last trading price was 41.9, which was -26.45 lower than the previous day. The implied volatity was 35.43, the open interest changed by 17 which increased total open position to 378
On 16 Dec GLENMARK was trading at 1551.35. The strike last trading price was 68.35, which was 24.85 higher than the previous day. The implied volatity was 35.77, the open interest changed by -73 which decreased total open position to 364
On 13 Dec GLENMARK was trading at 1518.15. The strike last trading price was 43.5, which was -11.45 lower than the previous day. The implied volatity was 29.06, the open interest changed by 253 which increased total open position to 436
On 12 Dec GLENMARK was trading at 1535.05. The strike last trading price was 54.95, which was 1.95 higher than the previous day. The implied volatity was 28.84, the open interest changed by -3 which decreased total open position to 183
On 11 Dec GLENMARK was trading at 1526.40. The strike last trading price was 53, which was -16.90 lower than the previous day. The implied volatity was 27.29, the open interest changed by 5 which increased total open position to 185
On 10 Dec GLENMARK was trading at 1542.65. The strike last trading price was 69.9, which was 22.95 higher than the previous day. The implied volatity was 31.19, the open interest changed by 45 which increased total open position to 180
On 9 Dec GLENMARK was trading at 1514.15. The strike last trading price was 46.95, which was -13.25 lower than the previous day. The implied volatity was 24.38, the open interest changed by 9 which increased total open position to 135
On 6 Dec GLENMARK was trading at 1528.10. The strike last trading price was 60.2, which was -8.25 lower than the previous day. The implied volatity was 26.90, the open interest changed by 1 which increased total open position to 124
On 5 Dec GLENMARK was trading at 1544.65. The strike last trading price was 68.45, which was -5.70 lower than the previous day. The implied volatity was 23.10, the open interest changed by 1 which increased total open position to 123
On 4 Dec GLENMARK was trading at 1548.65. The strike last trading price was 74.15, which was -3.85 lower than the previous day. The implied volatity was 26.54, the open interest changed by -7 which decreased total open position to 122
On 3 Dec GLENMARK was trading at 1559.40. The strike last trading price was 78, which was -2.40 lower than the previous day. The implied volatity was 23.73, the open interest changed by -5 which decreased total open position to 129
On 2 Dec GLENMARK was trading at 1547.55. The strike last trading price was 80.4, which was 16.10 higher than the previous day. The implied volatity was 25.61, the open interest changed by -13 which decreased total open position to 134
On 29 Nov GLENMARK was trading at 1528.65. The strike last trading price was 64.3, which was 14.75 higher than the previous day. The implied volatity was 25.57, the open interest changed by 35 which increased total open position to 147
On 28 Nov GLENMARK was trading at 1495.15. The strike last trading price was 49.55, which was -14.45 lower than the previous day. The implied volatity was 24.67, the open interest changed by 51 which increased total open position to 112
On 27 Nov GLENMARK was trading at 1522.60. The strike last trading price was 64, which was 0.25 higher than the previous day. The implied volatity was 25.09, the open interest changed by 3 which increased total open position to 61
On 26 Nov GLENMARK was trading at 1521.45. The strike last trading price was 63.75, which was 12.85 higher than the previous day. The implied volatity was 25.49, the open interest changed by 8 which increased total open position to 57
On 25 Nov GLENMARK was trading at 1490.40. The strike last trading price was 50.9, which was 1.90 higher than the previous day. The implied volatity was 25.82, the open interest changed by 26 which increased total open position to 49
On 22 Nov GLENMARK was trading at 1478.20. The strike last trading price was 49, which was 4.50 higher than the previous day. The implied volatity was 29.35, the open interest changed by 16 which increased total open position to 39
On 21 Nov GLENMARK was trading at 1466.40. The strike last trading price was 44.5, which was -11.95 lower than the previous day. The implied volatity was 28.99, the open interest changed by 17 which increased total open position to 23
On 20 Nov GLENMARK was trading at 1492.65. The strike last trading price was 56.45, which was 0.00 lower than the previous day. The implied volatity was 28.51, the open interest changed by 5 which increased total open position to 5
On 19 Nov GLENMARK was trading at 1492.65. The strike last trading price was 56.45, which was 3.25 higher than the previous day. The implied volatity was 28.51, the open interest changed by 4 which increased total open position to 5
On 18 Nov GLENMARK was trading at 1485.75. The strike last trading price was 53.2, which was -180.20 lower than the previous day. The implied volatity was 28.76, the open interest changed by 1 which increased total open position to 1
On 12 Nov GLENMARK was trading at 1577.05. The strike last trading price was 233.4, 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 26DEC2024 1500 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.20
Vega: 0.56
Theta: -1.31
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 1541.65 | 6.9 | -3.20 | 30.01 | 526 | -75 | 380 |
| 19 Dec | 1540.80 | 10.1 | -5.30 | 32.61 | 931 | 2 | 457 |
| 18 Dec | 1524.70 | 15.4 | -4.90 | 30.53 | 488 | -5 | 455 |
| 17 Dec | 1514.10 | 20.3 | 8.30 | 29.19 | 944 | -49 | 459 |
| 16 Dec | 1551.35 | 12 | -11.95 | 31.48 | 1,394 | 74 | 518 |
| 13 Dec | 1518.15 | 23.95 | 5.85 | 28.90 | 5,702 | 71 | 443 |
| 12 Dec | 1535.05 | 18.1 | -3.25 | 27.91 | 399 | -12 | 372 |
| 11 Dec | 1526.40 | 21.35 | 3.15 | 29.28 | 387 | -110 | 383 |
| 10 Dec | 1542.65 | 18.2 | -7.80 | 30.20 | 1,511 | 244 | 492 |
| 9 Dec | 1514.15 | 26 | 3.95 | 29.30 | 494 | 8 | 250 |
| 6 Dec | 1528.10 | 22.05 | 2.60 | 27.09 | 326 | -5 | 245 |
| 5 Dec | 1544.65 | 19.45 | 0.10 | 28.52 | 579 | 1 | 252 |
| 4 Dec | 1548.65 | 19.35 | 0.75 | 28.04 | 270 | 5 | 238 |
| 3 Dec | 1559.40 | 18.6 | -1.90 | 28.71 | 319 | -20 | 234 |
| 2 Dec | 1547.55 | 20.5 | -10.15 | 29.42 | 422 | 16 | 253 |
| 29 Nov | 1528.65 | 30.65 | -11.95 | 29.15 | 409 | 52 | 237 |
| 28 Nov | 1495.15 | 42.6 | 8.10 | 30.49 | 310 | 87 | 184 |
| 27 Nov | 1522.60 | 34.5 | -4.95 | 30.20 | 61 | 34 | 99 |
| 26 Nov | 1521.45 | 39.45 | -13.05 | 32.14 | 71 | 28 | 65 |
| 25 Nov | 1490.40 | 52.5 | -10.70 | 33.51 | 26 | 5 | 38 |
| 22 Nov | 1478.20 | 63.2 | -1.65 | 32.75 | 13 | -1 | 32 |
| 21 Nov | 1466.40 | 64.85 | 18.55 | 30.46 | 20 | 4 | 33 |
| 20 Nov | 1492.65 | 46.3 | 0.00 | 25.85 | 11 | 1 | 30 |
| 19 Nov | 1492.65 | 46.3 | -10.70 | 25.85 | 11 | 2 | 30 |
| 18 Nov | 1485.75 | 57 | 23.80 | 28.98 | 104 | 14 | 17 |
| 12 Nov | 1577.05 | 33.2 | 32.36 | 10 | 3 | 3 | |
For Glenmark Pharmaceuticals - strike price 1500 expiring on 26DEC2024
Delta for 1500 PE is -0.20
Historical price for 1500 PE is as follows
On 20 Dec GLENMARK was trading at 1541.65. The strike last trading price was 6.9, which was -3.20 lower than the previous day. The implied volatity was 30.01, the open interest changed by -75 which decreased total open position to 380
On 19 Dec GLENMARK was trading at 1540.80. The strike last trading price was 10.1, which was -5.30 lower than the previous day. The implied volatity was 32.61, the open interest changed by 2 which increased total open position to 457
On 18 Dec GLENMARK was trading at 1524.70. The strike last trading price was 15.4, which was -4.90 lower than the previous day. The implied volatity was 30.53, the open interest changed by -5 which decreased total open position to 455
On 17 Dec GLENMARK was trading at 1514.10. The strike last trading price was 20.3, which was 8.30 higher than the previous day. The implied volatity was 29.19, the open interest changed by -49 which decreased total open position to 459
On 16 Dec GLENMARK was trading at 1551.35. The strike last trading price was 12, which was -11.95 lower than the previous day. The implied volatity was 31.48, the open interest changed by 74 which increased total open position to 518
On 13 Dec GLENMARK was trading at 1518.15. The strike last trading price was 23.95, which was 5.85 higher than the previous day. The implied volatity was 28.90, the open interest changed by 71 which increased total open position to 443
On 12 Dec GLENMARK was trading at 1535.05. The strike last trading price was 18.1, which was -3.25 lower than the previous day. The implied volatity was 27.91, the open interest changed by -12 which decreased total open position to 372
On 11 Dec GLENMARK was trading at 1526.40. The strike last trading price was 21.35, which was 3.15 higher than the previous day. The implied volatity was 29.28, the open interest changed by -110 which decreased total open position to 383
On 10 Dec GLENMARK was trading at 1542.65. The strike last trading price was 18.2, which was -7.80 lower than the previous day. The implied volatity was 30.20, the open interest changed by 244 which increased total open position to 492
On 9 Dec GLENMARK was trading at 1514.15. The strike last trading price was 26, which was 3.95 higher than the previous day. The implied volatity was 29.30, the open interest changed by 8 which increased total open position to 250
On 6 Dec GLENMARK was trading at 1528.10. The strike last trading price was 22.05, which was 2.60 higher than the previous day. The implied volatity was 27.09, the open interest changed by -5 which decreased total open position to 245
On 5 Dec GLENMARK was trading at 1544.65. The strike last trading price was 19.45, which was 0.10 higher than the previous day. The implied volatity was 28.52, the open interest changed by 1 which increased total open position to 252
On 4 Dec GLENMARK was trading at 1548.65. The strike last trading price was 19.35, which was 0.75 higher than the previous day. The implied volatity was 28.04, the open interest changed by 5 which increased total open position to 238
On 3 Dec GLENMARK was trading at 1559.40. The strike last trading price was 18.6, which was -1.90 lower than the previous day. The implied volatity was 28.71, the open interest changed by -20 which decreased total open position to 234
On 2 Dec GLENMARK was trading at 1547.55. The strike last trading price was 20.5, which was -10.15 lower than the previous day. The implied volatity was 29.42, the open interest changed by 16 which increased total open position to 253
On 29 Nov GLENMARK was trading at 1528.65. The strike last trading price was 30.65, which was -11.95 lower than the previous day. The implied volatity was 29.15, the open interest changed by 52 which increased total open position to 237
On 28 Nov GLENMARK was trading at 1495.15. The strike last trading price was 42.6, which was 8.10 higher than the previous day. The implied volatity was 30.49, the open interest changed by 87 which increased total open position to 184
On 27 Nov GLENMARK was trading at 1522.60. The strike last trading price was 34.5, which was -4.95 lower than the previous day. The implied volatity was 30.20, the open interest changed by 34 which increased total open position to 99
On 26 Nov GLENMARK was trading at 1521.45. The strike last trading price was 39.45, which was -13.05 lower than the previous day. The implied volatity was 32.14, the open interest changed by 28 which increased total open position to 65
On 25 Nov GLENMARK was trading at 1490.40. The strike last trading price was 52.5, which was -10.70 lower than the previous day. The implied volatity was 33.51, the open interest changed by 5 which increased total open position to 38
On 22 Nov GLENMARK was trading at 1478.20. The strike last trading price was 63.2, which was -1.65 lower than the previous day. The implied volatity was 32.75, the open interest changed by -1 which decreased total open position to 32
On 21 Nov GLENMARK was trading at 1466.40. The strike last trading price was 64.85, which was 18.55 higher than the previous day. The implied volatity was 30.46, the open interest changed by 4 which increased total open position to 33
On 20 Nov GLENMARK was trading at 1492.65. The strike last trading price was 46.3, which was 0.00 lower than the previous day. The implied volatity was 25.85, the open interest changed by 1 which increased total open position to 30
On 19 Nov GLENMARK was trading at 1492.65. The strike last trading price was 46.3, which was -10.70 lower than the previous day. The implied volatity was 25.85, the open interest changed by 2 which increased total open position to 30
On 18 Nov GLENMARK was trading at 1485.75. The strike last trading price was 57, which was 23.80 higher than the previous day. The implied volatity was 28.98, the open interest changed by 14 which increased total open position to 17
On 12 Nov GLENMARK was trading at 1577.05. The strike last trading price was 33.2, which was lower than the previous day. The implied volatity was 32.36, the open interest changed by 3 which increased total open position to 3
