GLENMARK
Glenmark Pharmaceuticals
Historical option data for GLENMARK
04 Apr 2025 04:12 PM IST
| GLENMARK 24APR2025 1500 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.54
Vega: 1.39
Theta: -1.37
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 4 Apr | 1499.85 | 50.6 | -25.4 | 33.21 | 2,465 | 181 | 524 | |||
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| 3 Apr | 1545.25 | 76 | 13 | 32.60 | 604 | 55 | 344 | |||
| 2 Apr | 1515.45 | 60.55 | 1.95 | 30.69 | 414 | 7 | 290 | |||
| 1 Apr | 1509.20 | 59.15 | -20.6 | 34.42 | 518 | -49 | 282 | |||
| 28 Mar | 1541.05 | 79.95 | 12.35 | 31.54 | 1,905 | 16 | 331 | |||
| 27 Mar | 1519.85 | 65 | 23.8 | 33.13 | 1,205 | -4 | 315 | |||
| 26 Mar | 1461.80 | 41.75 | -8.8 | 32.99 | 314 | 56 | 319 | |||
| 25 Mar | 1480.75 | 51.5 | -5.25 | 31.70 | 270 | 66 | 262 | |||
| 24 Mar | 1492.65 | 58.15 | -8.75 | 29.38 | 529 | 126 | 203 | |||
| 21 Mar | 1514.75 | 66.5 | 11.75 | 30.25 | 126 | 35 | 76 | |||
| 20 Mar | 1478.80 | 54.75 | -4.45 | 31.22 | 61 | 35 | 42 | |||
| 19 Mar | 1486.70 | 58.5 | 34.25 | 30.48 | 8 | 6 | 6 | |||
For Glenmark Pharmaceuticals - strike price 1500 expiring on 24APR2025
Delta for 1500 CE is 0.54
Historical price for 1500 CE is as follows
On 4 Apr GLENMARK was trading at 1499.85. The strike last trading price was 50.6, which was -25.4 lower than the previous day. The implied volatity was 33.21, the open interest changed by 181 which increased total open position to 524
On 3 Apr GLENMARK was trading at 1545.25. The strike last trading price was 76, which was 13 higher than the previous day. The implied volatity was 32.60, the open interest changed by 55 which increased total open position to 344
On 2 Apr GLENMARK was trading at 1515.45. The strike last trading price was 60.55, which was 1.95 higher than the previous day. The implied volatity was 30.69, the open interest changed by 7 which increased total open position to 290
On 1 Apr GLENMARK was trading at 1509.20. The strike last trading price was 59.15, which was -20.6 lower than the previous day. The implied volatity was 34.42, the open interest changed by -49 which decreased total open position to 282
On 28 Mar GLENMARK was trading at 1541.05. The strike last trading price was 79.95, which was 12.35 higher than the previous day. The implied volatity was 31.54, the open interest changed by 16 which increased total open position to 331
On 27 Mar GLENMARK was trading at 1519.85. The strike last trading price was 65, which was 23.8 higher than the previous day. The implied volatity was 33.13, the open interest changed by -4 which decreased total open position to 315
On 26 Mar GLENMARK was trading at 1461.80. The strike last trading price was 41.75, which was -8.8 lower than the previous day. The implied volatity was 32.99, the open interest changed by 56 which increased total open position to 319
On 25 Mar GLENMARK was trading at 1480.75. The strike last trading price was 51.5, which was -5.25 lower than the previous day. The implied volatity was 31.70, the open interest changed by 66 which increased total open position to 262
On 24 Mar GLENMARK was trading at 1492.65. The strike last trading price was 58.15, which was -8.75 lower than the previous day. The implied volatity was 29.38, the open interest changed by 126 which increased total open position to 203
On 21 Mar GLENMARK was trading at 1514.75. The strike last trading price was 66.5, which was 11.75 higher than the previous day. The implied volatity was 30.25, the open interest changed by 35 which increased total open position to 76
On 20 Mar GLENMARK was trading at 1478.80. The strike last trading price was 54.75, which was -4.45 lower than the previous day. The implied volatity was 31.22, the open interest changed by 35 which increased total open position to 42
On 19 Mar GLENMARK was trading at 1486.70. The strike last trading price was 58.5, which was 34.25 higher than the previous day. The implied volatity was 30.48, the open interest changed by 6 which increased total open position to 6
| GLENMARK 24APR2025 1500 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.46
Vega: 1.39
Theta: -1.06
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 4 Apr | 1499.85 | 46.55 | 18.8 | 36.19 | 2,250 | 27 | 357 |
| 3 Apr | 1545.25 | 28 | -13.65 | 33.62 | 1,242 | -35 | 327 |
| 2 Apr | 1515.45 | 42.4 | -1.5 | 37.49 | 904 | 56 | 363 |
| 1 Apr | 1509.20 | 44.65 | 10.3 | 34.37 | 637 | -53 | 294 |
| 28 Mar | 1541.05 | 34.2 | -7.7 | 33.69 | 951 | 177 | 347 |
| 27 Mar | 1519.85 | 43.95 | -23.95 | 32.04 | 282 | -14 | 174 |
| 26 Mar | 1461.80 | 68.7 | 7.1 | 32.26 | 105 | -25 | 189 |
| 25 Mar | 1480.75 | 61.55 | 3.9 | 34.84 | 232 | 27 | 214 |
| 24 Mar | 1492.65 | 58.5 | 11.05 | 35.61 | 307 | 112 | 184 |
| 21 Mar | 1514.75 | 48 | -14.4 | 31.89 | 84 | 40 | 71 |
| 20 Mar | 1478.80 | 63 | 8 | 33.03 | 39 | 28 | 29 |
| 19 Mar | 1486.70 | 55 | -139.5 | 30.01 | 1 | 0 | 0 |
For Glenmark Pharmaceuticals - strike price 1500 expiring on 24APR2025
Delta for 1500 PE is -0.46
Historical price for 1500 PE is as follows
On 4 Apr GLENMARK was trading at 1499.85. The strike last trading price was 46.55, which was 18.8 higher than the previous day. The implied volatity was 36.19, the open interest changed by 27 which increased total open position to 357
On 3 Apr GLENMARK was trading at 1545.25. The strike last trading price was 28, which was -13.65 lower than the previous day. The implied volatity was 33.62, the open interest changed by -35 which decreased total open position to 327
On 2 Apr GLENMARK was trading at 1515.45. The strike last trading price was 42.4, which was -1.5 lower than the previous day. The implied volatity was 37.49, the open interest changed by 56 which increased total open position to 363
On 1 Apr GLENMARK was trading at 1509.20. The strike last trading price was 44.65, which was 10.3 higher than the previous day. The implied volatity was 34.37, the open interest changed by -53 which decreased total open position to 294
On 28 Mar GLENMARK was trading at 1541.05. The strike last trading price was 34.2, which was -7.7 lower than the previous day. The implied volatity was 33.69, the open interest changed by 177 which increased total open position to 347
On 27 Mar GLENMARK was trading at 1519.85. The strike last trading price was 43.95, which was -23.95 lower than the previous day. The implied volatity was 32.04, the open interest changed by -14 which decreased total open position to 174
On 26 Mar GLENMARK was trading at 1461.80. The strike last trading price was 68.7, which was 7.1 higher than the previous day. The implied volatity was 32.26, the open interest changed by -25 which decreased total open position to 189
On 25 Mar GLENMARK was trading at 1480.75. The strike last trading price was 61.55, which was 3.9 higher than the previous day. The implied volatity was 34.84, the open interest changed by 27 which increased total open position to 214
On 24 Mar GLENMARK was trading at 1492.65. The strike last trading price was 58.5, which was 11.05 higher than the previous day. The implied volatity was 35.61, the open interest changed by 112 which increased total open position to 184
On 21 Mar GLENMARK was trading at 1514.75. The strike last trading price was 48, which was -14.4 lower than the previous day. The implied volatity was 31.89, the open interest changed by 40 which increased total open position to 71
On 20 Mar GLENMARK was trading at 1478.80. The strike last trading price was 63, which was 8 higher than the previous day. The implied volatity was 33.03, the open interest changed by 28 which increased total open position to 29
On 19 Mar GLENMARK was trading at 1486.70. The strike last trading price was 55, which was -139.5 lower than the previous day. The implied volatity was 30.01, the open interest changed by 0 which decreased total open position to 0
