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Related Pages for GLENMARK
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GLENMARK
Glenmark Pharmaceuticals
1559.4 11.85 (0.77%)

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Historical option data for GLENMARK

03 Dec 2024 04:12 PM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
GLENMARK 26DEC2024 1500 CE
Delta: 0.77
Vega: 1.17
Theta: -0.91
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
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 0.77

Historical price for 1500 CE is as follows

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: -0.26
Vega: 1.28
Theta: -0.68
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
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 -0.26

Historical price for 1500 PE is as follows

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