GLENMARK
Glenmark Pharmaceuticals
Historical option data for GLENMARK
20 Dec 2024 04:12 PM IST
GLENMARK 26DEC2024 1520 CE | ||||||||||
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Delta: 0.72
Vega: 0.67
Theta: -1.68
Gamma: 0.01
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
20 Dec | 1541.65 | 36.2 | -3.00 | 24.82 | 350 | -16 | 243 | |||
19 Dec | 1540.80 | 39.2 | 6.95 | 27.57 | 603 | 12 | 259 | |||
18 Dec | 1524.70 | 32.25 | 2.65 | 31.05 | 557 | -30 | 246 | |||
17 Dec | 1514.10 | 29.6 | -21.85 | 33.33 | 647 | -5 | 276 | |||
16 Dec | 1551.35 | 51.45 | 17.50 | 32.03 | 525 | -24 | 281 | |||
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13 Dec | 1518.15 | 33.95 | -8.25 | 30.02 | 3,879 | 116 | 303 | |||
12 Dec | 1535.05 | 42.2 | 0.20 | 28.29 | 175 | 4 | 187 | |||
11 Dec | 1526.40 | 42 | -14.30 | 28.10 | 110 | 25 | 183 | |||
10 Dec | 1542.65 | 56.3 | 19.30 | 30.59 | 413 | 9 | 159 | |||
9 Dec | 1514.15 | 37 | -10.90 | 25.53 | 199 | 13 | 150 | |||
6 Dec | 1528.10 | 47.9 | -11.80 | 26.71 | 142 | -3 | 136 | |||
5 Dec | 1544.65 | 59.7 | -2.80 | 26.85 | 97 | -3 | 139 | |||
4 Dec | 1548.65 | 62.5 | -1.45 | 27.72 | 38 | -4 | 144 | |||
3 Dec | 1559.40 | 63.95 | -2.45 | 23.91 | 64 | -4 | 148 | |||
2 Dec | 1547.55 | 66.4 | 14.20 | 25.50 | 269 | -14 | 152 | |||
29 Nov | 1528.65 | 52.2 | 13.90 | 25.40 | 538 | 17 | 166 | |||
28 Nov | 1495.15 | 38.3 | -14.10 | 24.01 | 236 | 94 | 148 | |||
27 Nov | 1522.60 | 52.4 | 1.05 | 25.14 | 81 | 12 | 54 | |||
26 Nov | 1521.45 | 51.35 | 3.35 | 24.93 | 65 | 32 | 42 | |||
25 Nov | 1490.40 | 48 | 13.00 | 29.75 | 12 | 9 | 9 | |||
22 Nov | 1478.20 | 35 | 0.00 | 0.00 | 0 | -1 | 0 | |||
21 Nov | 1466.40 | 35 | -20.00 | 28.10 | 2 | 0 | 1 | |||
20 Nov | 1492.65 | 55 | 0.00 | 32.31 | 2 | 1 | 1 | |||
19 Nov | 1492.65 | 55 | -178.85 | 32.31 | 2 | 1 | 1 | |||
18 Nov | 1485.75 | 233.85 | 0.00 | 1.38 | 0 | 0 | 0 | |||
12 Nov | 1577.05 | 233.85 | 233.85 | - | 0 | 0 | 0 | |||
31 Oct | 1694.55 | 0 | 0.00 | - | 0 | 0 | 0 | |||
30 Oct | 1670.00 | 0 | 0.00 | - | 0 | 0 | 0 | |||
29 Oct | 1675.10 | 0 | 0.00 | - | 0 | 0 | 0 | |||
28 Oct | 1713.50 | 0 | 0.00 | - | 0 | 0 | 0 | |||
25 Oct | 1663.80 | 0 | 0.00 | - | 0 | 0 | 0 | |||
24 Oct | 1674.55 | 0 | 0.00 | - | 0 | 0 | 0 | |||
23 Oct | 1685.90 | 0 | 0.00 | - | 0 | 0 | 0 | |||
22 Oct | 1682.25 | 0 | 0.00 | - | 0 | 0 | 0 | |||
21 Oct | 1716.80 | 0 | 0.00 | - | 0 | 0 | 0 | |||
7 Oct | 1675.10 | 0 | 0.00 | - | 0 | 0 | 0 | |||
4 Oct | 1662.70 | 0 | 0.00 | - | 0 | 0 | 0 | |||
3 Oct | 1644.35 | 0 | 0.00 | - | 0 | 0 | 0 | |||
1 Oct | 1666.95 | 0 | 0.00 | - | 0 | 0 | 0 | |||
30 Sept | 1673.50 | 0 | - | 0 | 0 | 0 |
For Glenmark Pharmaceuticals - strike price 1520 expiring on 26DEC2024
Delta for 1520 CE is 0.72
Historical price for 1520 CE is as follows
On 20 Dec GLENMARK was trading at 1541.65. The strike last trading price was 36.2, which was -3.00 lower than the previous day. The implied volatity was 24.82, the open interest changed by -16 which decreased total open position to 243
On 19 Dec GLENMARK was trading at 1540.80. The strike last trading price was 39.2, which was 6.95 higher than the previous day. The implied volatity was 27.57, the open interest changed by 12 which increased total open position to 259
On 18 Dec GLENMARK was trading at 1524.70. The strike last trading price was 32.25, which was 2.65 higher than the previous day. The implied volatity was 31.05, the open interest changed by -30 which decreased total open position to 246
On 17 Dec GLENMARK was trading at 1514.10. The strike last trading price was 29.6, which was -21.85 lower than the previous day. The implied volatity was 33.33, the open interest changed by -5 which decreased total open position to 276
On 16 Dec GLENMARK was trading at 1551.35. The strike last trading price was 51.45, which was 17.50 higher than the previous day. The implied volatity was 32.03, the open interest changed by -24 which decreased total open position to 281
On 13 Dec GLENMARK was trading at 1518.15. The strike last trading price was 33.95, which was -8.25 lower than the previous day. The implied volatity was 30.02, the open interest changed by 116 which increased total open position to 303
On 12 Dec GLENMARK was trading at 1535.05. The strike last trading price was 42.2, which was 0.20 higher than the previous day. The implied volatity was 28.29, the open interest changed by 4 which increased total open position to 187
On 11 Dec GLENMARK was trading at 1526.40. The strike last trading price was 42, which was -14.30 lower than the previous day. The implied volatity was 28.10, the open interest changed by 25 which increased total open position to 183
On 10 Dec GLENMARK was trading at 1542.65. The strike last trading price was 56.3, which was 19.30 higher than the previous day. The implied volatity was 30.59, the open interest changed by 9 which increased total open position to 159
On 9 Dec GLENMARK was trading at 1514.15. The strike last trading price was 37, which was -10.90 lower than the previous day. The implied volatity was 25.53, the open interest changed by 13 which increased total open position to 150
On 6 Dec GLENMARK was trading at 1528.10. The strike last trading price was 47.9, which was -11.80 lower than the previous day. The implied volatity was 26.71, the open interest changed by -3 which decreased total open position to 136
On 5 Dec GLENMARK was trading at 1544.65. The strike last trading price was 59.7, which was -2.80 lower than the previous day. The implied volatity was 26.85, the open interest changed by -3 which decreased total open position to 139
On 4 Dec GLENMARK was trading at 1548.65. The strike last trading price was 62.5, which was -1.45 lower than the previous day. The implied volatity was 27.72, the open interest changed by -4 which decreased total open position to 144
On 3 Dec GLENMARK was trading at 1559.40. The strike last trading price was 63.95, which was -2.45 lower than the previous day. The implied volatity was 23.91, the open interest changed by -4 which decreased total open position to 148
On 2 Dec GLENMARK was trading at 1547.55. The strike last trading price was 66.4, which was 14.20 higher than the previous day. The implied volatity was 25.50, the open interest changed by -14 which decreased total open position to 152
On 29 Nov GLENMARK was trading at 1528.65. The strike last trading price was 52.2, which was 13.90 higher than the previous day. The implied volatity was 25.40, the open interest changed by 17 which increased total open position to 166
On 28 Nov GLENMARK was trading at 1495.15. The strike last trading price was 38.3, which was -14.10 lower than the previous day. The implied volatity was 24.01, the open interest changed by 94 which increased total open position to 148
On 27 Nov GLENMARK was trading at 1522.60. The strike last trading price was 52.4, which was 1.05 higher than the previous day. The implied volatity was 25.14, the open interest changed by 12 which increased total open position to 54
On 26 Nov GLENMARK was trading at 1521.45. The strike last trading price was 51.35, which was 3.35 higher than the previous day. The implied volatity was 24.93, the open interest changed by 32 which increased total open position to 42
On 25 Nov GLENMARK was trading at 1490.40. The strike last trading price was 48, which was 13.00 higher than the previous day. The implied volatity was 29.75, the open interest changed by 9 which increased total open position to 9
On 22 Nov GLENMARK was trading at 1478.20. The strike last trading price was 35, 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 21 Nov GLENMARK was trading at 1466.40. The strike last trading price was 35, which was -20.00 lower than the previous day. The implied volatity was 28.10, the open interest changed by 0 which decreased total open position to 1
On 20 Nov GLENMARK was trading at 1492.65. The strike last trading price was 55, which was 0.00 lower than the previous day. The implied volatity was 32.31, the open interest changed by 1 which increased total open position to 1
On 19 Nov GLENMARK was trading at 1492.65. The strike last trading price was 55, which was -178.85 lower than the previous day. The implied volatity was 32.31, the open interest changed by 1 which increased total open position to 1
On 18 Nov GLENMARK was trading at 1485.75. The strike last trading price was 233.85, which was 0.00 lower than the previous day. The implied volatity was 1.38, 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 233.85, which was 233.85 higher than the previous day. The implied volatity was -, 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 0, 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 30 Oct GLENMARK was trading at 1670.00. 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 which decreased total open position to
On 29 Oct GLENMARK was trading at 1675.10. 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 which decreased total open position to
On 28 Oct GLENMARK was trading at 1713.50. 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 which decreased total open position to
On 25 Oct GLENMARK was trading at 1663.80. 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 which decreased total open position to
On 24 Oct GLENMARK was trading at 1674.55. 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 which decreased total open position to
On 23 Oct GLENMARK was trading at 1685.90. 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 which decreased total open position to
On 22 Oct GLENMARK was trading at 1682.25. 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 which decreased total open position to
On 21 Oct GLENMARK was trading at 1716.80. 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 which decreased total open position to
On 7 Oct GLENMARK was trading at 1675.10. 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 which decreased total open position to
On 4 Oct GLENMARK was trading at 1662.70. 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 which decreased total open position to
On 3 Oct GLENMARK was trading at 1644.35. 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 which decreased total open position to
On 1 Oct GLENMARK was trading at 1666.95. 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 which decreased total open position to
On 30 Sept GLENMARK was trading at 1673.50. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
GLENMARK 26DEC2024 1520 PE | |||||||
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Delta: -0.30
Vega: 0.69
Theta: -1.45
Gamma: 0.01
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
20 Dec | 1541.65 | 10.6 | -4.30 | 27.61 | 680 | -81 | 298 |
19 Dec | 1540.80 | 14.9 | -8.50 | 30.97 | 732 | 78 | 380 |
18 Dec | 1524.70 | 23.4 | -5.30 | 30.47 | 441 | 33 | 306 |
17 Dec | 1514.10 | 28.7 | 11.70 | 28.04 | 675 | -60 | 273 |
16 Dec | 1551.35 | 17 | -16.60 | 30.32 | 755 | 98 | 344 |
13 Dec | 1518.15 | 33.6 | 7.80 | 29.23 | 1,554 | 5 | 245 |
12 Dec | 1535.05 | 25.8 | -3.70 | 27.88 | 232 | -6 | 239 |
11 Dec | 1526.40 | 29.5 | 4.35 | 29.33 | 274 | -6 | 244 |
10 Dec | 1542.65 | 25.15 | -9.80 | 30.21 | 548 | 89 | 250 |
9 Dec | 1514.15 | 34.95 | 5.45 | 29.42 | 181 | 3 | 161 |
6 Dec | 1528.10 | 29.5 | 3.60 | 26.79 | 195 | 33 | 164 |
5 Dec | 1544.65 | 25.9 | 1.20 | 28.25 | 200 | 15 | 131 |
4 Dec | 1548.65 | 24.7 | 0.10 | 27.03 | 155 | 16 | 117 |
3 Dec | 1559.40 | 24.6 | -3.35 | 28.46 | 180 | 5 | 101 |
2 Dec | 1547.55 | 27.95 | -10.60 | 30.02 | 145 | 15 | 96 |
29 Nov | 1528.65 | 38.55 | -14.20 | 28.89 | 206 | 25 | 80 |
28 Nov | 1495.15 | 52.75 | 7.25 | 30.67 | 98 | 29 | 55 |
27 Nov | 1522.60 | 45.5 | 1.10 | 31.65 | 27 | 20 | 26 |
26 Nov | 1521.45 | 44.4 | -20.60 | 29.87 | 8 | 6 | 7 |
25 Nov | 1490.40 | 65 | 16.85 | 34.83 | 1 | 0 | 0 |
22 Nov | 1478.20 | 48.15 | 0.00 | - | 0 | 0 | 0 |
21 Nov | 1466.40 | 48.15 | 0.00 | - | 0 | 0 | 0 |
20 Nov | 1492.65 | 48.15 | 0.00 | - | 0 | 0 | 0 |
19 Nov | 1492.65 | 48.15 | 0.00 | - | 0 | 0 | 0 |
18 Nov | 1485.75 | 48.15 | 0.00 | - | 0 | 0 | 0 |
12 Nov | 1577.05 | 48.15 | 0.00 | 3.58 | 0 | 0 | 0 |
31 Oct | 1694.55 | 48.15 | 0.00 | - | 0 | 0 | 0 |
30 Oct | 1670.00 | 48.15 | 0.00 | - | 0 | 0 | 0 |
29 Oct | 1675.10 | 48.15 | 0.00 | - | 0 | 0 | 0 |
28 Oct | 1713.50 | 48.15 | 0.00 | - | 0 | 0 | 0 |
25 Oct | 1663.80 | 48.15 | 0.00 | - | 0 | 0 | 0 |
24 Oct | 1674.55 | 48.15 | 48.15 | - | 0 | 0 | 0 |
23 Oct | 1685.90 | 0 | 0.00 | - | 0 | 0 | 0 |
22 Oct | 1682.25 | 0 | 0.00 | - | 0 | 0 | 0 |
21 Oct | 1716.80 | 0 | 0.00 | - | 0 | 0 | 0 |
7 Oct | 1675.10 | 0 | 0.00 | - | 0 | 0 | 0 |
4 Oct | 1662.70 | 0 | 0.00 | - | 0 | 0 | 0 |
3 Oct | 1644.35 | 0 | 0.00 | - | 0 | 0 | 0 |
1 Oct | 1666.95 | 0 | 0.00 | - | 0 | 0 | 0 |
30 Sept | 1673.50 | 0 | - | 0 | 0 | 0 |
For Glenmark Pharmaceuticals - strike price 1520 expiring on 26DEC2024
Delta for 1520 PE is -0.30
Historical price for 1520 PE is as follows
On 20 Dec GLENMARK was trading at 1541.65. The strike last trading price was 10.6, which was -4.30 lower than the previous day. The implied volatity was 27.61, the open interest changed by -81 which decreased total open position to 298
On 19 Dec GLENMARK was trading at 1540.80. The strike last trading price was 14.9, which was -8.50 lower than the previous day. The implied volatity was 30.97, the open interest changed by 78 which increased total open position to 380
On 18 Dec GLENMARK was trading at 1524.70. The strike last trading price was 23.4, which was -5.30 lower than the previous day. The implied volatity was 30.47, the open interest changed by 33 which increased total open position to 306
On 17 Dec GLENMARK was trading at 1514.10. The strike last trading price was 28.7, which was 11.70 higher than the previous day. The implied volatity was 28.04, the open interest changed by -60 which decreased total open position to 273
On 16 Dec GLENMARK was trading at 1551.35. The strike last trading price was 17, which was -16.60 lower than the previous day. The implied volatity was 30.32, the open interest changed by 98 which increased total open position to 344
On 13 Dec GLENMARK was trading at 1518.15. The strike last trading price was 33.6, which was 7.80 higher than the previous day. The implied volatity was 29.23, the open interest changed by 5 which increased total open position to 245
On 12 Dec GLENMARK was trading at 1535.05. The strike last trading price was 25.8, which was -3.70 lower than the previous day. The implied volatity was 27.88, the open interest changed by -6 which decreased total open position to 239
On 11 Dec GLENMARK was trading at 1526.40. The strike last trading price was 29.5, which was 4.35 higher than the previous day. The implied volatity was 29.33, the open interest changed by -6 which decreased total open position to 244
On 10 Dec GLENMARK was trading at 1542.65. The strike last trading price was 25.15, which was -9.80 lower than the previous day. The implied volatity was 30.21, the open interest changed by 89 which increased total open position to 250
On 9 Dec GLENMARK was trading at 1514.15. The strike last trading price was 34.95, which was 5.45 higher than the previous day. The implied volatity was 29.42, the open interest changed by 3 which increased total open position to 161
On 6 Dec GLENMARK was trading at 1528.10. The strike last trading price was 29.5, which was 3.60 higher than the previous day. The implied volatity was 26.79, the open interest changed by 33 which increased total open position to 164
On 5 Dec GLENMARK was trading at 1544.65. The strike last trading price was 25.9, which was 1.20 higher than the previous day. The implied volatity was 28.25, the open interest changed by 15 which increased total open position to 131
On 4 Dec GLENMARK was trading at 1548.65. The strike last trading price was 24.7, which was 0.10 higher than the previous day. The implied volatity was 27.03, the open interest changed by 16 which increased total open position to 117
On 3 Dec GLENMARK was trading at 1559.40. The strike last trading price was 24.6, which was -3.35 lower than the previous day. The implied volatity was 28.46, the open interest changed by 5 which increased total open position to 101
On 2 Dec GLENMARK was trading at 1547.55. The strike last trading price was 27.95, which was -10.60 lower than the previous day. The implied volatity was 30.02, the open interest changed by 15 which increased total open position to 96
On 29 Nov GLENMARK was trading at 1528.65. The strike last trading price was 38.55, which was -14.20 lower than the previous day. The implied volatity was 28.89, the open interest changed by 25 which increased total open position to 80
On 28 Nov GLENMARK was trading at 1495.15. The strike last trading price was 52.75, which was 7.25 higher than the previous day. The implied volatity was 30.67, the open interest changed by 29 which increased total open position to 55
On 27 Nov GLENMARK was trading at 1522.60. The strike last trading price was 45.5, which was 1.10 higher than the previous day. The implied volatity was 31.65, the open interest changed by 20 which increased total open position to 26
On 26 Nov GLENMARK was trading at 1521.45. The strike last trading price was 44.4, which was -20.60 lower than the previous day. The implied volatity was 29.87, the open interest changed by 6 which increased total open position to 7
On 25 Nov GLENMARK was trading at 1490.40. The strike last trading price was 65, which was 16.85 higher than the previous day. The implied volatity was 34.83, 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 48.15, 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 48.15, 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 20 Nov GLENMARK was trading at 1492.65. The strike last trading price was 48.15, 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 48.15, 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 48.15, 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 48.15, which was 0.00 lower than the previous day. The implied volatity was 3.58, 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 48.15, 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 30 Oct GLENMARK was trading at 1670.00. The strike last trading price was 48.15, 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 29 Oct GLENMARK was trading at 1675.10. The strike last trading price was 48.15, 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 28 Oct GLENMARK was trading at 1713.50. The strike last trading price was 48.15, 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 48.15, 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 24 Oct GLENMARK was trading at 1674.55. The strike last trading price was 48.15, which was 48.15 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct GLENMARK was trading at 1685.90. 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 which decreased total open position to
On 22 Oct GLENMARK was trading at 1682.25. 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 which decreased total open position to
On 21 Oct GLENMARK was trading at 1716.80. 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 which decreased total open position to
On 7 Oct GLENMARK was trading at 1675.10. 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 which decreased total open position to
On 4 Oct GLENMARK was trading at 1662.70. 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 which decreased total open position to
On 3 Oct GLENMARK was trading at 1644.35. 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 which decreased total open position to
On 1 Oct GLENMARK was trading at 1666.95. 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 which decreased total open position to
On 30 Sept GLENMARK was trading at 1673.50. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to