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[--[65.84.65.76]--]
GLENMARK
Glenmark Pharmaceuticals

1541.65 0.85 (0.06%)

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Historical option data for GLENMARK

20 Dec 2024 04:12 PM IST
GLENMARK 26DEC2024 1520 CE
Delta: 0.72
Vega: 0.67
Theta: -1.68
Gamma: 0.01
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
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
Delta: -0.30
Vega: 0.69
Theta: -1.45
Gamma: 0.01
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