GLENMARK
Glenmark Pharmaceuticals
Historical option data for GLENMARK
11 Apr 2025 11:42 AM IST
| GLENMARK 24APR2025 1520 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.13
Vega: 0.54
Theta: -0.93
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 11 Apr | 1373.55 | 6.75 | -3.4 | 43.02 | 260 | 86 | 360 | |||
| 9 Apr | 1376.30 | 9.35 | -10.6 | 43.98 | 496 | 47 | 282 | |||
| 8 Apr | 1440.80 | 20 | -7.35 | 39.11 | 242 | -23 | 244 | |||
| 7 Apr | 1442.20 | 27.1 | -12.05 | 43.23 | 177 | 13 | 269 | |||
| 4 Apr | 1499.85 | 40.8 | -22.85 | 33.01 | 1,213 | 64 | 258 | |||
| 3 Apr | 1545.25 | 63.9 | 12.5 | 32.69 | 449 | -30 | 195 | |||
| 2 Apr | 1515.45 | 50.75 | 2.8 | 31.43 | 738 | 54 | 223 | |||
| 1 Apr | 1509.20 | 48.55 | -18.9 | 33.94 | 401 | 37 | 167 | |||
| 28 Mar | 1541.05 | 67.9 | 12.1 | 30.71 | 914 | 7 | 130 | |||
| 27 Mar | 1519.85 | 57.2 | 25.1 | 34.51 | 292 | 80 | 118 | |||
| 26 Mar | 1461.80 | 32.05 | -10.9 | 31.53 | 18 | 9 | 37 | |||
| 25 Mar | 1480.75 | 42.95 | -6.3 | 31.79 | 17 | 2 | 27 | |||
| 24 Mar | 1492.65 | 49.25 | -6.05 | 31.92 | 23 | 7 | 25 | |||
| 21 Mar | 1514.75 | 53.35 | -28.55 | 28.64 | 20 | 16 | 16 | |||
| 20 Mar | 1478.80 | 81.9 | 0 | 1.53 | 0 | 0 | 0 | |||
| 19 Feb | 1369.45 | 81.9 | 0 | 5.38 | 0 | 0 | 0 | |||
| 18 Feb | 1379.30 | 81.9 | 0 | 4.71 | 0 | 0 | 0 | |||
| 14 Feb | 1323.05 | 81.9 | 0 | 6.23 | 0 | 0 | 0 | |||
| 13 Feb | 1411.20 | 0 | 0 | 3.45 | 0 | 0 | 0 | |||
| 12 Feb | 1406.15 | 0 | 0 | 3.54 | 0 | 0 | 0 | |||
| 11 Feb | 1453.05 | 0 | 0 | 1.54 | 0 | 0 | 0 | |||
| 10 Feb | 1511.10 | 0 | 0 | - | 0 | 0 | 0 | |||
| 7 Feb | 1540.15 | 0 | 0 | - | 0 | 0 | 0 | |||
| 6 Feb | 1499.85 | 0 | 0 | - | 0 | 0 | 0 | |||
| 5 Feb | 1493.20 | 0 | 0 | 0.14 | 0 | 0 | 0 | |||
| 4 Feb | 1451.55 | 0 | 0 | 1.41 | 0 | 0 | 0 | |||
| 3 Feb | 1414.45 | 0 | 0 | 3.01 | 0 | 0 | 0 | |||
| 1 Feb | 1436.90 | 0 | 0 | 1.93 | 0 | 0 | 0 | |||
For Glenmark Pharmaceuticals - strike price 1520 expiring on 24APR2025
Delta for 1520 CE is 0.13
Historical price for 1520 CE is as follows
On 11 Apr GLENMARK was trading at 1373.55. The strike last trading price was 6.75, which was -3.4 lower than the previous day. The implied volatity was 43.02, the open interest changed by 86 which increased total open position to 360
On 9 Apr GLENMARK was trading at 1376.30. The strike last trading price was 9.35, which was -10.6 lower than the previous day. The implied volatity was 43.98, the open interest changed by 47 which increased total open position to 282
On 8 Apr GLENMARK was trading at 1440.80. The strike last trading price was 20, which was -7.35 lower than the previous day. The implied volatity was 39.11, the open interest changed by -23 which decreased total open position to 244
On 7 Apr GLENMARK was trading at 1442.20. The strike last trading price was 27.1, which was -12.05 lower than the previous day. The implied volatity was 43.23, the open interest changed by 13 which increased total open position to 269
On 4 Apr GLENMARK was trading at 1499.85. The strike last trading price was 40.8, which was -22.85 lower than the previous day. The implied volatity was 33.01, the open interest changed by 64 which increased total open position to 258
On 3 Apr GLENMARK was trading at 1545.25. The strike last trading price was 63.9, which was 12.5 higher than the previous day. The implied volatity was 32.69, the open interest changed by -30 which decreased total open position to 195
On 2 Apr GLENMARK was trading at 1515.45. The strike last trading price was 50.75, which was 2.8 higher than the previous day. The implied volatity was 31.43, the open interest changed by 54 which increased total open position to 223
On 1 Apr GLENMARK was trading at 1509.20. The strike last trading price was 48.55, which was -18.9 lower than the previous day. The implied volatity was 33.94, the open interest changed by 37 which increased total open position to 167
On 28 Mar GLENMARK was trading at 1541.05. The strike last trading price was 67.9, which was 12.1 higher than the previous day. The implied volatity was 30.71, the open interest changed by 7 which increased total open position to 130
On 27 Mar GLENMARK was trading at 1519.85. The strike last trading price was 57.2, which was 25.1 higher than the previous day. The implied volatity was 34.51, the open interest changed by 80 which increased total open position to 118
On 26 Mar GLENMARK was trading at 1461.80. The strike last trading price was 32.05, which was -10.9 lower than the previous day. The implied volatity was 31.53, the open interest changed by 9 which increased total open position to 37
On 25 Mar GLENMARK was trading at 1480.75. The strike last trading price was 42.95, which was -6.3 lower than the previous day. The implied volatity was 31.79, the open interest changed by 2 which increased total open position to 27
On 24 Mar GLENMARK was trading at 1492.65. The strike last trading price was 49.25, which was -6.05 lower than the previous day. The implied volatity was 31.92, the open interest changed by 7 which increased total open position to 25
On 21 Mar GLENMARK was trading at 1514.75. The strike last trading price was 53.35, which was -28.55 lower than the previous day. The implied volatity was 28.64, the open interest changed by 16 which increased total open position to 16
On 20 Mar GLENMARK was trading at 1478.80. The strike last trading price was 81.9, which was 0 lower than the previous day. The implied volatity was 1.53, the open interest changed by 0 which decreased total open position to 0
On 19 Feb GLENMARK was trading at 1369.45. The strike last trading price was 81.9, which was 0 lower than the previous day. The implied volatity was 5.38, the open interest changed by 0 which decreased total open position to 0
On 18 Feb GLENMARK was trading at 1379.30. The strike last trading price was 81.9, which was 0 lower than the previous day. The implied volatity was 4.71, the open interest changed by 0 which decreased total open position to 0
On 14 Feb GLENMARK was trading at 1323.05. The strike last trading price was 81.9, which was 0 lower than the previous day. The implied volatity was 6.23, the open interest changed by 0 which decreased total open position to 0
On 13 Feb GLENMARK was trading at 1411.20. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 3.45, the open interest changed by 0 which decreased total open position to 0
On 12 Feb GLENMARK was trading at 1406.15. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 3.54, the open interest changed by 0 which decreased total open position to 0
On 11 Feb GLENMARK was trading at 1453.05. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 1.54, the open interest changed by 0 which decreased total open position to 0
On 10 Feb GLENMARK was trading at 1511.10. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 Feb GLENMARK was trading at 1540.15. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Feb GLENMARK was trading at 1499.85. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 Feb GLENMARK was trading at 1493.20. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.14, the open interest changed by 0 which decreased total open position to 0
On 4 Feb GLENMARK was trading at 1451.55. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 1.41, the open interest changed by 0 which decreased total open position to 0
On 3 Feb GLENMARK was trading at 1414.45. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 3.01, the open interest changed by 0 which decreased total open position to 0
On 1 Feb GLENMARK was trading at 1436.90. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 1.93, the open interest changed by 0 which decreased total open position to 0
| GLENMARK 24APR2025 1520 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.93
Vega: 0.37
Theta: -0.09
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 11 Apr | 1373.55 | 143.15 | -8.75 | 34.62 | 11 | 2 | 181 |
| 9 Apr | 1376.30 | 151.9 | 59.75 | 50.66 | 24 | -1 | 178 |
| 8 Apr | 1440.80 | 92.2 | -5.75 | 37.43 | 105 | -59 | 180 |
| 7 Apr | 1442.20 | 99.9 | 41.65 | 46.21 | 111 | -26 | 239 |
| 4 Apr | 1499.85 | 57.5 | 22.15 | 36.59 | 1,016 | 81 | 265 |
| 3 Apr | 1545.25 | 35.05 | -15.3 | 33.13 | 687 | 18 | 184 |
| 2 Apr | 1515.45 | 52.55 | 0.45 | 38.08 | 575 | 93 | 169 |
| 1 Apr | 1509.20 | 54.65 | 12.75 | 34.37 | 479 | 15 | 75 |
| 28 Mar | 1541.05 | 41.95 | -9.3 | 33.98 | 587 | 43 | 60 |
| 27 Mar | 1519.85 | 52 | -18.3 | 31.04 | 21 | 8 | 15 |
| 26 Mar | 1461.80 | 70.3 | 0 | 0.00 | 0 | 0 | 0 |
| 25 Mar | 1480.75 | 70.3 | 0 | 0.00 | 0 | 0 | 0 |
| 24 Mar | 1492.65 | 70.3 | 0 | 0.00 | 0 | 0 | 0 |
| 21 Mar | 1514.75 | 70.3 | 0 | 0.00 | 0 | 7 | 0 |
| 20 Mar | 1478.80 | 70.3 | -57.45 | 30.96 | 9 | 6 | 6 |
| 19 Feb | 1369.45 | 0 | 0 | - | 0 | 0 | 0 |
| 18 Feb | 1379.30 | 0 | 0 | - | 0 | 0 | 0 |
| 14 Feb | 1323.05 | 0 | 0 | - | 0 | 0 | 0 |
| 13 Feb | 1411.20 | 0 | 0 | - | 0 | 0 | 0 |
| 12 Feb | 1406.15 | 0 | 0 | - | 0 | 0 | 0 |
| 11 Feb | 1453.05 | 0 | 0 | - | 0 | 0 | 0 |
| 10 Feb | 1511.10 | 0 | 0 | 1.11 | 0 | 0 | 0 |
| 7 Feb | 1540.15 | 0 | 0 | 1.99 | 0 | 0 | 0 |
| 6 Feb | 1499.85 | 0 | 0 | 0.54 | 0 | 0 | 0 |
| 5 Feb | 1493.20 | 0 | 0 | - | 0 | 0 | 0 |
| 4 Feb | 1451.55 | 0 | 0 | - | 0 | 0 | 0 |
| 3 Feb | 1414.45 | 0 | 0 | - | 0 | 0 | 0 |
| 1 Feb | 1436.90 | 0 | 0 | - | 0 | 0 | 0 |
For Glenmark Pharmaceuticals - strike price 1520 expiring on 24APR2025
Delta for 1520 PE is -0.93
Historical price for 1520 PE is as follows
On 11 Apr GLENMARK was trading at 1373.55. The strike last trading price was 143.15, which was -8.75 lower than the previous day. The implied volatity was 34.62, the open interest changed by 2 which increased total open position to 181
On 9 Apr GLENMARK was trading at 1376.30. The strike last trading price was 151.9, which was 59.75 higher than the previous day. The implied volatity was 50.66, the open interest changed by -1 which decreased total open position to 178
On 8 Apr GLENMARK was trading at 1440.80. The strike last trading price was 92.2, which was -5.75 lower than the previous day. The implied volatity was 37.43, the open interest changed by -59 which decreased total open position to 180
On 7 Apr GLENMARK was trading at 1442.20. The strike last trading price was 99.9, which was 41.65 higher than the previous day. The implied volatity was 46.21, the open interest changed by -26 which decreased total open position to 239
On 4 Apr GLENMARK was trading at 1499.85. The strike last trading price was 57.5, which was 22.15 higher than the previous day. The implied volatity was 36.59, the open interest changed by 81 which increased total open position to 265
On 3 Apr GLENMARK was trading at 1545.25. The strike last trading price was 35.05, which was -15.3 lower than the previous day. The implied volatity was 33.13, the open interest changed by 18 which increased total open position to 184
On 2 Apr GLENMARK was trading at 1515.45. The strike last trading price was 52.55, which was 0.45 higher than the previous day. The implied volatity was 38.08, the open interest changed by 93 which increased total open position to 169
On 1 Apr GLENMARK was trading at 1509.20. The strike last trading price was 54.65, which was 12.75 higher than the previous day. The implied volatity was 34.37, the open interest changed by 15 which increased total open position to 75
On 28 Mar GLENMARK was trading at 1541.05. The strike last trading price was 41.95, which was -9.3 lower than the previous day. The implied volatity was 33.98, the open interest changed by 43 which increased total open position to 60
On 27 Mar GLENMARK was trading at 1519.85. The strike last trading price was 52, which was -18.3 lower than the previous day. The implied volatity was 31.04, the open interest changed by 8 which increased total open position to 15
On 26 Mar GLENMARK was trading at 1461.80. The strike last trading price was 70.3, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 25 Mar GLENMARK was trading at 1480.75. The strike last trading price was 70.3, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 24 Mar GLENMARK was trading at 1492.65. The strike last trading price was 70.3, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 21 Mar GLENMARK was trading at 1514.75. The strike last trading price was 70.3, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 7 which increased total open position to 0
On 20 Mar GLENMARK was trading at 1478.80. The strike last trading price was 70.3, which was -57.45 lower than the previous day. The implied volatity was 30.96, the open interest changed by 6 which increased total open position to 6
On 19 Feb GLENMARK was trading at 1369.45. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 18 Feb GLENMARK was trading at 1379.30. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 Feb GLENMARK was trading at 1323.05. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Feb GLENMARK was trading at 1411.20. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Feb GLENMARK was trading at 1406.15. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Feb GLENMARK was trading at 1453.05. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Feb GLENMARK was trading at 1511.10. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 1.11, the open interest changed by 0 which decreased total open position to 0
On 7 Feb GLENMARK was trading at 1540.15. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 1.99, the open interest changed by 0 which decreased total open position to 0
On 6 Feb GLENMARK was trading at 1499.85. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.54, the open interest changed by 0 which decreased total open position to 0
On 5 Feb GLENMARK was trading at 1493.20. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Feb GLENMARK was trading at 1451.55. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Feb GLENMARK was trading at 1414.45. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 1 Feb GLENMARK was trading at 1436.90. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
