GLENMARK
Glenmark Pharmaceuticals
Historical option data for GLENMARK
14 Nov 2024 04:12 PM IST
| GLENMARK 28NOV2024 1520 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.60
Vega: 1.16
Theta: -1.69
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 1533.70 | 54.75 | 0.10 | 34.93 | 62 | 10 | 50 | |||
| 13 Nov | 1539.40 | 54.65 | -54.25 | 27.10 | 52 | 25 | 40 | |||
| 12 Nov | 1577.05 | 108.9 | -135.95 | 60.12 | 24 | 5 | 5 | |||
| 11 Nov | 1634.20 | 244.85 | 0.00 | - | 0 | 0 | 0 | |||
|
|
||||||||||
| 8 Nov | 1666.50 | 244.85 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 1657.35 | 244.85 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 1768.95 | 244.85 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 1725.15 | 244.85 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 1699.25 | 244.85 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 1694.55 | 244.85 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 1670.00 | 244.85 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 1675.10 | 244.85 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 1663.80 | 244.85 | 244.85 | - | 0 | 0 | 0 | |||
| 26 Sept | 1678.30 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Sept | 1689.20 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Sept | 1697.50 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Sept | 1712.45 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Sept | 1636.75 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Sept | 1649.80 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Sept | 1646.05 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Sept | 1713.00 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Sept | 1704.20 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Sept | 1702.70 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Sept | 1709.45 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Sept | 1686.55 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Sept | 1687.50 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Sept | 1687.90 | 0 | - | 0 | 0 | 0 | ||||
For Glenmark Pharmaceuticals - strike price 1520 expiring on 28NOV2024
Delta for 1520 CE is 0.60
Historical price for 1520 CE is as follows
On 14 Nov GLENMARK was trading at 1533.70. The strike last trading price was 54.75, which was 0.10 higher than the previous day. The implied volatity was 34.93, the open interest changed by 10 which increased total open position to 50
On 13 Nov GLENMARK was trading at 1539.40. The strike last trading price was 54.65, which was -54.25 lower than the previous day. The implied volatity was 27.10, the open interest changed by 25 which increased total open position to 40
On 12 Nov GLENMARK was trading at 1577.05. The strike last trading price was 108.9, which was -135.95 lower than the previous day. The implied volatity was 60.12, the open interest changed by 5 which increased total open position to 5
On 11 Nov GLENMARK was trading at 1634.20. The strike last trading price was 244.85, 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 8 Nov GLENMARK was trading at 1666.50. The strike last trading price was 244.85, 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 7 Nov GLENMARK was trading at 1657.35. The strike last trading price was 244.85, 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 6 Nov GLENMARK was trading at 1768.95. The strike last trading price was 244.85, 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 5 Nov GLENMARK was trading at 1725.15. The strike last trading price was 244.85, 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 4 Nov GLENMARK was trading at 1699.25. The strike last trading price was 244.85, 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 31 Oct GLENMARK was trading at 1694.55. The strike last trading price was 244.85, 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 244.85, 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 244.85, 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 244.85, which was 244.85 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 26 Sept GLENMARK was trading at 1678.30. 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 Sept GLENMARK was trading at 1689.20. 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 Sept GLENMARK was trading at 1697.50. 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 23 Sept GLENMARK was trading at 1712.45. 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 20 Sept GLENMARK was trading at 1636.75. 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 19 Sept GLENMARK was trading at 1649.80. 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 18 Sept GLENMARK was trading at 1646.05. 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 17 Sept GLENMARK was trading at 1713.00. 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 9 Sept GLENMARK was trading at 1704.20. 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 6 Sept GLENMARK was trading at 1702.70. 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 5 Sept GLENMARK was trading at 1709.45. 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 Sept GLENMARK was trading at 1686.55. 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 3 Sept GLENMARK was trading at 1687.50. 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 2 Sept GLENMARK was trading at 1687.90. 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 28NOV2024 1520 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.40
Vega: 1.16
Theta: -1.33
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 1533.70 | 32.4 | -0.10 | 36.37 | 613 | -40 | 140 |
| 13 Nov | 1539.40 | 32.5 | 6.00 | 39.10 | 633 | -30 | 185 |
| 12 Nov | 1577.05 | 26.5 | 15.05 | 38.65 | 768 | 160 | 236 |
| 11 Nov | 1634.20 | 11.45 | 1.80 | 38.02 | 116 | 46 | 76 |
| 8 Nov | 1666.50 | 9.65 | -3.85 | 35.91 | 32 | -5 | 31 |
| 7 Nov | 1657.35 | 13.5 | -1.20 | 39.52 | 26 | 15 | 37 |
| 6 Nov | 1768.95 | 14.7 | 0.00 | 0.00 | 0 | 0 | 0 |
| 5 Nov | 1725.15 | 14.7 | -2.90 | 49.61 | 1 | 0 | 22 |
| 4 Nov | 1699.25 | 17.6 | -28.65 | 49.02 | 28 | 22 | 22 |
| 31 Oct | 1694.55 | 46.25 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 1670.00 | 46.25 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 1675.10 | 46.25 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 1663.80 | 46.25 | 0.00 | - | 0 | 0 | 0 |
| 26 Sept | 1678.30 | 46.25 | 0.00 | - | 0 | 0 | 0 |
| 25 Sept | 1689.20 | 46.25 | 0.00 | - | 0 | 0 | 0 |
| 24 Sept | 1697.50 | 46.25 | 46.25 | - | 0 | 0 | 0 |
| 23 Sept | 1712.45 | 0 | 0.00 | - | 0 | 0 | 0 |
| 20 Sept | 1636.75 | 0 | 0.00 | - | 0 | 0 | 0 |
| 19 Sept | 1649.80 | 0 | 0.00 | - | 0 | 0 | 0 |
| 18 Sept | 1646.05 | 0 | 0.00 | - | 0 | 0 | 0 |
| 17 Sept | 1713.00 | 0 | 0.00 | - | 0 | 0 | 0 |
| 9 Sept | 1704.20 | 0 | 0.00 | - | 0 | 0 | 0 |
| 6 Sept | 1702.70 | 0 | 0.00 | - | 0 | 0 | 0 |
| 5 Sept | 1709.45 | 0 | 0.00 | - | 0 | 0 | 0 |
| 4 Sept | 1686.55 | 0 | 0.00 | - | 0 | 0 | 0 |
| 3 Sept | 1687.50 | 0 | 0.00 | - | 0 | 0 | 0 |
| 2 Sept | 1687.90 | 0 | - | 0 | 0 | 0 | |
For Glenmark Pharmaceuticals - strike price 1520 expiring on 28NOV2024
Delta for 1520 PE is -0.40
Historical price for 1520 PE is as follows
On 14 Nov GLENMARK was trading at 1533.70. The strike last trading price was 32.4, which was -0.10 lower than the previous day. The implied volatity was 36.37, the open interest changed by -40 which decreased total open position to 140
On 13 Nov GLENMARK was trading at 1539.40. The strike last trading price was 32.5, which was 6.00 higher than the previous day. The implied volatity was 39.10, the open interest changed by -30 which decreased total open position to 185
On 12 Nov GLENMARK was trading at 1577.05. The strike last trading price was 26.5, which was 15.05 higher than the previous day. The implied volatity was 38.65, the open interest changed by 160 which increased total open position to 236
On 11 Nov GLENMARK was trading at 1634.20. The strike last trading price was 11.45, which was 1.80 higher than the previous day. The implied volatity was 38.02, the open interest changed by 46 which increased total open position to 76
On 8 Nov GLENMARK was trading at 1666.50. The strike last trading price was 9.65, which was -3.85 lower than the previous day. The implied volatity was 35.91, the open interest changed by -5 which decreased total open position to 31
On 7 Nov GLENMARK was trading at 1657.35. The strike last trading price was 13.5, which was -1.20 lower than the previous day. The implied volatity was 39.52, the open interest changed by 15 which increased total open position to 37
On 6 Nov GLENMARK was trading at 1768.95. The strike last trading price was 14.7, which was 0.00 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 5 Nov GLENMARK was trading at 1725.15. The strike last trading price was 14.7, which was -2.90 lower than the previous day. The implied volatity was 49.61, the open interest changed by 0 which decreased total open position to 22
On 4 Nov GLENMARK was trading at 1699.25. The strike last trading price was 17.6, which was -28.65 lower than the previous day. The implied volatity was 49.02, the open interest changed by 22 which increased total open position to 22
On 31 Oct GLENMARK was trading at 1694.55. The strike last trading price was 46.25, 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 46.25, 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 46.25, 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 46.25, 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 26 Sept GLENMARK was trading at 1678.30. The strike last trading price was 46.25, 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 Sept GLENMARK was trading at 1689.20. The strike last trading price was 46.25, 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 Sept GLENMARK was trading at 1697.50. The strike last trading price was 46.25, which was 46.25 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Sept GLENMARK was trading at 1712.45. 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 20 Sept GLENMARK was trading at 1636.75. 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 19 Sept GLENMARK was trading at 1649.80. 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 18 Sept GLENMARK was trading at 1646.05. 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 17 Sept GLENMARK was trading at 1713.00. 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 9 Sept GLENMARK was trading at 1704.20. 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 6 Sept GLENMARK was trading at 1702.70. 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 5 Sept GLENMARK was trading at 1709.45. 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 Sept GLENMARK was trading at 1686.55. 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 3 Sept GLENMARK was trading at 1687.50. 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 2 Sept GLENMARK was trading at 1687.90. 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
