GLENMARK
Glenmark Pharmaceuticals
Historical option data for GLENMARK
27 Dec 2024 04:12 PM IST
| GLENMARK 30JAN2025 1520 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.82
Vega: 1.29
Theta: -0.72
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 27 Dec | 1585.95 | 94.4 | 28.95 | 20.51 | 63 | 16 | 36 | |||
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| 26 Dec | 1541.45 | 65.45 | -179.15 | 23.11 | 105 | 18 | 18 | |||
| 24 Dec | 1535.80 | 244.6 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Dec | 1550.60 | 244.6 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Dec | 1541.65 | 244.6 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Dec | 1540.80 | 244.6 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Dec | 1524.70 | 244.6 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Dec | 1514.10 | 244.6 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Dec | 1551.35 | 244.6 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Dec | 1518.15 | 244.6 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Dec | 1535.05 | 244.6 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Dec | 1528.10 | 244.6 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Dec | 1544.65 | 244.6 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Dec | 1548.65 | 244.6 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Dec | 1547.55 | 244.6 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Nov | 1522.60 | 244.6 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Nov | 1521.45 | 244.6 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Nov | 1490.40 | 244.6 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 1478.20 | 244.6 | 0.00 | 0.61 | 0 | 0 | 0 | |||
| 21 Nov | 1466.40 | 244.6 | 244.60 | 0.74 | 0 | 0 | 0 | |||
| 20 Nov | 1492.65 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 1492.65 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 1485.75 | 0 | 0.00 | 0.20 | 0 | 0 | 0 | |||
| 14 Nov | 1533.70 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 1539.40 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 1577.05 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 1634.20 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 1666.50 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 1657.35 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 1699.25 | 0 | - | 0 | 0 | 0 | ||||
For Glenmark Pharmaceuticals - strike price 1520 expiring on 30JAN2025
Delta for 1520 CE is 0.82
Historical price for 1520 CE is as follows
On 27 Dec GLENMARK was trading at 1585.95. The strike last trading price was 94.4, which was 28.95 higher than the previous day. The implied volatity was 20.51, the open interest changed by 16 which increased total open position to 36
On 26 Dec GLENMARK was trading at 1541.45. The strike last trading price was 65.45, which was -179.15 lower than the previous day. The implied volatity was 23.11, the open interest changed by 18 which increased total open position to 18
On 24 Dec GLENMARK was trading at 1535.80. The strike last trading price was 244.6, 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 23 Dec GLENMARK was trading at 1550.60. The strike last trading price was 244.6, 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 Dec GLENMARK was trading at 1541.65. The strike last trading price was 244.6, 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 Dec GLENMARK was trading at 1540.80. The strike last trading price was 244.6, 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 Dec GLENMARK was trading at 1524.70. The strike last trading price was 244.6, 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 17 Dec GLENMARK was trading at 1514.10. The strike last trading price was 244.6, 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 16 Dec GLENMARK was trading at 1551.35. The strike last trading price was 244.6, 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 13 Dec GLENMARK was trading at 1518.15. The strike last trading price was 244.6, 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 Dec GLENMARK was trading at 1535.05. The strike last trading price was 244.6, 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 Dec GLENMARK was trading at 1528.10. The strike last trading price was 244.6, 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 Dec GLENMARK was trading at 1544.65. The strike last trading price was 244.6, 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 Dec GLENMARK was trading at 1548.65. The strike last trading price was 244.6, 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 2 Dec GLENMARK was trading at 1547.55. The strike last trading price was 244.6, 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 27 Nov GLENMARK was trading at 1522.60. The strike last trading price was 244.6, 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 26 Nov GLENMARK was trading at 1521.45. The strike last trading price was 244.6, 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 25 Nov GLENMARK was trading at 1490.40. The strike last trading price was 244.6, 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 22 Nov GLENMARK was trading at 1478.20. The strike last trading price was 244.6, which was 0.00 lower than the previous day. The implied volatity was 0.61, 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 244.6, which was 244.60 higher than the previous day. The implied volatity was 0.74, 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 0, 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 0, 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 0, which was 0.00 lower than the previous day. The implied volatity was 0.20, the open interest changed by 0 which decreased total open position to 0
On 14 Nov GLENMARK was trading at 1533.70. 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 0 which decreased total open position to 0
On 13 Nov GLENMARK was trading at 1539.40. 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 0 which decreased total open position to 0
On 12 Nov GLENMARK was trading at 1577.05. 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 0 which decreased total open position to 0
On 11 Nov GLENMARK was trading at 1634.20. 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 0 which decreased total open position to 0
On 8 Nov GLENMARK was trading at 1666.50. 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 0 which decreased total open position to 0
On 7 Nov GLENMARK was trading at 1657.35. 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 0 which decreased total open position to 0
On 4 Nov GLENMARK was trading at 1699.25. The strike last trading price was 0, 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 30JAN2025 1520 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.25
Vega: 1.55
Theta: -0.53
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 27 Dec | 1585.95 | 21.6 | -12.30 | 28.38 | 468 | 76 | 243 |
| 26 Dec | 1541.45 | 33.9 | -3.75 | 27.01 | 470 | 158 | 168 |
| 24 Dec | 1535.80 | 37.65 | 1.65 | 26.41 | 8 | 5 | 10 |
| 23 Dec | 1550.60 | 36 | 1.00 | 29.03 | 2 | -1 | 4 |
| 20 Dec | 1541.65 | 35 | -23.90 | 26.21 | 5 | 3 | 4 |
| 19 Dec | 1540.80 | 58.9 | -14.85 | 37.79 | 1 | 0 | 0 |
| 18 Dec | 1524.70 | 73.75 | 0.00 | 0.00 | 0 | 0 | 0 |
| 17 Dec | 1514.10 | 73.75 | 0.00 | 0.00 | 0 | 0 | 0 |
| 16 Dec | 1551.35 | 73.75 | 0.00 | 0.00 | 0 | -1 | 0 |
| 13 Dec | 1518.15 | 73.75 | 30.25 | 36.95 | 1 | 0 | 1 |
| 12 Dec | 1535.05 | 43.5 | 0.80 | 0.00 | 0 | 1 | 0 |
| 6 Dec | 1528.10 | 42.7 | 0.00 | 1.60 | 0 | 0 | 0 |
| 5 Dec | 1544.65 | 42.7 | 0.00 | 2.39 | 0 | 0 | 0 |
| 4 Dec | 1548.65 | 42.7 | 0.00 | 2.42 | 0 | 0 | 0 |
| 2 Dec | 1547.55 | 42.7 | 0.00 | 2.73 | 0 | 0 | 0 |
| 27 Nov | 1522.60 | 42.7 | 0.00 | 1.46 | 0 | 0 | 0 |
| 26 Nov | 1521.45 | 42.7 | 0.00 | 1.34 | 0 | 0 | 0 |
| 25 Nov | 1490.40 | 42.7 | 42.70 | 0.31 | 0 | 0 | 0 |
| 22 Nov | 1478.20 | 0 | 0.00 | - | 0 | 0 | 0 |
| 21 Nov | 1466.40 | 0 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 1492.65 | 0 | 0.00 | 0.40 | 0 | 0 | 0 |
| 19 Nov | 1492.65 | 0 | 0.00 | 0.40 | 0 | 0 | 0 |
| 18 Nov | 1485.75 | 0 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 1533.70 | 0 | 0.00 | 1.54 | 0 | 0 | 0 |
| 13 Nov | 1539.40 | 0 | 0.00 | 1.91 | 0 | 0 | 0 |
| 12 Nov | 1577.05 | 0 | 0.00 | 3.29 | 0 | 0 | 0 |
| 11 Nov | 1634.20 | 0 | 0.00 | 5.24 | 0 | 0 | 0 |
| 8 Nov | 1666.50 | 0 | 0.00 | 6.26 | 0 | 0 | 0 |
| 7 Nov | 1657.35 | 0 | 0.00 | 5.85 | 0 | 0 | 0 |
| 4 Nov | 1699.25 | 0 | 6.78 | 0 | 0 | 0 | |
For Glenmark Pharmaceuticals - strike price 1520 expiring on 30JAN2025
Delta for 1520 PE is -0.25
Historical price for 1520 PE is as follows
On 27 Dec GLENMARK was trading at 1585.95. The strike last trading price was 21.6, which was -12.30 lower than the previous day. The implied volatity was 28.38, the open interest changed by 76 which increased total open position to 243
On 26 Dec GLENMARK was trading at 1541.45. The strike last trading price was 33.9, which was -3.75 lower than the previous day. The implied volatity was 27.01, the open interest changed by 158 which increased total open position to 168
On 24 Dec GLENMARK was trading at 1535.80. The strike last trading price was 37.65, which was 1.65 higher than the previous day. The implied volatity was 26.41, the open interest changed by 5 which increased total open position to 10
On 23 Dec GLENMARK was trading at 1550.60. The strike last trading price was 36, which was 1.00 higher than the previous day. The implied volatity was 29.03, the open interest changed by -1 which decreased total open position to 4
On 20 Dec GLENMARK was trading at 1541.65. The strike last trading price was 35, which was -23.90 lower than the previous day. The implied volatity was 26.21, the open interest changed by 3 which increased total open position to 4
On 19 Dec GLENMARK was trading at 1540.80. The strike last trading price was 58.9, which was -14.85 lower than the previous day. The implied volatity was 37.79, the open interest changed by 0 which decreased total open position to 0
On 18 Dec GLENMARK was trading at 1524.70. The strike last trading price was 73.75, 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 17 Dec GLENMARK was trading at 1514.10. The strike last trading price was 73.75, 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 16 Dec GLENMARK was trading at 1551.35. The strike last trading price was 73.75, 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 13 Dec GLENMARK was trading at 1518.15. The strike last trading price was 73.75, which was 30.25 higher than the previous day. The implied volatity was 36.95, the open interest changed by 0 which decreased total open position to 1
On 12 Dec GLENMARK was trading at 1535.05. The strike last trading price was 43.5, which was 0.80 higher than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 6 Dec GLENMARK was trading at 1528.10. The strike last trading price was 42.7, which was 0.00 lower than the previous day. The implied volatity was 1.60, the open interest changed by 0 which decreased total open position to 0
On 5 Dec GLENMARK was trading at 1544.65. The strike last trading price was 42.7, which was 0.00 lower than the previous day. The implied volatity was 2.39, the open interest changed by 0 which decreased total open position to 0
On 4 Dec GLENMARK was trading at 1548.65. The strike last trading price was 42.7, which was 0.00 lower than the previous day. The implied volatity was 2.42, the open interest changed by 0 which decreased total open position to 0
On 2 Dec GLENMARK was trading at 1547.55. The strike last trading price was 42.7, which was 0.00 lower than the previous day. The implied volatity was 2.73, the open interest changed by 0 which decreased total open position to 0
On 27 Nov GLENMARK was trading at 1522.60. The strike last trading price was 42.7, which was 0.00 lower than the previous day. The implied volatity was 1.46, the open interest changed by 0 which decreased total open position to 0
On 26 Nov GLENMARK was trading at 1521.45. The strike last trading price was 42.7, which was 0.00 lower than the previous day. The implied volatity was 1.34, the open interest changed by 0 which decreased total open position to 0
On 25 Nov GLENMARK was trading at 1490.40. The strike last trading price was 42.7, which was 42.70 higher than the previous day. The implied volatity was 0.31, 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 0, 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 0, 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 0, which was 0.00 lower than the previous day. The implied volatity was 0.40, 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 0, which was 0.00 lower than the previous day. The implied volatity was 0.40, 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 0, 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 14 Nov GLENMARK was trading at 1533.70. The strike last trading price was 0, which was 0.00 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 13 Nov GLENMARK was trading at 1539.40. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 1.91, 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 0, which was 0.00 lower than the previous day. The implied volatity was 3.29, the open interest changed by 0 which decreased total open position to 0
On 11 Nov GLENMARK was trading at 1634.20. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 5.24, 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 0, which was 0.00 lower than the previous day. The implied volatity was 6.26, 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 0, which was 0.00 lower than the previous day. The implied volatity was 5.85, 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 0, which was lower than the previous day. The implied volatity was 6.78, the open interest changed by 0 which decreased total open position to 0
