GLENMARK
Glenmark Pharmaceuticals
Historical option data for GLENMARK
20 Dec 2024 04:12 PM IST
| GLENMARK 26DEC2024 1540 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.57
Vega: 0.78
Theta: -1.80
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 1541.65 | 23 | -3.45 | 24.10 | 1,010 | -88 | 405 | |||
| 19 Dec | 1540.80 | 26.45 | 4.45 | 26.80 | 1,457 | -90 | 493 | |||
| 18 Dec | 1524.70 | 22 | 1.50 | 30.33 | 1,939 | 64 | 582 | |||
| 17 Dec | 1514.10 | 20.5 | -17.10 | 32.53 | 1,605 | 180 | 518 | |||
| 16 Dec | 1551.35 | 37.6 | 14.00 | 30.16 | 1,757 | -71 | 339 | |||
| 13 Dec | 1518.15 | 23.6 | -7.30 | 28.61 | 4,736 | 49 | 411 | |||
| 12 Dec | 1535.05 | 30.9 | -0.60 | 27.46 | 512 | 25 | 361 | |||
| 11 Dec | 1526.40 | 31.5 | -11.85 | 27.78 | 517 | 42 | 337 | |||
| 10 Dec | 1542.65 | 43.35 | 16.35 | 29.35 | 1,873 | 117 | 295 | |||
| 9 Dec | 1514.15 | 27 | -9.50 | 25.12 | 229 | 17 | 179 | |||
| 6 Dec | 1528.10 | 36.5 | -10.90 | 26.02 | 213 | -7 | 163 | |||
| 5 Dec | 1544.65 | 47.4 | -4.30 | 26.47 | 166 | 23 | 169 | |||
| 4 Dec | 1548.65 | 51.7 | -0.05 | 28.32 | 93 | 9 | 145 | |||
| 3 Dec | 1559.40 | 51.75 | -2.90 | 24.24 | 249 | 14 | 136 | |||
| 2 Dec | 1547.55 | 54.65 | 12.00 | 25.92 | 562 | 3 | 123 | |||
| 29 Nov | 1528.65 | 42.65 | 10.45 | 25.89 | 367 | 66 | 118 | |||
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| 28 Nov | 1495.15 | 32.2 | -10.85 | 25.56 | 86 | 32 | 55 | |||
| 27 Nov | 1522.60 | 43.05 | 0.60 | 25.65 | 35 | 14 | 24 | |||
| 26 Nov | 1521.45 | 42.45 | -4.55 | 25.58 | 22 | 7 | 11 | |||
| 25 Nov | 1490.40 | 47 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 22 Nov | 1478.20 | 47 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 21 Nov | 1466.40 | 47 | 0.00 | 0.00 | 0 | 2 | 0 | |||
| 20 Nov | 1492.65 | 47 | 0.00 | 32.78 | 6 | 2 | 4 | |||
| 19 Nov | 1492.65 | 47 | 4.00 | 32.78 | 6 | 2 | 4 | |||
| 18 Nov | 1485.75 | 43 | -159.70 | 32.14 | 2 | 1 | 1 | |||
| 12 Nov | 1577.05 | 202.7 | - | 0 | 0 | 0 | ||||
For Glenmark Pharmaceuticals - strike price 1540 expiring on 26DEC2024
Delta for 1540 CE is 0.57
Historical price for 1540 CE is as follows
On 20 Dec GLENMARK was trading at 1541.65. The strike last trading price was 23, which was -3.45 lower than the previous day. The implied volatity was 24.10, the open interest changed by -88 which decreased total open position to 405
On 19 Dec GLENMARK was trading at 1540.80. The strike last trading price was 26.45, which was 4.45 higher than the previous day. The implied volatity was 26.80, the open interest changed by -90 which decreased total open position to 493
On 18 Dec GLENMARK was trading at 1524.70. The strike last trading price was 22, which was 1.50 higher than the previous day. The implied volatity was 30.33, the open interest changed by 64 which increased total open position to 582
On 17 Dec GLENMARK was trading at 1514.10. The strike last trading price was 20.5, which was -17.10 lower than the previous day. The implied volatity was 32.53, the open interest changed by 180 which increased total open position to 518
On 16 Dec GLENMARK was trading at 1551.35. The strike last trading price was 37.6, which was 14.00 higher than the previous day. The implied volatity was 30.16, the open interest changed by -71 which decreased total open position to 339
On 13 Dec GLENMARK was trading at 1518.15. The strike last trading price was 23.6, which was -7.30 lower than the previous day. The implied volatity was 28.61, the open interest changed by 49 which increased total open position to 411
On 12 Dec GLENMARK was trading at 1535.05. The strike last trading price was 30.9, which was -0.60 lower than the previous day. The implied volatity was 27.46, the open interest changed by 25 which increased total open position to 361
On 11 Dec GLENMARK was trading at 1526.40. The strike last trading price was 31.5, which was -11.85 lower than the previous day. The implied volatity was 27.78, the open interest changed by 42 which increased total open position to 337
On 10 Dec GLENMARK was trading at 1542.65. The strike last trading price was 43.35, which was 16.35 higher than the previous day. The implied volatity was 29.35, the open interest changed by 117 which increased total open position to 295
On 9 Dec GLENMARK was trading at 1514.15. The strike last trading price was 27, which was -9.50 lower than the previous day. The implied volatity was 25.12, the open interest changed by 17 which increased total open position to 179
On 6 Dec GLENMARK was trading at 1528.10. The strike last trading price was 36.5, which was -10.90 lower than the previous day. The implied volatity was 26.02, the open interest changed by -7 which decreased total open position to 163
On 5 Dec GLENMARK was trading at 1544.65. The strike last trading price was 47.4, which was -4.30 lower than the previous day. The implied volatity was 26.47, the open interest changed by 23 which increased total open position to 169
On 4 Dec GLENMARK was trading at 1548.65. The strike last trading price was 51.7, which was -0.05 lower than the previous day. The implied volatity was 28.32, the open interest changed by 9 which increased total open position to 145
On 3 Dec GLENMARK was trading at 1559.40. The strike last trading price was 51.75, which was -2.90 lower than the previous day. The implied volatity was 24.24, the open interest changed by 14 which increased total open position to 136
On 2 Dec GLENMARK was trading at 1547.55. The strike last trading price was 54.65, which was 12.00 higher than the previous day. The implied volatity was 25.92, the open interest changed by 3 which increased total open position to 123
On 29 Nov GLENMARK was trading at 1528.65. The strike last trading price was 42.65, which was 10.45 higher than the previous day. The implied volatity was 25.89, the open interest changed by 66 which increased total open position to 118
On 28 Nov GLENMARK was trading at 1495.15. The strike last trading price was 32.2, which was -10.85 lower than the previous day. The implied volatity was 25.56, the open interest changed by 32 which increased total open position to 55
On 27 Nov GLENMARK was trading at 1522.60. The strike last trading price was 43.05, which was 0.60 higher than the previous day. The implied volatity was 25.65, the open interest changed by 14 which increased total open position to 24
On 26 Nov GLENMARK was trading at 1521.45. The strike last trading price was 42.45, which was -4.55 lower than the previous day. The implied volatity was 25.58, the open interest changed by 7 which increased total open position to 11
On 25 Nov GLENMARK was trading at 1490.40. The strike last trading price was 47, 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 22 Nov GLENMARK was trading at 1478.20. The strike last trading price was 47, 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 21 Nov GLENMARK was trading at 1466.40. The strike last trading price was 47, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 20 Nov GLENMARK was trading at 1492.65. The strike last trading price was 47, which was 0.00 lower than the previous day. The implied volatity was 32.78, the open interest changed by 2 which increased total open position to 4
On 19 Nov GLENMARK was trading at 1492.65. The strike last trading price was 47, which was 4.00 higher than the previous day. The implied volatity was 32.78, the open interest changed by 2 which increased total open position to 4
On 18 Nov GLENMARK was trading at 1485.75. The strike last trading price was 43, which was -159.70 lower than the previous day. The implied volatity was 32.14, the open interest changed by 1 which increased total open position to 1
On 12 Nov GLENMARK was trading at 1577.05. The strike last trading price was 202.7, 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 26DEC2024 1540 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.44
Vega: 0.78
Theta: -1.50
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 1541.65 | 16.9 | -5.60 | 25.94 | 649 | 20 | 385 |
| 19 Dec | 1540.80 | 22.5 | -10.65 | 30.35 | 449 | 74 | 366 |
| 18 Dec | 1524.70 | 33.15 | -5.85 | 29.80 | 344 | 70 | 293 |
| 17 Dec | 1514.10 | 39 | 14.45 | 26.36 | 416 | -9 | 225 |
| 16 Dec | 1551.35 | 24.55 | -20.30 | 30.02 | 833 | 97 | 238 |
| 13 Dec | 1518.15 | 44.85 | 9.45 | 29.30 | 997 | -121 | 141 |
| 12 Dec | 1535.05 | 35.4 | -3.70 | 27.87 | 398 | 31 | 261 |
| 11 Dec | 1526.40 | 39.1 | 6.55 | 29.13 | 198 | 26 | 230 |
| 10 Dec | 1542.65 | 32.55 | -13.50 | 29.34 | 887 | 119 | 204 |
| 9 Dec | 1514.15 | 46.05 | 7.40 | 29.93 | 45 | 6 | 86 |
| 6 Dec | 1528.10 | 38.65 | 4.70 | 26.55 | 142 | 6 | 78 |
| 5 Dec | 1544.65 | 33.95 | 0.70 | 28.11 | 229 | -8 | 72 |
| 4 Dec | 1548.65 | 33.25 | 0.85 | 27.32 | 103 | 11 | 80 |
| 3 Dec | 1559.40 | 32.4 | -3.10 | 28.54 | 210 | 8 | 68 |
| 2 Dec | 1547.55 | 35.5 | -12.25 | 29.78 | 164 | 35 | 60 |
| 29 Nov | 1528.65 | 47.75 | -16.70 | 28.63 | 63 | 15 | 25 |
| 28 Nov | 1495.15 | 64.45 | 33.40 | 31.05 | 26 | 10 | 10 |
| 27 Nov | 1522.60 | 31.05 | 0.00 | - | 0 | 0 | 0 |
| 26 Nov | 1521.45 | 31.05 | 0.00 | - | 0 | 0 | 0 |
| 25 Nov | 1490.40 | 31.05 | 0.00 | - | 0 | 0 | 0 |
| 22 Nov | 1478.20 | 31.05 | 0.00 | - | 0 | 0 | 0 |
| 21 Nov | 1466.40 | 31.05 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 1492.65 | 31.05 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 1492.65 | 31.05 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 1485.75 | 31.05 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 1577.05 | 31.05 | 2.56 | 0 | 0 | 0 | |
For Glenmark Pharmaceuticals - strike price 1540 expiring on 26DEC2024
Delta for 1540 PE is -0.44
Historical price for 1540 PE is as follows
On 20 Dec GLENMARK was trading at 1541.65. The strike last trading price was 16.9, which was -5.60 lower than the previous day. The implied volatity was 25.94, the open interest changed by 20 which increased total open position to 385
On 19 Dec GLENMARK was trading at 1540.80. The strike last trading price was 22.5, which was -10.65 lower than the previous day. The implied volatity was 30.35, the open interest changed by 74 which increased total open position to 366
On 18 Dec GLENMARK was trading at 1524.70. The strike last trading price was 33.15, which was -5.85 lower than the previous day. The implied volatity was 29.80, the open interest changed by 70 which increased total open position to 293
On 17 Dec GLENMARK was trading at 1514.10. The strike last trading price was 39, which was 14.45 higher than the previous day. The implied volatity was 26.36, the open interest changed by -9 which decreased total open position to 225
On 16 Dec GLENMARK was trading at 1551.35. The strike last trading price was 24.55, which was -20.30 lower than the previous day. The implied volatity was 30.02, the open interest changed by 97 which increased total open position to 238
On 13 Dec GLENMARK was trading at 1518.15. The strike last trading price was 44.85, which was 9.45 higher than the previous day. The implied volatity was 29.30, the open interest changed by -121 which decreased total open position to 141
On 12 Dec GLENMARK was trading at 1535.05. The strike last trading price was 35.4, which was -3.70 lower than the previous day. The implied volatity was 27.87, the open interest changed by 31 which increased total open position to 261
On 11 Dec GLENMARK was trading at 1526.40. The strike last trading price was 39.1, which was 6.55 higher than the previous day. The implied volatity was 29.13, the open interest changed by 26 which increased total open position to 230
On 10 Dec GLENMARK was trading at 1542.65. The strike last trading price was 32.55, which was -13.50 lower than the previous day. The implied volatity was 29.34, the open interest changed by 119 which increased total open position to 204
On 9 Dec GLENMARK was trading at 1514.15. The strike last trading price was 46.05, which was 7.40 higher than the previous day. The implied volatity was 29.93, the open interest changed by 6 which increased total open position to 86
On 6 Dec GLENMARK was trading at 1528.10. The strike last trading price was 38.65, which was 4.70 higher than the previous day. The implied volatity was 26.55, the open interest changed by 6 which increased total open position to 78
On 5 Dec GLENMARK was trading at 1544.65. The strike last trading price was 33.95, which was 0.70 higher than the previous day. The implied volatity was 28.11, the open interest changed by -8 which decreased total open position to 72
On 4 Dec GLENMARK was trading at 1548.65. The strike last trading price was 33.25, which was 0.85 higher than the previous day. The implied volatity was 27.32, the open interest changed by 11 which increased total open position to 80
On 3 Dec GLENMARK was trading at 1559.40. The strike last trading price was 32.4, which was -3.10 lower than the previous day. The implied volatity was 28.54, the open interest changed by 8 which increased total open position to 68
On 2 Dec GLENMARK was trading at 1547.55. The strike last trading price was 35.5, which was -12.25 lower than the previous day. The implied volatity was 29.78, the open interest changed by 35 which increased total open position to 60
On 29 Nov GLENMARK was trading at 1528.65. The strike last trading price was 47.75, which was -16.70 lower than the previous day. The implied volatity was 28.63, the open interest changed by 15 which increased total open position to 25
On 28 Nov GLENMARK was trading at 1495.15. The strike last trading price was 64.45, which was 33.40 higher than the previous day. The implied volatity was 31.05, the open interest changed by 10 which increased total open position to 10
On 27 Nov GLENMARK was trading at 1522.60. The strike last trading price was 31.05, 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 31.05, 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 31.05, 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 31.05, 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 31.05, 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 31.05, 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 31.05, 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 31.05, 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 31.05, which was lower than the previous day. The implied volatity was 2.56, the open interest changed by 0 which decreased total open position to 0
