GLENMARK
Glenmark Pharmaceuticals
Historical option data for GLENMARK
21 Nov 2024 04:12 PM IST
| GLENMARK 28NOV2024 1540 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.15
Vega: 0.47
Theta: -1.12
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 1466.40 | 4.85 | -3.40 | 31.35 | 919 | -75 | 376 | |||
| 20 Nov | 1492.65 | 8.25 | 0.00 | 25.74 | 1,246 | 35 | 453 | |||
| 19 Nov | 1492.65 | 8.25 | -3.30 | 25.74 | 1,246 | 37 | 453 | |||
| 18 Nov | 1485.75 | 11.55 | -31.30 | 31.79 | 2,991 | 187 | 418 | |||
| 14 Nov | 1533.70 | 42.85 | -3.65 | 33.97 | 760 | 109 | 233 | |||
| 13 Nov | 1539.40 | 46.5 | -25.85 | 30.38 | 523 | 114 | 122 | |||
| 12 Nov | 1577.05 | 72.35 | -69.45 | 40.13 | 16 | 5 | 7 | |||
| 11 Nov | 1634.20 | 141.8 | 0.00 | 0.00 | 0 | 2 | 0 | |||
| 8 Nov | 1666.50 | 141.8 | -55.80 | 41.92 | 4 | 2 | 2 | |||
| 7 Nov | 1657.35 | 197.6 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 1768.95 | 197.6 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 1725.15 | 197.6 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 1699.25 | 197.6 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 1694.55 | 197.6 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 1670.00 | 197.6 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 1675.10 | 197.6 | 0.00 | - | 0 | 0 | 0 | |||
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| 25 Oct | 1663.80 | 197.6 | - | 0 | 0 | 0 | ||||
For Glenmark Pharmaceuticals - strike price 1540 expiring on 28NOV2024
Delta for 1540 CE is 0.15
Historical price for 1540 CE is as follows
On 21 Nov GLENMARK was trading at 1466.40. The strike last trading price was 4.85, which was -3.40 lower than the previous day. The implied volatity was 31.35, the open interest changed by -75 which decreased total open position to 376
On 20 Nov GLENMARK was trading at 1492.65. The strike last trading price was 8.25, which was 0.00 lower than the previous day. The implied volatity was 25.74, the open interest changed by 35 which increased total open position to 453
On 19 Nov GLENMARK was trading at 1492.65. The strike last trading price was 8.25, which was -3.30 lower than the previous day. The implied volatity was 25.74, the open interest changed by 37 which increased total open position to 453
On 18 Nov GLENMARK was trading at 1485.75. The strike last trading price was 11.55, which was -31.30 lower than the previous day. The implied volatity was 31.79, the open interest changed by 187 which increased total open position to 418
On 14 Nov GLENMARK was trading at 1533.70. The strike last trading price was 42.85, which was -3.65 lower than the previous day. The implied volatity was 33.97, the open interest changed by 109 which increased total open position to 233
On 13 Nov GLENMARK was trading at 1539.40. The strike last trading price was 46.5, which was -25.85 lower than the previous day. The implied volatity was 30.38, the open interest changed by 114 which increased total open position to 122
On 12 Nov GLENMARK was trading at 1577.05. The strike last trading price was 72.35, which was -69.45 lower than the previous day. The implied volatity was 40.13, the open interest changed by 5 which increased total open position to 7
On 11 Nov GLENMARK was trading at 1634.20. The strike last trading price was 141.8, 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 8 Nov GLENMARK was trading at 1666.50. The strike last trading price was 141.8, which was -55.80 lower than the previous day. The implied volatity was 41.92, the open interest changed by 2 which increased total open position to 2
On 7 Nov GLENMARK was trading at 1657.35. The strike last trading price was 197.6, 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 Nov GLENMARK was trading at 1768.95. The strike last trading price was 197.6, 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 Nov GLENMARK was trading at 1725.15. The strike last trading price was 197.6, 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 Nov GLENMARK was trading at 1699.25. The strike last trading price was 197.6, 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 31 Oct GLENMARK was trading at 1694.55. The strike last trading price was 197.6, 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 197.6, 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 197.6, 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 197.6, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| GLENMARK 28NOV2024 1540 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.78
Vega: 0.61
Theta: -1.47
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 1466.40 | 79.6 | 22.25 | 41.78 | 46 | -16 | 153 |
| 20 Nov | 1492.65 | 57.35 | 0.00 | 31.26 | 206 | -42 | 171 |
| 19 Nov | 1492.65 | 57.35 | -9.15 | 31.26 | 206 | -40 | 171 |
| 18 Nov | 1485.75 | 66.5 | 26.25 | 32.13 | 1,745 | -12 | 211 |
| 14 Nov | 1533.70 | 40.25 | -0.60 | 35.22 | 778 | 66 | 223 |
| 13 Nov | 1539.40 | 40.85 | 8.65 | 38.91 | 1,208 | 31 | 159 |
| 12 Nov | 1577.05 | 32.2 | 16.55 | 37.30 | 720 | 30 | 140 |
| 11 Nov | 1634.20 | 15.65 | 3.40 | 38.26 | 135 | 12 | 109 |
| 8 Nov | 1666.50 | 12.25 | -3.40 | 35.08 | 154 | -2 | 100 |
| 7 Nov | 1657.35 | 15.65 | 10.40 | 37.81 | 266 | 29 | 109 |
| 6 Nov | 1768.95 | 5.25 | -3.90 | 39.94 | 66 | 0 | 80 |
| 5 Nov | 1725.15 | 9.15 | -3.65 | 39.84 | 124 | 72 | 74 |
| 4 Nov | 1699.25 | 12.8 | 0.00 | 0.00 | 0 | 0 | 0 |
| 31 Oct | 1694.55 | 12.8 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 1670.00 | 12.8 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 1675.10 | 12.8 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 1663.80 | 12.8 | - | 0 | 0 | 0 | |
For Glenmark Pharmaceuticals - strike price 1540 expiring on 28NOV2024
Delta for 1540 PE is -0.78
Historical price for 1540 PE is as follows
On 21 Nov GLENMARK was trading at 1466.40. The strike last trading price was 79.6, which was 22.25 higher than the previous day. The implied volatity was 41.78, the open interest changed by -16 which decreased total open position to 153
On 20 Nov GLENMARK was trading at 1492.65. The strike last trading price was 57.35, which was 0.00 lower than the previous day. The implied volatity was 31.26, the open interest changed by -42 which decreased total open position to 171
On 19 Nov GLENMARK was trading at 1492.65. The strike last trading price was 57.35, which was -9.15 lower than the previous day. The implied volatity was 31.26, the open interest changed by -40 which decreased total open position to 171
On 18 Nov GLENMARK was trading at 1485.75. The strike last trading price was 66.5, which was 26.25 higher than the previous day. The implied volatity was 32.13, the open interest changed by -12 which decreased total open position to 211
On 14 Nov GLENMARK was trading at 1533.70. The strike last trading price was 40.25, which was -0.60 lower than the previous day. The implied volatity was 35.22, the open interest changed by 66 which increased total open position to 223
On 13 Nov GLENMARK was trading at 1539.40. The strike last trading price was 40.85, which was 8.65 higher than the previous day. The implied volatity was 38.91, the open interest changed by 31 which increased total open position to 159
On 12 Nov GLENMARK was trading at 1577.05. The strike last trading price was 32.2, which was 16.55 higher than the previous day. The implied volatity was 37.30, the open interest changed by 30 which increased total open position to 140
On 11 Nov GLENMARK was trading at 1634.20. The strike last trading price was 15.65, which was 3.40 higher than the previous day. The implied volatity was 38.26, the open interest changed by 12 which increased total open position to 109
On 8 Nov GLENMARK was trading at 1666.50. The strike last trading price was 12.25, which was -3.40 lower than the previous day. The implied volatity was 35.08, the open interest changed by -2 which decreased total open position to 100
On 7 Nov GLENMARK was trading at 1657.35. The strike last trading price was 15.65, which was 10.40 higher than the previous day. The implied volatity was 37.81, the open interest changed by 29 which increased total open position to 109
On 6 Nov GLENMARK was trading at 1768.95. The strike last trading price was 5.25, which was -3.90 lower than the previous day. The implied volatity was 39.94, the open interest changed by 0 which decreased total open position to 80
On 5 Nov GLENMARK was trading at 1725.15. The strike last trading price was 9.15, which was -3.65 lower than the previous day. The implied volatity was 39.84, the open interest changed by 72 which increased total open position to 74
On 4 Nov GLENMARK was trading at 1699.25. The strike last trading price was 12.8, 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 31 Oct GLENMARK was trading at 1694.55. The strike last trading price was 12.8, 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 12.8, 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 12.8, 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 12.8, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
