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[--[65.84.65.76]--]
GLENMARK
Glenmark Pharmaceuticals

1533.7 -5.70 (-0.37%)

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Historical option data for GLENMARK

14 Nov 2024 04:12 PM IST
GLENMARK 28NOV2024 1540 CE
Delta: 0.53
Vega: 1.20
Theta: -1.67
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
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
25 Oct 1663.80 197.6 - 0 0 0


For Glenmark Pharmaceuticals - strike price 1540 expiring on 28NOV2024

Delta for 1540 CE is 0.53

Historical price for 1540 CE is as follows

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: -0.47
Vega: 1.20
Theta: -1.30
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
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 -0.47

Historical price for 1540 PE is as follows

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