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

1541.65 0.85 (0.06%)

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Historical option data for GLENMARK

20 Dec 2024 04:12 PM IST
GLENMARK 26DEC2024 1560 CE
Delta: 0.40
Vega: 0.77
Theta: -1.69
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
20 Dec 1541.65 13.35 -4.15 23.85 2,120 -119 673
19 Dec 1540.80 17.5 3.00 27.36 1,315 -22 796
18 Dec 1524.70 14.5 0.70 30.17 929 -4 819
17 Dec 1514.10 13.8 -14.05 32.21 1,664 71 830
16 Dec 1551.35 27.85 11.00 30.48 2,636 -119 789
13 Dec 1518.15 16.85 -5.65 28.76 6,391 -148 915
12 Dec 1535.05 22.5 -1.50 27.47 1,128 -160 1,060
11 Dec 1526.40 24 -11.10 28.44 1,959 287 1,216
10 Dec 1542.65 35.1 15.00 30.54 7,533 620 934
9 Dec 1514.15 20.1 -8.25 25.69 292 58 314
6 Dec 1528.10 28.35 -8.55 26.44 391 101 255
5 Dec 1544.65 36.9 -2.90 26.24 382 -2 154
4 Dec 1548.65 39.8 -1.80 27.19 404 -5 156
3 Dec 1559.40 41.6 -2.95 24.81 480 13 162
2 Dec 1547.55 44.55 11.05 26.38 827 87 146
29 Nov 1528.65 33.5 9.65 25.73 220 32 69
28 Nov 1495.15 23.85 -10.55 24.86 45 21 38
27 Nov 1522.60 34.4 -2.60 25.73 27 8 17
26 Nov 1521.45 37 8.40 27.43 33 4 8
25 Nov 1490.40 28.6 -178.55 27.59 5 3 3
22 Nov 1478.20 207.15 0.00 4.08 0 0 0
21 Nov 1466.40 207.15 0.00 4.58 0 0 0
20 Nov 1492.65 207.15 0.00 3.09 0 0 0
19 Nov 1492.65 207.15 0.00 3.09 0 0 0
18 Nov 1485.75 207.15 0.00 3.60 0 0 0
12 Nov 1577.05 207.15 207.15 - 0 0 0
31 Oct 1694.55 0 0.00 - 0 0 0
30 Oct 1670.00 0 0.00 - 0 0 0
29 Oct 1675.10 0 0.00 - 0 0 0
28 Oct 1713.50 0 0.00 - 0 0 0
25 Oct 1663.80 0 0.00 - 0 0 0
24 Oct 1674.55 0 0.00 - 0 0 0
23 Oct 1685.90 0 0.00 - 0 0 0
22 Oct 1682.25 0 0.00 - 0 0 0
21 Oct 1716.80 0 0.00 - 0 0 0
18 Oct 1738.45 0 0.00 - 0 0 0
17 Oct 1735.30 0 0.00 - 0 0 0
8 Oct 1734.55 0 0.00 - 0 0 0
7 Oct 1675.10 0 0.00 - 0 0 0
4 Oct 1662.70 0 0.00 - 0 0 0
3 Oct 1644.35 0 0.00 - 0 0 0
1 Oct 1666.95 0 0.00 - 0 0 0
30 Sept 1673.50 0 - 0 0 0


For Glenmark Pharmaceuticals - strike price 1560 expiring on 26DEC2024

Delta for 1560 CE is 0.40

Historical price for 1560 CE is as follows

On 20 Dec GLENMARK was trading at 1541.65. The strike last trading price was 13.35, which was -4.15 lower than the previous day. The implied volatity was 23.85, the open interest changed by -119 which decreased total open position to 673


On 19 Dec GLENMARK was trading at 1540.80. The strike last trading price was 17.5, which was 3.00 higher than the previous day. The implied volatity was 27.36, the open interest changed by -22 which decreased total open position to 796


On 18 Dec GLENMARK was trading at 1524.70. The strike last trading price was 14.5, which was 0.70 higher than the previous day. The implied volatity was 30.17, the open interest changed by -4 which decreased total open position to 819


On 17 Dec GLENMARK was trading at 1514.10. The strike last trading price was 13.8, which was -14.05 lower than the previous day. The implied volatity was 32.21, the open interest changed by 71 which increased total open position to 830


On 16 Dec GLENMARK was trading at 1551.35. The strike last trading price was 27.85, which was 11.00 higher than the previous day. The implied volatity was 30.48, the open interest changed by -119 which decreased total open position to 789


On 13 Dec GLENMARK was trading at 1518.15. The strike last trading price was 16.85, which was -5.65 lower than the previous day. The implied volatity was 28.76, the open interest changed by -148 which decreased total open position to 915


On 12 Dec GLENMARK was trading at 1535.05. The strike last trading price was 22.5, which was -1.50 lower than the previous day. The implied volatity was 27.47, the open interest changed by -160 which decreased total open position to 1060


On 11 Dec GLENMARK was trading at 1526.40. The strike last trading price was 24, which was -11.10 lower than the previous day. The implied volatity was 28.44, the open interest changed by 287 which increased total open position to 1216


On 10 Dec GLENMARK was trading at 1542.65. The strike last trading price was 35.1, which was 15.00 higher than the previous day. The implied volatity was 30.54, the open interest changed by 620 which increased total open position to 934


On 9 Dec GLENMARK was trading at 1514.15. The strike last trading price was 20.1, which was -8.25 lower than the previous day. The implied volatity was 25.69, the open interest changed by 58 which increased total open position to 314


On 6 Dec GLENMARK was trading at 1528.10. The strike last trading price was 28.35, which was -8.55 lower than the previous day. The implied volatity was 26.44, the open interest changed by 101 which increased total open position to 255


On 5 Dec GLENMARK was trading at 1544.65. The strike last trading price was 36.9, which was -2.90 lower than the previous day. The implied volatity was 26.24, the open interest changed by -2 which decreased total open position to 154


On 4 Dec GLENMARK was trading at 1548.65. The strike last trading price was 39.8, which was -1.80 lower than the previous day. The implied volatity was 27.19, the open interest changed by -5 which decreased total open position to 156


On 3 Dec GLENMARK was trading at 1559.40. The strike last trading price was 41.6, which was -2.95 lower than the previous day. The implied volatity was 24.81, the open interest changed by 13 which increased total open position to 162


On 2 Dec GLENMARK was trading at 1547.55. The strike last trading price was 44.55, which was 11.05 higher than the previous day. The implied volatity was 26.38, the open interest changed by 87 which increased total open position to 146


On 29 Nov GLENMARK was trading at 1528.65. The strike last trading price was 33.5, which was 9.65 higher than the previous day. The implied volatity was 25.73, the open interest changed by 32 which increased total open position to 69


On 28 Nov GLENMARK was trading at 1495.15. The strike last trading price was 23.85, which was -10.55 lower than the previous day. The implied volatity was 24.86, the open interest changed by 21 which increased total open position to 38


On 27 Nov GLENMARK was trading at 1522.60. The strike last trading price was 34.4, which was -2.60 lower than the previous day. The implied volatity was 25.73, the open interest changed by 8 which increased total open position to 17


On 26 Nov GLENMARK was trading at 1521.45. The strike last trading price was 37, which was 8.40 higher than the previous day. The implied volatity was 27.43, the open interest changed by 4 which increased total open position to 8


On 25 Nov GLENMARK was trading at 1490.40. The strike last trading price was 28.6, which was -178.55 lower than the previous day. The implied volatity was 27.59, the open interest changed by 3 which increased total open position to 3


On 22 Nov GLENMARK was trading at 1478.20. The strike last trading price was 207.15, which was 0.00 lower than the previous day. The implied volatity was 4.08, 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 207.15, which was 0.00 lower than the previous day. The implied volatity was 4.58, 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 207.15, which was 0.00 lower than the previous day. The implied volatity was 3.09, 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 207.15, which was 0.00 lower than the previous day. The implied volatity was 3.09, 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 207.15, which was 0.00 lower than the previous day. The implied volatity was 3.60, 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 207.15, which was 207.15 higher 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 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 30 Oct GLENMARK was trading at 1670.00. 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 29 Oct GLENMARK was trading at 1675.10. 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 28 Oct GLENMARK was trading at 1713.50. 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 25 Oct GLENMARK was trading at 1663.80. 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 24 Oct GLENMARK was trading at 1674.55. 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 23 Oct GLENMARK was trading at 1685.90. 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 22 Oct GLENMARK was trading at 1682.25. 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 21 Oct GLENMARK was trading at 1716.80. 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 Oct GLENMARK was trading at 1738.45. 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 17 Oct GLENMARK was trading at 1735.30. 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 8 Oct GLENMARK was trading at 1734.55. 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 7 Oct GLENMARK was trading at 1675.10. 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 Oct GLENMARK was trading at 1662.70. 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 3 Oct GLENMARK was trading at 1644.35. 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 which decreased total open position to


On 1 Oct GLENMARK was trading at 1666.95. 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 30 Sept GLENMARK was trading at 1673.50. 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 26DEC2024 1560 PE
Delta: -0.59
Vega: 0.77
Theta: -1.41
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
20 Dec 1541.65 27.35 -5.90 25.88 275 30 171
19 Dec 1540.80 33.25 -12.55 30.63 106 4 146
18 Dec 1524.70 45.8 -8.00 29.82 79 -13 142
17 Dec 1514.10 53.8 19.90 27.17 489 -46 155
16 Dec 1551.35 33.9 -28.30 29.52 638 22 208
13 Dec 1518.15 62.2 15.40 33.50 389 -61 186
12 Dec 1535.05 46.8 -4.35 27.80 36 -6 247
11 Dec 1526.40 51.15 7.15 29.53 193 5 251
10 Dec 1542.65 44 -15.20 30.36 1,015 159 245
9 Dec 1514.15 59.2 9.10 30.84 23 -1 89
6 Dec 1528.10 50.1 6.35 26.78 42 12 91
5 Dec 1544.65 43.75 1.30 28.13 106 -7 79
4 Dec 1548.65 42.45 0.90 27.01 103 10 85
3 Dec 1559.40 41.55 -3.45 28.58 163 21 74
2 Dec 1547.55 45 -13.50 29.96 165 19 50
29 Nov 1528.65 58.5 -18.40 28.53 54 14 30
28 Nov 1495.15 76.9 10.90 31.18 19 6 15
27 Nov 1522.60 66 -7.95 31.49 11 9 9
26 Nov 1521.45 73.95 0.00 0.00 0 0 0
25 Nov 1490.40 73.95 0.00 0.00 0 0 0
22 Nov 1478.20 73.95 0.00 0.00 0 0 0
21 Nov 1466.40 73.95 0.00 0.00 0 0 0
20 Nov 1492.65 73.95 0.00 0.00 0 0 0
19 Nov 1492.65 73.95 0.00 0.00 0 0 0
18 Nov 1485.75 73.95 13.25 17.31 2 1 1
12 Nov 1577.05 60.7 0.00 1.52 0 0 0
31 Oct 1694.55 60.7 0.00 - 0 0 0
30 Oct 1670.00 60.7 0.00 - 0 0 0
29 Oct 1675.10 60.7 0.00 - 0 0 0
28 Oct 1713.50 60.7 0.00 - 0 0 0
25 Oct 1663.80 60.7 0.00 - 0 0 0
24 Oct 1674.55 60.7 60.70 - 0 0 0
23 Oct 1685.90 0 0.00 - 0 0 0
22 Oct 1682.25 0 0.00 - 0 0 0
21 Oct 1716.80 0 0.00 - 0 0 0
18 Oct 1738.45 0 0.00 - 0 0 0
17 Oct 1735.30 0 0.00 - 0 0 0
8 Oct 1734.55 0 0.00 - 0 0 0
7 Oct 1675.10 0 0.00 - 0 0 0
4 Oct 1662.70 0 0.00 - 0 0 0
3 Oct 1644.35 0 0.00 - 0 0 0
1 Oct 1666.95 0 0.00 - 0 0 0
30 Sept 1673.50 0 - 0 0 0


For Glenmark Pharmaceuticals - strike price 1560 expiring on 26DEC2024

Delta for 1560 PE is -0.59

Historical price for 1560 PE is as follows

On 20 Dec GLENMARK was trading at 1541.65. The strike last trading price was 27.35, which was -5.90 lower than the previous day. The implied volatity was 25.88, the open interest changed by 30 which increased total open position to 171


On 19 Dec GLENMARK was trading at 1540.80. The strike last trading price was 33.25, which was -12.55 lower than the previous day. The implied volatity was 30.63, the open interest changed by 4 which increased total open position to 146


On 18 Dec GLENMARK was trading at 1524.70. The strike last trading price was 45.8, which was -8.00 lower than the previous day. The implied volatity was 29.82, the open interest changed by -13 which decreased total open position to 142


On 17 Dec GLENMARK was trading at 1514.10. The strike last trading price was 53.8, which was 19.90 higher than the previous day. The implied volatity was 27.17, the open interest changed by -46 which decreased total open position to 155


On 16 Dec GLENMARK was trading at 1551.35. The strike last trading price was 33.9, which was -28.30 lower than the previous day. The implied volatity was 29.52, the open interest changed by 22 which increased total open position to 208


On 13 Dec GLENMARK was trading at 1518.15. The strike last trading price was 62.2, which was 15.40 higher than the previous day. The implied volatity was 33.50, the open interest changed by -61 which decreased total open position to 186


On 12 Dec GLENMARK was trading at 1535.05. The strike last trading price was 46.8, which was -4.35 lower than the previous day. The implied volatity was 27.80, the open interest changed by -6 which decreased total open position to 247


On 11 Dec GLENMARK was trading at 1526.40. The strike last trading price was 51.15, which was 7.15 higher than the previous day. The implied volatity was 29.53, the open interest changed by 5 which increased total open position to 251


On 10 Dec GLENMARK was trading at 1542.65. The strike last trading price was 44, which was -15.20 lower than the previous day. The implied volatity was 30.36, the open interest changed by 159 which increased total open position to 245


On 9 Dec GLENMARK was trading at 1514.15. The strike last trading price was 59.2, which was 9.10 higher than the previous day. The implied volatity was 30.84, the open interest changed by -1 which decreased total open position to 89


On 6 Dec GLENMARK was trading at 1528.10. The strike last trading price was 50.1, which was 6.35 higher than the previous day. The implied volatity was 26.78, the open interest changed by 12 which increased total open position to 91


On 5 Dec GLENMARK was trading at 1544.65. The strike last trading price was 43.75, which was 1.30 higher than the previous day. The implied volatity was 28.13, the open interest changed by -7 which decreased total open position to 79


On 4 Dec GLENMARK was trading at 1548.65. The strike last trading price was 42.45, which was 0.90 higher than the previous day. The implied volatity was 27.01, the open interest changed by 10 which increased total open position to 85


On 3 Dec GLENMARK was trading at 1559.40. The strike last trading price was 41.55, which was -3.45 lower than the previous day. The implied volatity was 28.58, the open interest changed by 21 which increased total open position to 74


On 2 Dec GLENMARK was trading at 1547.55. The strike last trading price was 45, which was -13.50 lower than the previous day. The implied volatity was 29.96, the open interest changed by 19 which increased total open position to 50


On 29 Nov GLENMARK was trading at 1528.65. The strike last trading price was 58.5, which was -18.40 lower than the previous day. The implied volatity was 28.53, the open interest changed by 14 which increased total open position to 30


On 28 Nov GLENMARK was trading at 1495.15. The strike last trading price was 76.9, which was 10.90 higher than the previous day. The implied volatity was 31.18, the open interest changed by 6 which increased total open position to 15


On 27 Nov GLENMARK was trading at 1522.60. The strike last trading price was 66, which was -7.95 lower than the previous day. The implied volatity was 31.49, the open interest changed by 9 which increased total open position to 9


On 26 Nov GLENMARK was trading at 1521.45. The strike last trading price was 73.95, 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 25 Nov GLENMARK was trading at 1490.40. The strike last trading price was 73.95, 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 73.95, 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 73.95, 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 20 Nov GLENMARK was trading at 1492.65. The strike last trading price was 73.95, 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 19 Nov GLENMARK was trading at 1492.65. The strike last trading price was 73.95, 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 18 Nov GLENMARK was trading at 1485.75. The strike last trading price was 73.95, which was 13.25 higher than the previous day. The implied volatity was 17.31, 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 60.7, which was 0.00 lower than the previous day. The implied volatity was 1.52, 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 60.7, 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 60.7, 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 60.7, 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 28 Oct GLENMARK was trading at 1713.50. The strike last trading price was 60.7, 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 60.7, 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 Oct GLENMARK was trading at 1674.55. The strike last trading price was 60.7, which was 60.70 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 23 Oct GLENMARK was trading at 1685.90. 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 22 Oct GLENMARK was trading at 1682.25. 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 21 Oct GLENMARK was trading at 1716.80. 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 Oct GLENMARK was trading at 1738.45. 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 17 Oct GLENMARK was trading at 1735.30. 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 8 Oct GLENMARK was trading at 1734.55. 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 7 Oct GLENMARK was trading at 1675.10. 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 Oct GLENMARK was trading at 1662.70. 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 3 Oct GLENMARK was trading at 1644.35. 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 which decreased total open position to


On 1 Oct GLENMARK was trading at 1666.95. 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 30 Sept GLENMARK was trading at 1673.50. 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