GLENMARK
Glenmark Pharmaceuticals
Historical option data for GLENMARK
21 Nov 2024 04:12 PM IST
| GLENMARK 28NOV2024 1560 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.10
Vega: 0.37
Theta: -0.91
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 1466.40 | 3.3 | -2.70 | 33.21 | 808 | 18 | 413 | |||
| 20 Nov | 1492.65 | 6 | 0.00 | 28.13 | 1,037 | -102 | 394 | |||
| 19 Nov | 1492.65 | 6 | -2.20 | 28.13 | 1,037 | -103 | 394 | |||
| 18 Nov | 1485.75 | 8.2 | -25.30 | 32.81 | 3,890 | 180 | 500 | |||
| 14 Nov | 1533.70 | 33.5 | -3.55 | 33.89 | 1,241 | 191 | 317 | |||
| 13 Nov | 1539.40 | 37.05 | -15.65 | 31.00 | 628 | 90 | 125 | |||
| 12 Nov | 1577.05 | 52.7 | -77.25 | 33.61 | 126 | 34 | 36 | |||
| 11 Nov | 1634.20 | 129.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 8 Nov | 1666.50 | 129.95 | 0.00 | 0.00 | 0 | 2 | 0 | |||
| 7 Nov | 1657.35 | 129.95 | -87.75 | 42.55 | 4 | 2 | 2 | |||
| 6 Nov | 1768.95 | 217.7 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 1725.15 | 217.7 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 1699.25 | 217.7 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Nov | 1690.30 | 217.7 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 1694.55 | 217.7 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 1670.00 | 217.7 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 1675.10 | 217.7 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 1713.50 | 217.7 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 1663.80 | 217.7 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 1716.80 | 217.7 | 217.70 | - | 0 | 0 | 0 | |||
| 26 Sept | 1678.30 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Sept | 1689.20 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Sept | 1697.50 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Sept | 1712.45 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Sept | 1636.75 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Sept | 1649.80 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Sept | 1646.05 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Sept | 1713.00 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Sept | 1741.45 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Sept | 1753.70 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Sept | 1747.95 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Sept | 1725.65 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Sept | 1727.85 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Sept | 1704.20 | 0 | 0.00 | - | 0 | 0 | 0 | |||
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| 6 Sept | 1702.70 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Sept | 1709.45 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Sept | 1686.55 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Sept | 1687.50 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Sept | 1687.90 | 0 | - | 0 | 0 | 0 | ||||
For Glenmark Pharmaceuticals - strike price 1560 expiring on 28NOV2024
Delta for 1560 CE is 0.10
Historical price for 1560 CE is as follows
On 21 Nov GLENMARK was trading at 1466.40. The strike last trading price was 3.3, which was -2.70 lower than the previous day. The implied volatity was 33.21, the open interest changed by 18 which increased total open position to 413
On 20 Nov GLENMARK was trading at 1492.65. The strike last trading price was 6, which was 0.00 lower than the previous day. The implied volatity was 28.13, the open interest changed by -102 which decreased total open position to 394
On 19 Nov GLENMARK was trading at 1492.65. The strike last trading price was 6, which was -2.20 lower than the previous day. The implied volatity was 28.13, the open interest changed by -103 which decreased total open position to 394
On 18 Nov GLENMARK was trading at 1485.75. The strike last trading price was 8.2, which was -25.30 lower than the previous day. The implied volatity was 32.81, the open interest changed by 180 which increased total open position to 500
On 14 Nov GLENMARK was trading at 1533.70. The strike last trading price was 33.5, which was -3.55 lower than the previous day. The implied volatity was 33.89, the open interest changed by 191 which increased total open position to 317
On 13 Nov GLENMARK was trading at 1539.40. The strike last trading price was 37.05, which was -15.65 lower than the previous day. The implied volatity was 31.00, the open interest changed by 90 which increased total open position to 125
On 12 Nov GLENMARK was trading at 1577.05. The strike last trading price was 52.7, which was -77.25 lower than the previous day. The implied volatity was 33.61, the open interest changed by 34 which increased total open position to 36
On 11 Nov GLENMARK was trading at 1634.20. The strike last trading price was 129.95, 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 8 Nov GLENMARK was trading at 1666.50. The strike last trading price was 129.95, 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 7 Nov GLENMARK was trading at 1657.35. The strike last trading price was 129.95, which was -87.75 lower than the previous day. The implied volatity was 42.55, the open interest changed by 2 which increased total open position to 2
On 6 Nov GLENMARK was trading at 1768.95. The strike last trading price was 217.7, 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 217.7, 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 217.7, 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 1 Nov GLENMARK was trading at 1690.30. The strike last trading price was 217.7, 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 217.7, 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 217.7, 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 217.7, 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 217.7, 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 217.7, 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 21 Oct GLENMARK was trading at 1716.80. The strike last trading price was 217.7, which was 217.70 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 26 Sept GLENMARK was trading at 1678.30. 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 25 Sept GLENMARK was trading at 1689.20. 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 which decreased total open position to
On 24 Sept GLENMARK was trading at 1697.50. 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 23 Sept GLENMARK was trading at 1712.45. 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 20 Sept GLENMARK was trading at 1636.75. 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 which decreased total open position to
On 19 Sept GLENMARK was trading at 1649.80. 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 Sept GLENMARK was trading at 1646.05. 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 which decreased total open position to
On 17 Sept GLENMARK was trading at 1713.00. 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 16 Sept GLENMARK was trading at 1741.45. 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 13 Sept GLENMARK was trading at 1753.70. 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 12 Sept GLENMARK was trading at 1747.95. 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 11 Sept GLENMARK was trading at 1725.65. 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 which decreased total open position to
On 10 Sept GLENMARK was trading at 1727.85. 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 9 Sept GLENMARK was trading at 1704.20. 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 which decreased total open position to
On 6 Sept GLENMARK was trading at 1702.70. 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 5 Sept GLENMARK was trading at 1709.45. 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 4 Sept GLENMARK was trading at 1686.55. 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 3 Sept GLENMARK was trading at 1687.50. 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 2 Sept GLENMARK was trading at 1687.90. 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 28NOV2024 1560 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.82
Vega: 0.53
Theta: -1.34
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 1466.40 | 97.6 | 23.70 | 44.77 | 16 | -5 | 112 |
| 20 Nov | 1492.65 | 73.9 | 0.00 | 32.87 | 176 | -78 | 117 |
| 19 Nov | 1492.65 | 73.9 | -12.90 | 32.87 | 176 | -78 | 117 |
| 18 Nov | 1485.75 | 86.8 | 37.20 | 38.43 | 658 | -11 | 193 |
| 14 Nov | 1533.70 | 49.6 | -0.90 | 34.12 | 690 | -78 | 211 |
| 13 Nov | 1539.40 | 50.5 | 7.60 | 38.74 | 839 | 78 | 290 |
| 12 Nov | 1577.05 | 42.9 | 22.50 | 38.98 | 890 | 76 | 216 |
| 11 Nov | 1634.20 | 20.4 | 4.20 | 38.10 | 205 | 34 | 154 |
| 8 Nov | 1666.50 | 16.2 | -4.50 | 34.93 | 155 | -6 | 121 |
| 7 Nov | 1657.35 | 20.7 | 14.70 | 38.22 | 260 | 66 | 127 |
| 6 Nov | 1768.95 | 6 | -6.55 | 38.33 | 43 | -19 | 61 |
| 5 Nov | 1725.15 | 12.55 | -4.00 | 40.52 | 137 | 21 | 80 |
| 4 Nov | 1699.25 | 16.55 | -3.65 | 40.98 | 110 | 27 | 59 |
| 1 Nov | 1690.30 | 20.2 | 0.70 | 40.91 | 1 | 0 | 31 |
| 31 Oct | 1694.55 | 19.5 | -6.50 | - | 31 | 11 | 33 |
| 30 Oct | 1670.00 | 26 | -2.00 | - | 11 | 5 | 23 |
| 29 Oct | 1675.10 | 28 | 8.00 | - | 9 | 3 | 17 |
| 28 Oct | 1713.50 | 20 | 0.00 | - | 1 | 1 | 13 |
| 25 Oct | 1663.80 | 20 | 3.45 | - | 3 | 1 | 12 |
| 21 Oct | 1716.80 | 16.55 | 16.55 | - | 11 | 10 | 10 |
| 26 Sept | 1678.30 | 0 | 0.00 | - | 0 | 0 | 0 |
| 25 Sept | 1689.20 | 0 | 0.00 | - | 0 | 0 | 0 |
| 24 Sept | 1697.50 | 0 | 0.00 | - | 0 | 0 | 0 |
| 23 Sept | 1712.45 | 0 | 0.00 | - | 0 | 0 | 0 |
| 20 Sept | 1636.75 | 0 | 0.00 | - | 0 | 0 | 0 |
| 19 Sept | 1649.80 | 0 | 0.00 | - | 0 | 0 | 0 |
| 18 Sept | 1646.05 | 0 | 0.00 | - | 0 | 0 | 0 |
| 17 Sept | 1713.00 | 0 | 0.00 | - | 0 | 0 | 0 |
| 16 Sept | 1741.45 | 0 | 0.00 | - | 0 | 0 | 0 |
| 13 Sept | 1753.70 | 0 | 0.00 | - | 0 | 0 | 0 |
| 12 Sept | 1747.95 | 0 | 0.00 | - | 0 | 0 | 0 |
| 11 Sept | 1725.65 | 0 | 0.00 | - | 0 | 0 | 0 |
| 10 Sept | 1727.85 | 0 | 0.00 | - | 0 | 0 | 0 |
| 9 Sept | 1704.20 | 0 | 0.00 | - | 0 | 0 | 0 |
| 6 Sept | 1702.70 | 0 | 0.00 | - | 0 | 0 | 0 |
| 5 Sept | 1709.45 | 0 | 0.00 | - | 0 | 0 | 0 |
| 4 Sept | 1686.55 | 0 | 0.00 | - | 0 | 0 | 0 |
| 3 Sept | 1687.50 | 0 | 0.00 | - | 0 | 0 | 0 |
| 2 Sept | 1687.90 | 0 | - | 0 | 0 | 0 | |
For Glenmark Pharmaceuticals - strike price 1560 expiring on 28NOV2024
Delta for 1560 PE is -0.82
Historical price for 1560 PE is as follows
On 21 Nov GLENMARK was trading at 1466.40. The strike last trading price was 97.6, which was 23.70 higher than the previous day. The implied volatity was 44.77, the open interest changed by -5 which decreased total open position to 112
On 20 Nov GLENMARK was trading at 1492.65. The strike last trading price was 73.9, which was 0.00 lower than the previous day. The implied volatity was 32.87, the open interest changed by -78 which decreased total open position to 117
On 19 Nov GLENMARK was trading at 1492.65. The strike last trading price was 73.9, which was -12.90 lower than the previous day. The implied volatity was 32.87, the open interest changed by -78 which decreased total open position to 117
On 18 Nov GLENMARK was trading at 1485.75. The strike last trading price was 86.8, which was 37.20 higher than the previous day. The implied volatity was 38.43, the open interest changed by -11 which decreased total open position to 193
On 14 Nov GLENMARK was trading at 1533.70. The strike last trading price was 49.6, which was -0.90 lower than the previous day. The implied volatity was 34.12, the open interest changed by -78 which decreased total open position to 211
On 13 Nov GLENMARK was trading at 1539.40. The strike last trading price was 50.5, which was 7.60 higher than the previous day. The implied volatity was 38.74, the open interest changed by 78 which increased total open position to 290
On 12 Nov GLENMARK was trading at 1577.05. The strike last trading price was 42.9, which was 22.50 higher than the previous day. The implied volatity was 38.98, the open interest changed by 76 which increased total open position to 216
On 11 Nov GLENMARK was trading at 1634.20. The strike last trading price was 20.4, which was 4.20 higher than the previous day. The implied volatity was 38.10, the open interest changed by 34 which increased total open position to 154
On 8 Nov GLENMARK was trading at 1666.50. The strike last trading price was 16.2, which was -4.50 lower than the previous day. The implied volatity was 34.93, the open interest changed by -6 which decreased total open position to 121
On 7 Nov GLENMARK was trading at 1657.35. The strike last trading price was 20.7, which was 14.70 higher than the previous day. The implied volatity was 38.22, the open interest changed by 66 which increased total open position to 127
On 6 Nov GLENMARK was trading at 1768.95. The strike last trading price was 6, which was -6.55 lower than the previous day. The implied volatity was 38.33, the open interest changed by -19 which decreased total open position to 61
On 5 Nov GLENMARK was trading at 1725.15. The strike last trading price was 12.55, which was -4.00 lower than the previous day. The implied volatity was 40.52, the open interest changed by 21 which increased total open position to 80
On 4 Nov GLENMARK was trading at 1699.25. The strike last trading price was 16.55, which was -3.65 lower than the previous day. The implied volatity was 40.98, the open interest changed by 27 which increased total open position to 59
On 1 Nov GLENMARK was trading at 1690.30. The strike last trading price was 20.2, which was 0.70 higher than the previous day. The implied volatity was 40.91, the open interest changed by 0 which decreased total open position to 31
On 31 Oct GLENMARK was trading at 1694.55. The strike last trading price was 19.5, which was -6.50 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 26, which was -2.00 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 28, which was 8.00 higher 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 20, 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 20, which was 3.45 higher 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 16.55, which was 16.55 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 26 Sept GLENMARK was trading at 1678.30. 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 25 Sept GLENMARK was trading at 1689.20. 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 which decreased total open position to
On 24 Sept GLENMARK was trading at 1697.50. 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 23 Sept GLENMARK was trading at 1712.45. 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 20 Sept GLENMARK was trading at 1636.75. 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 which decreased total open position to
On 19 Sept GLENMARK was trading at 1649.80. 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 Sept GLENMARK was trading at 1646.05. 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 which decreased total open position to
On 17 Sept GLENMARK was trading at 1713.00. 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 16 Sept GLENMARK was trading at 1741.45. 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 13 Sept GLENMARK was trading at 1753.70. 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 12 Sept GLENMARK was trading at 1747.95. 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 11 Sept GLENMARK was trading at 1725.65. 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 which decreased total open position to
On 10 Sept GLENMARK was trading at 1727.85. 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 9 Sept GLENMARK was trading at 1704.20. 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 which decreased total open position to
On 6 Sept GLENMARK was trading at 1702.70. 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 5 Sept GLENMARK was trading at 1709.45. 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 4 Sept GLENMARK was trading at 1686.55. 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 3 Sept GLENMARK was trading at 1687.50. 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 2 Sept GLENMARK was trading at 1687.90. 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
