GLENMARK
Glenmark Pharmaceuticals
Historical option data for GLENMARK
11 Apr 2025 04:12 PM IST
| GLENMARK 24APR2025 1560 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.08
Vega: 0.39
Theta: -0.69
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 11 Apr | 1378.10 | 4.1 | -1.85 | 43.91 | 503 | 57 | 385 | |||
| 9 Apr | 1376.30 | 5.9 | -5.9 | 45.45 | 457 | 35 | 330 | |||
| 8 Apr | 1440.80 | 12 | -5.15 | 39.53 | 294 | 20 | 295 | |||
| 7 Apr | 1442.20 | 16.9 | -7.95 | 42.79 | 455 | -38 | 284 | |||
| 4 Apr | 1499.85 | 26 | -16.6 | 33.25 | 1,879 | -92 | 325 | |||
| 3 Apr | 1545.25 | 43.5 | 10.35 | 32.78 | 2,631 | 46 | 421 | |||
| 2 Apr | 1515.45 | 33.95 | 1.75 | 32.05 | 750 | 0 | 378 | |||
| 1 Apr | 1509.20 | 32.1 | -15 | 33.73 | 1,267 | -4 | 375 | |||
| 28 Mar | 1541.05 | 47.45 | 8.6 | 30.80 | 2,140 | 282 | 379 | |||
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| 27 Mar | 1519.85 | 38.1 | 11.25 | 33.15 | 158 | 12 | 97 | |||
| 26 Mar | 1461.80 | 26.85 | -0.95 | 36.04 | 8 | -3 | 86 | |||
| 25 Mar | 1480.75 | 27.8 | -4.4 | 31.14 | 18 | -7 | 88 | |||
| 24 Mar | 1492.65 | 31.8 | -5.8 | 30.70 | 138 | 21 | 95 | |||
| 21 Mar | 1514.75 | 36.25 | -31.2 | 28.58 | 423 | 74 | 74 | |||
| 20 Mar | 1478.80 | 67.45 | 0 | 3.84 | 0 | 0 | 0 | |||
| 19 Feb | 1369.45 | 67.45 | 0 | 7.18 | 0 | 0 | 0 | |||
| 18 Feb | 1379.30 | 67.45 | 0 | 6.20 | 0 | 0 | 0 | |||
| 13 Feb | 1411.20 | 0 | 0 | 4.70 | 0 | 0 | 0 | |||
| 12 Feb | 1406.15 | 0 | 0 | 4.77 | 0 | 0 | 0 | |||
| 11 Feb | 1453.05 | 0 | 0 | 3.16 | 0 | 0 | 0 | |||
| 10 Feb | 1511.10 | 0 | 0 | 0.60 | 0 | 0 | 0 | |||
| 7 Feb | 1540.15 | 0 | 0 | - | 0 | 0 | 0 | |||
| 6 Feb | 1499.85 | 0 | 0 | 1.13 | 0 | 0 | 0 | |||
| 5 Feb | 1493.20 | 0 | 0 | 1.72 | 0 | 0 | 0 | |||
| 4 Feb | 1451.55 | 0 | 0 | 2.97 | 0 | 0 | 0 | |||
| 3 Feb | 1414.45 | 0 | 0 | 4.21 | 0 | 0 | 0 | |||
| 1 Feb | 1436.90 | 0 | 0 | 3.21 | 0 | 0 | 0 | |||
For Glenmark Pharmaceuticals - strike price 1560 expiring on 24APR2025
Delta for 1560 CE is 0.08
Historical price for 1560 CE is as follows
On 11 Apr GLENMARK was trading at 1378.10. The strike last trading price was 4.1, which was -1.85 lower than the previous day. The implied volatity was 43.91, the open interest changed by 57 which increased total open position to 385
On 9 Apr GLENMARK was trading at 1376.30. The strike last trading price was 5.9, which was -5.9 lower than the previous day. The implied volatity was 45.45, the open interest changed by 35 which increased total open position to 330
On 8 Apr GLENMARK was trading at 1440.80. The strike last trading price was 12, which was -5.15 lower than the previous day. The implied volatity was 39.53, the open interest changed by 20 which increased total open position to 295
On 7 Apr GLENMARK was trading at 1442.20. The strike last trading price was 16.9, which was -7.95 lower than the previous day. The implied volatity was 42.79, the open interest changed by -38 which decreased total open position to 284
On 4 Apr GLENMARK was trading at 1499.85. The strike last trading price was 26, which was -16.6 lower than the previous day. The implied volatity was 33.25, the open interest changed by -92 which decreased total open position to 325
On 3 Apr GLENMARK was trading at 1545.25. The strike last trading price was 43.5, which was 10.35 higher than the previous day. The implied volatity was 32.78, the open interest changed by 46 which increased total open position to 421
On 2 Apr GLENMARK was trading at 1515.45. The strike last trading price was 33.95, which was 1.75 higher than the previous day. The implied volatity was 32.05, the open interest changed by 0 which decreased total open position to 378
On 1 Apr GLENMARK was trading at 1509.20. The strike last trading price was 32.1, which was -15 lower than the previous day. The implied volatity was 33.73, the open interest changed by -4 which decreased total open position to 375
On 28 Mar GLENMARK was trading at 1541.05. The strike last trading price was 47.45, which was 8.6 higher than the previous day. The implied volatity was 30.80, the open interest changed by 282 which increased total open position to 379
On 27 Mar GLENMARK was trading at 1519.85. The strike last trading price was 38.1, which was 11.25 higher than the previous day. The implied volatity was 33.15, the open interest changed by 12 which increased total open position to 97
On 26 Mar GLENMARK was trading at 1461.80. The strike last trading price was 26.85, which was -0.95 lower than the previous day. The implied volatity was 36.04, the open interest changed by -3 which decreased total open position to 86
On 25 Mar GLENMARK was trading at 1480.75. The strike last trading price was 27.8, which was -4.4 lower than the previous day. The implied volatity was 31.14, the open interest changed by -7 which decreased total open position to 88
On 24 Mar GLENMARK was trading at 1492.65. The strike last trading price was 31.8, which was -5.8 lower than the previous day. The implied volatity was 30.70, the open interest changed by 21 which increased total open position to 95
On 21 Mar GLENMARK was trading at 1514.75. The strike last trading price was 36.25, which was -31.2 lower than the previous day. The implied volatity was 28.58, the open interest changed by 74 which increased total open position to 74
On 20 Mar GLENMARK was trading at 1478.80. The strike last trading price was 67.45, which was 0 lower than the previous day. The implied volatity was 3.84, the open interest changed by 0 which decreased total open position to 0
On 19 Feb GLENMARK was trading at 1369.45. The strike last trading price was 67.45, which was 0 lower than the previous day. The implied volatity was 7.18, the open interest changed by 0 which decreased total open position to 0
On 18 Feb GLENMARK was trading at 1379.30. The strike last trading price was 67.45, which was 0 lower than the previous day. The implied volatity was 6.20, the open interest changed by 0 which decreased total open position to 0
On 13 Feb GLENMARK was trading at 1411.20. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 4.70, the open interest changed by 0 which decreased total open position to 0
On 12 Feb GLENMARK was trading at 1406.15. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 4.77, the open interest changed by 0 which decreased total open position to 0
On 11 Feb GLENMARK was trading at 1453.05. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 3.16, the open interest changed by 0 which decreased total open position to 0
On 10 Feb GLENMARK was trading at 1511.10. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.60, the open interest changed by 0 which decreased total open position to 0
On 7 Feb GLENMARK was trading at 1540.15. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Feb GLENMARK was trading at 1499.85. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 1.13, the open interest changed by 0 which decreased total open position to 0
On 5 Feb GLENMARK was trading at 1493.20. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 1.72, the open interest changed by 0 which decreased total open position to 0
On 4 Feb GLENMARK was trading at 1451.55. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 2.97, the open interest changed by 0 which decreased total open position to 0
On 3 Feb GLENMARK was trading at 1414.45. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 4.21, the open interest changed by 0 which decreased total open position to 0
On 1 Feb GLENMARK was trading at 1436.90. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 3.21, the open interest changed by 0 which decreased total open position to 0
| GLENMARK 24APR2025 1560 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.85
Vega: 0.60
Theta: -0.95
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 11 Apr | 1378.10 | 185.3 | 13.9 | 57.31 | 2 | -1 | 130 |
| 9 Apr | 1376.30 | 171.4 | 51.3 | - | 1 | 0 | 132 |
| 8 Apr | 1440.80 | 120.1 | -7.45 | 31.94 | 26 | -7 | 132 |
| 7 Apr | 1442.20 | 130 | 46.4 | 46.76 | 6 | 0 | 139 |
| 4 Apr | 1499.85 | 83.7 | 29.5 | 37.99 | 365 | 16 | 136 |
| 3 Apr | 1545.25 | 54.7 | -19.85 | 33.39 | 703 | 97 | 124 |
| 2 Apr | 1515.45 | 73.05 | -8.45 | 37.11 | 38 | 3 | 27 |
| 1 Apr | 1509.20 | 81.5 | 22.05 | 36.64 | 62 | 17 | 24 |
| 28 Mar | 1541.05 | 59.45 | -29 | 32.89 | 14 | 6 | 7 |
| 27 Mar | 1519.85 | 88.45 | -64.2 | 39.34 | 1 | 0 | 0 |
| 26 Mar | 1461.80 | 152.65 | 0 | - | 0 | 0 | 0 |
| 25 Mar | 1480.75 | 152.65 | 0 | - | 0 | 0 | 0 |
| 24 Mar | 1492.65 | 152.65 | 0 | - | 0 | 0 | 0 |
| 21 Mar | 1514.75 | 152.65 | 0 | - | 0 | 0 | 0 |
| 20 Mar | 1478.80 | 152.65 | 0 | - | 0 | 0 | 0 |
| 19 Feb | 1369.45 | 0 | 0 | - | 0 | 0 | 0 |
| 18 Feb | 1379.30 | 0 | 0 | - | 0 | 0 | 0 |
| 13 Feb | 1411.20 | 0 | 0 | - | 0 | 0 | 0 |
| 12 Feb | 1406.15 | 0 | 0 | - | 0 | 0 | 0 |
| 11 Feb | 1453.05 | 0 | 0 | - | 0 | 0 | 0 |
| 10 Feb | 1511.10 | 0 | 0 | - | 0 | 0 | 0 |
| 7 Feb | 1540.15 | 0 | 0 | 0.41 | 0 | 0 | 0 |
| 6 Feb | 1499.85 | 0 | 0 | - | 0 | 0 | 0 |
| 5 Feb | 1493.20 | 0 | 0 | - | 0 | 0 | 0 |
| 4 Feb | 1451.55 | 0 | 0 | - | 0 | 0 | 0 |
| 3 Feb | 1414.45 | 0 | 0 | - | 0 | 0 | 0 |
| 1 Feb | 1436.90 | 0 | 0 | - | 0 | 0 | 0 |
For Glenmark Pharmaceuticals - strike price 1560 expiring on 24APR2025
Delta for 1560 PE is -0.85
Historical price for 1560 PE is as follows
On 11 Apr GLENMARK was trading at 1378.10. The strike last trading price was 185.3, which was 13.9 higher than the previous day. The implied volatity was 57.31, the open interest changed by -1 which decreased total open position to 130
On 9 Apr GLENMARK was trading at 1376.30. The strike last trading price was 171.4, which was 51.3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 132
On 8 Apr GLENMARK was trading at 1440.80. The strike last trading price was 120.1, which was -7.45 lower than the previous day. The implied volatity was 31.94, the open interest changed by -7 which decreased total open position to 132
On 7 Apr GLENMARK was trading at 1442.20. The strike last trading price was 130, which was 46.4 higher than the previous day. The implied volatity was 46.76, the open interest changed by 0 which decreased total open position to 139
On 4 Apr GLENMARK was trading at 1499.85. The strike last trading price was 83.7, which was 29.5 higher than the previous day. The implied volatity was 37.99, the open interest changed by 16 which increased total open position to 136
On 3 Apr GLENMARK was trading at 1545.25. The strike last trading price was 54.7, which was -19.85 lower than the previous day. The implied volatity was 33.39, the open interest changed by 97 which increased total open position to 124
On 2 Apr GLENMARK was trading at 1515.45. The strike last trading price was 73.05, which was -8.45 lower than the previous day. The implied volatity was 37.11, the open interest changed by 3 which increased total open position to 27
On 1 Apr GLENMARK was trading at 1509.20. The strike last trading price was 81.5, which was 22.05 higher than the previous day. The implied volatity was 36.64, the open interest changed by 17 which increased total open position to 24
On 28 Mar GLENMARK was trading at 1541.05. The strike last trading price was 59.45, which was -29 lower than the previous day. The implied volatity was 32.89, the open interest changed by 6 which increased total open position to 7
On 27 Mar GLENMARK was trading at 1519.85. The strike last trading price was 88.45, which was -64.2 lower than the previous day. The implied volatity was 39.34, the open interest changed by 0 which decreased total open position to 0
On 26 Mar GLENMARK was trading at 1461.80. The strike last trading price was 152.65, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 25 Mar GLENMARK was trading at 1480.75. The strike last trading price was 152.65, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 24 Mar GLENMARK was trading at 1492.65. The strike last trading price was 152.65, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 21 Mar GLENMARK was trading at 1514.75. The strike last trading price was 152.65, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 20 Mar GLENMARK was trading at 1478.80. The strike last trading price was 152.65, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 19 Feb GLENMARK was trading at 1369.45. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 18 Feb GLENMARK was trading at 1379.30. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Feb GLENMARK was trading at 1411.20. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Feb GLENMARK was trading at 1406.15. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Feb GLENMARK was trading at 1453.05. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Feb GLENMARK was trading at 1511.10. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 Feb GLENMARK was trading at 1540.15. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.41, the open interest changed by 0 which decreased total open position to 0
On 6 Feb GLENMARK was trading at 1499.85. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 Feb GLENMARK was trading at 1493.20. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Feb GLENMARK was trading at 1451.55. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Feb GLENMARK was trading at 1414.45. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 1 Feb GLENMARK was trading at 1436.90. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
