GLENMARK
Glenmark Pharmaceuticals
Historical option data for GLENMARK
27 Dec 2024 04:12 PM IST
| GLENMARK 30JAN2025 1560 CE | ||||||||||
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Delta: 0.66
Vega: 1.77
Theta: -0.90
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 27 Dec | 1585.95 | 71.6 | 26.60 | 24.10 | 2,224 | -18 | 229 | |||
| 26 Dec | 1541.45 | 45 | 0.85 | 23.88 | 385 | 80 | 247 | |||
| 24 Dec | 1535.80 | 44.15 | -10.95 | 25.14 | 310 | 85 | 168 | |||
| 23 Dec | 1550.60 | 55.1 | 7.10 | 25.29 | 256 | 56 | 83 | |||
| 20 Dec | 1541.65 | 48 | -18.15 | 22.67 | 46 | 26 | 28 | |||
| 19 Dec | 1540.80 | 66.15 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 18 Dec | 1524.70 | 66.15 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 17 Dec | 1514.10 | 66.15 | 0.00 | 0.00 | 0 | 2 | 0 | |||
| 16 Dec | 1551.35 | 66.15 | -150.85 | 28.74 | 2 | 0 | 0 | |||
| 6 Dec | 1528.10 | 217 | 0.00 | 0.14 | 0 | 0 | 0 | |||
| 5 Dec | 1544.65 | 217 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Dec | 1548.65 | 217 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Dec | 1547.55 | 217 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Nov | 1522.60 | 217 | 0.00 | 0.49 | 0 | 0 | 0 | |||
| 26 Nov | 1521.45 | 217 | 0.00 | 0.33 | 0 | 0 | 0 | |||
| 25 Nov | 1490.40 | 217 | 0.00 | 1.64 | 0 | 0 | 0 | |||
| 22 Nov | 1478.20 | 217 | 0.00 | 2.25 | 0 | 0 | 0 | |||
| 21 Nov | 1466.40 | 217 | 217.00 | 2.35 | 0 | 0 | 0 | |||
| 20 Nov | 1492.65 | 0 | 0.00 | 1.31 | 0 | 0 | 0 | |||
| 19 Nov | 1492.65 | 0 | 0.00 | 1.31 | 0 | 0 | 0 | |||
| 18 Nov | 1485.75 | 0 | 0.00 | 1.82 | 0 | 0 | 0 | |||
| 14 Nov | 1533.70 | 0 | 0.00 | 0.10 | 0 | 0 | 0 | |||
| 13 Nov | 1539.40 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 1577.05 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 1634.20 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 1666.50 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 1657.35 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 1725.15 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 1699.25 | 0 | - | 0 | 0 | 0 | ||||
For Glenmark Pharmaceuticals - strike price 1560 expiring on 30JAN2025
Delta for 1560 CE is 0.66
Historical price for 1560 CE is as follows
On 27 Dec GLENMARK was trading at 1585.95. The strike last trading price was 71.6, which was 26.60 higher than the previous day. The implied volatity was 24.10, the open interest changed by -18 which decreased total open position to 229
On 26 Dec GLENMARK was trading at 1541.45. The strike last trading price was 45, which was 0.85 higher than the previous day. The implied volatity was 23.88, the open interest changed by 80 which increased total open position to 247
On 24 Dec GLENMARK was trading at 1535.80. The strike last trading price was 44.15, which was -10.95 lower than the previous day. The implied volatity was 25.14, the open interest changed by 85 which increased total open position to 168
On 23 Dec GLENMARK was trading at 1550.60. The strike last trading price was 55.1, which was 7.10 higher than the previous day. The implied volatity was 25.29, the open interest changed by 56 which increased total open position to 83
On 20 Dec GLENMARK was trading at 1541.65. The strike last trading price was 48, which was -18.15 lower than the previous day. The implied volatity was 22.67, the open interest changed by 26 which increased total open position to 28
On 19 Dec GLENMARK was trading at 1540.80. The strike last trading price was 66.15, 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 Dec GLENMARK was trading at 1524.70. The strike last trading price was 66.15, 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 17 Dec GLENMARK was trading at 1514.10. The strike last trading price was 66.15, 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 16 Dec GLENMARK was trading at 1551.35. The strike last trading price was 66.15, which was -150.85 lower than the previous day. The implied volatity was 28.74, the open interest changed by 0 which decreased total open position to 0
On 6 Dec GLENMARK was trading at 1528.10. The strike last trading price was 217, which was 0.00 lower than the previous day. The implied volatity was 0.14, the open interest changed by 0 which decreased total open position to 0
On 5 Dec GLENMARK was trading at 1544.65. The strike last trading price was 217, 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 Dec GLENMARK was trading at 1548.65. The strike last trading price was 217, 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 2 Dec GLENMARK was trading at 1547.55. The strike last trading price was 217, 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 27 Nov GLENMARK was trading at 1522.60. The strike last trading price was 217, which was 0.00 lower than the previous day. The implied volatity was 0.49, the open interest changed by 0 which decreased total open position to 0
On 26 Nov GLENMARK was trading at 1521.45. The strike last trading price was 217, which was 0.00 lower than the previous day. The implied volatity was 0.33, 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 217, which was 0.00 lower than the previous day. The implied volatity was 1.64, 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 217, which was 0.00 lower than the previous day. The implied volatity was 2.25, 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 217, which was 217.00 higher than the previous day. The implied volatity was 2.35, 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 0, which was 0.00 lower than the previous day. The implied volatity was 1.31, 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 0, which was 0.00 lower than the previous day. The implied volatity was 1.31, 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 0, which was 0.00 lower than the previous day. The implied volatity was 1.82, the open interest changed by 0 which decreased total open position to 0
On 14 Nov GLENMARK was trading at 1533.70. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 0.10, the open interest changed by 0 which decreased total open position to 0
On 13 Nov GLENMARK was trading at 1539.40. 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 0 which decreased total open position to 0
On 12 Nov GLENMARK was trading at 1577.05. 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 0 which decreased total open position to 0
On 11 Nov GLENMARK was trading at 1634.20. 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 0 which decreased total open position to 0
On 8 Nov GLENMARK was trading at 1666.50. 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 0 which decreased total open position to 0
On 7 Nov GLENMARK was trading at 1657.35. 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 0 which decreased total open position to 0
On 5 Nov GLENMARK was trading at 1725.15. 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 0 which decreased total open position to 0
On 4 Nov GLENMARK was trading at 1699.25. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| GLENMARK 30JAN2025 1560 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.36
Vega: 1.81
Theta: -0.59
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 27 Dec | 1585.95 | 34.75 | -15.55 | 28.35 | 797 | 157 | 177 |
| 26 Dec | 1541.45 | 50.3 | -5.00 | 26.08 | 24 | 9 | 21 |
| 24 Dec | 1535.80 | 55.3 | -0.70 | 25.57 | 10 | 2 | 11 |
| 23 Dec | 1550.60 | 56 | 1.60 | 30.35 | 18 | 9 | 9 |
| 20 Dec | 1541.65 | 54.4 | 0.00 | 0.16 | 0 | 0 | 0 |
| 19 Dec | 1540.80 | 54.4 | 0.00 | 0.13 | 0 | 0 | 0 |
| 18 Dec | 1524.70 | 54.4 | 0.00 | - | 0 | 0 | 0 |
| 17 Dec | 1514.10 | 54.4 | 0.00 | - | 0 | 0 | 0 |
| 16 Dec | 1551.35 | 54.4 | 0.00 | 0.53 | 0 | 0 | 0 |
| 6 Dec | 1528.10 | 54.4 | 0.00 | - | 0 | 0 | 0 |
| 5 Dec | 1544.65 | 54.4 | 0.00 | 0.56 | 0 | 0 | 0 |
| 4 Dec | 1548.65 | 54.4 | 0.00 | 0.61 | 0 | 0 | 0 |
| 2 Dec | 1547.55 | 54.4 | 0.00 | 0.81 | 0 | 0 | 0 |
| 27 Nov | 1522.60 | 54.4 | 0.00 | - | 0 | 0 | 0 |
| 26 Nov | 1521.45 | 54.4 | 0.00 | - | 0 | 0 | 0 |
| 25 Nov | 1490.40 | 54.4 | 54.40 | - | 0 | 0 | 0 |
| 22 Nov | 1478.20 | 0 | 0.00 | - | 0 | 0 | 0 |
| 21 Nov | 1466.40 | 0 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 1492.65 | 0 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 1492.65 | 0 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 1485.75 | 0 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 1533.70 | 0 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 1539.40 | 0 | 0.00 | 0.34 | 0 | 0 | 0 |
| 12 Nov | 1577.05 | 0 | 0.00 | 1.98 | 0 | 0 | 0 |
| 11 Nov | 1634.20 | 0 | 0.00 | 3.88 | 0 | 0 | 0 |
| 8 Nov | 1666.50 | 0 | 0.00 | 4.96 | 0 | 0 | 0 |
| 7 Nov | 1657.35 | 0 | 0.00 | 4.54 | 0 | 0 | 0 |
| 5 Nov | 1725.15 | 0 | 0.00 | 6.45 | 0 | 0 | 0 |
| 4 Nov | 1699.25 | 0 | 5.53 | 0 | 0 | 0 | |
For Glenmark Pharmaceuticals - strike price 1560 expiring on 30JAN2025
Delta for 1560 PE is -0.36
Historical price for 1560 PE is as follows
On 27 Dec GLENMARK was trading at 1585.95. The strike last trading price was 34.75, which was -15.55 lower than the previous day. The implied volatity was 28.35, the open interest changed by 157 which increased total open position to 177
On 26 Dec GLENMARK was trading at 1541.45. The strike last trading price was 50.3, which was -5.00 lower than the previous day. The implied volatity was 26.08, the open interest changed by 9 which increased total open position to 21
On 24 Dec GLENMARK was trading at 1535.80. The strike last trading price was 55.3, which was -0.70 lower than the previous day. The implied volatity was 25.57, the open interest changed by 2 which increased total open position to 11
On 23 Dec GLENMARK was trading at 1550.60. The strike last trading price was 56, which was 1.60 higher than the previous day. The implied volatity was 30.35, the open interest changed by 9 which increased total open position to 9
On 20 Dec GLENMARK was trading at 1541.65. The strike last trading price was 54.4, which was 0.00 lower than the previous day. The implied volatity was 0.16, the open interest changed by 0 which decreased total open position to 0
On 19 Dec GLENMARK was trading at 1540.80. The strike last trading price was 54.4, which was 0.00 lower than the previous day. The implied volatity was 0.13, the open interest changed by 0 which decreased total open position to 0
On 18 Dec GLENMARK was trading at 1524.70. The strike last trading price was 54.4, 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 17 Dec GLENMARK was trading at 1514.10. The strike last trading price was 54.4, 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 16 Dec GLENMARK was trading at 1551.35. The strike last trading price was 54.4, which was 0.00 lower than the previous day. The implied volatity was 0.53, the open interest changed by 0 which decreased total open position to 0
On 6 Dec GLENMARK was trading at 1528.10. The strike last trading price was 54.4, 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 Dec GLENMARK was trading at 1544.65. The strike last trading price was 54.4, which was 0.00 lower than the previous day. The implied volatity was 0.56, the open interest changed by 0 which decreased total open position to 0
On 4 Dec GLENMARK was trading at 1548.65. The strike last trading price was 54.4, which was 0.00 lower than the previous day. The implied volatity was 0.61, the open interest changed by 0 which decreased total open position to 0
On 2 Dec GLENMARK was trading at 1547.55. The strike last trading price was 54.4, which was 0.00 lower than the previous day. The implied volatity was 0.81, the open interest changed by 0 which decreased total open position to 0
On 27 Nov GLENMARK was trading at 1522.60. The strike last trading price was 54.4, 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 26 Nov GLENMARK was trading at 1521.45. The strike last trading price was 54.4, 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 25 Nov GLENMARK was trading at 1490.40. The strike last trading price was 54.4, which was 54.40 higher than the previous day. The implied volatity was -, 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 0, 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 21 Nov GLENMARK was trading at 1466.40. 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 0 which decreased total open position to 0
On 20 Nov GLENMARK was trading at 1492.65. 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 0 which decreased total open position to 0
On 19 Nov GLENMARK was trading at 1492.65. 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 0 which decreased total open position to 0
On 18 Nov GLENMARK was trading at 1485.75. 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 0 which decreased total open position to 0
On 14 Nov GLENMARK was trading at 1533.70. 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 0 which decreased total open position to 0
On 13 Nov GLENMARK was trading at 1539.40. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 0.34, 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 0, which was 0.00 lower than the previous day. The implied volatity was 1.98, the open interest changed by 0 which decreased total open position to 0
On 11 Nov GLENMARK was trading at 1634.20. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 3.88, 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 0, which was 0.00 lower than the previous day. The implied volatity was 4.96, the open interest changed by 0 which decreased total open position to 0
On 7 Nov GLENMARK was trading at 1657.35. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 4.54, 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 0, which was 0.00 lower than the previous day. The implied volatity was 6.45, 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 0, which was lower than the previous day. The implied volatity was 5.53, the open interest changed by 0 which decreased total open position to 0
