GLENMARK
Glenmark Pharmaceuticals
Historical option data for GLENMARK
20 Dec 2024 04:12 PM IST
| GLENMARK 26DEC2024 1580 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.26
Vega: 0.64
Theta: -1.40
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 1541.65 | 7.35 | -3.90 | 24.29 | 841 | -16 | 525 | |||
| 19 Dec | 1540.80 | 11.25 | 1.65 | 28.14 | 560 | -48 | 541 | |||
| 18 Dec | 1524.70 | 9.6 | 0.45 | 30.78 | 400 | -37 | 592 | |||
| 17 Dec | 1514.10 | 9.15 | -9.95 | 32.32 | 935 | 42 | 633 | |||
| 16 Dec | 1551.35 | 19.1 | 7.35 | 29.79 | 1,185 | -42 | 586 | |||
| 13 Dec | 1518.15 | 11.75 | -4.15 | 28.96 | 2,605 | 76 | 629 | |||
| 12 Dec | 1535.05 | 15.9 | -1.00 | 27.50 | 447 | -51 | 552 | |||
| 11 Dec | 1526.40 | 16.9 | -9.80 | 28.03 | 708 | 21 | 602 | |||
| 10 Dec | 1542.65 | 26.7 | 12.10 | 30.37 | 3,634 | 470 | 581 | |||
| 9 Dec | 1514.15 | 14.6 | -6.05 | 26.11 | 242 | 25 | 112 | |||
| 6 Dec | 1528.10 | 20.65 | -6.80 | 26.05 | 152 | 11 | 88 | |||
| 5 Dec | 1544.65 | 27.45 | -3.20 | 25.63 | 192 | 10 | 75 | |||
| 4 Dec | 1548.65 | 30.65 | -2.40 | 26.89 | 85 | 5 | 64 | |||
| 3 Dec | 1559.40 | 33.05 | -1.60 | 25.33 | 127 | 5 | 61 | |||
| 2 Dec | 1547.55 | 34.65 | 8.15 | 26.01 | 210 | 20 | 56 | |||
| 29 Nov | 1528.65 | 26.5 | 6.50 | 26.03 | 187 | 16 | 36 | |||
| 28 Nov | 1495.15 | 20 | -7.90 | 26.27 | 27 | 11 | 19 | |||
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| 27 Nov | 1522.60 | 27.9 | 1.55 | 26.31 | 11 | 2 | 6 | |||
| 26 Nov | 1521.45 | 26.35 | -0.90 | 25.47 | 7 | 3 | 5 | |||
| 25 Nov | 1490.40 | 27.25 | 5.85 | 31.24 | 1 | 0 | 1 | |||
| 22 Nov | 1478.20 | 21.4 | -6.15 | 29.30 | 1 | 0 | 1 | |||
| 21 Nov | 1466.40 | 27.55 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 20 Nov | 1492.65 | 27.55 | 0.00 | 29.46 | 5 | 0 | 2 | |||
| 19 Nov | 1492.65 | 27.55 | -22.45 | 29.46 | 5 | 1 | 2 | |||
| 18 Nov | 1485.75 | 50 | -124.25 | 0.00 | 0 | 0 | 0 | |||
| 12 Nov | 1577.05 | 174.25 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 1725.15 | 174.25 | - | 0 | 0 | 0 | ||||
For Glenmark Pharmaceuticals - strike price 1580 expiring on 26DEC2024
Delta for 1580 CE is 0.26
Historical price for 1580 CE is as follows
On 20 Dec GLENMARK was trading at 1541.65. The strike last trading price was 7.35, which was -3.90 lower than the previous day. The implied volatity was 24.29, the open interest changed by -16 which decreased total open position to 525
On 19 Dec GLENMARK was trading at 1540.80. The strike last trading price was 11.25, which was 1.65 higher than the previous day. The implied volatity was 28.14, the open interest changed by -48 which decreased total open position to 541
On 18 Dec GLENMARK was trading at 1524.70. The strike last trading price was 9.6, which was 0.45 higher than the previous day. The implied volatity was 30.78, the open interest changed by -37 which decreased total open position to 592
On 17 Dec GLENMARK was trading at 1514.10. The strike last trading price was 9.15, which was -9.95 lower than the previous day. The implied volatity was 32.32, the open interest changed by 42 which increased total open position to 633
On 16 Dec GLENMARK was trading at 1551.35. The strike last trading price was 19.1, which was 7.35 higher than the previous day. The implied volatity was 29.79, the open interest changed by -42 which decreased total open position to 586
On 13 Dec GLENMARK was trading at 1518.15. The strike last trading price was 11.75, which was -4.15 lower than the previous day. The implied volatity was 28.96, the open interest changed by 76 which increased total open position to 629
On 12 Dec GLENMARK was trading at 1535.05. The strike last trading price was 15.9, which was -1.00 lower than the previous day. The implied volatity was 27.50, the open interest changed by -51 which decreased total open position to 552
On 11 Dec GLENMARK was trading at 1526.40. The strike last trading price was 16.9, which was -9.80 lower than the previous day. The implied volatity was 28.03, the open interest changed by 21 which increased total open position to 602
On 10 Dec GLENMARK was trading at 1542.65. The strike last trading price was 26.7, which was 12.10 higher than the previous day. The implied volatity was 30.37, the open interest changed by 470 which increased total open position to 581
On 9 Dec GLENMARK was trading at 1514.15. The strike last trading price was 14.6, which was -6.05 lower than the previous day. The implied volatity was 26.11, the open interest changed by 25 which increased total open position to 112
On 6 Dec GLENMARK was trading at 1528.10. The strike last trading price was 20.65, which was -6.80 lower than the previous day. The implied volatity was 26.05, the open interest changed by 11 which increased total open position to 88
On 5 Dec GLENMARK was trading at 1544.65. The strike last trading price was 27.45, which was -3.20 lower than the previous day. The implied volatity was 25.63, the open interest changed by 10 which increased total open position to 75
On 4 Dec GLENMARK was trading at 1548.65. The strike last trading price was 30.65, which was -2.40 lower than the previous day. The implied volatity was 26.89, the open interest changed by 5 which increased total open position to 64
On 3 Dec GLENMARK was trading at 1559.40. The strike last trading price was 33.05, which was -1.60 lower than the previous day. The implied volatity was 25.33, the open interest changed by 5 which increased total open position to 61
On 2 Dec GLENMARK was trading at 1547.55. The strike last trading price was 34.65, which was 8.15 higher than the previous day. The implied volatity was 26.01, the open interest changed by 20 which increased total open position to 56
On 29 Nov GLENMARK was trading at 1528.65. The strike last trading price was 26.5, which was 6.50 higher than the previous day. The implied volatity was 26.03, the open interest changed by 16 which increased total open position to 36
On 28 Nov GLENMARK was trading at 1495.15. The strike last trading price was 20, which was -7.90 lower than the previous day. The implied volatity was 26.27, the open interest changed by 11 which increased total open position to 19
On 27 Nov GLENMARK was trading at 1522.60. The strike last trading price was 27.9, which was 1.55 higher than the previous day. The implied volatity was 26.31, the open interest changed by 2 which increased total open position to 6
On 26 Nov GLENMARK was trading at 1521.45. The strike last trading price was 26.35, which was -0.90 lower than the previous day. The implied volatity was 25.47, the open interest changed by 3 which increased total open position to 5
On 25 Nov GLENMARK was trading at 1490.40. The strike last trading price was 27.25, which was 5.85 higher than the previous day. The implied volatity was 31.24, the open interest changed by 0 which decreased total open position to 1
On 22 Nov GLENMARK was trading at 1478.20. The strike last trading price was 21.4, which was -6.15 lower than the previous day. The implied volatity was 29.30, the open interest changed by 0 which decreased total open position to 1
On 21 Nov GLENMARK was trading at 1466.40. The strike last trading price was 27.55, 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 27.55, which was 0.00 lower than the previous day. The implied volatity was 29.46, the open interest changed by 0 which decreased total open position to 2
On 19 Nov GLENMARK was trading at 1492.65. The strike last trading price was 27.55, which was -22.45 lower than the previous day. The implied volatity was 29.46, the open interest changed by 1 which increased total open position to 2
On 18 Nov GLENMARK was trading at 1485.75. The strike last trading price was 50, which was -124.25 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 12 Nov GLENMARK was trading at 1577.05. The strike last trading price was 174.25, 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 174.25, 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 26DEC2024 1580 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.71
Vega: 0.67
Theta: -1.26
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 1541.65 | 42.15 | -1.95 | 27.93 | 75 | 5 | 46 |
| 19 Dec | 1540.80 | 44.1 | -19.10 | 27.97 | 6 | 3 | 41 |
| 18 Dec | 1524.70 | 63.2 | -11.05 | 33.65 | 12 | -5 | 38 |
| 17 Dec | 1514.10 | 74.25 | 30.85 | 33.94 | 44 | -7 | 43 |
| 16 Dec | 1551.35 | 43.4 | -26.45 | 27.01 | 55 | -7 | 49 |
| 13 Dec | 1518.15 | 69.85 | 12.40 | 26.42 | 40 | -7 | 55 |
| 12 Dec | 1535.05 | 57.45 | -6.95 | 25.29 | 4 | 0 | 62 |
| 11 Dec | 1526.40 | 64.4 | 8.85 | 29.60 | 11 | 0 | 62 |
| 10 Dec | 1542.65 | 55.55 | -17.45 | 30.22 | 122 | 25 | 64 |
| 9 Dec | 1514.15 | 73 | 10.25 | 31.18 | 2 | 0 | 39 |
| 6 Dec | 1528.10 | 62.75 | 8.65 | 26.75 | 9 | 3 | 41 |
| 5 Dec | 1544.65 | 54.1 | 0.95 | 27.51 | 29 | -1 | 39 |
| 4 Dec | 1548.65 | 53.15 | 1.40 | 26.68 | 109 | 10 | 37 |
| 3 Dec | 1559.40 | 51.75 | -5.25 | 28.38 | 58 | 10 | 28 |
| 2 Dec | 1547.55 | 57 | -14.15 | 30.88 | 14 | 5 | 17 |
| 29 Nov | 1528.65 | 71.15 | -20.55 | 28.81 | 5 | 1 | 12 |
| 28 Nov | 1495.15 | 91.7 | 4.85 | 32.15 | 14 | -2 | 12 |
| 27 Nov | 1522.60 | 86.85 | 4.85 | 36.75 | 3 | 2 | 13 |
| 26 Nov | 1521.45 | 82 | -33.00 | 32.43 | 6 | 0 | 11 |
| 25 Nov | 1490.40 | 115 | 0.00 | 0.00 | 0 | 0 | 0 |
| 22 Nov | 1478.20 | 115 | 84.05 | 33.76 | 1 | 0 | 10 |
| 21 Nov | 1466.40 | 30.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 20 Nov | 1492.65 | 30.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Nov | 1492.65 | 30.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Nov | 1485.75 | 30.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Nov | 1577.05 | 30.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 5 Nov | 1725.15 | 30.95 | 37.29 | 11 | 10 | 10 | |
For Glenmark Pharmaceuticals - strike price 1580 expiring on 26DEC2024
Delta for 1580 PE is -0.71
Historical price for 1580 PE is as follows
On 20 Dec GLENMARK was trading at 1541.65. The strike last trading price was 42.15, which was -1.95 lower than the previous day. The implied volatity was 27.93, the open interest changed by 5 which increased total open position to 46
On 19 Dec GLENMARK was trading at 1540.80. The strike last trading price was 44.1, which was -19.10 lower than the previous day. The implied volatity was 27.97, the open interest changed by 3 which increased total open position to 41
On 18 Dec GLENMARK was trading at 1524.70. The strike last trading price was 63.2, which was -11.05 lower than the previous day. The implied volatity was 33.65, the open interest changed by -5 which decreased total open position to 38
On 17 Dec GLENMARK was trading at 1514.10. The strike last trading price was 74.25, which was 30.85 higher than the previous day. The implied volatity was 33.94, the open interest changed by -7 which decreased total open position to 43
On 16 Dec GLENMARK was trading at 1551.35. The strike last trading price was 43.4, which was -26.45 lower than the previous day. The implied volatity was 27.01, the open interest changed by -7 which decreased total open position to 49
On 13 Dec GLENMARK was trading at 1518.15. The strike last trading price was 69.85, which was 12.40 higher than the previous day. The implied volatity was 26.42, the open interest changed by -7 which decreased total open position to 55
On 12 Dec GLENMARK was trading at 1535.05. The strike last trading price was 57.45, which was -6.95 lower than the previous day. The implied volatity was 25.29, the open interest changed by 0 which decreased total open position to 62
On 11 Dec GLENMARK was trading at 1526.40. The strike last trading price was 64.4, which was 8.85 higher than the previous day. The implied volatity was 29.60, the open interest changed by 0 which decreased total open position to 62
On 10 Dec GLENMARK was trading at 1542.65. The strike last trading price was 55.55, which was -17.45 lower than the previous day. The implied volatity was 30.22, the open interest changed by 25 which increased total open position to 64
On 9 Dec GLENMARK was trading at 1514.15. The strike last trading price was 73, which was 10.25 higher than the previous day. The implied volatity was 31.18, the open interest changed by 0 which decreased total open position to 39
On 6 Dec GLENMARK was trading at 1528.10. The strike last trading price was 62.75, which was 8.65 higher than the previous day. The implied volatity was 26.75, the open interest changed by 3 which increased total open position to 41
On 5 Dec GLENMARK was trading at 1544.65. The strike last trading price was 54.1, which was 0.95 higher than the previous day. The implied volatity was 27.51, the open interest changed by -1 which decreased total open position to 39
On 4 Dec GLENMARK was trading at 1548.65. The strike last trading price was 53.15, which was 1.40 higher than the previous day. The implied volatity was 26.68, the open interest changed by 10 which increased total open position to 37
On 3 Dec GLENMARK was trading at 1559.40. The strike last trading price was 51.75, which was -5.25 lower than the previous day. The implied volatity was 28.38, the open interest changed by 10 which increased total open position to 28
On 2 Dec GLENMARK was trading at 1547.55. The strike last trading price was 57, which was -14.15 lower than the previous day. The implied volatity was 30.88, the open interest changed by 5 which increased total open position to 17
On 29 Nov GLENMARK was trading at 1528.65. The strike last trading price was 71.15, which was -20.55 lower than the previous day. The implied volatity was 28.81, the open interest changed by 1 which increased total open position to 12
On 28 Nov GLENMARK was trading at 1495.15. The strike last trading price was 91.7, which was 4.85 higher than the previous day. The implied volatity was 32.15, the open interest changed by -2 which decreased total open position to 12
On 27 Nov GLENMARK was trading at 1522.60. The strike last trading price was 86.85, which was 4.85 higher than the previous day. The implied volatity was 36.75, the open interest changed by 2 which increased total open position to 13
On 26 Nov GLENMARK was trading at 1521.45. The strike last trading price was 82, which was -33.00 lower than the previous day. The implied volatity was 32.43, the open interest changed by 0 which decreased total open position to 11
On 25 Nov GLENMARK was trading at 1490.40. The strike last trading price was 115, 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 115, which was 84.05 higher than the previous day. The implied volatity was 33.76, the open interest changed by 0 which decreased total open position to 10
On 21 Nov GLENMARK was trading at 1466.40. The strike last trading price was 30.95, 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 30.95, 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 30.95, 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 30.95, 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 12 Nov GLENMARK was trading at 1577.05. The strike last trading price was 30.95, 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 5 Nov GLENMARK was trading at 1725.15. The strike last trading price was 30.95, which was lower than the previous day. The implied volatity was 37.29, the open interest changed by 10 which increased total open position to 10
