GLENMARK
Glenmark Pharmaceuticals
Historical option data for GLENMARK
11 Apr 2025 04:12 PM IST
| GLENMARK 24APR2025 1580 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.07
Vega: 0.34
Theta: -0.61
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 11 Apr | 1378.10 | 3.3 | -1.15 | 45.13 | 144 | 6 | 179 | |||
| 9 Apr | 1376.30 | 4.45 | -4.8 | 45.61 | 352 | 15 | 175 | |||
| 8 Apr | 1440.80 | 9.05 | -4.2 | 38.33 | 163 | 24 | 160 | |||
| 7 Apr | 1442.20 | 13.1 | -6.4 | 42.60 | 419 | -10 | 136 | |||
| 4 Apr | 1499.85 | 20.25 | -14.15 | 33.26 | 588 | 14 | 155 | |||
| 3 Apr | 1545.25 | 34.95 | 8.15 | 32.62 | 1,326 | 43 | 147 | |||
| 2 Apr | 1515.45 | 26.7 | 1.55 | 31.85 | 263 | 10 | 104 | |||
| 1 Apr | 1509.20 | 25.75 | -13.25 | 33.74 | 441 | 25 | 95 | |||
| 28 Mar | 1541.05 | 39.15 | 7.25 | 31.43 | 397 | 31 | 70 | |||
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| 27 Mar | 1519.85 | 32.1 | 15.05 | 33.68 | 54 | 11 | 38 | |||
| 26 Mar | 1461.80 | 17.05 | -4.6 | 32.24 | 20 | -3 | 28 | |||
| 25 Mar | 1480.75 | 21.65 | -4.7 | 30.69 | 11 | -6 | 32 | |||
| 24 Mar | 1492.65 | 26.35 | -4.35 | 29.63 | 50 | 1 | 39 | |||
| 21 Mar | 1514.75 | 30 | 17.15 | 28.91 | 446 | 65 | 65 | |||
| 20 Mar | 1478.80 | 12.85 | 0 | 4.96 | 0 | 0 | 0 | |||
For Glenmark Pharmaceuticals - strike price 1580 expiring on 24APR2025
Delta for 1580 CE is 0.07
Historical price for 1580 CE is as follows
On 11 Apr GLENMARK was trading at 1378.10. The strike last trading price was 3.3, which was -1.15 lower than the previous day. The implied volatity was 45.13, the open interest changed by 6 which increased total open position to 179
On 9 Apr GLENMARK was trading at 1376.30. The strike last trading price was 4.45, which was -4.8 lower than the previous day. The implied volatity was 45.61, the open interest changed by 15 which increased total open position to 175
On 8 Apr GLENMARK was trading at 1440.80. The strike last trading price was 9.05, which was -4.2 lower than the previous day. The implied volatity was 38.33, the open interest changed by 24 which increased total open position to 160
On 7 Apr GLENMARK was trading at 1442.20. The strike last trading price was 13.1, which was -6.4 lower than the previous day. The implied volatity was 42.60, the open interest changed by -10 which decreased total open position to 136
On 4 Apr GLENMARK was trading at 1499.85. The strike last trading price was 20.25, which was -14.15 lower than the previous day. The implied volatity was 33.26, the open interest changed by 14 which increased total open position to 155
On 3 Apr GLENMARK was trading at 1545.25. The strike last trading price was 34.95, which was 8.15 higher than the previous day. The implied volatity was 32.62, the open interest changed by 43 which increased total open position to 147
On 2 Apr GLENMARK was trading at 1515.45. The strike last trading price was 26.7, which was 1.55 higher than the previous day. The implied volatity was 31.85, the open interest changed by 10 which increased total open position to 104
On 1 Apr GLENMARK was trading at 1509.20. The strike last trading price was 25.75, which was -13.25 lower than the previous day. The implied volatity was 33.74, the open interest changed by 25 which increased total open position to 95
On 28 Mar GLENMARK was trading at 1541.05. The strike last trading price was 39.15, which was 7.25 higher than the previous day. The implied volatity was 31.43, the open interest changed by 31 which increased total open position to 70
On 27 Mar GLENMARK was trading at 1519.85. The strike last trading price was 32.1, which was 15.05 higher than the previous day. The implied volatity was 33.68, the open interest changed by 11 which increased total open position to 38
On 26 Mar GLENMARK was trading at 1461.80. The strike last trading price was 17.05, which was -4.6 lower than the previous day. The implied volatity was 32.24, the open interest changed by -3 which decreased total open position to 28
On 25 Mar GLENMARK was trading at 1480.75. The strike last trading price was 21.65, which was -4.7 lower than the previous day. The implied volatity was 30.69, the open interest changed by -6 which decreased total open position to 32
On 24 Mar GLENMARK was trading at 1492.65. The strike last trading price was 26.35, which was -4.35 lower than the previous day. The implied volatity was 29.63, the open interest changed by 1 which increased total open position to 39
On 21 Mar GLENMARK was trading at 1514.75. The strike last trading price was 30, which was 17.15 higher than the previous day. The implied volatity was 28.91, the open interest changed by 65 which increased total open position to 65
On 20 Mar GLENMARK was trading at 1478.80. The strike last trading price was 12.85, which was 0 lower than the previous day. The implied volatity was 4.96, the open interest changed by 0 which decreased total open position to 0
| GLENMARK 24APR2025 1580 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.79
Vega: 0.75
Theta: -1.95
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 11 Apr | 1378.10 | 217.5 | 10.5 | 79.57 | 11 | 0 | 44 |
| 9 Apr | 1376.30 | 207 | 66.05 | 55.51 | 2 | 1 | 43 |
| 8 Apr | 1440.80 | 140.95 | -2.55 | 43.65 | 4 | -1 | 42 |
| 7 Apr | 1442.20 | 144.25 | 42.3 | 44.92 | 10 | -1 | 42 |
| 4 Apr | 1499.85 | 101.95 | 35.5 | 41.58 | 67 | 6 | 45 |
| 3 Apr | 1545.25 | 66.3 | -20.65 | 33.43 | 84 | 8 | 40 |
| 2 Apr | 1515.45 | 86.7 | -7.3 | 37.85 | 33 | 5 | 32 |
| 1 Apr | 1509.20 | 94 | 11 | 36.06 | 18 | -2 | 29 |
| 28 Mar | 1541.05 | 83 | -15 | 39.61 | 39 | 24 | 31 |
| 27 Mar | 1519.85 | 98 | 0 | 0.00 | 0 | 0 | 0 |
| 26 Mar | 1461.80 | 98 | 0 | 0.00 | 0 | 0 | 0 |
| 25 Mar | 1480.75 | 98 | 0 | 0.00 | 0 | 0 | 0 |
| 24 Mar | 1492.65 | 98 | 0 | 0.00 | 0 | 7 | 0 |
| 21 Mar | 1514.75 | 98 | -164.2 | 34.80 | 7 | 0 | 0 |
| 20 Mar | 1478.80 | 262.2 | 0 | - | 0 | 0 | 0 |
For Glenmark Pharmaceuticals - strike price 1580 expiring on 24APR2025
Delta for 1580 PE is -0.79
Historical price for 1580 PE is as follows
On 11 Apr GLENMARK was trading at 1378.10. The strike last trading price was 217.5, which was 10.5 higher than the previous day. The implied volatity was 79.57, the open interest changed by 0 which decreased total open position to 44
On 9 Apr GLENMARK was trading at 1376.30. The strike last trading price was 207, which was 66.05 higher than the previous day. The implied volatity was 55.51, the open interest changed by 1 which increased total open position to 43
On 8 Apr GLENMARK was trading at 1440.80. The strike last trading price was 140.95, which was -2.55 lower than the previous day. The implied volatity was 43.65, the open interest changed by -1 which decreased total open position to 42
On 7 Apr GLENMARK was trading at 1442.20. The strike last trading price was 144.25, which was 42.3 higher than the previous day. The implied volatity was 44.92, the open interest changed by -1 which decreased total open position to 42
On 4 Apr GLENMARK was trading at 1499.85. The strike last trading price was 101.95, which was 35.5 higher than the previous day. The implied volatity was 41.58, the open interest changed by 6 which increased total open position to 45
On 3 Apr GLENMARK was trading at 1545.25. The strike last trading price was 66.3, which was -20.65 lower than the previous day. The implied volatity was 33.43, the open interest changed by 8 which increased total open position to 40
On 2 Apr GLENMARK was trading at 1515.45. The strike last trading price was 86.7, which was -7.3 lower than the previous day. The implied volatity was 37.85, the open interest changed by 5 which increased total open position to 32
On 1 Apr GLENMARK was trading at 1509.20. The strike last trading price was 94, which was 11 higher than the previous day. The implied volatity was 36.06, the open interest changed by -2 which decreased total open position to 29
On 28 Mar GLENMARK was trading at 1541.05. The strike last trading price was 83, which was -15 lower than the previous day. The implied volatity was 39.61, the open interest changed by 24 which increased total open position to 31
On 27 Mar GLENMARK was trading at 1519.85. The strike last trading price was 98, which was 0 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 26 Mar GLENMARK was trading at 1461.80. The strike last trading price was 98, which was 0 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 Mar GLENMARK was trading at 1480.75. The strike last trading price was 98, which was 0 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 24 Mar GLENMARK was trading at 1492.65. The strike last trading price was 98, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 7 which increased total open position to 0
On 21 Mar GLENMARK was trading at 1514.75. The strike last trading price was 98, which was -164.2 lower than the previous day. The implied volatity was 34.80, 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 262.2, 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
