GLENMARK
Glenmark Pharmaceuticals
Historical option data for GLENMARK
14 Nov 2024 04:12 PM IST
| GLENMARK 28NOV2024 1580 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.38
Vega: 1.15
Theta: -1.57
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 1533.70 | 26.5 | -2.10 | 34.53 | 767 | 29 | 158 | |||
| 13 Nov | 1539.40 | 28.6 | -18.20 | 31.13 | 749 | 88 | 129 | |||
| 12 Nov | 1577.05 | 46.8 | -123.85 | 36.87 | 129 | 40 | 40 | |||
| 11 Nov | 1634.20 | 170.65 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 1666.50 | 170.65 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 1657.35 | 170.65 | 0.00 | - | 0 | 0 | 0 | |||
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| 6 Nov | 1768.95 | 170.65 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 1725.15 | 170.65 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 1699.25 | 170.65 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Nov | 1690.30 | 170.65 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 1694.55 | 170.65 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 1670.00 | 170.65 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 1675.10 | 170.65 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 1713.50 | 170.65 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 1663.80 | 170.65 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 1716.80 | 170.65 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 1662.70 | 170.65 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 1666.95 | 170.65 | - | 0 | 0 | 0 | ||||
For Glenmark Pharmaceuticals - strike price 1580 expiring on 28NOV2024
Delta for 1580 CE is 0.38
Historical price for 1580 CE is as follows
On 14 Nov GLENMARK was trading at 1533.70. The strike last trading price was 26.5, which was -2.10 lower than the previous day. The implied volatity was 34.53, the open interest changed by 29 which increased total open position to 158
On 13 Nov GLENMARK was trading at 1539.40. The strike last trading price was 28.6, which was -18.20 lower than the previous day. The implied volatity was 31.13, the open interest changed by 88 which increased total open position to 129
On 12 Nov GLENMARK was trading at 1577.05. The strike last trading price was 46.8, which was -123.85 lower than the previous day. The implied volatity was 36.87, the open interest changed by 40 which increased total open position to 40
On 11 Nov GLENMARK was trading at 1634.20. The strike last trading price was 170.65, 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 170.65, 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 170.65, 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 6 Nov GLENMARK was trading at 1768.95. The strike last trading price was 170.65, 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 170.65, 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 170.65, 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 170.65, 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 170.65, 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 170.65, 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 170.65, 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 170.65, 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 170.65, 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 170.65, 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 Oct GLENMARK was trading at 1662.70. The strike last trading price was 170.65, 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 1 Oct GLENMARK was trading at 1666.95. The strike last trading price was 170.65, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| GLENMARK 28NOV2024 1580 PE | |||||||
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Delta: -0.62
Vega: 1.15
Theta: -1.18
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 1533.70 | 63.3 | 0.85 | 35.45 | 139 | -20 | 118 |
| 13 Nov | 1539.40 | 62.45 | 9.65 | 39.38 | 700 | -25 | 138 |
| 12 Nov | 1577.05 | 52.8 | 27.00 | 39.01 | 854 | 88 | 165 |
| 11 Nov | 1634.20 | 25.8 | 4.55 | 37.66 | 199 | 22 | 76 |
| 8 Nov | 1666.50 | 21.25 | -4.05 | 34.93 | 174 | -9 | 56 |
| 7 Nov | 1657.35 | 25.3 | 17.75 | 37.52 | 121 | -3 | 66 |
| 6 Nov | 1768.95 | 7.55 | -8.05 | 37.64 | 84 | 0 | 69 |
| 5 Nov | 1725.15 | 15.6 | -3.95 | 40.13 | 187 | 40 | 80 |
| 4 Nov | 1699.25 | 19.55 | -6.10 | 40.01 | 28 | 6 | 41 |
| 1 Nov | 1690.30 | 25.65 | -2.90 | 41.49 | 1 | 0 | 34 |
| 31 Oct | 1694.55 | 28.55 | -7.45 | - | 1 | 0 | 34 |
| 30 Oct | 1670.00 | 36 | 0.00 | - | 0 | 18 | 0 |
| 29 Oct | 1675.10 | 36 | 18.00 | - | 18 | 2 | 18 |
| 28 Oct | 1713.50 | 18 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 1663.80 | 18 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 1716.80 | 18 | -34.55 | - | 17 | 11 | 11 |
| 4 Oct | 1662.70 | 52.55 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 1666.95 | 52.55 | - | 0 | 0 | 0 | |
For Glenmark Pharmaceuticals - strike price 1580 expiring on 28NOV2024
Delta for 1580 PE is -0.62
Historical price for 1580 PE is as follows
On 14 Nov GLENMARK was trading at 1533.70. The strike last trading price was 63.3, which was 0.85 higher than the previous day. The implied volatity was 35.45, the open interest changed by -20 which decreased total open position to 118
On 13 Nov GLENMARK was trading at 1539.40. The strike last trading price was 62.45, which was 9.65 higher than the previous day. The implied volatity was 39.38, the open interest changed by -25 which decreased total open position to 138
On 12 Nov GLENMARK was trading at 1577.05. The strike last trading price was 52.8, which was 27.00 higher than the previous day. The implied volatity was 39.01, the open interest changed by 88 which increased total open position to 165
On 11 Nov GLENMARK was trading at 1634.20. The strike last trading price was 25.8, which was 4.55 higher than the previous day. The implied volatity was 37.66, the open interest changed by 22 which increased total open position to 76
On 8 Nov GLENMARK was trading at 1666.50. The strike last trading price was 21.25, which was -4.05 lower than the previous day. The implied volatity was 34.93, the open interest changed by -9 which decreased total open position to 56
On 7 Nov GLENMARK was trading at 1657.35. The strike last trading price was 25.3, which was 17.75 higher than the previous day. The implied volatity was 37.52, the open interest changed by -3 which decreased total open position to 66
On 6 Nov GLENMARK was trading at 1768.95. The strike last trading price was 7.55, which was -8.05 lower than the previous day. The implied volatity was 37.64, the open interest changed by 0 which decreased total open position to 69
On 5 Nov GLENMARK was trading at 1725.15. The strike last trading price was 15.6, which was -3.95 lower than the previous day. The implied volatity was 40.13, the open interest changed by 40 which increased total open position to 80
On 4 Nov GLENMARK was trading at 1699.25. The strike last trading price was 19.55, which was -6.10 lower than the previous day. The implied volatity was 40.01, the open interest changed by 6 which increased total open position to 41
On 1 Nov GLENMARK was trading at 1690.30. The strike last trading price was 25.65, which was -2.90 lower than the previous day. The implied volatity was 41.49, the open interest changed by 0 which decreased total open position to 34
On 31 Oct GLENMARK was trading at 1694.55. The strike last trading price was 28.55, which was -7.45 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 36, 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 36, which was 18.00 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 18, 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 18, 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 18, which was -34.55 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 4 Oct GLENMARK was trading at 1662.70. The strike last trading price was 52.55, 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 1 Oct GLENMARK was trading at 1666.95. The strike last trading price was 52.55, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
