GLENMARK
Glenmark Pharmaceuticals
Historical option data for GLENMARK
27 Dec 2024 04:12 PM IST
| GLENMARK 30JAN2025 1600 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.53
Vega: 1.93
Theta: -0.91
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 27 Dec | 1585.95 | 49.75 | 20.05 | 24.47 | 6,165 | 638 | 818 | |||
| 26 Dec | 1541.45 | 29.7 | 1.70 | 24.48 | 401 | 39 | 179 | |||
| 24 Dec | 1535.80 | 28 | -9.30 | 24.74 | 175 | 11 | 140 | |||
| 23 Dec | 1550.60 | 37.3 | 5.60 | 25.31 | 208 | 51 | 131 | |||
| 20 Dec | 1541.65 | 31.7 | -6.30 | 22.97 | 125 | 38 | 80 | |||
| 19 Dec | 1540.80 | 38 | 5.50 | 25.92 | 36 | 16 | 37 | |||
| 18 Dec | 1524.70 | 32.5 | 5.05 | 26.73 | 25 | 7 | 21 | |||
| 17 Dec | 1514.10 | 27.45 | -16.55 | 25.74 | 16 | 3 | 15 | |||
| 16 Dec | 1551.35 | 44 | -147.45 | 26.70 | 12 | 8 | 8 | |||
| 6 Dec | 1528.10 | 191.45 | 0.00 | 2.00 | 0 | 0 | 0 | |||
| 5 Dec | 1544.65 | 191.45 | 0.00 | 1.34 | 0 | 0 | 0 | |||
| 4 Dec | 1548.65 | 191.45 | 0.00 | 1.24 | 0 | 0 | 0 | |||
| 2 Dec | 1547.55 | 191.45 | 0.00 | 1.17 | 0 | 0 | 0 | |||
| 27 Nov | 1522.60 | 191.45 | 0.00 | 2.19 | 0 | 0 | 0 | |||
| 26 Nov | 1521.45 | 191.45 | 0.00 | 2.01 | 0 | 0 | 0 | |||
| 25 Nov | 1490.40 | 191.45 | 0.00 | 3.29 | 0 | 0 | 0 | |||
| 22 Nov | 1478.20 | 191.45 | 0.00 | 3.59 | 0 | 0 | 0 | |||
| 21 Nov | 1466.40 | 191.45 | 191.45 | 3.67 | 0 | 0 | 0 | |||
| 20 Nov | 1492.65 | 0 | 0.00 | 2.90 | 0 | 0 | 0 | |||
| 19 Nov | 1492.65 | 0 | 0.00 | 2.90 | 0 | 0 | 0 | |||
| 18 Nov | 1485.75 | 0 | 0.00 | 3.16 | 0 | 0 | 0 | |||
| 14 Nov | 1533.70 | 0 | 0.00 | 1.65 | 0 | 0 | 0 | |||
| 13 Nov | 1539.40 | 0 | 0.00 | 1.26 | 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 | |||
| 6 Nov | 1768.95 | 0 | 0.00 | - | 0 | 0 | 0 | |||
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| 5 Nov | 1725.15 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 1699.25 | 0 | - | 0 | 0 | 0 | ||||
For Glenmark Pharmaceuticals - strike price 1600 expiring on 30JAN2025
Delta for 1600 CE is 0.53
Historical price for 1600 CE is as follows
On 27 Dec GLENMARK was trading at 1585.95. The strike last trading price was 49.75, which was 20.05 higher than the previous day. The implied volatity was 24.47, the open interest changed by 638 which increased total open position to 818
On 26 Dec GLENMARK was trading at 1541.45. The strike last trading price was 29.7, which was 1.70 higher than the previous day. The implied volatity was 24.48, the open interest changed by 39 which increased total open position to 179
On 24 Dec GLENMARK was trading at 1535.80. The strike last trading price was 28, which was -9.30 lower than the previous day. The implied volatity was 24.74, the open interest changed by 11 which increased total open position to 140
On 23 Dec GLENMARK was trading at 1550.60. The strike last trading price was 37.3, which was 5.60 higher than the previous day. The implied volatity was 25.31, the open interest changed by 51 which increased total open position to 131
On 20 Dec GLENMARK was trading at 1541.65. The strike last trading price was 31.7, which was -6.30 lower than the previous day. The implied volatity was 22.97, the open interest changed by 38 which increased total open position to 80
On 19 Dec GLENMARK was trading at 1540.80. The strike last trading price was 38, which was 5.50 higher than the previous day. The implied volatity was 25.92, the open interest changed by 16 which increased total open position to 37
On 18 Dec GLENMARK was trading at 1524.70. The strike last trading price was 32.5, which was 5.05 higher than the previous day. The implied volatity was 26.73, the open interest changed by 7 which increased total open position to 21
On 17 Dec GLENMARK was trading at 1514.10. The strike last trading price was 27.45, which was -16.55 lower than the previous day. The implied volatity was 25.74, the open interest changed by 3 which increased total open position to 15
On 16 Dec GLENMARK was trading at 1551.35. The strike last trading price was 44, which was -147.45 lower than the previous day. The implied volatity was 26.70, the open interest changed by 8 which increased total open position to 8
On 6 Dec GLENMARK was trading at 1528.10. The strike last trading price was 191.45, which was 0.00 lower than the previous day. The implied volatity was 2.00, 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 191.45, which was 0.00 lower than the previous day. The implied volatity was 1.34, 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 191.45, which was 0.00 lower than the previous day. The implied volatity was 1.24, 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 191.45, which was 0.00 lower than the previous day. The implied volatity was 1.17, 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 191.45, which was 0.00 lower than the previous day. The implied volatity was 2.19, 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 191.45, which was 0.00 lower than the previous day. The implied volatity was 2.01, 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 191.45, which was 0.00 lower than the previous day. The implied volatity was 3.29, 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 191.45, which was 0.00 lower than the previous day. The implied volatity was 3.59, 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 191.45, which was 191.45 higher than the previous day. The implied volatity was 3.67, 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 2.90, 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 2.90, 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 3.16, 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 1.65, 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 1.26, 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 6 Nov GLENMARK was trading at 1768.95. 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 1600 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.47
Vega: 1.93
Theta: -0.59
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 27 Dec | 1585.95 | 52.65 | -19.10 | 28.48 | 1,006 | 202 | 279 |
| 26 Dec | 1541.45 | 71.75 | -8.00 | 25.21 | 60 | 42 | 76 |
| 24 Dec | 1535.80 | 79.75 | 4.75 | 25.74 | 33 | 24 | 32 |
| 23 Dec | 1550.60 | 75 | -14.35 | 29.01 | 2 | 1 | 7 |
| 20 Dec | 1541.65 | 89.35 | 21.25 | 33.12 | 7 | 6 | 6 |
| 19 Dec | 1540.80 | 68.1 | 0.00 | - | 0 | 0 | 0 |
| 18 Dec | 1524.70 | 68.1 | 0.00 | - | 0 | 0 | 0 |
| 17 Dec | 1514.10 | 68.1 | 0.00 | - | 0 | 0 | 0 |
| 16 Dec | 1551.35 | 68.1 | 0.00 | - | 0 | 0 | 0 |
| 6 Dec | 1528.10 | 68.1 | 0.00 | - | 0 | 0 | 0 |
| 5 Dec | 1544.65 | 68.1 | 0.00 | - | 0 | 0 | 0 |
| 4 Dec | 1548.65 | 68.1 | 0.00 | - | 0 | 0 | 0 |
| 2 Dec | 1547.55 | 68.1 | 68.10 | - | 0 | 0 | 0 |
| 27 Nov | 1522.60 | 0 | 0.00 | - | 0 | 0 | 0 |
| 26 Nov | 1521.45 | 0 | 0.00 | - | 0 | 0 | 0 |
| 25 Nov | 1490.40 | 0 | 0.00 | - | 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 | 0 | 0 |
| 12 Nov | 1577.05 | 0 | 0.00 | 0.48 | 0 | 0 | 0 |
| 11 Nov | 1634.20 | 0 | 0.00 | 2.51 | 0 | 0 | 0 |
| 8 Nov | 1666.50 | 0 | 0.00 | 3.65 | 0 | 0 | 0 |
| 7 Nov | 1657.35 | 0 | 0.00 | 3.23 | 0 | 0 | 0 |
| 6 Nov | 1768.95 | 0 | 0.00 | 6.54 | 0 | 0 | 0 |
| 5 Nov | 1725.15 | 0 | 0.00 | 5.21 | 0 | 0 | 0 |
| 4 Nov | 1699.25 | 0 | 4.27 | 0 | 0 | 0 | |
For Glenmark Pharmaceuticals - strike price 1600 expiring on 30JAN2025
Delta for 1600 PE is -0.47
Historical price for 1600 PE is as follows
On 27 Dec GLENMARK was trading at 1585.95. The strike last trading price was 52.65, which was -19.10 lower than the previous day. The implied volatity was 28.48, the open interest changed by 202 which increased total open position to 279
On 26 Dec GLENMARK was trading at 1541.45. The strike last trading price was 71.75, which was -8.00 lower than the previous day. The implied volatity was 25.21, the open interest changed by 42 which increased total open position to 76
On 24 Dec GLENMARK was trading at 1535.80. The strike last trading price was 79.75, which was 4.75 higher than the previous day. The implied volatity was 25.74, the open interest changed by 24 which increased total open position to 32
On 23 Dec GLENMARK was trading at 1550.60. The strike last trading price was 75, which was -14.35 lower than the previous day. The implied volatity was 29.01, the open interest changed by 1 which increased total open position to 7
On 20 Dec GLENMARK was trading at 1541.65. The strike last trading price was 89.35, which was 21.25 higher than the previous day. The implied volatity was 33.12, the open interest changed by 6 which increased total open position to 6
On 19 Dec GLENMARK was trading at 1540.80. The strike last trading price was 68.1, 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 Dec GLENMARK was trading at 1524.70. The strike last trading price was 68.1, 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 68.1, 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 68.1, 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 Dec GLENMARK was trading at 1528.10. The strike last trading price was 68.1, 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 68.1, 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 68.1, 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 68.1, which was 68.10 higher 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 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 26 Nov GLENMARK was trading at 1521.45. 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 25 Nov GLENMARK was trading at 1490.40. 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 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 -, 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 0.48, 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 2.51, 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 3.65, 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 3.23, 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 0, which was 0.00 lower than the previous day. The implied volatity was 6.54, 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 5.21, 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 4.27, the open interest changed by 0 which decreased total open position to 0
