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[--[65.84.65.76]--]
GLENMARK
Glenmark Pharmaceuticals

1559.4 11.85 (0.77%)

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Historical option data for GLENMARK

03 Dec 2024 04:12 PM IST
GLENMARK 26DEC2024 1600 CE
Delta: 0.38
Vega: 1.48
Theta: -0.96
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
3 Dec 1559.40 24.8 -2.25 25.04 903 25 324
2 Dec 1547.55 27.05 7.00 26.16 743 45 309
29 Nov 1528.65 20.05 4.60 25.85 680 92 262
28 Nov 1495.15 15.45 -5.70 26.53 220 81 170
27 Nov 1522.60 21.15 -2.35 25.96 142 4 95
26 Nov 1521.45 23.5 4.45 27.54 149 13 91
25 Nov 1490.40 19.05 1.40 28.65 63 13 79
22 Nov 1478.20 17.65 1.45 29.81 47 13 79
21 Nov 1466.40 16.2 -6.30 29.91 52 12 65
20 Nov 1492.65 22.5 0.00 29.35 273 18 51
19 Nov 1492.65 22.5 1.50 29.35 273 16 51
18 Nov 1485.75 21 -20.10 29.66 57 27 36
14 Nov 1533.70 41.1 -11.90 28.61 14 1 9
13 Nov 1539.40 53 -36.00 31.53 13 5 8
12 Nov 1577.05 89 -93.50 43.29 7 2 2
11 Nov 1634.20 182.5 0.00 - 0 0 0
8 Nov 1666.50 182.5 0.00 - 0 0 0
7 Nov 1657.35 182.5 0.00 - 0 0 0
6 Nov 1768.95 182.5 0.00 - 0 0 0
5 Nov 1725.15 182.5 0.00 - 0 0 0
4 Nov 1699.25 182.5 182.50 - 0 0 0
1 Nov 1690.30 0 0.00 - 0 0 0
31 Oct 1694.55 0 0.00 - 0 0 0
30 Oct 1670.00 0 0.00 - 0 0 0
29 Oct 1675.10 0 0.00 - 0 0 0
28 Oct 1713.50 0 0.00 - 0 0 0
25 Oct 1663.80 0 0.00 - 0 0 0
24 Oct 1674.55 0 0.00 - 0 0 0
23 Oct 1685.90 0 0.00 - 0 0 0
22 Oct 1682.25 0 0.00 - 0 0 0
21 Oct 1716.80 0 0.00 - 0 0 0
18 Oct 1738.45 0 0.00 - 0 0 0
17 Oct 1735.30 0 0.00 - 0 0 0
16 Oct 1781.45 0 0.00 - 0 0 0
11 Oct 1790.65 0 0.00 - 0 0 0
10 Oct 1760.95 0 0.00 - 0 0 0
9 Oct 1786.15 0 0.00 - 0 0 0
8 Oct 1734.55 0 0.00 - 0 0 0
7 Oct 1675.10 0 0.00 - 0 0 0
4 Oct 1662.70 0 0.00 - 0 0 0
3 Oct 1644.35 0 0.00 - 0 0 0
1 Oct 1666.95 0 0.00 - 0 0 0
30 Sept 1673.50 0 - 0 0 0


For Glenmark Pharmaceuticals - strike price 1600 expiring on 26DEC2024

Delta for 1600 CE is 0.38

Historical price for 1600 CE is as follows

On 3 Dec GLENMARK was trading at 1559.40. The strike last trading price was 24.8, which was -2.25 lower than the previous day. The implied volatity was 25.04, the open interest changed by 25 which increased total open position to 324


On 2 Dec GLENMARK was trading at 1547.55. The strike last trading price was 27.05, which was 7.00 higher than the previous day. The implied volatity was 26.16, the open interest changed by 45 which increased total open position to 309


On 29 Nov GLENMARK was trading at 1528.65. The strike last trading price was 20.05, which was 4.60 higher than the previous day. The implied volatity was 25.85, the open interest changed by 92 which increased total open position to 262


On 28 Nov GLENMARK was trading at 1495.15. The strike last trading price was 15.45, which was -5.70 lower than the previous day. The implied volatity was 26.53, the open interest changed by 81 which increased total open position to 170


On 27 Nov GLENMARK was trading at 1522.60. The strike last trading price was 21.15, which was -2.35 lower than the previous day. The implied volatity was 25.96, the open interest changed by 4 which increased total open position to 95


On 26 Nov GLENMARK was trading at 1521.45. The strike last trading price was 23.5, which was 4.45 higher than the previous day. The implied volatity was 27.54, the open interest changed by 13 which increased total open position to 91


On 25 Nov GLENMARK was trading at 1490.40. The strike last trading price was 19.05, which was 1.40 higher than the previous day. The implied volatity was 28.65, the open interest changed by 13 which increased total open position to 79


On 22 Nov GLENMARK was trading at 1478.20. The strike last trading price was 17.65, which was 1.45 higher than the previous day. The implied volatity was 29.81, the open interest changed by 13 which increased total open position to 79


On 21 Nov GLENMARK was trading at 1466.40. The strike last trading price was 16.2, which was -6.30 lower than the previous day. The implied volatity was 29.91, the open interest changed by 12 which increased total open position to 65


On 20 Nov GLENMARK was trading at 1492.65. The strike last trading price was 22.5, which was 0.00 lower than the previous day. The implied volatity was 29.35, the open interest changed by 18 which increased total open position to 51


On 19 Nov GLENMARK was trading at 1492.65. The strike last trading price was 22.5, which was 1.50 higher than the previous day. The implied volatity was 29.35, the open interest changed by 16 which increased total open position to 51


On 18 Nov GLENMARK was trading at 1485.75. The strike last trading price was 21, which was -20.10 lower than the previous day. The implied volatity was 29.66, the open interest changed by 27 which increased total open position to 36


On 14 Nov GLENMARK was trading at 1533.70. The strike last trading price was 41.1, which was -11.90 lower than the previous day. The implied volatity was 28.61, the open interest changed by 1 which increased total open position to 9


On 13 Nov GLENMARK was trading at 1539.40. The strike last trading price was 53, which was -36.00 lower than the previous day. The implied volatity was 31.53, the open interest changed by 5 which increased total open position to 8


On 12 Nov GLENMARK was trading at 1577.05. The strike last trading price was 89, which was -93.50 lower than the previous day. The implied volatity was 43.29, the open interest changed by 2 which increased total open position to 2


On 11 Nov GLENMARK was trading at 1634.20. The strike last trading price was 182.5, 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 182.5, 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 182.5, 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 182.5, 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 182.5, 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 182.5, which was 182.50 higher 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 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 31 Oct GLENMARK was trading at 1694.55. 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 which decreased total open position to


On 30 Oct GLENMARK was trading at 1670.00. 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 which decreased total open position to


On 29 Oct GLENMARK was trading at 1675.10. 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 which decreased total open position to


On 28 Oct GLENMARK was trading at 1713.50. 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 which decreased total open position to


On 25 Oct GLENMARK was trading at 1663.80. 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 which decreased total open position to


On 24 Oct GLENMARK was trading at 1674.55. 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 which decreased total open position to


On 23 Oct GLENMARK was trading at 1685.90. 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 which decreased total open position to


On 22 Oct GLENMARK was trading at 1682.25. 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 which decreased total open position to


On 21 Oct GLENMARK was trading at 1716.80. 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 which decreased total open position to


On 18 Oct GLENMARK was trading at 1738.45. 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 which decreased total open position to


On 17 Oct GLENMARK was trading at 1735.30. 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 which decreased total open position to


On 16 Oct GLENMARK was trading at 1781.45. 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 which decreased total open position to


On 11 Oct GLENMARK was trading at 1790.65. 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 which decreased total open position to


On 10 Oct GLENMARK was trading at 1760.95. 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 which decreased total open position to


On 9 Oct GLENMARK was trading at 1786.15. 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 which decreased total open position to


On 8 Oct GLENMARK was trading at 1734.55. 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 which decreased total open position to


On 7 Oct GLENMARK was trading at 1675.10. 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 which decreased total open position to


On 4 Oct GLENMARK was trading at 1662.70. 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 which decreased total open position to


On 3 Oct GLENMARK was trading at 1644.35. 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 which decreased total open position to


On 1 Oct GLENMARK was trading at 1666.95. 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 which decreased total open position to


On 30 Sept GLENMARK was trading at 1673.50. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


GLENMARK 26DEC2024 1600 PE
Delta: -0.60
Vega: 1.51
Theta: -0.67
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
3 Dec 1559.40 64.55 -1.70 28.98 25 1 130
2 Dec 1547.55 66.25 -19.55 29.22 84 23 128
29 Nov 1528.65 85.8 -20.35 29.66 58 15 107
28 Nov 1495.15 106.15 16.00 32.30 29 13 92
27 Nov 1522.60 90.15 -6.10 30.82 9 3 79
26 Nov 1521.45 96.25 -23.65 33.11 24 8 75
25 Nov 1490.40 119.9 -9.10 37.56 3 1 66
22 Nov 1478.20 129 -14.85 32.75 3 0 65
21 Nov 1466.40 143.85 33.90 37.52 5 -1 66
20 Nov 1492.65 109.95 0.00 26.03 8 5 67
19 Nov 1492.65 109.95 -16.40 26.03 8 5 67
18 Nov 1485.75 126.35 33.35 31.59 14 0 61
14 Nov 1533.70 93 3.00 32.74 3 -1 62
13 Nov 1539.40 90 6.80 34.18 16 11 60
12 Nov 1577.05 83.2 34.35 35.59 45 23 49
11 Nov 1634.20 48.85 9.85 32.88 5 0 26
8 Nov 1666.50 39 -13.00 30.05 1 0 26
7 Nov 1657.35 52 30.90 35.89 37 11 25
6 Nov 1768.95 21.1 -19.40 33.77 12 0 19
5 Nov 1725.15 40.5 -34.85 39.39 19 13 13
4 Nov 1699.25 75.35 0.00 5.37 0 0 0
1 Nov 1690.30 75.35 0.00 5.00 0 0 0
31 Oct 1694.55 75.35 0.00 - 0 0 0
30 Oct 1670.00 75.35 0.00 - 0 0 0
29 Oct 1675.10 75.35 0.00 - 0 0 0
28 Oct 1713.50 75.35 0.00 - 0 0 0
25 Oct 1663.80 75.35 0.00 - 0 0 0
24 Oct 1674.55 75.35 75.35 - 0 0 0
23 Oct 1685.90 0 0.00 - 0 0 0
22 Oct 1682.25 0 0.00 - 0 0 0
21 Oct 1716.80 0 0.00 - 0 0 0
18 Oct 1738.45 0 0.00 - 0 0 0
17 Oct 1735.30 0 0.00 - 0 0 0
16 Oct 1781.45 0 0.00 - 0 0 0
11 Oct 1790.65 0 0.00 - 0 0 0
10 Oct 1760.95 0 0.00 - 0 0 0
9 Oct 1786.15 0 0.00 - 0 0 0
8 Oct 1734.55 0 0.00 - 0 0 0
7 Oct 1675.10 0 0.00 - 0 0 0
4 Oct 1662.70 0 0.00 - 0 0 0
3 Oct 1644.35 0 0.00 - 0 0 0
1 Oct 1666.95 0 0.00 - 0 0 0
30 Sept 1673.50 0 - 0 0 0


For Glenmark Pharmaceuticals - strike price 1600 expiring on 26DEC2024

Delta for 1600 PE is -0.60

Historical price for 1600 PE is as follows

On 3 Dec GLENMARK was trading at 1559.40. The strike last trading price was 64.55, which was -1.70 lower than the previous day. The implied volatity was 28.98, the open interest changed by 1 which increased total open position to 130


On 2 Dec GLENMARK was trading at 1547.55. The strike last trading price was 66.25, which was -19.55 lower than the previous day. The implied volatity was 29.22, the open interest changed by 23 which increased total open position to 128


On 29 Nov GLENMARK was trading at 1528.65. The strike last trading price was 85.8, which was -20.35 lower than the previous day. The implied volatity was 29.66, the open interest changed by 15 which increased total open position to 107


On 28 Nov GLENMARK was trading at 1495.15. The strike last trading price was 106.15, which was 16.00 higher than the previous day. The implied volatity was 32.30, the open interest changed by 13 which increased total open position to 92


On 27 Nov GLENMARK was trading at 1522.60. The strike last trading price was 90.15, which was -6.10 lower than the previous day. The implied volatity was 30.82, the open interest changed by 3 which increased total open position to 79


On 26 Nov GLENMARK was trading at 1521.45. The strike last trading price was 96.25, which was -23.65 lower than the previous day. The implied volatity was 33.11, the open interest changed by 8 which increased total open position to 75


On 25 Nov GLENMARK was trading at 1490.40. The strike last trading price was 119.9, which was -9.10 lower than the previous day. The implied volatity was 37.56, the open interest changed by 1 which increased total open position to 66


On 22 Nov GLENMARK was trading at 1478.20. The strike last trading price was 129, which was -14.85 lower than the previous day. The implied volatity was 32.75, the open interest changed by 0 which decreased total open position to 65


On 21 Nov GLENMARK was trading at 1466.40. The strike last trading price was 143.85, which was 33.90 higher than the previous day. The implied volatity was 37.52, the open interest changed by -1 which decreased total open position to 66


On 20 Nov GLENMARK was trading at 1492.65. The strike last trading price was 109.95, which was 0.00 lower than the previous day. The implied volatity was 26.03, the open interest changed by 5 which increased total open position to 67


On 19 Nov GLENMARK was trading at 1492.65. The strike last trading price was 109.95, which was -16.40 lower than the previous day. The implied volatity was 26.03, the open interest changed by 5 which increased total open position to 67


On 18 Nov GLENMARK was trading at 1485.75. The strike last trading price was 126.35, which was 33.35 higher than the previous day. The implied volatity was 31.59, the open interest changed by 0 which decreased total open position to 61


On 14 Nov GLENMARK was trading at 1533.70. The strike last trading price was 93, which was 3.00 higher than the previous day. The implied volatity was 32.74, the open interest changed by -1 which decreased total open position to 62


On 13 Nov GLENMARK was trading at 1539.40. The strike last trading price was 90, which was 6.80 higher than the previous day. The implied volatity was 34.18, the open interest changed by 11 which increased total open position to 60


On 12 Nov GLENMARK was trading at 1577.05. The strike last trading price was 83.2, which was 34.35 higher than the previous day. The implied volatity was 35.59, the open interest changed by 23 which increased total open position to 49


On 11 Nov GLENMARK was trading at 1634.20. The strike last trading price was 48.85, which was 9.85 higher than the previous day. The implied volatity was 32.88, the open interest changed by 0 which decreased total open position to 26


On 8 Nov GLENMARK was trading at 1666.50. The strike last trading price was 39, which was -13.00 lower than the previous day. The implied volatity was 30.05, the open interest changed by 0 which decreased total open position to 26


On 7 Nov GLENMARK was trading at 1657.35. The strike last trading price was 52, which was 30.90 higher than the previous day. The implied volatity was 35.89, the open interest changed by 11 which increased total open position to 25


On 6 Nov GLENMARK was trading at 1768.95. The strike last trading price was 21.1, which was -19.40 lower than the previous day. The implied volatity was 33.77, the open interest changed by 0 which decreased total open position to 19


On 5 Nov GLENMARK was trading at 1725.15. The strike last trading price was 40.5, which was -34.85 lower than the previous day. The implied volatity was 39.39, the open interest changed by 13 which increased total open position to 13


On 4 Nov GLENMARK was trading at 1699.25. The strike last trading price was 75.35, which was 0.00 lower than the previous day. The implied volatity was 5.37, 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 75.35, which was 0.00 lower than the previous day. The implied volatity was 5.00, 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 75.35, 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 75.35, 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 75.35, 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 75.35, 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 75.35, 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 24 Oct GLENMARK was trading at 1674.55. The strike last trading price was 75.35, which was 75.35 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 23 Oct GLENMARK was trading at 1685.90. 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 which decreased total open position to


On 22 Oct GLENMARK was trading at 1682.25. 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 which decreased total open position to


On 21 Oct GLENMARK was trading at 1716.80. 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 which decreased total open position to


On 18 Oct GLENMARK was trading at 1738.45. 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 which decreased total open position to


On 17 Oct GLENMARK was trading at 1735.30. 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 which decreased total open position to


On 16 Oct GLENMARK was trading at 1781.45. 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 which decreased total open position to


On 11 Oct GLENMARK was trading at 1790.65. 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 which decreased total open position to


On 10 Oct GLENMARK was trading at 1760.95. 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 which decreased total open position to


On 9 Oct GLENMARK was trading at 1786.15. 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 which decreased total open position to


On 8 Oct GLENMARK was trading at 1734.55. 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 which decreased total open position to


On 7 Oct GLENMARK was trading at 1675.10. 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 which decreased total open position to


On 4 Oct GLENMARK was trading at 1662.70. 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 which decreased total open position to


On 3 Oct GLENMARK was trading at 1644.35. 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 which decreased total open position to


On 1 Oct GLENMARK was trading at 1666.95. 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 which decreased total open position to


On 30 Sept GLENMARK was trading at 1673.50. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to