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

1466.4 -26.25 (-1.76%)

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Historical option data for GLENMARK

21 Nov 2024 04:12 PM IST
GLENMARK 28NOV2024 1600 CE
Delta: 0.05
Vega: 0.22
Theta: -0.60
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Nov 1466.40 1.65 -0.95 37.02 622 0 797
20 Nov 1492.65 2.6 0.00 30.48 1,314 -12 800
19 Nov 1492.65 2.6 -1.90 30.48 1,314 -9 800
18 Nov 1485.75 4.5 -15.15 35.71 4,030 456 833
14 Nov 1533.70 19.65 -2.35 34.10 1,467 -10 379
13 Nov 1539.40 22 -12.30 31.54 1,784 200 392
12 Nov 1577.05 34.3 -40.20 34.01 1,816 138 192
11 Nov 1634.20 74.5 -18.60 34.91 26 13 54
8 Nov 1666.50 93.1 -1.90 37.09 10 -2 40
7 Nov 1657.35 95 -70.60 36.90 44 20 43
6 Nov 1768.95 165.6 42.60 - 4 -1 23
5 Nov 1725.15 123 23.00 - 1 0 23
4 Nov 1699.25 100 -22.05 - 7 2 23
1 Nov 1690.30 122.05 0.00 0.00 0 2 0
31 Oct 1694.55 122.05 3.60 - 6 2 21
30 Oct 1670.00 118.45 8.45 - 13 9 20
29 Oct 1675.10 110 -25.00 - 1 0 10
28 Oct 1713.50 135 0.00 - 0 0 0
25 Oct 1663.80 135 0.00 - 0 0 0
23 Oct 1685.90 135 0.00 - 0 0 10
22 Oct 1682.25 135 -5.00 - 8 7 9
21 Oct 1716.80 140 -52.55 - 1 0 1
4 Oct 1662.70 192.55 0.00 - 0 0 0
1 Oct 1666.95 192.55 0.00 - 0 0 0
27 Sept 1685.70 192.55 192.55 - 0 0 0
26 Sept 1678.30 0 0.00 - 0 0 0
25 Sept 1689.20 0 0.00 - 0 0 0
24 Sept 1697.50 0 0.00 - 0 0 0
23 Sept 1712.45 0 0.00 - 0 0 0
20 Sept 1636.75 0 0.00 - 0 0 0
19 Sept 1649.80 0 0.00 - 0 0 0
18 Sept 1646.05 0 0.00 - 0 0 0
17 Sept 1713.00 0 0.00 - 0 0 0
16 Sept 1741.45 0 0.00 - 0 0 0
13 Sept 1753.70 0 0.00 - 0 0 0
12 Sept 1747.95 0 0.00 - 0 0 0
11 Sept 1725.65 0 0.00 - 0 0 0
10 Sept 1727.85 0 0.00 - 0 0 0
9 Sept 1704.20 0 0.00 - 0 0 0
6 Sept 1702.70 0 0.00 - 0 0 0
5 Sept 1709.45 0 0.00 - 0 0 0
4 Sept 1686.55 0 0.00 - 0 0 0
3 Sept 1687.50 0 0.00 - 0 0 0
2 Sept 1687.90 0 - 0 0 0


For Glenmark Pharmaceuticals - strike price 1600 expiring on 28NOV2024

Delta for 1600 CE is 0.05

Historical price for 1600 CE is as follows

On 21 Nov GLENMARK was trading at 1466.40. The strike last trading price was 1.65, which was -0.95 lower than the previous day. The implied volatity was 37.02, the open interest changed by 0 which decreased total open position to 797


On 20 Nov GLENMARK was trading at 1492.65. The strike last trading price was 2.6, which was 0.00 lower than the previous day. The implied volatity was 30.48, the open interest changed by -12 which decreased total open position to 800


On 19 Nov GLENMARK was trading at 1492.65. The strike last trading price was 2.6, which was -1.90 lower than the previous day. The implied volatity was 30.48, the open interest changed by -9 which decreased total open position to 800


On 18 Nov GLENMARK was trading at 1485.75. The strike last trading price was 4.5, which was -15.15 lower than the previous day. The implied volatity was 35.71, the open interest changed by 456 which increased total open position to 833


On 14 Nov GLENMARK was trading at 1533.70. The strike last trading price was 19.65, which was -2.35 lower than the previous day. The implied volatity was 34.10, the open interest changed by -10 which decreased total open position to 379


On 13 Nov GLENMARK was trading at 1539.40. The strike last trading price was 22, which was -12.30 lower than the previous day. The implied volatity was 31.54, the open interest changed by 200 which increased total open position to 392


On 12 Nov GLENMARK was trading at 1577.05. The strike last trading price was 34.3, which was -40.20 lower than the previous day. The implied volatity was 34.01, the open interest changed by 138 which increased total open position to 192


On 11 Nov GLENMARK was trading at 1634.20. The strike last trading price was 74.5, which was -18.60 lower than the previous day. The implied volatity was 34.91, the open interest changed by 13 which increased total open position to 54


On 8 Nov GLENMARK was trading at 1666.50. The strike last trading price was 93.1, which was -1.90 lower than the previous day. The implied volatity was 37.09, the open interest changed by -2 which decreased total open position to 40


On 7 Nov GLENMARK was trading at 1657.35. The strike last trading price was 95, which was -70.60 lower than the previous day. The implied volatity was 36.90, the open interest changed by 20 which increased total open position to 43


On 6 Nov GLENMARK was trading at 1768.95. The strike last trading price was 165.6, which was 42.60 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 23


On 5 Nov GLENMARK was trading at 1725.15. The strike last trading price was 123, which was 23.00 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 23


On 4 Nov GLENMARK was trading at 1699.25. The strike last trading price was 100, which was -22.05 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 23


On 1 Nov GLENMARK was trading at 1690.30. The strike last trading price was 122.05, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0


On 31 Oct GLENMARK was trading at 1694.55. The strike last trading price was 122.05, which was 3.60 higher 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 118.45, which was 8.45 higher 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 110, which was -25.00 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 135, 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 135, 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 135, 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 135, which was -5.00 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 140, which was -52.55 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 192.55, 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 192.55, 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 27 Sept GLENMARK was trading at 1685.70. The strike last trading price was 192.55, which was 192.55 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 26 Sept GLENMARK was trading at 1678.30. 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 25 Sept GLENMARK was trading at 1689.20. 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 which decreased total open position to


On 24 Sept GLENMARK was trading at 1697.50. 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 23 Sept GLENMARK was trading at 1712.45. 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 20 Sept GLENMARK was trading at 1636.75. 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 which decreased total open position to


On 19 Sept GLENMARK was trading at 1649.80. 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 Sept GLENMARK was trading at 1646.05. 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 which decreased total open position to


On 17 Sept GLENMARK was trading at 1713.00. 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 16 Sept GLENMARK was trading at 1741.45. 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 13 Sept GLENMARK was trading at 1753.70. 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 12 Sept GLENMARK was trading at 1747.95. 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 11 Sept GLENMARK was trading at 1725.65. 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 Sept GLENMARK was trading at 1727.85. 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 Sept GLENMARK was trading at 1704.20. 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 which decreased total open position to


On 6 Sept GLENMARK was trading at 1702.70. 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 5 Sept GLENMARK was trading at 1709.45. 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 4 Sept GLENMARK was trading at 1686.55. 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 3 Sept GLENMARK was trading at 1687.50. 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 2 Sept GLENMARK was trading at 1687.90. 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 28NOV2024 1600 PE
Delta: -0.90
Vega: 0.35
Theta: -0.73
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Nov 1466.40 133 25.00 45.50 36 -4 184
20 Nov 1492.65 108 0.00 32.20 50 4 195
19 Nov 1492.65 108 -11.55 32.20 50 11 195
18 Nov 1485.75 119.55 42.15 36.83 322 -53 185
14 Nov 1533.70 77.4 1.30 36.04 221 -39 239
13 Nov 1539.40 76.1 14.00 40.45 853 -12 280
12 Nov 1577.05 62.1 29.20 37.63 2,572 70 314
11 Nov 1634.20 32.9 6.00 37.74 655 20 244
8 Nov 1666.50 26.9 -4.75 34.62 545 -3 225
7 Nov 1657.35 31.65 21.95 37.49 1,389 -47 233
6 Nov 1768.95 9.7 -10.15 37.25 426 21 287
5 Nov 1725.15 19.85 -4.65 40.26 429 20 265
4 Nov 1699.25 24.5 -6.50 40.14 540 52 246
1 Nov 1690.30 31 0.25 41.43 2 0 194
31 Oct 1694.55 30.75 -7.45 - 172 32 195
30 Oct 1670.00 38.2 -0.65 - 208 55 163
29 Oct 1675.10 38.85 13.85 - 241 93 102
28 Oct 1713.50 25 -15.00 - 11 8 9
25 Oct 1663.80 40 14.65 - 1 0 1
23 Oct 1685.90 25.35 0.00 - 0 0 0
22 Oct 1682.25 25.35 -47.10 - 2 0 0
21 Oct 1716.80 72.45 0.00 - 0 0 0
4 Oct 1662.70 72.45 0.00 - 0 0 0
1 Oct 1666.95 72.45 0.00 - 0 0 0
27 Sept 1685.70 72.45 0.00 - 0 0 0
26 Sept 1678.30 72.45 0.00 - 0 0 0
25 Sept 1689.20 72.45 0.00 - 0 0 0
24 Sept 1697.50 72.45 0.00 - 0 0 0
23 Sept 1712.45 72.45 72.45 - 0 0 0
20 Sept 1636.75 0 0.00 - 0 0 0
19 Sept 1649.80 0 0.00 - 0 0 0
18 Sept 1646.05 0 0.00 - 0 0 0
17 Sept 1713.00 0 0.00 - 0 0 0
16 Sept 1741.45 0 0.00 - 0 0 0
13 Sept 1753.70 0 0.00 - 0 0 0
12 Sept 1747.95 0 0.00 - 0 0 0
11 Sept 1725.65 0 0.00 - 0 0 0
10 Sept 1727.85 0 0.00 - 0 0 0
9 Sept 1704.20 0 0.00 - 0 0 0
6 Sept 1702.70 0 0.00 - 0 0 0
5 Sept 1709.45 0 0.00 - 0 0 0
4 Sept 1686.55 0 0.00 - 0 0 0
3 Sept 1687.50 0 0.00 - 0 0 0
2 Sept 1687.90 0 - 0 0 0


For Glenmark Pharmaceuticals - strike price 1600 expiring on 28NOV2024

Delta for 1600 PE is -0.90

Historical price for 1600 PE is as follows

On 21 Nov GLENMARK was trading at 1466.40. The strike last trading price was 133, which was 25.00 higher than the previous day. The implied volatity was 45.50, the open interest changed by -4 which decreased total open position to 184


On 20 Nov GLENMARK was trading at 1492.65. The strike last trading price was 108, which was 0.00 lower than the previous day. The implied volatity was 32.20, the open interest changed by 4 which increased total open position to 195


On 19 Nov GLENMARK was trading at 1492.65. The strike last trading price was 108, which was -11.55 lower than the previous day. The implied volatity was 32.20, the open interest changed by 11 which increased total open position to 195


On 18 Nov GLENMARK was trading at 1485.75. The strike last trading price was 119.55, which was 42.15 higher than the previous day. The implied volatity was 36.83, the open interest changed by -53 which decreased total open position to 185


On 14 Nov GLENMARK was trading at 1533.70. The strike last trading price was 77.4, which was 1.30 higher than the previous day. The implied volatity was 36.04, the open interest changed by -39 which decreased total open position to 239


On 13 Nov GLENMARK was trading at 1539.40. The strike last trading price was 76.1, which was 14.00 higher than the previous day. The implied volatity was 40.45, the open interest changed by -12 which decreased total open position to 280


On 12 Nov GLENMARK was trading at 1577.05. The strike last trading price was 62.1, which was 29.20 higher than the previous day. The implied volatity was 37.63, the open interest changed by 70 which increased total open position to 314


On 11 Nov GLENMARK was trading at 1634.20. The strike last trading price was 32.9, which was 6.00 higher than the previous day. The implied volatity was 37.74, the open interest changed by 20 which increased total open position to 244


On 8 Nov GLENMARK was trading at 1666.50. The strike last trading price was 26.9, which was -4.75 lower than the previous day. The implied volatity was 34.62, the open interest changed by -3 which decreased total open position to 225


On 7 Nov GLENMARK was trading at 1657.35. The strike last trading price was 31.65, which was 21.95 higher than the previous day. The implied volatity was 37.49, the open interest changed by -47 which decreased total open position to 233


On 6 Nov GLENMARK was trading at 1768.95. The strike last trading price was 9.7, which was -10.15 lower than the previous day. The implied volatity was 37.25, the open interest changed by 21 which increased total open position to 287


On 5 Nov GLENMARK was trading at 1725.15. The strike last trading price was 19.85, which was -4.65 lower than the previous day. The implied volatity was 40.26, the open interest changed by 20 which increased total open position to 265


On 4 Nov GLENMARK was trading at 1699.25. The strike last trading price was 24.5, which was -6.50 lower than the previous day. The implied volatity was 40.14, the open interest changed by 52 which increased total open position to 246


On 1 Nov GLENMARK was trading at 1690.30. The strike last trading price was 31, which was 0.25 higher than the previous day. The implied volatity was 41.43, the open interest changed by 0 which decreased total open position to 194


On 31 Oct GLENMARK was trading at 1694.55. The strike last trading price was 30.75, 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 38.2, which was -0.65 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 38.85, which was 13.85 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 25, which was -15.00 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 40, which was 14.65 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 25.35, 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 22 Oct GLENMARK was trading at 1682.25. The strike last trading price was 25.35, which was -47.10 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 72.45, 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 72.45, 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 72.45, 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 27 Sept GLENMARK was trading at 1685.70. The strike last trading price was 72.45, 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 26 Sept GLENMARK was trading at 1678.30. The strike last trading price was 72.45, 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 Sept GLENMARK was trading at 1689.20. The strike last trading price was 72.45, 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 Sept GLENMARK was trading at 1697.50. The strike last trading price was 72.45, 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 Sept GLENMARK was trading at 1712.45. The strike last trading price was 72.45, which was 72.45 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 20 Sept GLENMARK was trading at 1636.75. 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 which decreased total open position to


On 19 Sept GLENMARK was trading at 1649.80. 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 Sept GLENMARK was trading at 1646.05. 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 which decreased total open position to


On 17 Sept GLENMARK was trading at 1713.00. 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 16 Sept GLENMARK was trading at 1741.45. 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 13 Sept GLENMARK was trading at 1753.70. 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 12 Sept GLENMARK was trading at 1747.95. 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 11 Sept GLENMARK was trading at 1725.65. 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 Sept GLENMARK was trading at 1727.85. 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 Sept GLENMARK was trading at 1704.20. 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 which decreased total open position to


On 6 Sept GLENMARK was trading at 1702.70. 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 5 Sept GLENMARK was trading at 1709.45. 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 4 Sept GLENMARK was trading at 1686.55. 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 3 Sept GLENMARK was trading at 1687.50. 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 2 Sept GLENMARK was trading at 1687.90. 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