GLENMARK
Glenmark Pharmaceuticals
Historical option data for GLENMARK
20 Dec 2024 04:12 PM IST
| GLENMARK 26DEC2024 1620 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.10
Vega: 0.36
Theta: -0.89
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 1541.65 | 2.75 | -1.95 | 28.07 | 490 | 10 | 339 | |||
| 19 Dec | 1540.80 | 4.7 | 0.20 | 30.60 | 448 | -13 | 327 | |||
| 18 Dec | 1524.70 | 4.5 | -0.15 | 33.28 | 480 | 19 | 340 | |||
| 17 Dec | 1514.10 | 4.65 | -4.95 | 34.82 | 502 | 30 | 322 | |||
| 16 Dec | 1551.35 | 9.6 | 3.50 | 31.33 | 574 | -2 | 318 | |||
| 13 Dec | 1518.15 | 6.1 | -1.75 | 30.64 | 2,575 | 37 | 322 | |||
| 12 Dec | 1535.05 | 7.85 | -1.25 | 28.35 | 297 | -7 | 287 | |||
| 11 Dec | 1526.40 | 9.1 | -6.10 | 29.35 | 485 | -34 | 297 | |||
| 10 Dec | 1542.65 | 15.2 | 8.00 | 30.88 | 1,472 | 205 | 331 | |||
| 9 Dec | 1514.15 | 7.2 | -3.80 | 26.74 | 112 | 15 | 125 | |||
| 6 Dec | 1528.10 | 11 | -4.05 | 26.42 | 80 | 9 | 110 | |||
| 5 Dec | 1544.65 | 15.05 | -2.30 | 25.74 | 191 | 13 | 102 | |||
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| 4 Dec | 1548.65 | 17.35 | -1.15 | 26.72 | 111 | 11 | 90 | |||
| 3 Dec | 1559.40 | 18.5 | -3.00 | 25.06 | 108 | 2 | 79 | |||
| 2 Dec | 1547.55 | 21.5 | 6.20 | 26.81 | 196 | 8 | 76 | |||
| 29 Nov | 1528.65 | 15.3 | 3.10 | 26.02 | 132 | 27 | 67 | |||
| 28 Nov | 1495.15 | 12.2 | -4.00 | 27.11 | 49 | 18 | 40 | |||
| 27 Nov | 1522.60 | 16.2 | -4.75 | 26.03 | 45 | -16 | 22 | |||
| 26 Nov | 1521.45 | 20.95 | 6.95 | 29.37 | 42 | 17 | 37 | |||
| 25 Nov | 1490.40 | 14 | 0.00 | 0.00 | 0 | -5 | 0 | |||
| 22 Nov | 1478.20 | 14 | 1.05 | 29.80 | 3 | -1 | 21 | |||
| 21 Nov | 1466.40 | 12.95 | -5.90 | 30.07 | 31 | -4 | 23 | |||
| 20 Nov | 1492.65 | 18.85 | 0.00 | 30.10 | 215 | 20 | 26 | |||
| 19 Nov | 1492.65 | 18.85 | -14.15 | 30.10 | 215 | 19 | 26 | |||
| 18 Nov | 1485.75 | 33 | -4.00 | 40.15 | 13 | 4 | 7 | |||
| 14 Nov | 1533.70 | 37 | -2.55 | 30.00 | 1 | 0 | 3 | |||
| 13 Nov | 1539.40 | 39.55 | -39.45 | 30.52 | 4 | 1 | 3 | |||
| 12 Nov | 1577.05 | 79 | -69.30 | 41.63 | 2 | 1 | 1 | |||
| 11 Nov | 1634.20 | 148.3 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 1666.50 | 148.3 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 1657.35 | 148.3 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 1699.25 | 148.3 | 148.30 | - | 0 | 0 | 0 | |||
| 1 Nov | 1690.30 | 0 | - | 0 | 0 | 0 | ||||
For Glenmark Pharmaceuticals - strike price 1620 expiring on 26DEC2024
Delta for 1620 CE is 0.10
Historical price for 1620 CE is as follows
On 20 Dec GLENMARK was trading at 1541.65. The strike last trading price was 2.75, which was -1.95 lower than the previous day. The implied volatity was 28.07, the open interest changed by 10 which increased total open position to 339
On 19 Dec GLENMARK was trading at 1540.80. The strike last trading price was 4.7, which was 0.20 higher than the previous day. The implied volatity was 30.60, the open interest changed by -13 which decreased total open position to 327
On 18 Dec GLENMARK was trading at 1524.70. The strike last trading price was 4.5, which was -0.15 lower than the previous day. The implied volatity was 33.28, the open interest changed by 19 which increased total open position to 340
On 17 Dec GLENMARK was trading at 1514.10. The strike last trading price was 4.65, which was -4.95 lower than the previous day. The implied volatity was 34.82, the open interest changed by 30 which increased total open position to 322
On 16 Dec GLENMARK was trading at 1551.35. The strike last trading price was 9.6, which was 3.50 higher than the previous day. The implied volatity was 31.33, the open interest changed by -2 which decreased total open position to 318
On 13 Dec GLENMARK was trading at 1518.15. The strike last trading price was 6.1, which was -1.75 lower than the previous day. The implied volatity was 30.64, the open interest changed by 37 which increased total open position to 322
On 12 Dec GLENMARK was trading at 1535.05. The strike last trading price was 7.85, which was -1.25 lower than the previous day. The implied volatity was 28.35, the open interest changed by -7 which decreased total open position to 287
On 11 Dec GLENMARK was trading at 1526.40. The strike last trading price was 9.1, which was -6.10 lower than the previous day. The implied volatity was 29.35, the open interest changed by -34 which decreased total open position to 297
On 10 Dec GLENMARK was trading at 1542.65. The strike last trading price was 15.2, which was 8.00 higher than the previous day. The implied volatity was 30.88, the open interest changed by 205 which increased total open position to 331
On 9 Dec GLENMARK was trading at 1514.15. The strike last trading price was 7.2, which was -3.80 lower than the previous day. The implied volatity was 26.74, the open interest changed by 15 which increased total open position to 125
On 6 Dec GLENMARK was trading at 1528.10. The strike last trading price was 11, which was -4.05 lower than the previous day. The implied volatity was 26.42, the open interest changed by 9 which increased total open position to 110
On 5 Dec GLENMARK was trading at 1544.65. The strike last trading price was 15.05, which was -2.30 lower than the previous day. The implied volatity was 25.74, the open interest changed by 13 which increased total open position to 102
On 4 Dec GLENMARK was trading at 1548.65. The strike last trading price was 17.35, which was -1.15 lower than the previous day. The implied volatity was 26.72, the open interest changed by 11 which increased total open position to 90
On 3 Dec GLENMARK was trading at 1559.40. The strike last trading price was 18.5, which was -3.00 lower than the previous day. The implied volatity was 25.06, the open interest changed by 2 which increased total open position to 79
On 2 Dec GLENMARK was trading at 1547.55. The strike last trading price was 21.5, which was 6.20 higher than the previous day. The implied volatity was 26.81, the open interest changed by 8 which increased total open position to 76
On 29 Nov GLENMARK was trading at 1528.65. The strike last trading price was 15.3, which was 3.10 higher than the previous day. The implied volatity was 26.02, the open interest changed by 27 which increased total open position to 67
On 28 Nov GLENMARK was trading at 1495.15. The strike last trading price was 12.2, which was -4.00 lower than the previous day. The implied volatity was 27.11, the open interest changed by 18 which increased total open position to 40
On 27 Nov GLENMARK was trading at 1522.60. The strike last trading price was 16.2, which was -4.75 lower than the previous day. The implied volatity was 26.03, the open interest changed by -16 which decreased total open position to 22
On 26 Nov GLENMARK was trading at 1521.45. The strike last trading price was 20.95, which was 6.95 higher than the previous day. The implied volatity was 29.37, the open interest changed by 17 which increased total open position to 37
On 25 Nov GLENMARK was trading at 1490.40. The strike last trading price was 14, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -5 which decreased total open position to 0
On 22 Nov GLENMARK was trading at 1478.20. The strike last trading price was 14, which was 1.05 higher than the previous day. The implied volatity was 29.80, the open interest changed by -1 which decreased total open position to 21
On 21 Nov GLENMARK was trading at 1466.40. The strike last trading price was 12.95, which was -5.90 lower than the previous day. The implied volatity was 30.07, the open interest changed by -4 which decreased total open position to 23
On 20 Nov GLENMARK was trading at 1492.65. The strike last trading price was 18.85, which was 0.00 lower than the previous day. The implied volatity was 30.10, the open interest changed by 20 which increased total open position to 26
On 19 Nov GLENMARK was trading at 1492.65. The strike last trading price was 18.85, which was -14.15 lower than the previous day. The implied volatity was 30.10, the open interest changed by 19 which increased total open position to 26
On 18 Nov GLENMARK was trading at 1485.75. The strike last trading price was 33, which was -4.00 lower than the previous day. The implied volatity was 40.15, the open interest changed by 4 which increased total open position to 7
On 14 Nov GLENMARK was trading at 1533.70. The strike last trading price was 37, which was -2.55 lower than the previous day. The implied volatity was 30.00, the open interest changed by 0 which decreased total open position to 3
On 13 Nov GLENMARK was trading at 1539.40. The strike last trading price was 39.55, which was -39.45 lower than the previous day. The implied volatity was 30.52, the open interest changed by 1 which increased total open position to 3
On 12 Nov GLENMARK was trading at 1577.05. The strike last trading price was 79, which was -69.30 lower than the previous day. The implied volatity was 41.63, the open interest changed by 1 which increased total open position to 1
On 11 Nov GLENMARK was trading at 1634.20. The strike last trading price was 148.3, 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 148.3, 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 148.3, 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 148.3, which was 148.30 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 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| GLENMARK 26DEC2024 1620 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.84
Vega: 0.49
Theta: -1.06
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 1541.65 | 78.25 | -11.05 | 35.46 | 5 | 0 | 4 |
| 19 Dec | 1540.80 | 89.3 | 0.00 | 0.00 | 0 | -1 | 0 |
| 18 Dec | 1524.70 | 89.3 | -6.80 | - | 1 | 0 | 5 |
| 17 Dec | 1514.10 | 96.1 | 18.30 | - | 3 | 0 | 4 |
| 16 Dec | 1551.35 | 77.8 | 4.60 | 33.08 | 4 | -1 | 6 |
| 13 Dec | 1518.15 | 73.2 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Dec | 1535.05 | 73.2 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Dec | 1526.40 | 73.2 | 0.00 | 0.00 | 0 | 5 | 0 |
| 10 Dec | 1542.65 | 73.2 | -10.05 | 19.00 | 5 | 3 | 5 |
| 9 Dec | 1514.15 | 83.25 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Dec | 1528.10 | 83.25 | 0.00 | 0.00 | 0 | 1 | 0 |
| 5 Dec | 1544.65 | 83.25 | -0.70 | 29.33 | 4 | 2 | 3 |
| 4 Dec | 1548.65 | 83.95 | 7.95 | 29.80 | 1 | 0 | 2 |
| 3 Dec | 1559.40 | 76 | 0.00 | 0.00 | 0 | 1 | 0 |
| 2 Dec | 1547.55 | 76 | -26.40 | 26.89 | 1 | 0 | 1 |
| 29 Nov | 1528.65 | 102.4 | 2.80 | 31.24 | 1 | 0 | 0 |
| 28 Nov | 1495.15 | 99.6 | 0.00 | 0.00 | 0 | 0 | 0 |
| 27 Nov | 1522.60 | 99.6 | 0.00 | 0.00 | 0 | 0 | 0 |
| 26 Nov | 1521.45 | 99.6 | 0.00 | 0.00 | 0 | 0 | 0 |
| 25 Nov | 1490.40 | 99.6 | 0.00 | 0.00 | 0 | 0 | 0 |
| 22 Nov | 1478.20 | 99.6 | 0.00 | 0.00 | 0 | 0 | 0 |
| 21 Nov | 1466.40 | 99.6 | 0.00 | 0.00 | 0 | 0 | 0 |
| 20 Nov | 1492.65 | 99.6 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Nov | 1492.65 | 99.6 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Nov | 1485.75 | 99.6 | 0.00 | 0.00 | 0 | 0 | 0 |
| 14 Nov | 1533.70 | 99.6 | 43.80 | 29.66 | 2 | 1 | 1 |
| 13 Nov | 1539.40 | 55.8 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 1577.05 | 55.8 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 1634.20 | 55.8 | 0.00 | 1.89 | 0 | 0 | 0 |
| 8 Nov | 1666.50 | 55.8 | 0.00 | 2.65 | 0 | 0 | 0 |
| 7 Nov | 1657.35 | 55.8 | 0.00 | 2.68 | 0 | 0 | 0 |
| 4 Nov | 1699.25 | 55.8 | -205.65 | 4.57 | 0 | 0 | 0 |
| 1 Nov | 1690.30 | 261.45 | 3.79 | 0 | 0 | 0 | |
For Glenmark Pharmaceuticals - strike price 1620 expiring on 26DEC2024
Delta for 1620 PE is -0.84
Historical price for 1620 PE is as follows
On 20 Dec GLENMARK was trading at 1541.65. The strike last trading price was 78.25, which was -11.05 lower than the previous day. The implied volatity was 35.46, the open interest changed by 0 which decreased total open position to 4
On 19 Dec GLENMARK was trading at 1540.80. The strike last trading price was 89.3, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 18 Dec GLENMARK was trading at 1524.70. The strike last trading price was 89.3, which was -6.80 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 17 Dec GLENMARK was trading at 1514.10. The strike last trading price was 96.1, which was 18.30 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 16 Dec GLENMARK was trading at 1551.35. The strike last trading price was 77.8, which was 4.60 higher than the previous day. The implied volatity was 33.08, the open interest changed by -1 which decreased total open position to 6
On 13 Dec GLENMARK was trading at 1518.15. The strike last trading price was 73.2, which was 0.00 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 12 Dec GLENMARK was trading at 1535.05. The strike last trading price was 73.2, which was 0.00 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 11 Dec GLENMARK was trading at 1526.40. The strike last trading price was 73.2, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 5 which increased total open position to 0
On 10 Dec GLENMARK was trading at 1542.65. The strike last trading price was 73.2, which was -10.05 lower than the previous day. The implied volatity was 19.00, the open interest changed by 3 which increased total open position to 5
On 9 Dec GLENMARK was trading at 1514.15. The strike last trading price was 83.25, which was 0.00 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 6 Dec GLENMARK was trading at 1528.10. The strike last trading price was 83.25, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 5 Dec GLENMARK was trading at 1544.65. The strike last trading price was 83.25, which was -0.70 lower than the previous day. The implied volatity was 29.33, the open interest changed by 2 which increased total open position to 3
On 4 Dec GLENMARK was trading at 1548.65. The strike last trading price was 83.95, which was 7.95 higher than the previous day. The implied volatity was 29.80, the open interest changed by 0 which decreased total open position to 2
On 3 Dec GLENMARK was trading at 1559.40. The strike last trading price was 76, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 2 Dec GLENMARK was trading at 1547.55. The strike last trading price was 76, which was -26.40 lower than the previous day. The implied volatity was 26.89, the open interest changed by 0 which decreased total open position to 1
On 29 Nov GLENMARK was trading at 1528.65. The strike last trading price was 102.4, which was 2.80 higher than the previous day. The implied volatity was 31.24, the open interest changed by 0 which decreased total open position to 0
On 28 Nov GLENMARK was trading at 1495.15. The strike last trading price was 99.6, which was 0.00 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 27 Nov GLENMARK was trading at 1522.60. The strike last trading price was 99.6, which was 0.00 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 Nov GLENMARK was trading at 1521.45. The strike last trading price was 99.6, which was 0.00 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 Nov GLENMARK was trading at 1490.40. The strike last trading price was 99.6, which was 0.00 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 22 Nov GLENMARK was trading at 1478.20. The strike last trading price was 99.6, which was 0.00 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 21 Nov GLENMARK was trading at 1466.40. The strike last trading price was 99.6, which was 0.00 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 20 Nov GLENMARK was trading at 1492.65. The strike last trading price was 99.6, which was 0.00 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 19 Nov GLENMARK was trading at 1492.65. The strike last trading price was 99.6, which was 0.00 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 18 Nov GLENMARK was trading at 1485.75. The strike last trading price was 99.6, which was 0.00 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 14 Nov GLENMARK was trading at 1533.70. The strike last trading price was 99.6, which was 43.80 higher than the previous day. The implied volatity was 29.66, the open interest changed by 1 which increased total open position to 1
On 13 Nov GLENMARK was trading at 1539.40. The strike last trading price was 55.8, 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 55.8, 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 55.8, which was 0.00 lower than the previous day. The implied volatity was 1.89, 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 55.8, which was 0.00 lower than the previous day. The implied volatity was 2.65, 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 55.8, which was 0.00 lower than the previous day. The implied volatity was 2.68, 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 55.8, which was -205.65 lower than the previous day. The implied volatity was 4.57, 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 261.45, which was lower than the previous day. The implied volatity was 3.79, the open interest changed by 0 which decreased total open position to 0
