GLENMARK
Glenmark Pharmaceuticals
Historical option data for GLENMARK
14 Nov 2024 04:12 PM IST
| GLENMARK 28NOV2024 1620 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.25
Vega: 0.96
Theta: -1.28
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 1533.70 | 14.95 | -2.55 | 34.50 | 431 | 8 | 212 | |||
| 13 Nov | 1539.40 | 17.5 | -9.95 | 32.69 | 553 | 40 | 204 | |||
| 12 Nov | 1577.05 | 27.45 | -33.10 | 34.45 | 1,198 | 132 | 166 | |||
| 11 Nov | 1634.20 | 60.55 | -21.90 | 33.43 | 91 | 29 | 35 | |||
| 8 Nov | 1666.50 | 82.45 | 7.90 | 38.37 | 16 | 6 | 8 | |||
| 7 Nov | 1657.35 | 74.55 | -7.25 | 31.54 | 5 | 0 | 2 | |||
| 6 Nov | 1768.95 | 81.8 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Nov | 1725.15 | 81.8 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 4 Nov | 1699.25 | 81.8 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 1 Nov | 1690.30 | 81.8 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 31 Oct | 1694.55 | 81.8 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 1670.00 | 81.8 | 0.00 | - | 0 | 1 | 0 | |||
| 29 Oct | 1675.10 | 81.8 | -14.95 | - | 2 | 0 | 1 | |||
| 28 Oct | 1713.50 | 96.75 | 0.00 | - | 0 | 1 | 0 | |||
| 25 Oct | 1663.80 | 96.75 | -49.35 | - | 1 | 0 | 0 | |||
| 23 Oct | 1685.90 | 146.1 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 1682.25 | 146.1 | 0.00 | - | 0 | 0 | 0 | |||
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| 21 Oct | 1716.80 | 146.1 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 1662.70 | 146.1 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 1666.95 | 146.1 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Sept | 1685.70 | 146.1 | - | 0 | 0 | 0 | ||||
For Glenmark Pharmaceuticals - strike price 1620 expiring on 28NOV2024
Delta for 1620 CE is 0.25
Historical price for 1620 CE is as follows
On 14 Nov GLENMARK was trading at 1533.70. The strike last trading price was 14.95, which was -2.55 lower than the previous day. The implied volatity was 34.50, the open interest changed by 8 which increased total open position to 212
On 13 Nov GLENMARK was trading at 1539.40. The strike last trading price was 17.5, which was -9.95 lower than the previous day. The implied volatity was 32.69, the open interest changed by 40 which increased total open position to 204
On 12 Nov GLENMARK was trading at 1577.05. The strike last trading price was 27.45, which was -33.10 lower than the previous day. The implied volatity was 34.45, the open interest changed by 132 which increased total open position to 166
On 11 Nov GLENMARK was trading at 1634.20. The strike last trading price was 60.55, which was -21.90 lower than the previous day. The implied volatity was 33.43, the open interest changed by 29 which increased total open position to 35
On 8 Nov GLENMARK was trading at 1666.50. The strike last trading price was 82.45, which was 7.90 higher than the previous day. The implied volatity was 38.37, the open interest changed by 6 which increased total open position to 8
On 7 Nov GLENMARK was trading at 1657.35. The strike last trading price was 74.55, which was -7.25 lower than the previous day. The implied volatity was 31.54, the open interest changed by 0 which decreased total open position to 2
On 6 Nov GLENMARK was trading at 1768.95. The strike last trading price was 81.8, 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 5 Nov GLENMARK was trading at 1725.15. The strike last trading price was 81.8, 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 4 Nov GLENMARK was trading at 1699.25. The strike last trading price was 81.8, 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 1 Nov GLENMARK was trading at 1690.30. The strike last trading price was 81.8, 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 31 Oct GLENMARK was trading at 1694.55. The strike last trading price was 81.8, 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 81.8, 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 81.8, which was -14.95 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 96.75, 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 96.75, which was -49.35 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 146.1, 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 146.1, 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 146.1, 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 146.1, 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 146.1, 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 146.1, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| GLENMARK 28NOV2024 1620 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.73
Vega: 1.00
Theta: -1.05
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 1533.70 | 94.5 | 3.75 | 38.53 | 37 | -4 | 268 |
| 13 Nov | 1539.40 | 90.75 | 17.60 | 41.50 | 104 | -27 | 272 |
| 12 Nov | 1577.05 | 73.15 | 32.65 | 36.61 | 928 | 176 | 297 |
| 11 Nov | 1634.20 | 40.5 | 6.50 | 37.33 | 121 | 3 | 123 |
| 8 Nov | 1666.50 | 34 | -5.60 | 34.59 | 263 | 17 | 120 |
| 7 Nov | 1657.35 | 39.6 | 27.30 | 37.86 | 252 | 42 | 107 |
| 6 Nov | 1768.95 | 12.3 | -12.20 | 36.81 | 149 | 11 | 66 |
| 5 Nov | 1725.15 | 24.5 | -5.00 | 40.12 | 134 | 26 | 56 |
| 4 Nov | 1699.25 | 29.5 | -6.70 | 39.73 | 76 | 22 | 30 |
| 1 Nov | 1690.30 | 36.2 | 0.00 | 0.00 | 0 | 0 | 0 |
| 31 Oct | 1694.55 | 36.2 | -3.80 | - | 11 | 0 | 8 |
| 30 Oct | 1670.00 | 40 | -9.70 | - | 6 | 0 | 6 |
| 29 Oct | 1675.10 | 49.7 | 17.65 | - | 5 | 2 | 5 |
| 28 Oct | 1713.50 | 32.05 | -3.20 | - | 1 | 2 | 2 |
| 25 Oct | 1663.80 | 35.25 | -32.30 | - | 2 | 0 | 0 |
| 23 Oct | 1685.90 | 67.55 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 1682.25 | 67.55 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 1716.80 | 67.55 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 1662.70 | 67.55 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 1666.95 | 67.55 | 0.00 | - | 0 | 0 | 0 |
| 27 Sept | 1685.70 | 67.55 | - | 0 | 0 | 0 | |
For Glenmark Pharmaceuticals - strike price 1620 expiring on 28NOV2024
Delta for 1620 PE is -0.73
Historical price for 1620 PE is as follows
On 14 Nov GLENMARK was trading at 1533.70. The strike last trading price was 94.5, which was 3.75 higher than the previous day. The implied volatity was 38.53, the open interest changed by -4 which decreased total open position to 268
On 13 Nov GLENMARK was trading at 1539.40. The strike last trading price was 90.75, which was 17.60 higher than the previous day. The implied volatity was 41.50, the open interest changed by -27 which decreased total open position to 272
On 12 Nov GLENMARK was trading at 1577.05. The strike last trading price was 73.15, which was 32.65 higher than the previous day. The implied volatity was 36.61, the open interest changed by 176 which increased total open position to 297
On 11 Nov GLENMARK was trading at 1634.20. The strike last trading price was 40.5, which was 6.50 higher than the previous day. The implied volatity was 37.33, the open interest changed by 3 which increased total open position to 123
On 8 Nov GLENMARK was trading at 1666.50. The strike last trading price was 34, which was -5.60 lower than the previous day. The implied volatity was 34.59, the open interest changed by 17 which increased total open position to 120
On 7 Nov GLENMARK was trading at 1657.35. The strike last trading price was 39.6, which was 27.30 higher than the previous day. The implied volatity was 37.86, the open interest changed by 42 which increased total open position to 107
On 6 Nov GLENMARK was trading at 1768.95. The strike last trading price was 12.3, which was -12.20 lower than the previous day. The implied volatity was 36.81, the open interest changed by 11 which increased total open position to 66
On 5 Nov GLENMARK was trading at 1725.15. The strike last trading price was 24.5, which was -5.00 lower than the previous day. The implied volatity was 40.12, the open interest changed by 26 which increased total open position to 56
On 4 Nov GLENMARK was trading at 1699.25. The strike last trading price was 29.5, which was -6.70 lower than the previous day. The implied volatity was 39.73, the open interest changed by 22 which increased total open position to 30
On 1 Nov GLENMARK was trading at 1690.30. The strike last trading price was 36.2, 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 31 Oct GLENMARK was trading at 1694.55. The strike last trading price was 36.2, which was -3.80 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 40, which was -9.70 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 49.7, which was 17.65 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 32.05, which was -3.20 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 35.25, which was -32.30 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 67.55, 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 22 Oct GLENMARK was trading at 1682.25. The strike last trading price was 67.55, 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 21 Oct GLENMARK was trading at 1716.80. The strike last trading price was 67.55, 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 4 Oct GLENMARK was trading at 1662.70. The strike last trading price was 67.55, 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 67.55, 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 67.55, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
