GLENMARK
Glenmark Pharmaceuticals
Historical option data for GLENMARK
27 Dec 2024 04:12 PM IST
| GLENMARK 30JAN2025 1620 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.47
Vega: 1.93
Theta: -0.89
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 27 Dec | 1585.95 | 41 | 17.95 | 24.74 | 1,478 | 251 | 283 | |||
| 26 Dec | 1541.45 | 23.05 | 1.05 | 24.32 | 54 | 15 | 32 | |||
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| 24 Dec | 1535.80 | 22 | -7.80 | 24.70 | 12 | 7 | 17 | |||
| 23 Dec | 1550.60 | 29.8 | 0.40 | 25.13 | 23 | 8 | 10 | |||
| 20 Dec | 1541.65 | 29.4 | -23.35 | 25.24 | 3 | 1 | 1 | |||
| 19 Dec | 1540.80 | 52.75 | 0.00 | 2.99 | 0 | 0 | 0 | |||
| 18 Dec | 1524.70 | 52.75 | 0.00 | 3.94 | 0 | 0 | 0 | |||
| 16 Dec | 1551.35 | 52.75 | 0.00 | 2.60 | 0 | 0 | 0 | |||
| 6 Dec | 1528.10 | 52.75 | 0.00 | 3.02 | 0 | 0 | 0 | |||
| 5 Dec | 1544.65 | 52.75 | 0.00 | 2.20 | 0 | 0 | 0 | |||
| 4 Dec | 1548.65 | 52.75 | 0.00 | 2.16 | 0 | 0 | 0 | |||
| 2 Dec | 1547.55 | 52.75 | 1.96 | 0 | 0 | 0 | ||||
For Glenmark Pharmaceuticals - strike price 1620 expiring on 30JAN2025
Delta for 1620 CE is 0.47
Historical price for 1620 CE is as follows
On 27 Dec GLENMARK was trading at 1585.95. The strike last trading price was 41, which was 17.95 higher than the previous day. The implied volatity was 24.74, the open interest changed by 251 which increased total open position to 283
On 26 Dec GLENMARK was trading at 1541.45. The strike last trading price was 23.05, which was 1.05 higher than the previous day. The implied volatity was 24.32, the open interest changed by 15 which increased total open position to 32
On 24 Dec GLENMARK was trading at 1535.80. The strike last trading price was 22, which was -7.80 lower than the previous day. The implied volatity was 24.70, the open interest changed by 7 which increased total open position to 17
On 23 Dec GLENMARK was trading at 1550.60. The strike last trading price was 29.8, which was 0.40 higher than the previous day. The implied volatity was 25.13, the open interest changed by 8 which increased total open position to 10
On 20 Dec GLENMARK was trading at 1541.65. The strike last trading price was 29.4, which was -23.35 lower than the previous day. The implied volatity was 25.24, the open interest changed by 1 which increased total open position to 1
On 19 Dec GLENMARK was trading at 1540.80. The strike last trading price was 52.75, which was 0.00 lower than the previous day. The implied volatity was 2.99, 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 52.75, which was 0.00 lower than the previous day. The implied volatity was 3.94, 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 52.75, which was 0.00 lower than the previous day. The implied volatity was 2.60, 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 52.75, which was 0.00 lower than the previous day. The implied volatity was 3.02, 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 52.75, which was 0.00 lower than the previous day. The implied volatity was 2.20, 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 52.75, which was 0.00 lower than the previous day. The implied volatity was 2.16, 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 52.75, which was lower than the previous day. The implied volatity was 1.96, the open interest changed by 0 which decreased total open position to 0
| GLENMARK 30JAN2025 1620 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.52
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 | 64.8 | -92.55 | 29.31 | 254 | 88 | 88 |
| 26 Dec | 1541.45 | 157.35 | 0.00 | - | 0 | 0 | 0 |
| 24 Dec | 1535.80 | 157.35 | 0.00 | - | 0 | 0 | 0 |
| 23 Dec | 1550.60 | 157.35 | 0.00 | - | 0 | 0 | 0 |
| 20 Dec | 1541.65 | 157.35 | 0.00 | - | 0 | 0 | 0 |
| 19 Dec | 1540.80 | 157.35 | 0.00 | - | 0 | 0 | 0 |
| 18 Dec | 1524.70 | 157.35 | 0.00 | - | 0 | 0 | 0 |
| 16 Dec | 1551.35 | 157.35 | 0.00 | - | 0 | 0 | 0 |
| 6 Dec | 1528.10 | 157.35 | 0.00 | - | 0 | 0 | 0 |
| 5 Dec | 1544.65 | 157.35 | 0.00 | - | 0 | 0 | 0 |
| 4 Dec | 1548.65 | 157.35 | 0.00 | - | 0 | 0 | 0 |
| 2 Dec | 1547.55 | 157.35 | - | 0 | 0 | 0 | |
For Glenmark Pharmaceuticals - strike price 1620 expiring on 30JAN2025
Delta for 1620 PE is -0.52
Historical price for 1620 PE is as follows
On 27 Dec GLENMARK was trading at 1585.95. The strike last trading price was 64.8, which was -92.55 lower than the previous day. The implied volatity was 29.31, the open interest changed by 88 which increased total open position to 88
On 26 Dec GLENMARK was trading at 1541.45. The strike last trading price was 157.35, 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 24 Dec GLENMARK was trading at 1535.80. The strike last trading price was 157.35, 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 23 Dec GLENMARK was trading at 1550.60. The strike last trading price was 157.35, 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 Dec GLENMARK was trading at 1541.65. The strike last trading price was 157.35, 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 Dec GLENMARK was trading at 1540.80. The strike last trading price was 157.35, 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 157.35, 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 157.35, 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 157.35, 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 157.35, 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 157.35, 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 157.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
