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

1378.1 1.80 (0.13%)

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Historical option data for GLENMARK

11 Apr 2025 04:12 PM IST
GLENMARK 24APR2025 1640 CE
Delta: 0.04
Vega: 0.20
Theta: -0.39
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
11 Apr 1378.10 1.7 -0.1 48.30 124 16 283
9 Apr 1376.30 1.8 -2.1 45.96 281 55 275
8 Apr 1440.80 3.8 -2.85 40.20 213 -20 221
7 Apr 1442.20 6.75 -2.3 44.08 195 -5 246
4 Apr 1499.85 9.5 -6.6 34.15 635 -3 258
3 Apr 1545.25 16.5 3.15 32.20 900 165 261
2 Apr 1515.45 13 0.5 32.56 164 -2 97
1 Apr 1509.20 12.5 -7.9 33.87 279 -4 98
28 Mar 1541.05 20.65 3.7 31.15 319 10 102
27 Mar 1519.85 17.45 6.65 34.06 76 6 91
26 Mar 1461.80 10.8 0.55 35.35 21 2 85
25 Mar 1480.75 10.25 -1.5 30.61 12 9 84
24 Mar 1492.65 11.75 -4.65 29.79 10 2 75
21 Mar 1514.75 15.5 1.65 29.13 23 6 72
20 Mar 1478.80 13.6 -31.15 31.28 133 65 65
11 Feb 1453.05 44.75 0 4.80 0 0 0
10 Feb 1511.10 44.75 0 3.43 0 0 0
7 Feb 1540.15 44.75 0 2.71 0 0 0
6 Feb 1499.85 0 0 3.86 0 0 0
5 Feb 1493.20 0 0 0.00 0 0 0
4 Feb 1451.55 0 0 0.00 0 0 0


For Glenmark Pharmaceuticals - strike price 1640 expiring on 24APR2025

Delta for 1640 CE is 0.04

Historical price for 1640 CE is as follows

On 11 Apr GLENMARK was trading at 1378.10. The strike last trading price was 1.7, which was -0.1 lower than the previous day. The implied volatity was 48.30, the open interest changed by 16 which increased total open position to 283


On 9 Apr GLENMARK was trading at 1376.30. The strike last trading price was 1.8, which was -2.1 lower than the previous day. The implied volatity was 45.96, the open interest changed by 55 which increased total open position to 275


On 8 Apr GLENMARK was trading at 1440.80. The strike last trading price was 3.8, which was -2.85 lower than the previous day. The implied volatity was 40.20, the open interest changed by -20 which decreased total open position to 221


On 7 Apr GLENMARK was trading at 1442.20. The strike last trading price was 6.75, which was -2.3 lower than the previous day. The implied volatity was 44.08, the open interest changed by -5 which decreased total open position to 246


On 4 Apr GLENMARK was trading at 1499.85. The strike last trading price was 9.5, which was -6.6 lower than the previous day. The implied volatity was 34.15, the open interest changed by -3 which decreased total open position to 258


On 3 Apr GLENMARK was trading at 1545.25. The strike last trading price was 16.5, which was 3.15 higher than the previous day. The implied volatity was 32.20, the open interest changed by 165 which increased total open position to 261


On 2 Apr GLENMARK was trading at 1515.45. The strike last trading price was 13, which was 0.5 higher than the previous day. The implied volatity was 32.56, the open interest changed by -2 which decreased total open position to 97


On 1 Apr GLENMARK was trading at 1509.20. The strike last trading price was 12.5, which was -7.9 lower than the previous day. The implied volatity was 33.87, the open interest changed by -4 which decreased total open position to 98


On 28 Mar GLENMARK was trading at 1541.05. The strike last trading price was 20.65, which was 3.7 higher than the previous day. The implied volatity was 31.15, the open interest changed by 10 which increased total open position to 102


On 27 Mar GLENMARK was trading at 1519.85. The strike last trading price was 17.45, which was 6.65 higher than the previous day. The implied volatity was 34.06, the open interest changed by 6 which increased total open position to 91


On 26 Mar GLENMARK was trading at 1461.80. The strike last trading price was 10.8, which was 0.55 higher than the previous day. The implied volatity was 35.35, the open interest changed by 2 which increased total open position to 85


On 25 Mar GLENMARK was trading at 1480.75. The strike last trading price was 10.25, which was -1.5 lower than the previous day. The implied volatity was 30.61, the open interest changed by 9 which increased total open position to 84


On 24 Mar GLENMARK was trading at 1492.65. The strike last trading price was 11.75, which was -4.65 lower than the previous day. The implied volatity was 29.79, the open interest changed by 2 which increased total open position to 75


On 21 Mar GLENMARK was trading at 1514.75. The strike last trading price was 15.5, which was 1.65 higher than the previous day. The implied volatity was 29.13, the open interest changed by 6 which increased total open position to 72


On 20 Mar GLENMARK was trading at 1478.80. The strike last trading price was 13.6, which was -31.15 lower than the previous day. The implied volatity was 31.28, the open interest changed by 65 which increased total open position to 65


On 11 Feb GLENMARK was trading at 1453.05. The strike last trading price was 44.75, which was 0 lower than the previous day. The implied volatity was 4.80, the open interest changed by 0 which decreased total open position to 0


On 10 Feb GLENMARK was trading at 1511.10. The strike last trading price was 44.75, which was 0 lower than the previous day. The implied volatity was 3.43, the open interest changed by 0 which decreased total open position to 0


On 7 Feb GLENMARK was trading at 1540.15. The strike last trading price was 44.75, which was 0 lower than the previous day. The implied volatity was 2.71, the open interest changed by 0 which decreased total open position to 0


On 6 Feb GLENMARK was trading at 1499.85. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 3.86, the open interest changed by 0 which decreased total open position to 0


On 5 Feb GLENMARK was trading at 1493.20. The strike last trading price was 0, which was 0 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 Feb GLENMARK was trading at 1451.55. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


GLENMARK 24APR2025 1640 PE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
11 Apr 1378.10 153.95 0 0.00 0 0 0
9 Apr 1376.30 153.95 0 0.00 0 0 0
8 Apr 1440.80 153.95 0 0.00 0 0 0
7 Apr 1442.20 153.95 0 0.00 0 3 0
4 Apr 1499.85 153.95 43.95 47.73 29 5 30
3 Apr 1545.25 110 -17.8 35.28 7 -1 25
2 Apr 1515.45 131.8 -2.95 39.34 5 0 25
1 Apr 1509.20 134.75 19.8 31.36 14 11 24
28 Mar 1541.05 116.2 -35.8 36.49 23 6 13
27 Mar 1519.85 152 0 0.00 0 0 0
26 Mar 1461.80 152 0 0.00 0 0 0
25 Mar 1480.75 152 0 0.00 0 3 0
24 Mar 1492.65 152 12 36.26 20 3 7
21 Mar 1514.75 140 -68.6 34.28 4 2 2
20 Mar 1478.80 208.6 0 - 0 0 0
11 Feb 1453.05 0 0 - 0 0 0
10 Feb 1511.10 0 0 - 0 0 0
7 Feb 1540.15 0 0 - 0 0 0
6 Feb 1499.85 0 0 - 0 0 0
5 Feb 1493.20 0 0 0.00 0 0 0
4 Feb 1451.55 0 0 0.00 0 0 0


For Glenmark Pharmaceuticals - strike price 1640 expiring on 24APR2025

Delta for 1640 PE is 0.00

Historical price for 1640 PE is as follows

On 11 Apr GLENMARK was trading at 1378.10. The strike last trading price was 153.95, which was 0 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 9 Apr GLENMARK was trading at 1376.30. The strike last trading price was 153.95, which was 0 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 8 Apr GLENMARK was trading at 1440.80. The strike last trading price was 153.95, which was 0 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 7 Apr GLENMARK was trading at 1442.20. The strike last trading price was 153.95, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0


On 4 Apr GLENMARK was trading at 1499.85. The strike last trading price was 153.95, which was 43.95 higher than the previous day. The implied volatity was 47.73, the open interest changed by 5 which increased total open position to 30


On 3 Apr GLENMARK was trading at 1545.25. The strike last trading price was 110, which was -17.8 lower than the previous day. The implied volatity was 35.28, the open interest changed by -1 which decreased total open position to 25


On 2 Apr GLENMARK was trading at 1515.45. The strike last trading price was 131.8, which was -2.95 lower than the previous day. The implied volatity was 39.34, the open interest changed by 0 which decreased total open position to 25


On 1 Apr GLENMARK was trading at 1509.20. The strike last trading price was 134.75, which was 19.8 higher than the previous day. The implied volatity was 31.36, the open interest changed by 11 which increased total open position to 24


On 28 Mar GLENMARK was trading at 1541.05. The strike last trading price was 116.2, which was -35.8 lower than the previous day. The implied volatity was 36.49, the open interest changed by 6 which increased total open position to 13


On 27 Mar GLENMARK was trading at 1519.85. The strike last trading price was 152, which was 0 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 Mar GLENMARK was trading at 1461.80. The strike last trading price was 152, which was 0 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 Mar GLENMARK was trading at 1480.75. The strike last trading price was 152, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0


On 24 Mar GLENMARK was trading at 1492.65. The strike last trading price was 152, which was 12 higher than the previous day. The implied volatity was 36.26, the open interest changed by 3 which increased total open position to 7


On 21 Mar GLENMARK was trading at 1514.75. The strike last trading price was 140, which was -68.6 lower than the previous day. The implied volatity was 34.28, the open interest changed by 2 which increased total open position to 2


On 20 Mar GLENMARK was trading at 1478.80. The strike last trading price was 208.6, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 11 Feb GLENMARK was trading at 1453.05. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 10 Feb GLENMARK was trading at 1511.10. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 7 Feb GLENMARK was trading at 1540.15. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 6 Feb GLENMARK was trading at 1499.85. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 5 Feb GLENMARK was trading at 1493.20. The strike last trading price was 0, which was 0 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 Feb GLENMARK was trading at 1451.55. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0