GLENMARK
Glenmark Pharmaceuticals
Historical option data for GLENMARK
11 Apr 2025 04:12 PM IST
GLENMARK 24APR2025 1640 CE | ||||||||||
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Delta: 0.04
Vega: 0.20
Theta: -0.39
Gamma: 0.00
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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 | |||
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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 | |||||||
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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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