GLENMARK
Glenmark Pharmaceuticals
Historical option data for GLENMARK
14 Nov 2024 09:22 AM IST
| GLENMARK 28NOV2024 1640 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.23
Vega: 0.93
Theta: -1.16
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 1554.65 | 13 | 0.00 | 32.57 | 33 | -3 | 373 | |||
| 13 Nov | 1539.40 | 13 | -8.60 | 32.83 | 901 | 18 | 377 | |||
| 12 Nov | 1577.05 | 21.6 | -30.50 | 34.73 | 1,284 | 344 | 368 | |||
| 11 Nov | 1634.20 | 52.1 | -17.45 | 35.04 | 29 | 9 | 25 | |||
| 8 Nov | 1666.50 | 69.55 | 1.55 | 37.36 | 28 | -3 | 17 | |||
| 7 Nov | 1657.35 | 68 | -30.05 | 34.96 | 78 | 12 | 19 | |||
| 6 Nov | 1768.95 | 98.05 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Nov | 1725.15 | 98.05 | 0.00 | 0.00 | 0 | 4 | 0 | |||
| 4 Nov | 1699.25 | 98.05 | 2.30 | 29.21 | 15 | 4 | 7 | |||
| 1 Nov | 1690.30 | 95.75 | 0.00 | 0.00 | 0 | 0 | 0 | |||
|
|
||||||||||
| 31 Oct | 1694.55 | 95.75 | -4.60 | - | 3 | 1 | 4 | |||
| 30 Oct | 1670.00 | 100.35 | -0.65 | - | 1 | 0 | 3 | |||
| 29 Oct | 1675.10 | 101 | -68.40 | - | 19 | 5 | 5 | |||
| 28 Oct | 1713.50 | 169.4 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 1663.80 | 169.4 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 1685.90 | 169.4 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 1682.25 | 169.4 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 1716.80 | 169.4 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 1662.70 | 169.4 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 1666.95 | 169.4 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Sept | 1685.70 | 169.4 | 169.40 | - | 0 | 0 | 0 | |||
| 26 Sept | 1678.30 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Sept | 1689.20 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Sept | 1697.50 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Sept | 1712.45 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Sept | 1636.75 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Sept | 1649.80 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Sept | 1646.05 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Sept | 1713.00 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Sept | 1741.45 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Sept | 1753.70 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Sept | 1747.95 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Sept | 1725.65 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Sept | 1727.85 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Sept | 1704.20 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Sept | 1702.70 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Sept | 1709.45 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Sept | 1686.55 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Sept | 1687.50 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Sept | 1687.90 | 0 | - | 0 | 0 | 0 | ||||
For Glenmark Pharmaceuticals - strike price 1640 expiring on 28NOV2024
Delta for 1640 CE is 0.23
Historical price for 1640 CE is as follows
On 14 Nov GLENMARK was trading at 1554.65. The strike last trading price was 13, which was 0.00 lower than the previous day. The implied volatity was 32.57, the open interest changed by -3 which decreased total open position to 373
On 13 Nov GLENMARK was trading at 1539.40. The strike last trading price was 13, which was -8.60 lower than the previous day. The implied volatity was 32.83, the open interest changed by 18 which increased total open position to 377
On 12 Nov GLENMARK was trading at 1577.05. The strike last trading price was 21.6, which was -30.50 lower than the previous day. The implied volatity was 34.73, the open interest changed by 344 which increased total open position to 368
On 11 Nov GLENMARK was trading at 1634.20. The strike last trading price was 52.1, which was -17.45 lower than the previous day. The implied volatity was 35.04, the open interest changed by 9 which increased total open position to 25
On 8 Nov GLENMARK was trading at 1666.50. The strike last trading price was 69.55, which was 1.55 higher than the previous day. The implied volatity was 37.36, the open interest changed by -3 which decreased total open position to 17
On 7 Nov GLENMARK was trading at 1657.35. The strike last trading price was 68, which was -30.05 lower than the previous day. The implied volatity was 34.96, the open interest changed by 12 which increased total open position to 19
On 6 Nov GLENMARK was trading at 1768.95. The strike last trading price was 98.05, 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 98.05, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 4 Nov GLENMARK was trading at 1699.25. The strike last trading price was 98.05, which was 2.30 higher than the previous day. The implied volatity was 29.21, the open interest changed by 4 which increased total open position to 7
On 1 Nov GLENMARK was trading at 1690.30. The strike last trading price was 95.75, 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 95.75, which was -4.60 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 100.35, which was -0.65 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 101, which was -68.40 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 169.4, 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 169.4, 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 23 Oct GLENMARK was trading at 1685.90. The strike last trading price was 169.4, 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 169.4, 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 169.4, 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 169.4, 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 169.4, 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 169.4, which was 169.40 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 26 Sept GLENMARK was trading at 1678.30. The strike last trading price was 0, 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 Sept GLENMARK was trading at 1689.20. The strike last trading price was 0, 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 24 Sept GLENMARK was trading at 1697.50. The strike last trading price was 0, 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 23 Sept GLENMARK was trading at 1712.45. The strike last trading price was 0, 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 20 Sept GLENMARK was trading at 1636.75. The strike last trading price was 0, 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 19 Sept GLENMARK was trading at 1649.80. The strike last trading price was 0, 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 18 Sept GLENMARK was trading at 1646.05. The strike last trading price was 0, 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 17 Sept GLENMARK was trading at 1713.00. The strike last trading price was 0, 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 16 Sept GLENMARK was trading at 1741.45. The strike last trading price was 0, 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 13 Sept GLENMARK was trading at 1753.70. The strike last trading price was 0, 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 12 Sept GLENMARK was trading at 1747.95. The strike last trading price was 0, 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 11 Sept GLENMARK was trading at 1725.65. The strike last trading price was 0, 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 10 Sept GLENMARK was trading at 1727.85. The strike last trading price was 0, 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 9 Sept GLENMARK was trading at 1704.20. The strike last trading price was 0, 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 6 Sept GLENMARK was trading at 1702.70. The strike last trading price was 0, 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 5 Sept GLENMARK was trading at 1709.45. The strike last trading price was 0, 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 Sept GLENMARK was trading at 1686.55. The strike last trading price was 0, 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 3 Sept GLENMARK was trading at 1687.50. The strike last trading price was 0, 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 2 Sept GLENMARK was trading at 1687.90. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| GLENMARK 28NOV2024 1640 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 1554.65 | 106.95 | 0.00 | 0.00 | 0 | 1 | 0 |
| 13 Nov | 1539.40 | 106.95 | 20.35 | 43.19 | 32 | 1 | 143 |
| 12 Nov | 1577.05 | 86.6 | 37.95 | 36.51 | 659 | -41 | 157 |
| 11 Nov | 1634.20 | 48.65 | 7.65 | 36.48 | 307 | 32 | 203 |
| 8 Nov | 1666.50 | 41 | -7.00 | 33.72 | 278 | 6 | 172 |
| 7 Nov | 1657.35 | 48 | 32.65 | 37.80 | 717 | 58 | 164 |
| 6 Nov | 1768.95 | 15.35 | -13.70 | 36.28 | 109 | 32 | 105 |
| 5 Nov | 1725.15 | 29.05 | -6.30 | 39.37 | 135 | 13 | 73 |
| 4 Nov | 1699.25 | 35.35 | -7.20 | 39.40 | 122 | 21 | 62 |
| 1 Nov | 1690.30 | 42.55 | 0.00 | 0.00 | 0 | 34 | 0 |
| 31 Oct | 1694.55 | 42.55 | -12.05 | - | 77 | 34 | 41 |
| 30 Oct | 1670.00 | 54.6 | 0.00 | - | 0 | 4 | 0 |
| 29 Oct | 1675.10 | 54.6 | 21.65 | - | 35 | 12 | 15 |
| 28 Oct | 1713.50 | 32.95 | -55.65 | - | 4 | 3 | 3 |
| 25 Oct | 1663.80 | 88.6 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 1685.90 | 88.6 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 1682.25 | 88.6 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 1716.80 | 88.6 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 1662.70 | 88.6 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 1666.95 | 88.6 | 0.00 | - | 0 | 0 | 0 |
| 27 Sept | 1685.70 | 88.6 | 0.00 | - | 0 | 0 | 0 |
| 26 Sept | 1678.30 | 88.6 | 0.00 | - | 0 | 0 | 0 |
| 25 Sept | 1689.20 | 88.6 | 0.00 | - | 0 | 0 | 0 |
| 24 Sept | 1697.50 | 88.6 | 88.60 | - | 0 | 0 | 0 |
| 23 Sept | 1712.45 | 0 | 0.00 | - | 0 | 0 | 0 |
| 20 Sept | 1636.75 | 0 | 0.00 | - | 0 | 0 | 0 |
| 19 Sept | 1649.80 | 0 | 0.00 | - | 0 | 0 | 0 |
| 18 Sept | 1646.05 | 0 | 0.00 | - | 0 | 0 | 0 |
| 17 Sept | 1713.00 | 0 | 0.00 | - | 0 | 0 | 0 |
| 16 Sept | 1741.45 | 0 | 0.00 | - | 0 | 0 | 0 |
| 13 Sept | 1753.70 | 0 | 0.00 | - | 0 | 0 | 0 |
| 12 Sept | 1747.95 | 0 | 0.00 | - | 0 | 0 | 0 |
| 11 Sept | 1725.65 | 0 | 0.00 | - | 0 | 0 | 0 |
| 10 Sept | 1727.85 | 0 | 0.00 | - | 0 | 0 | 0 |
| 9 Sept | 1704.20 | 0 | 0.00 | - | 0 | 0 | 0 |
| 6 Sept | 1702.70 | 0 | 0.00 | - | 0 | 0 | 0 |
| 5 Sept | 1709.45 | 0 | 0.00 | - | 0 | 0 | 0 |
| 4 Sept | 1686.55 | 0 | 0.00 | - | 0 | 0 | 0 |
| 3 Sept | 1687.50 | 0 | 0.00 | - | 0 | 0 | 0 |
| 2 Sept | 1687.90 | 0 | - | 0 | 0 | 0 | |
For Glenmark Pharmaceuticals - strike price 1640 expiring on 28NOV2024
Delta for 1640 PE is 0.00
Historical price for 1640 PE is as follows
On 14 Nov GLENMARK was trading at 1554.65. The strike last trading price was 106.95, 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 13 Nov GLENMARK was trading at 1539.40. The strike last trading price was 106.95, which was 20.35 higher than the previous day. The implied volatity was 43.19, the open interest changed by 1 which increased total open position to 143
On 12 Nov GLENMARK was trading at 1577.05. The strike last trading price was 86.6, which was 37.95 higher than the previous day. The implied volatity was 36.51, the open interest changed by -41 which decreased total open position to 157
On 11 Nov GLENMARK was trading at 1634.20. The strike last trading price was 48.65, which was 7.65 higher than the previous day. The implied volatity was 36.48, the open interest changed by 32 which increased total open position to 203
On 8 Nov GLENMARK was trading at 1666.50. The strike last trading price was 41, which was -7.00 lower than the previous day. The implied volatity was 33.72, the open interest changed by 6 which increased total open position to 172
On 7 Nov GLENMARK was trading at 1657.35. The strike last trading price was 48, which was 32.65 higher than the previous day. The implied volatity was 37.80, the open interest changed by 58 which increased total open position to 164
On 6 Nov GLENMARK was trading at 1768.95. The strike last trading price was 15.35, which was -13.70 lower than the previous day. The implied volatity was 36.28, the open interest changed by 32 which increased total open position to 105
On 5 Nov GLENMARK was trading at 1725.15. The strike last trading price was 29.05, which was -6.30 lower than the previous day. The implied volatity was 39.37, the open interest changed by 13 which increased total open position to 73
On 4 Nov GLENMARK was trading at 1699.25. The strike last trading price was 35.35, which was -7.20 lower than the previous day. The implied volatity was 39.40, the open interest changed by 21 which increased total open position to 62
On 1 Nov GLENMARK was trading at 1690.30. The strike last trading price was 42.55, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 34 which increased total open position to 0
On 31 Oct GLENMARK was trading at 1694.55. The strike last trading price was 42.55, which was -12.05 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 54.6, 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 54.6, which was 21.65 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 32.95, which was -55.65 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 88.6, 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 23 Oct GLENMARK was trading at 1685.90. The strike last trading price was 88.6, 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 88.6, 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 88.6, 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 88.6, 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 88.6, 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 88.6, 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 26 Sept GLENMARK was trading at 1678.30. The strike last trading price was 88.6, 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 Sept GLENMARK was trading at 1689.20. The strike last trading price was 88.6, 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 24 Sept GLENMARK was trading at 1697.50. The strike last trading price was 88.6, which was 88.60 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Sept GLENMARK was trading at 1712.45. The strike last trading price was 0, 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 20 Sept GLENMARK was trading at 1636.75. The strike last trading price was 0, 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 19 Sept GLENMARK was trading at 1649.80. The strike last trading price was 0, 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 18 Sept GLENMARK was trading at 1646.05. The strike last trading price was 0, 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 17 Sept GLENMARK was trading at 1713.00. The strike last trading price was 0, 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 16 Sept GLENMARK was trading at 1741.45. The strike last trading price was 0, 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 13 Sept GLENMARK was trading at 1753.70. The strike last trading price was 0, 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 12 Sept GLENMARK was trading at 1747.95. The strike last trading price was 0, 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 11 Sept GLENMARK was trading at 1725.65. The strike last trading price was 0, 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 10 Sept GLENMARK was trading at 1727.85. The strike last trading price was 0, 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 9 Sept GLENMARK was trading at 1704.20. The strike last trading price was 0, 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 6 Sept GLENMARK was trading at 1702.70. The strike last trading price was 0, 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 5 Sept GLENMARK was trading at 1709.45. The strike last trading price was 0, 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 Sept GLENMARK was trading at 1686.55. The strike last trading price was 0, 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 3 Sept GLENMARK was trading at 1687.50. The strike last trading price was 0, 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 2 Sept GLENMARK was trading at 1687.90. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
