GLENMARK
Glenmark Pharmaceuticals
Historical option data for GLENMARK
27 Dec 2024 04:12 PM IST
| GLENMARK 30JAN2025 1640 CE | ||||||||||
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Delta: 0.40
Vega: 1.88
Theta: -0.85
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 27 Dec | 1585.95 | 33 | 15.45 | 24.75 | 1,261 | 197 | 212 | |||
| 26 Dec | 1541.45 | 17.55 | -7.00 | 24.15 | 53 | 15 | 16 | |||
| 24 Dec | 1535.80 | 24.55 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 23 Dec | 1550.60 | 24.55 | -143.35 | 25.58 | 3 | 2 | 2 | |||
| 20 Dec | 1541.65 | 167.9 | 0.00 | 3.93 | 0 | 0 | 0 | |||
| 19 Dec | 1540.80 | 167.9 | 0.00 | 3.99 | 0 | 0 | 0 | |||
| 18 Dec | 1524.70 | 167.9 | 0.00 | 4.95 | 0 | 0 | 0 | |||
| 16 Dec | 1551.35 | 167.9 | 0.00 | 3.27 | 0 | 0 | 0 | |||
| 5 Dec | 1544.65 | 167.9 | 0.00 | 3.06 | 0 | 0 | 0 | |||
| 4 Dec | 1548.65 | 167.9 | 0.00 | 3.03 | 0 | 0 | 0 | |||
| 2 Dec | 1547.55 | 167.9 | 167.90 | 2.81 | 0 | 0 | 0 | |||
| 27 Nov | 1522.60 | 0 | 0.00 | 3.59 | 0 | 0 | 0 | |||
| 26 Nov | 1521.45 | 0 | 0.00 | 3.38 | 0 | 0 | 0 | |||
| 25 Nov | 1490.40 | 0 | 0.00 | 4.52 | 0 | 0 | 0 | |||
| 22 Nov | 1478.20 | 0 | 0.00 | 5.00 | 0 | 0 | 0 | |||
| 21 Nov | 1466.40 | 0 | 0.00 | 5.44 | 0 | 0 | 0 | |||
| 20 Nov | 1492.65 | 0 | 0.00 | 4.11 | 0 | 0 | 0 | |||
| 19 Nov | 1492.65 | 0 | 0.00 | 4.11 | 0 | 0 | 0 | |||
| 18 Nov | 1485.75 | 0 | 0.00 | 4.54 | 0 | 0 | 0 | |||
| 14 Nov | 1533.70 | 0 | 0.00 | 2.91 | 0 | 0 | 0 | |||
| 13 Nov | 1539.40 | 0 | 0.00 | 2.75 | 0 | 0 | 0 | |||
| 12 Nov | 1577.05 | 0 | 0.00 | 1.08 | 0 | 0 | 0 | |||
| 11 Nov | 1634.20 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 1666.50 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 1657.35 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 1768.95 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 1725.15 | 0 | 0.00 | - | 0 | 0 | 0 | |||
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| 4 Nov | 1699.25 | 0 | - | 0 | 0 | 0 | ||||
For Glenmark Pharmaceuticals - strike price 1640 expiring on 30JAN2025
Delta for 1640 CE is 0.40
Historical price for 1640 CE is as follows
On 27 Dec GLENMARK was trading at 1585.95. The strike last trading price was 33, which was 15.45 higher than the previous day. The implied volatity was 24.75, the open interest changed by 197 which increased total open position to 212
On 26 Dec GLENMARK was trading at 1541.45. The strike last trading price was 17.55, which was -7.00 lower than the previous day. The implied volatity was 24.15, the open interest changed by 15 which increased total open position to 16
On 24 Dec GLENMARK was trading at 1535.80. The strike last trading price was 24.55, 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 23 Dec GLENMARK was trading at 1550.60. The strike last trading price was 24.55, which was -143.35 lower than the previous day. The implied volatity was 25.58, the open interest changed by 2 which increased total open position to 2
On 20 Dec GLENMARK was trading at 1541.65. The strike last trading price was 167.9, which was 0.00 lower than the previous day. The implied volatity was 3.93, 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 167.9, which was 0.00 lower than the previous day. The implied volatity was 3.99, 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 167.9, which was 0.00 lower than the previous day. The implied volatity was 4.95, 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 167.9, which was 0.00 lower than the previous day. The implied volatity was 3.27, 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 167.9, which was 0.00 lower than the previous day. The implied volatity was 3.06, 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 167.9, which was 0.00 lower than the previous day. The implied volatity was 3.03, 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 167.9, which was 167.90 higher than the previous day. The implied volatity was 2.81, the open interest changed by 0 which decreased total open position to 0
On 27 Nov GLENMARK was trading at 1522.60. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 3.59, the open interest changed by 0 which decreased total open position to 0
On 26 Nov GLENMARK was trading at 1521.45. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 3.38, the open interest changed by 0 which decreased total open position to 0
On 25 Nov GLENMARK was trading at 1490.40. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 4.52, the open interest changed by 0 which decreased total open position to 0
On 22 Nov GLENMARK was trading at 1478.20. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 5.00, the open interest changed by 0 which decreased total open position to 0
On 21 Nov GLENMARK was trading at 1466.40. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 5.44, the open interest changed by 0 which decreased total open position to 0
On 20 Nov GLENMARK was trading at 1492.65. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 4.11, the open interest changed by 0 which decreased total open position to 0
On 19 Nov GLENMARK was trading at 1492.65. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 4.11, the open interest changed by 0 which decreased total open position to 0
On 18 Nov GLENMARK was trading at 1485.75. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 4.54, the open interest changed by 0 which decreased total open position to 0
On 14 Nov GLENMARK was trading at 1533.70. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 2.91, the open interest changed by 0 which decreased total open position to 0
On 13 Nov GLENMARK was trading at 1539.40. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 2.75, the open interest changed by 0 which decreased total open position to 0
On 12 Nov GLENMARK was trading at 1577.05. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 1.08, the open interest changed by 0 which decreased total open position to 0
On 11 Nov GLENMARK was trading at 1634.20. 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 0 which decreased total open position to 0
On 8 Nov GLENMARK was trading at 1666.50. 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 0 which decreased total open position to 0
On 7 Nov GLENMARK was trading at 1657.35. 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 0 which decreased total open position to 0
On 6 Nov GLENMARK was trading at 1768.95. 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 0 which decreased total open position to 0
On 5 Nov GLENMARK was trading at 1725.15. 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 0 which decreased total open position to 0
On 4 Nov GLENMARK was trading at 1699.25. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| GLENMARK 30JAN2025 1640 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.58
Vega: 1.90
Theta: -0.53
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 27 Dec | 1585.95 | 75.55 | -8.30 | 28.86 | 42 | 10 | 10 |
| 26 Dec | 1541.45 | 83.85 | 0.00 | - | 0 | 0 | 0 |
| 24 Dec | 1535.80 | 83.85 | 0.00 | - | 0 | 0 | 0 |
| 23 Dec | 1550.60 | 83.85 | 0.00 | - | 0 | 0 | 0 |
| 20 Dec | 1541.65 | 83.85 | 0.00 | - | 0 | 0 | 0 |
| 19 Dec | 1540.80 | 83.85 | 0.00 | - | 0 | 0 | 0 |
| 18 Dec | 1524.70 | 83.85 | 0.00 | - | 0 | 0 | 0 |
| 16 Dec | 1551.35 | 83.85 | 0.00 | - | 0 | 0 | 0 |
| 5 Dec | 1544.65 | 83.85 | 0.00 | - | 0 | 0 | 0 |
| 4 Dec | 1548.65 | 83.85 | 0.00 | - | 0 | 0 | 0 |
| 2 Dec | 1547.55 | 83.85 | 83.85 | - | 0 | 0 | 0 |
| 27 Nov | 1522.60 | 0 | 0.00 | - | 0 | 0 | 0 |
| 26 Nov | 1521.45 | 0 | 0.00 | - | 0 | 0 | 0 |
| 25 Nov | 1490.40 | 0 | 0.00 | - | 0 | 0 | 0 |
| 22 Nov | 1478.20 | 0 | 0.00 | - | 0 | 0 | 0 |
| 21 Nov | 1466.40 | 0 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 1492.65 | 0 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 1492.65 | 0 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 1485.75 | 0 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 1533.70 | 0 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 1539.40 | 0 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 1577.05 | 0 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 1634.20 | 0 | 0.00 | 1.21 | 0 | 0 | 0 |
| 8 Nov | 1666.50 | 0 | 0.00 | 2.33 | 0 | 0 | 0 |
| 7 Nov | 1657.35 | 0 | 0.00 | 2.04 | 0 | 0 | 0 |
| 6 Nov | 1768.95 | 0 | 0.00 | 5.33 | 0 | 0 | 0 |
| 5 Nov | 1725.15 | 0 | 0.00 | 3.96 | 0 | 0 | 0 |
| 4 Nov | 1699.25 | 0 | 3.00 | 0 | 0 | 0 | |
For Glenmark Pharmaceuticals - strike price 1640 expiring on 30JAN2025
Delta for 1640 PE is -0.58
Historical price for 1640 PE is as follows
On 27 Dec GLENMARK was trading at 1585.95. The strike last trading price was 75.55, which was -8.30 lower than the previous day. The implied volatity was 28.86, the open interest changed by 10 which increased total open position to 10
On 26 Dec GLENMARK was trading at 1541.45. The strike last trading price was 83.85, 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 83.85, 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 83.85, 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 83.85, 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 83.85, 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 83.85, 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 83.85, 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 83.85, 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 83.85, 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 83.85, which was 83.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 27 Nov GLENMARK was trading at 1522.60. 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 0 which decreased total open position to 0
On 26 Nov GLENMARK was trading at 1521.45. 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 0 which decreased total open position to 0
On 25 Nov GLENMARK was trading at 1490.40. 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 0 which decreased total open position to 0
On 22 Nov GLENMARK was trading at 1478.20. 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 0 which decreased total open position to 0
On 21 Nov GLENMARK was trading at 1466.40. 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 0 which decreased total open position to 0
On 20 Nov GLENMARK was trading at 1492.65. 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 0 which decreased total open position to 0
On 19 Nov GLENMARK was trading at 1492.65. 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 0 which decreased total open position to 0
On 18 Nov GLENMARK was trading at 1485.75. 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 0 which decreased total open position to 0
On 14 Nov GLENMARK was trading at 1533.70. 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 0 which decreased total open position to 0
On 13 Nov GLENMARK was trading at 1539.40. 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 0 which decreased total open position to 0
On 12 Nov GLENMARK was trading at 1577.05. 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 0 which decreased total open position to 0
On 11 Nov GLENMARK was trading at 1634.20. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 1.21, the open interest changed by 0 which decreased total open position to 0
On 8 Nov GLENMARK was trading at 1666.50. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 2.33, the open interest changed by 0 which decreased total open position to 0
On 7 Nov GLENMARK was trading at 1657.35. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 2.04, the open interest changed by 0 which decreased total open position to 0
On 6 Nov GLENMARK was trading at 1768.95. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 5.33, 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 0, which was 0.00 lower than the previous day. The implied volatity was 3.96, 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 0, which was lower than the previous day. The implied volatity was 3.00, the open interest changed by 0 which decreased total open position to 0
