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

1466.4 -26.25 (-1.76%)

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Historical option data for GLENMARK

21 Nov 2024 04:12 PM IST
GLENMARK 28NOV2024 1640 CE
Delta: 0.03
Vega: 0.14
Theta: -0.43
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Nov 1466.40 1 -0.50 41.51 133 -35 261
20 Nov 1492.65 1.5 0.00 34.44 519 73 302
19 Nov 1492.65 1.5 -1.00 34.44 519 79 302
18 Nov 1485.75 2.5 -8.50 38.33 1,340 -56 228
14 Nov 1533.70 11 -2.00 34.60 732 -91 285
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 0.03

Historical price for 1640 CE is as follows

On 21 Nov GLENMARK was trading at 1466.40. The strike last trading price was 1, which was -0.50 lower than the previous day. The implied volatity was 41.51, the open interest changed by -35 which decreased total open position to 261


On 20 Nov GLENMARK was trading at 1492.65. The strike last trading price was 1.5, which was 0.00 lower than the previous day. The implied volatity was 34.44, the open interest changed by 73 which increased total open position to 302


On 19 Nov GLENMARK was trading at 1492.65. The strike last trading price was 1.5, which was -1.00 lower than the previous day. The implied volatity was 34.44, the open interest changed by 79 which increased total open position to 302


On 18 Nov GLENMARK was trading at 1485.75. The strike last trading price was 2.5, which was -8.50 lower than the previous day. The implied volatity was 38.33, the open interest changed by -56 which decreased total open position to 228


On 14 Nov GLENMARK was trading at 1533.70. The strike last trading price was 11, which was -2.00 lower than the previous day. The implied volatity was 34.60, the open interest changed by -91 which decreased total open position to 285


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: -0.84
Vega: 0.49
Theta: -2.18
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Nov 1466.40 180.55 32.65 73.93 3 -2 115
20 Nov 1492.65 147.9 0.00 40.57 34 -5 117
19 Nov 1492.65 147.9 -11.15 40.57 34 -5 117
18 Nov 1485.75 159.05 45.45 44.29 61 -17 122
14 Nov 1533.70 113.6 6.65 42.48 13 -3 140
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 -0.84

Historical price for 1640 PE is as follows

On 21 Nov GLENMARK was trading at 1466.40. The strike last trading price was 180.55, which was 32.65 higher than the previous day. The implied volatity was 73.93, the open interest changed by -2 which decreased total open position to 115


On 20 Nov GLENMARK was trading at 1492.65. The strike last trading price was 147.9, which was 0.00 lower than the previous day. The implied volatity was 40.57, the open interest changed by -5 which decreased total open position to 117


On 19 Nov GLENMARK was trading at 1492.65. The strike last trading price was 147.9, which was -11.15 lower than the previous day. The implied volatity was 40.57, the open interest changed by -5 which decreased total open position to 117


On 18 Nov GLENMARK was trading at 1485.75. The strike last trading price was 159.05, which was 45.45 higher than the previous day. The implied volatity was 44.29, the open interest changed by -17 which decreased total open position to 122


On 14 Nov GLENMARK was trading at 1533.70. The strike last trading price was 113.6, which was 6.65 higher than the previous day. The implied volatity was 42.48, the open interest changed by -3 which decreased total open position to 140


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