GLENMARK
Glenmark Pharmaceuticals
Historical option data for GLENMARK
21 Nov 2024 04:12 PM IST
| GLENMARK 28NOV2024 1660 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.03
Vega: 0.12
Theta: -0.39
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 1466.40 | 0.85 | -0.45 | 44.10 | 119 | -31 | 323 | |||
| 20 Nov | 1492.65 | 1.3 | 0.00 | 37.02 | 676 | -141 | 356 | |||
| 19 Nov | 1492.65 | 1.3 | -0.55 | 37.02 | 676 | -139 | 356 | |||
| 18 Nov | 1485.75 | 1.85 | -6.60 | 39.45 | 1,297 | 269 | 496 | |||
| 14 Nov | 1533.70 | 8.45 | -1.45 | 35.38 | 517 | -5 | 225 | |||
| 13 Nov | 1539.40 | 9.9 | -6.45 | 33.45 | 923 | -28 | 231 | |||
| 12 Nov | 1577.05 | 16.35 | -26.10 | 34.56 | 894 | 94 | 263 | |||
| 11 Nov | 1634.20 | 42.45 | -12.55 | 34.84 | 253 | 29 | 173 | |||
| 8 Nov | 1666.50 | 55 | -2.45 | 34.61 | 433 | 31 | 144 | |||
| 7 Nov | 1657.35 | 57.45 | -67.40 | 34.89 | 316 | 74 | 111 | |||
| 6 Nov | 1768.95 | 124.85 | 18.80 | 27.61 | 7 | -1 | 36 | |||
| 5 Nov | 1725.15 | 106.05 | 12.95 | 36.11 | 37 | -1 | 37 | |||
| 4 Nov | 1699.25 | 93.1 | 2.05 | 34.82 | 82 | 13 | 40 | |||
| 1 Nov | 1690.30 | 91.05 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 31 Oct | 1694.55 | 91.05 | 11.05 | - | 21 | 1 | 27 | |||
| 30 Oct | 1670.00 | 80 | -11.55 | - | 37 | -9 | 25 | |||
| 29 Oct | 1675.10 | 91.55 | -9.65 | - | 65 | 13 | 33 | |||
| 28 Oct | 1713.50 | 101.2 | 21.20 | - | 9 | 3 | 22 | |||
| 25 Oct | 1663.80 | 80 | -10.00 | - | 2 | 0 | 19 | |||
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| 24 Oct | 1674.55 | 90 | -21.00 | - | 3 | -2 | 18 | |||
| 23 Oct | 1685.90 | 111 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 1682.25 | 111 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 1716.80 | 111 | 0.00 | - | 0 | 20 | 0 | |||
| 18 Oct | 1738.45 | 111 | -13.00 | - | 20 | 18 | 18 | |||
| 4 Oct | 1662.70 | 124 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 1666.95 | 124 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Sept | 1685.70 | 124 | - | 0 | 0 | 0 | ||||
For Glenmark Pharmaceuticals - strike price 1660 expiring on 28NOV2024
Delta for 1660 CE is 0.03
Historical price for 1660 CE is as follows
On 21 Nov GLENMARK was trading at 1466.40. The strike last trading price was 0.85, which was -0.45 lower than the previous day. The implied volatity was 44.10, the open interest changed by -31 which decreased total open position to 323
On 20 Nov GLENMARK was trading at 1492.65. The strike last trading price was 1.3, which was 0.00 lower than the previous day. The implied volatity was 37.02, the open interest changed by -141 which decreased total open position to 356
On 19 Nov GLENMARK was trading at 1492.65. The strike last trading price was 1.3, which was -0.55 lower than the previous day. The implied volatity was 37.02, the open interest changed by -139 which decreased total open position to 356
On 18 Nov GLENMARK was trading at 1485.75. The strike last trading price was 1.85, which was -6.60 lower than the previous day. The implied volatity was 39.45, the open interest changed by 269 which increased total open position to 496
On 14 Nov GLENMARK was trading at 1533.70. The strike last trading price was 8.45, which was -1.45 lower than the previous day. The implied volatity was 35.38, the open interest changed by -5 which decreased total open position to 225
On 13 Nov GLENMARK was trading at 1539.40. The strike last trading price was 9.9, which was -6.45 lower than the previous day. The implied volatity was 33.45, the open interest changed by -28 which decreased total open position to 231
On 12 Nov GLENMARK was trading at 1577.05. The strike last trading price was 16.35, which was -26.10 lower than the previous day. The implied volatity was 34.56, the open interest changed by 94 which increased total open position to 263
On 11 Nov GLENMARK was trading at 1634.20. The strike last trading price was 42.45, which was -12.55 lower than the previous day. The implied volatity was 34.84, the open interest changed by 29 which increased total open position to 173
On 8 Nov GLENMARK was trading at 1666.50. The strike last trading price was 55, which was -2.45 lower than the previous day. The implied volatity was 34.61, the open interest changed by 31 which increased total open position to 144
On 7 Nov GLENMARK was trading at 1657.35. The strike last trading price was 57.45, which was -67.40 lower than the previous day. The implied volatity was 34.89, the open interest changed by 74 which increased total open position to 111
On 6 Nov GLENMARK was trading at 1768.95. The strike last trading price was 124.85, which was 18.80 higher than the previous day. The implied volatity was 27.61, the open interest changed by -1 which decreased total open position to 36
On 5 Nov GLENMARK was trading at 1725.15. The strike last trading price was 106.05, which was 12.95 higher than the previous day. The implied volatity was 36.11, the open interest changed by -1 which decreased total open position to 37
On 4 Nov GLENMARK was trading at 1699.25. The strike last trading price was 93.1, which was 2.05 higher than the previous day. The implied volatity was 34.82, the open interest changed by 13 which increased total open position to 40
On 1 Nov GLENMARK was trading at 1690.30. The strike last trading price was 91.05, 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 31 Oct GLENMARK was trading at 1694.55. The strike last trading price was 91.05, which was 11.05 higher 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 80, which was -11.55 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 91.55, which was -9.65 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 101.2, which was 21.20 higher 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 80, which was -10.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct GLENMARK was trading at 1674.55. The strike last trading price was 90, which was -21.00 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 111, 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 111, 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 111, 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 Oct GLENMARK was trading at 1738.45. The strike last trading price was 111, which was -13.00 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 124, 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 124, 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 124, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| GLENMARK 28NOV2024 1660 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 1466.40 | 183 | 31.95 | - | 4 | -2 | 67 |
| 20 Nov | 1492.65 | 151.05 | 0.00 | - | 8 | -5 | 70 |
| 19 Nov | 1492.65 | 151.05 | -25.70 | - | 8 | -4 | 70 |
| 18 Nov | 1485.75 | 176.75 | 54.75 | 41.53 | 21 | 0 | 74 |
| 14 Nov | 1533.70 | 122 | -1.70 | 32.63 | 6 | -3 | 75 |
| 13 Nov | 1539.40 | 123.7 | 19.95 | 44.77 | 71 | -46 | 78 |
| 12 Nov | 1577.05 | 103.75 | 43.35 | 38.81 | 71 | -29 | 125 |
| 11 Nov | 1634.20 | 60.4 | 9.25 | 37.34 | 182 | -47 | 155 |
| 8 Nov | 1666.50 | 51.15 | -5.05 | 34.17 | 275 | 23 | 203 |
| 7 Nov | 1657.35 | 56.2 | 36.55 | 36.96 | 970 | -7 | 181 |
| 6 Nov | 1768.95 | 19.65 | -15.90 | 36.26 | 169 | 22 | 188 |
| 5 Nov | 1725.15 | 35.55 | -5.90 | 39.44 | 282 | 24 | 168 |
| 4 Nov | 1699.25 | 41.45 | -9.90 | 38.71 | 190 | 38 | 144 |
| 1 Nov | 1690.30 | 51.35 | 0.00 | 0.00 | 0 | 27 | 0 |
| 31 Oct | 1694.55 | 51.35 | -9.10 | - | 51 | 27 | 106 |
| 30 Oct | 1670.00 | 60.45 | -3.65 | - | 28 | 5 | 80 |
| 29 Oct | 1675.10 | 64.1 | 23.05 | - | 115 | 56 | 75 |
| 28 Oct | 1713.50 | 41.05 | -20.75 | - | 18 | 5 | 19 |
| 25 Oct | 1663.80 | 61.8 | 3.80 | - | 8 | -1 | 14 |
| 24 Oct | 1674.55 | 58 | -1.10 | - | 1 | 0 | 15 |
| 23 Oct | 1685.90 | 59.1 | 19.10 | - | 10 | 2 | 15 |
| 22 Oct | 1682.25 | 40 | 0.00 | - | 0 | 9 | 0 |
| 21 Oct | 1716.80 | 40 | 9.40 | - | 12 | 1 | 5 |
| 18 Oct | 1738.45 | 30.6 | -54.30 | - | 4 | 3 | 3 |
| 4 Oct | 1662.70 | 84.9 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 1666.95 | 84.9 | 0.00 | - | 0 | 0 | 0 |
| 27 Sept | 1685.70 | 84.9 | - | 0 | 0 | 0 | |
For Glenmark Pharmaceuticals - strike price 1660 expiring on 28NOV2024
Delta for 1660 PE is -
Historical price for 1660 PE is as follows
On 21 Nov GLENMARK was trading at 1466.40. The strike last trading price was 183, which was 31.95 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 67
On 20 Nov GLENMARK was trading at 1492.65. The strike last trading price was 151.05, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -5 which decreased total open position to 70
On 19 Nov GLENMARK was trading at 1492.65. The strike last trading price was 151.05, which was -25.70 lower than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 70
On 18 Nov GLENMARK was trading at 1485.75. The strike last trading price was 176.75, which was 54.75 higher than the previous day. The implied volatity was 41.53, the open interest changed by 0 which decreased total open position to 74
On 14 Nov GLENMARK was trading at 1533.70. The strike last trading price was 122, which was -1.70 lower than the previous day. The implied volatity was 32.63, the open interest changed by -3 which decreased total open position to 75
On 13 Nov GLENMARK was trading at 1539.40. The strike last trading price was 123.7, which was 19.95 higher than the previous day. The implied volatity was 44.77, the open interest changed by -46 which decreased total open position to 78
On 12 Nov GLENMARK was trading at 1577.05. The strike last trading price was 103.75, which was 43.35 higher than the previous day. The implied volatity was 38.81, the open interest changed by -29 which decreased total open position to 125
On 11 Nov GLENMARK was trading at 1634.20. The strike last trading price was 60.4, which was 9.25 higher than the previous day. The implied volatity was 37.34, the open interest changed by -47 which decreased total open position to 155
On 8 Nov GLENMARK was trading at 1666.50. The strike last trading price was 51.15, which was -5.05 lower than the previous day. The implied volatity was 34.17, the open interest changed by 23 which increased total open position to 203
On 7 Nov GLENMARK was trading at 1657.35. The strike last trading price was 56.2, which was 36.55 higher than the previous day. The implied volatity was 36.96, the open interest changed by -7 which decreased total open position to 181
On 6 Nov GLENMARK was trading at 1768.95. The strike last trading price was 19.65, which was -15.90 lower than the previous day. The implied volatity was 36.26, the open interest changed by 22 which increased total open position to 188
On 5 Nov GLENMARK was trading at 1725.15. The strike last trading price was 35.55, which was -5.90 lower than the previous day. The implied volatity was 39.44, the open interest changed by 24 which increased total open position to 168
On 4 Nov GLENMARK was trading at 1699.25. The strike last trading price was 41.45, which was -9.90 lower than the previous day. The implied volatity was 38.71, the open interest changed by 38 which increased total open position to 144
On 1 Nov GLENMARK was trading at 1690.30. The strike last trading price was 51.35, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 27 which increased total open position to 0
On 31 Oct GLENMARK was trading at 1694.55. The strike last trading price was 51.35, which was -9.10 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 60.45, which was -3.65 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 64.1, which was 23.05 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 41.05, which was -20.75 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 61.8, which was 3.80 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct GLENMARK was trading at 1674.55. The strike last trading price was 58, which was -1.10 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 59.1, which was 19.10 higher 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 40, 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 40, which was 9.40 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 18 Oct GLENMARK was trading at 1738.45. The strike last trading price was 30.6, which was -54.30 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 84.9, 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 84.9, 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 84.9, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
