GLENMARK
Glenmark Pharmaceuticals
Historical option data for GLENMARK
20 Dec 2024 04:12 PM IST
| GLENMARK 26DEC2024 1660 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.04
Vega: 0.17
Theta: -0.45
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 1541.65 | 0.95 | -0.95 | 30.76 | 141 | -6 | 407 | |||
| 19 Dec | 1540.80 | 1.9 | -0.15 | 32.85 | 212 | -4 | 418 | |||
| 18 Dec | 1524.70 | 2.05 | -0.30 | 35.42 | 285 | 3 | 424 | |||
| 17 Dec | 1514.10 | 2.35 | -2.30 | 37.07 | 469 | -20 | 423 | |||
| 16 Dec | 1551.35 | 4.65 | 1.50 | 32.89 | 654 | 18 | 447 | |||
| 13 Dec | 1518.15 | 3.15 | -1.00 | 32.29 | 1,673 | 245 | 431 | |||
| 12 Dec | 1535.05 | 4.15 | -0.85 | 30.17 | 172 | 2 | 185 | |||
| 11 Dec | 1526.40 | 5 | -3.40 | 31.02 | 438 | 21 | 183 | |||
| 10 Dec | 1542.65 | 8.4 | 4.85 | 31.68 | 827 | 18 | 162 | |||
| 9 Dec | 1514.15 | 3.55 | -1.80 | 27.78 | 150 | 20 | 147 | |||
| 6 Dec | 1528.10 | 5.35 | -2.50 | 26.63 | 375 | 18 | 127 | |||
| 5 Dec | 1544.65 | 7.85 | -1.35 | 26.15 | 317 | 16 | 109 | |||
| 4 Dec | 1548.65 | 9.2 | -1.00 | 26.78 | 196 | -9 | 94 | |||
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| 3 Dec | 1559.40 | 10.2 | -2.20 | 25.61 | 575 | 25 | 103 | |||
| 2 Dec | 1547.55 | 12.4 | 3.40 | 27.16 | 123 | 15 | 77 | |||
| 29 Nov | 1528.65 | 9 | -2.10 | 26.78 | 100 | 60 | 62 | |||
| 28 Nov | 1495.15 | 11.1 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 27 Nov | 1522.60 | 11.1 | 0.00 | 0.00 | 0 | 2 | 0 | |||
| 26 Nov | 1521.45 | 11.1 | -113.80 | 27.92 | 2 | 1 | 1 | |||
| 25 Nov | 1490.40 | 124.9 | 0.00 | 8.79 | 0 | 0 | 0 | |||
| 20 Nov | 1492.65 | 124.9 | 0.00 | 8.11 | 0 | 0 | 0 | |||
| 19 Nov | 1492.65 | 124.9 | 0.00 | 8.11 | 0 | 0 | 0 | |||
| 18 Nov | 1485.75 | 124.9 | 0.00 | 8.43 | 0 | 0 | 0 | |||
| 14 Nov | 1533.70 | 124.9 | 0.00 | 5.24 | 0 | 0 | 0 | |||
| 13 Nov | 1539.40 | 124.9 | 0.00 | 4.59 | 0 | 0 | 0 | |||
| 12 Nov | 1577.05 | 124.9 | 0.00 | 3.53 | 0 | 0 | 0 | |||
| 11 Nov | 1634.20 | 124.9 | 0.00 | 0.27 | 0 | 0 | 0 | |||
| 8 Nov | 1666.50 | 124.9 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 1657.35 | 124.9 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 1699.25 | 124.9 | 40.80 | - | 0 | 0 | 0 | |||
| 1 Nov | 1690.30 | 84.1 | - | 0 | 0 | 0 | ||||
For Glenmark Pharmaceuticals - strike price 1660 expiring on 26DEC2024
Delta for 1660 CE is 0.04
Historical price for 1660 CE is as follows
On 20 Dec GLENMARK was trading at 1541.65. The strike last trading price was 0.95, which was -0.95 lower than the previous day. The implied volatity was 30.76, the open interest changed by -6 which decreased total open position to 407
On 19 Dec GLENMARK was trading at 1540.80. The strike last trading price was 1.9, which was -0.15 lower than the previous day. The implied volatity was 32.85, the open interest changed by -4 which decreased total open position to 418
On 18 Dec GLENMARK was trading at 1524.70. The strike last trading price was 2.05, which was -0.30 lower than the previous day. The implied volatity was 35.42, the open interest changed by 3 which increased total open position to 424
On 17 Dec GLENMARK was trading at 1514.10. The strike last trading price was 2.35, which was -2.30 lower than the previous day. The implied volatity was 37.07, the open interest changed by -20 which decreased total open position to 423
On 16 Dec GLENMARK was trading at 1551.35. The strike last trading price was 4.65, which was 1.50 higher than the previous day. The implied volatity was 32.89, the open interest changed by 18 which increased total open position to 447
On 13 Dec GLENMARK was trading at 1518.15. The strike last trading price was 3.15, which was -1.00 lower than the previous day. The implied volatity was 32.29, the open interest changed by 245 which increased total open position to 431
On 12 Dec GLENMARK was trading at 1535.05. The strike last trading price was 4.15, which was -0.85 lower than the previous day. The implied volatity was 30.17, the open interest changed by 2 which increased total open position to 185
On 11 Dec GLENMARK was trading at 1526.40. The strike last trading price was 5, which was -3.40 lower than the previous day. The implied volatity was 31.02, the open interest changed by 21 which increased total open position to 183
On 10 Dec GLENMARK was trading at 1542.65. The strike last trading price was 8.4, which was 4.85 higher than the previous day. The implied volatity was 31.68, the open interest changed by 18 which increased total open position to 162
On 9 Dec GLENMARK was trading at 1514.15. The strike last trading price was 3.55, which was -1.80 lower than the previous day. The implied volatity was 27.78, the open interest changed by 20 which increased total open position to 147
On 6 Dec GLENMARK was trading at 1528.10. The strike last trading price was 5.35, which was -2.50 lower than the previous day. The implied volatity was 26.63, the open interest changed by 18 which increased total open position to 127
On 5 Dec GLENMARK was trading at 1544.65. The strike last trading price was 7.85, which was -1.35 lower than the previous day. The implied volatity was 26.15, the open interest changed by 16 which increased total open position to 109
On 4 Dec GLENMARK was trading at 1548.65. The strike last trading price was 9.2, which was -1.00 lower than the previous day. The implied volatity was 26.78, the open interest changed by -9 which decreased total open position to 94
On 3 Dec GLENMARK was trading at 1559.40. The strike last trading price was 10.2, which was -2.20 lower than the previous day. The implied volatity was 25.61, the open interest changed by 25 which increased total open position to 103
On 2 Dec GLENMARK was trading at 1547.55. The strike last trading price was 12.4, which was 3.40 higher than the previous day. The implied volatity was 27.16, the open interest changed by 15 which increased total open position to 77
On 29 Nov GLENMARK was trading at 1528.65. The strike last trading price was 9, which was -2.10 lower than the previous day. The implied volatity was 26.78, the open interest changed by 60 which increased total open position to 62
On 28 Nov GLENMARK was trading at 1495.15. The strike last trading price was 11.1, 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 27 Nov GLENMARK was trading at 1522.60. The strike last trading price was 11.1, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 26 Nov GLENMARK was trading at 1521.45. The strike last trading price was 11.1, which was -113.80 lower than the previous day. The implied volatity was 27.92, the open interest changed by 1 which increased total open position to 1
On 25 Nov GLENMARK was trading at 1490.40. The strike last trading price was 124.9, which was 0.00 lower than the previous day. The implied volatity was 8.79, 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 124.9, which was 0.00 lower than the previous day. The implied volatity was 8.11, 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 124.9, which was 0.00 lower than the previous day. The implied volatity was 8.11, 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 124.9, which was 0.00 lower than the previous day. The implied volatity was 8.43, 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 124.9, which was 0.00 lower than the previous day. The implied volatity was 5.24, 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 124.9, which was 0.00 lower than the previous day. The implied volatity was 4.59, 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 124.9, which was 0.00 lower than the previous day. The implied volatity was 3.53, 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 124.9, which was 0.00 lower than the previous day. The implied volatity was 0.27, 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 124.9, 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 124.9, 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 124.9, which was 40.80 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 1 Nov GLENMARK was trading at 1690.30. The strike last trading price was 84.1, 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 26DEC2024 1660 PE | |||||||
|---|---|---|---|---|---|---|---|
|
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 |
| 20 Dec | 1541.65 | 145.2 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Dec | 1540.80 | 145.2 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Dec | 1524.70 | 145.2 | 0.00 | 0.00 | 0 | 1 | 0 |
| 17 Dec | 1514.10 | 145.2 | 42.75 | 33.55 | 8 | 1 | 4 |
| 16 Dec | 1551.35 | 102.45 | -22.85 | - | 9 | 0 | 2 |
| 13 Dec | 1518.15 | 125.3 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Dec | 1535.05 | 125.3 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Dec | 1526.40 | 125.3 | 0.00 | 0.00 | 0 | 0 | 0 |
| 10 Dec | 1542.65 | 125.3 | 0.00 | 0.00 | 0 | 0 | 0 |
| 9 Dec | 1514.15 | 125.3 | 0.00 | 0.00 | 0 | -1 | 0 |
| 6 Dec | 1528.10 | 125.3 | 3.55 | 25.49 | 1 | 0 | 3 |
| 5 Dec | 1544.65 | 121.75 | 11.80 | 36.15 | 2 | 0 | 1 |
| 4 Dec | 1548.65 | 109.95 | 38.00 | 25.11 | 2 | 1 | 1 |
| 3 Dec | 1559.40 | 71.95 | 0.00 | - | 0 | 0 | 0 |
| 2 Dec | 1547.55 | 71.95 | 0.00 | - | 0 | 0 | 0 |
| 29 Nov | 1528.65 | 71.95 | 0.00 | - | 0 | 0 | 0 |
| 28 Nov | 1495.15 | 71.95 | 0.00 | - | 0 | 0 | 0 |
| 27 Nov | 1522.60 | 71.95 | 0.00 | - | 0 | 0 | 0 |
| 26 Nov | 1521.45 | 71.95 | 0.00 | - | 0 | 0 | 0 |
| 25 Nov | 1490.40 | 71.95 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 1492.65 | 71.95 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 1492.65 | 71.95 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 1485.75 | 71.95 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 1533.70 | 71.95 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 1539.40 | 71.95 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 1577.05 | 71.95 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 1634.20 | 71.95 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 1666.50 | 71.95 | 0.00 | 0.83 | 0 | 0 | 0 |
| 7 Nov | 1657.35 | 71.95 | 0.00 | 0.89 | 0 | 0 | 0 |
| 4 Nov | 1699.25 | 71.95 | -216.80 | 3.14 | 0 | 0 | 0 |
| 1 Nov | 1690.30 | 288.75 | 2.35 | 0 | 0 | 0 | |
For Glenmark Pharmaceuticals - strike price 1660 expiring on 26DEC2024
Delta for 1660 PE is 0.00
Historical price for 1660 PE is as follows
On 20 Dec GLENMARK was trading at 1541.65. The strike last trading price was 145.2, 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 19 Dec GLENMARK was trading at 1540.80. The strike last trading price was 145.2, 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 18 Dec GLENMARK was trading at 1524.70. The strike last trading price was 145.2, 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 17 Dec GLENMARK was trading at 1514.10. The strike last trading price was 145.2, which was 42.75 higher than the previous day. The implied volatity was 33.55, the open interest changed by 1 which increased total open position to 4
On 16 Dec GLENMARK was trading at 1551.35. The strike last trading price was 102.45, which was -22.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 13 Dec GLENMARK was trading at 1518.15. The strike last trading price was 125.3, 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 12 Dec GLENMARK was trading at 1535.05. The strike last trading price was 125.3, 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 11 Dec GLENMARK was trading at 1526.40. The strike last trading price was 125.3, 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 10 Dec GLENMARK was trading at 1542.65. The strike last trading price was 125.3, 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 9 Dec GLENMARK was trading at 1514.15. The strike last trading price was 125.3, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 6 Dec GLENMARK was trading at 1528.10. The strike last trading price was 125.3, which was 3.55 higher than the previous day. The implied volatity was 25.49, the open interest changed by 0 which decreased total open position to 3
On 5 Dec GLENMARK was trading at 1544.65. The strike last trading price was 121.75, which was 11.80 higher than the previous day. The implied volatity was 36.15, the open interest changed by 0 which decreased total open position to 1
On 4 Dec GLENMARK was trading at 1548.65. The strike last trading price was 109.95, which was 38.00 higher than the previous day. The implied volatity was 25.11, the open interest changed by 1 which increased total open position to 1
On 3 Dec GLENMARK was trading at 1559.40. The strike last trading price was 71.95, 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 71.95, 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 29 Nov GLENMARK was trading at 1528.65. The strike last trading price was 71.95, 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 28 Nov GLENMARK was trading at 1495.15. The strike last trading price was 71.95, 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 27 Nov GLENMARK was trading at 1522.60. The strike last trading price was 71.95, 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 71.95, 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 71.95, 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 71.95, 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 71.95, 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 71.95, 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 71.95, 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 71.95, 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 71.95, 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 71.95, 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 71.95, which was 0.00 lower than the previous day. The implied volatity was 0.83, 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 71.95, which was 0.00 lower than the previous day. The implied volatity was 0.89, 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 71.95, which was -216.80 lower than the previous day. The implied volatity was 3.14, the open interest changed by 0 which decreased total open position to 0
On 1 Nov GLENMARK was trading at 1690.30. The strike last trading price was 288.75, which was lower than the previous day. The implied volatity was 2.35, the open interest changed by 0 which decreased total open position to 0
