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

1533.7 -5.70 (-0.37%)

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Historical option data for GLENMARK

14 Nov 2024 04:12 PM IST
GLENMARK 28NOV2024 1680 CE
Delta: 0.12
Vega: 0.60
Theta: -0.80
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
14 Nov 1533.70 6 -1.60 35.35 400 36 262
13 Nov 1539.40 7.6 -5.40 34.20 529 12 225
12 Nov 1577.05 13 -20.60 35.32 751 80 214
11 Nov 1634.20 33.6 -12.55 34.30 661 -7 134
8 Nov 1666.50 46.15 -0.95 34.86 798 20 143
7 Nov 1657.35 47.1 -70.90 34.22 775 37 125
6 Nov 1768.95 118 24.45 34.76 16 7 89
5 Nov 1725.15 93.55 13.25 36.36 146 47 82
4 Nov 1699.25 80.3 0.30 34.39 117 17 36
1 Nov 1690.30 80 -6.00 34.49 3 -1 19
31 Oct 1694.55 86 10.00 - 41 6 20
30 Oct 1670.00 76 -5.50 - 18 -1 14
29 Oct 1675.10 81.5 -66.70 - 27 16 16
28 Oct 1713.50 148.2 0.00 - 0 0 0
25 Oct 1663.80 148.2 0.00 - 0 0 0
24 Oct 1674.55 148.2 0.00 - 0 0 0
23 Oct 1685.90 148.2 0.00 - 0 0 0
22 Oct 1682.25 148.2 0.00 - 0 0 0
21 Oct 1716.80 148.2 0.00 - 0 0 0
18 Oct 1738.45 148.2 0.00 - 0 0 0
17 Oct 1735.30 148.2 0.00 - 0 0 0
10 Oct 1760.95 148.2 0.00 - 0 0 0
4 Oct 1662.70 148.2 0.00 - 0 0 0
3 Oct 1644.35 148.2 0.00 - 0 0 0
1 Oct 1666.95 148.2 0.00 - 0 0 0
30 Sept 1673.50 148.2 0.00 - 0 0 0
27 Sept 1685.70 148.2 0.00 - 0 0 0
26 Sept 1678.30 148.2 0.00 - 0 0 0
25 Sept 1689.20 148.2 0.00 - 0 0 0
24 Sept 1697.50 148.2 0.00 - 0 0 0
23 Sept 1712.45 148.2 148.20 - 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 1680 expiring on 28NOV2024

Delta for 1680 CE is 0.12

Historical price for 1680 CE is as follows

On 14 Nov GLENMARK was trading at 1533.70. The strike last trading price was 6, which was -1.60 lower than the previous day. The implied volatity was 35.35, the open interest changed by 36 which increased total open position to 262


On 13 Nov GLENMARK was trading at 1539.40. The strike last trading price was 7.6, which was -5.40 lower than the previous day. The implied volatity was 34.20, the open interest changed by 12 which increased total open position to 225


On 12 Nov GLENMARK was trading at 1577.05. The strike last trading price was 13, which was -20.60 lower than the previous day. The implied volatity was 35.32, the open interest changed by 80 which increased total open position to 214


On 11 Nov GLENMARK was trading at 1634.20. The strike last trading price was 33.6, which was -12.55 lower than the previous day. The implied volatity was 34.30, the open interest changed by -7 which decreased total open position to 134


On 8 Nov GLENMARK was trading at 1666.50. The strike last trading price was 46.15, which was -0.95 lower than the previous day. The implied volatity was 34.86, the open interest changed by 20 which increased total open position to 143


On 7 Nov GLENMARK was trading at 1657.35. The strike last trading price was 47.1, which was -70.90 lower than the previous day. The implied volatity was 34.22, the open interest changed by 37 which increased total open position to 125


On 6 Nov GLENMARK was trading at 1768.95. The strike last trading price was 118, which was 24.45 higher than the previous day. The implied volatity was 34.76, the open interest changed by 7 which increased total open position to 89


On 5 Nov GLENMARK was trading at 1725.15. The strike last trading price was 93.55, which was 13.25 higher than the previous day. The implied volatity was 36.36, the open interest changed by 47 which increased total open position to 82


On 4 Nov GLENMARK was trading at 1699.25. The strike last trading price was 80.3, which was 0.30 higher than the previous day. The implied volatity was 34.39, the open interest changed by 17 which increased total open position to 36


On 1 Nov GLENMARK was trading at 1690.30. The strike last trading price was 80, which was -6.00 lower than the previous day. The implied volatity was 34.49, the open interest changed by -1 which decreased total open position to 19


On 31 Oct GLENMARK was trading at 1694.55. The strike last trading price was 86, which was 10.00 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 76, which was -5.50 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 81.5, which was -66.70 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 148.2, 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 148.2, 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 Oct GLENMARK was trading at 1674.55. The strike last trading price was 148.2, 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 148.2, 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 148.2, 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 148.2, 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 148.2, 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 Oct GLENMARK was trading at 1735.30. The strike last trading price was 148.2, 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 Oct GLENMARK was trading at 1760.95. The strike last trading price was 148.2, 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 148.2, 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 Oct GLENMARK was trading at 1644.35. The strike last trading price was 148.2, 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 148.2, 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 30 Sept GLENMARK was trading at 1673.50. The strike last trading price was 148.2, 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 148.2, 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 148.2, 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 148.2, 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 148.2, 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 148.2, which was 148.20 higher 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 1680 PE
Delta: -0.89
Vega: 0.56
Theta: -0.26
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
14 Nov 1533.70 140.5 -3.50 33.85 21 8 193
13 Nov 1539.40 144 28.55 49.52 24 -6 185
12 Nov 1577.05 115.45 42.35 35.00 36 12 201
11 Nov 1634.20 73.1 12.25 38.05 98 2 189
8 Nov 1666.50 60.85 -7.00 33.54 119 13 185
7 Nov 1657.35 67.85 44.70 37.63 867 117 169
6 Nov 1768.95 23.15 -19.55 35.05 102 3 53
5 Nov 1725.15 42.7 -7.95 39.36 196 9 49
4 Nov 1699.25 50.65 -6.90 39.38 110 0 41
1 Nov 1690.30 57.55 -0.15 39.73 7 1 42
31 Oct 1694.55 57.7 -15.30 - 47 19 41
30 Oct 1670.00 73 0.80 - 20 1 23
29 Oct 1675.10 72.2 23.20 - 36 7 22
28 Oct 1713.50 49 -18.75 - 10 5 15
25 Oct 1663.80 67.75 17.75 - 2 0 10
24 Oct 1674.55 50 0.00 - 0 0 0
23 Oct 1685.90 50 -3.25 - 1 0 10
22 Oct 1682.25 53.25 4.50 - 1 0 9
21 Oct 1716.80 48.75 10.75 - 7 0 9
18 Oct 1738.45 38 2.75 - 6 5 8
17 Oct 1735.30 35.25 -0.75 - 1 0 2
10 Oct 1760.95 36 -36.00 - 2 0 2
4 Oct 1662.70 72 0.00 - 0 1 0
3 Oct 1644.35 72 3.25 - 1 0 1
1 Oct 1666.95 68.75 1.35 - 1 0 0
30 Sept 1673.50 67.4 -39.25 - 4 1 1
27 Sept 1685.70 106.65 0.00 - 0 0 0
26 Sept 1678.30 106.65 0.00 - 0 0 0
25 Sept 1689.20 106.65 0.00 - 0 0 0
24 Sept 1697.50 106.65 0.00 - 0 0 0
23 Sept 1712.45 106.65 106.65 - 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 1680 expiring on 28NOV2024

Delta for 1680 PE is -0.89

Historical price for 1680 PE is as follows

On 14 Nov GLENMARK was trading at 1533.70. The strike last trading price was 140.5, which was -3.50 lower than the previous day. The implied volatity was 33.85, the open interest changed by 8 which increased total open position to 193


On 13 Nov GLENMARK was trading at 1539.40. The strike last trading price was 144, which was 28.55 higher than the previous day. The implied volatity was 49.52, the open interest changed by -6 which decreased total open position to 185


On 12 Nov GLENMARK was trading at 1577.05. The strike last trading price was 115.45, which was 42.35 higher than the previous day. The implied volatity was 35.00, the open interest changed by 12 which increased total open position to 201


On 11 Nov GLENMARK was trading at 1634.20. The strike last trading price was 73.1, which was 12.25 higher than the previous day. The implied volatity was 38.05, the open interest changed by 2 which increased total open position to 189


On 8 Nov GLENMARK was trading at 1666.50. The strike last trading price was 60.85, which was -7.00 lower than the previous day. The implied volatity was 33.54, the open interest changed by 13 which increased total open position to 185


On 7 Nov GLENMARK was trading at 1657.35. The strike last trading price was 67.85, which was 44.70 higher than the previous day. The implied volatity was 37.63, the open interest changed by 117 which increased total open position to 169


On 6 Nov GLENMARK was trading at 1768.95. The strike last trading price was 23.15, which was -19.55 lower than the previous day. The implied volatity was 35.05, the open interest changed by 3 which increased total open position to 53


On 5 Nov GLENMARK was trading at 1725.15. The strike last trading price was 42.7, which was -7.95 lower than the previous day. The implied volatity was 39.36, the open interest changed by 9 which increased total open position to 49


On 4 Nov GLENMARK was trading at 1699.25. The strike last trading price was 50.65, which was -6.90 lower than the previous day. The implied volatity was 39.38, the open interest changed by 0 which decreased total open position to 41


On 1 Nov GLENMARK was trading at 1690.30. The strike last trading price was 57.55, which was -0.15 lower than the previous day. The implied volatity was 39.73, the open interest changed by 1 which increased total open position to 42


On 31 Oct GLENMARK was trading at 1694.55. The strike last trading price was 57.7, which was -15.30 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 73, which was 0.80 higher 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 72.2, which was 23.20 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 49, which was -18.75 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 67.75, which was 17.75 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 50, 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 50, which was -3.25 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 53.25, which was 4.50 higher 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 48.75, which was 10.75 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 38, which was 2.75 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 17 Oct GLENMARK was trading at 1735.30. The strike last trading price was 35.25, which was -0.75 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 10 Oct GLENMARK was trading at 1760.95. The strike last trading price was 36, which was -36.00 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 72, 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 Oct GLENMARK was trading at 1644.35. The strike last trading price was 72, which was 3.25 higher 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 68.75, which was 1.35 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 30 Sept GLENMARK was trading at 1673.50. The strike last trading price was 67.4, which was -39.25 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 106.65, 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 106.65, 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 106.65, 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 106.65, 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 106.65, which was 106.65 higher 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