GLENMARK
Glenmark Pharmaceuticals
Historical option data for GLENMARK
27 Dec 2024 04:12 PM IST
| GLENMARK 30JAN2025 1680 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.28
Vega: 1.63
Theta: -0.69
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 27 Dec | 1585.95 | 19.35 | 10.20 | 24.03 | 459 | 89 | 144 | |||
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| 26 Dec | 1541.45 | 9.15 | -10.30 | 23.46 | 103 | 51 | 53 | |||
| 24 Dec | 1535.80 | 19.45 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 23 Dec | 1550.60 | 19.45 | -2.40 | 28.37 | 1 | 0 | 1 | |||
| 20 Dec | 1541.65 | 21.85 | 0.00 | 29.52 | 1 | 0 | 0 | |||
| 19 Dec | 1540.80 | 21.85 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 18 Dec | 1524.70 | 21.85 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 16 Dec | 1551.35 | 21.85 | -124.60 | 26.75 | 2 | 0 | 0 | |||
| 4 Dec | 1548.65 | 146.45 | 0.00 | 4.30 | 0 | 0 | 0 | |||
| 27 Nov | 1522.60 | 146.45 | 0.00 | 5.01 | 0 | 0 | 0 | |||
| 26 Nov | 1521.45 | 146.45 | 146.45 | 5.07 | 0 | 0 | 0 | |||
| 25 Nov | 1490.40 | 0 | 0.00 | 5.89 | 0 | 0 | 0 | |||
| 20 Nov | 1492.65 | 0 | 0.00 | 5.43 | 0 | 0 | 0 | |||
| 19 Nov | 1492.65 | 0 | 0.00 | 5.43 | 0 | 0 | 0 | |||
| 18 Nov | 1485.75 | 0 | 0.00 | 5.84 | 0 | 0 | 0 | |||
| 14 Nov | 1533.70 | 0 | 0.00 | 4.23 | 0 | 0 | 0 | |||
| 13 Nov | 1539.40 | 0 | 0.00 | 3.89 | 0 | 0 | 0 | |||
| 12 Nov | 1577.05 | 0 | 0.00 | 2.54 | 0 | 0 | 0 | |||
| 11 Nov | 1634.20 | 0 | 0.00 | 0.29 | 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 | |||
| 4 Nov | 1699.25 | 0 | - | 0 | 0 | 0 | ||||
For Glenmark Pharmaceuticals - strike price 1680 expiring on 30JAN2025
Delta for 1680 CE is 0.28
Historical price for 1680 CE is as follows
On 27 Dec GLENMARK was trading at 1585.95. The strike last trading price was 19.35, which was 10.20 higher than the previous day. The implied volatity was 24.03, the open interest changed by 89 which increased total open position to 144
On 26 Dec GLENMARK was trading at 1541.45. The strike last trading price was 9.15, which was -10.30 lower than the previous day. The implied volatity was 23.46, the open interest changed by 51 which increased total open position to 53
On 24 Dec GLENMARK was trading at 1535.80. The strike last trading price was 19.45, 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 19.45, which was -2.40 lower than the previous day. The implied volatity was 28.37, the open interest changed by 0 which decreased total open position to 1
On 20 Dec GLENMARK was trading at 1541.65. The strike last trading price was 21.85, which was 0.00 lower than the previous day. The implied volatity was 29.52, 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 21.85, 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 21.85, 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 16 Dec GLENMARK was trading at 1551.35. The strike last trading price was 21.85, which was -124.60 lower than the previous day. The implied volatity was 26.75, 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 146.45, which was 0.00 lower than the previous day. The implied volatity was 4.30, 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 146.45, which was 0.00 lower than the previous day. The implied volatity was 5.01, 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 146.45, which was 146.45 higher than the previous day. The implied volatity was 5.07, 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 5.89, 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 5.43, 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 5.43, 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 5.84, 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 4.23, 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 3.89, 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 2.54, 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 0.29, 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 1680 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.68
Vega: 1.75
Theta: -0.45
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 27 Dec | 1585.95 | 103.8 | 2.15 | 29.95 | 4 | 1 | 1 |
| 26 Dec | 1541.45 | 101.65 | 0.00 | - | 0 | 0 | 0 |
| 24 Dec | 1535.80 | 101.65 | 0.00 | - | 0 | 0 | 0 |
| 23 Dec | 1550.60 | 101.65 | 0.00 | - | 0 | 0 | 0 |
| 20 Dec | 1541.65 | 101.65 | 0.00 | - | 0 | 0 | 0 |
| 19 Dec | 1540.80 | 101.65 | 0.00 | - | 0 | 0 | 0 |
| 18 Dec | 1524.70 | 101.65 | 0.00 | - | 0 | 0 | 0 |
| 16 Dec | 1551.35 | 101.65 | 0.00 | - | 0 | 0 | 0 |
| 4 Dec | 1548.65 | 101.65 | 101.65 | - | 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 |
| 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 | - | 0 | 0 | 0 |
| 8 Nov | 1666.50 | 0 | 0.00 | 1.08 | 0 | 0 | 0 |
| 7 Nov | 1657.35 | 0 | 0.00 | 0.67 | 0 | 0 | 0 |
| 6 Nov | 1768.95 | 0 | 0.00 | 4.11 | 0 | 0 | 0 |
| 5 Nov | 1725.15 | 0 | 0.00 | 2.71 | 0 | 0 | 0 |
| 4 Nov | 1699.25 | 0 | 1.85 | 0 | 0 | 0 | |
For Glenmark Pharmaceuticals - strike price 1680 expiring on 30JAN2025
Delta for 1680 PE is -0.68
Historical price for 1680 PE is as follows
On 27 Dec GLENMARK was trading at 1585.95. The strike last trading price was 103.8, which was 2.15 higher than the previous day. The implied volatity was 29.95, the open interest changed by 1 which increased total open position to 1
On 26 Dec GLENMARK was trading at 1541.45. The strike last trading price was 101.65, 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 101.65, 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 101.65, 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 101.65, 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 101.65, 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 101.65, 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 101.65, 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 101.65, which was 101.65 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 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 -, 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 1.08, 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 0.67, 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 4.11, 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 2.71, 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 1.85, the open interest changed by 0 which decreased total open position to 0
