GLENMARK
Glenmark Pharmaceuticals
Historical option data for GLENMARK
20 Dec 2024 04:12 PM IST
| GLENMARK 26DEC2024 1700 CE | ||||||||||
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Delta: 0.03
Vega: 0.12
Theta: -0.40
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 1541.65 | 0.75 | -0.40 | 37.53 | 199 | -37 | 351 | |||
| 19 Dec | 1540.80 | 1.15 | -0.10 | 37.50 | 129 | -4 | 387 | |||
| 18 Dec | 1524.70 | 1.25 | -0.15 | 39.36 | 110 | -33 | 388 | |||
| 17 Dec | 1514.10 | 1.4 | -1.15 | 40.28 | 155 | 10 | 421 | |||
| 16 Dec | 1551.35 | 2.55 | 0.55 | 35.51 | 616 | 113 | 411 | |||
| 13 Dec | 1518.15 | 2 | -0.40 | 35.23 | 948 | -23 | 299 | |||
| 12 Dec | 1535.05 | 2.4 | -0.60 | 32.46 | 428 | -10 | 324 | |||
| 11 Dec | 1526.40 | 3 | -1.60 | 33.23 | 628 | -38 | 327 | |||
| 10 Dec | 1542.65 | 4.6 | 2.55 | 32.68 | 2,474 | 77 | 370 | |||
| 9 Dec | 1514.15 | 2.05 | -0.70 | 29.83 | 149 | -1 | 294 | |||
| 6 Dec | 1528.10 | 2.75 | -1.40 | 27.60 | 374 | 22 | 294 | |||
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| 5 Dec | 1544.65 | 4.15 | -0.65 | 27.05 | 562 | 22 | 267 | |||
| 4 Dec | 1548.65 | 4.8 | -0.55 | 27.26 | 371 | 3 | 241 | |||
| 3 Dec | 1559.40 | 5.35 | -1.20 | 26.13 | 547 | 47 | 240 | |||
| 2 Dec | 1547.55 | 6.55 | 1.55 | 27.20 | 440 | -35 | 196 | |||
| 29 Nov | 1528.65 | 5 | 0.25 | 27.27 | 449 | 121 | 230 | |||
| 28 Nov | 1495.15 | 4.75 | -0.45 | 29.42 | 305 | 31 | 118 | |||
| 27 Nov | 1522.60 | 5.2 | -1.90 | 26.77 | 1,394 | 40 | 90 | |||
| 26 Nov | 1521.45 | 7.1 | 1.15 | 28.98 | 476 | 29 | 50 | |||
| 25 Nov | 1490.40 | 5.95 | -2.25 | 30.23 | 26 | -3 | 21 | |||
| 20 Nov | 1492.65 | 8.2 | 0.00 | 30.91 | 19 | 12 | 23 | |||
| 19 Nov | 1492.65 | 8.2 | -1.60 | 30.91 | 19 | 11 | 23 | |||
| 18 Nov | 1485.75 | 9.8 | -9.70 | 33.32 | 2 | 0 | 11 | |||
| 14 Nov | 1533.70 | 19.5 | -1.50 | 31.42 | 1 | 0 | 11 | |||
| 13 Nov | 1539.40 | 21 | -29.00 | 30.28 | 17 | 8 | 17 | |||
| 12 Nov | 1577.05 | 50 | -20.85 | 42.24 | 5 | 3 | 8 | |||
| 11 Nov | 1634.20 | 70.85 | 5.85 | 38.61 | 2 | 0 | 5 | |||
| 8 Nov | 1666.50 | 65 | -16.15 | 31.66 | 4 | 0 | 2 | |||
| 7 Nov | 1657.35 | 81.15 | -22.95 | 37.76 | 1 | 0 | 1 | |||
| 4 Nov | 1699.25 | 104.1 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Nov | 1690.30 | 104.1 | - | 0 | 0 | 0 | ||||
For Glenmark Pharmaceuticals - strike price 1700 expiring on 26DEC2024
Delta for 1700 CE is 0.03
Historical price for 1700 CE is as follows
On 20 Dec GLENMARK was trading at 1541.65. The strike last trading price was 0.75, which was -0.40 lower than the previous day. The implied volatity was 37.53, the open interest changed by -37 which decreased total open position to 351
On 19 Dec GLENMARK was trading at 1540.80. The strike last trading price was 1.15, which was -0.10 lower than the previous day. The implied volatity was 37.50, the open interest changed by -4 which decreased total open position to 387
On 18 Dec GLENMARK was trading at 1524.70. The strike last trading price was 1.25, which was -0.15 lower than the previous day. The implied volatity was 39.36, the open interest changed by -33 which decreased total open position to 388
On 17 Dec GLENMARK was trading at 1514.10. The strike last trading price was 1.4, which was -1.15 lower than the previous day. The implied volatity was 40.28, the open interest changed by 10 which increased total open position to 421
On 16 Dec GLENMARK was trading at 1551.35. The strike last trading price was 2.55, which was 0.55 higher than the previous day. The implied volatity was 35.51, the open interest changed by 113 which increased total open position to 411
On 13 Dec GLENMARK was trading at 1518.15. The strike last trading price was 2, which was -0.40 lower than the previous day. The implied volatity was 35.23, the open interest changed by -23 which decreased total open position to 299
On 12 Dec GLENMARK was trading at 1535.05. The strike last trading price was 2.4, which was -0.60 lower than the previous day. The implied volatity was 32.46, the open interest changed by -10 which decreased total open position to 324
On 11 Dec GLENMARK was trading at 1526.40. The strike last trading price was 3, which was -1.60 lower than the previous day. The implied volatity was 33.23, the open interest changed by -38 which decreased total open position to 327
On 10 Dec GLENMARK was trading at 1542.65. The strike last trading price was 4.6, which was 2.55 higher than the previous day. The implied volatity was 32.68, the open interest changed by 77 which increased total open position to 370
On 9 Dec GLENMARK was trading at 1514.15. The strike last trading price was 2.05, which was -0.70 lower than the previous day. The implied volatity was 29.83, the open interest changed by -1 which decreased total open position to 294
On 6 Dec GLENMARK was trading at 1528.10. The strike last trading price was 2.75, which was -1.40 lower than the previous day. The implied volatity was 27.60, the open interest changed by 22 which increased total open position to 294
On 5 Dec GLENMARK was trading at 1544.65. The strike last trading price was 4.15, which was -0.65 lower than the previous day. The implied volatity was 27.05, the open interest changed by 22 which increased total open position to 267
On 4 Dec GLENMARK was trading at 1548.65. The strike last trading price was 4.8, which was -0.55 lower than the previous day. The implied volatity was 27.26, the open interest changed by 3 which increased total open position to 241
On 3 Dec GLENMARK was trading at 1559.40. The strike last trading price was 5.35, which was -1.20 lower than the previous day. The implied volatity was 26.13, the open interest changed by 47 which increased total open position to 240
On 2 Dec GLENMARK was trading at 1547.55. The strike last trading price was 6.55, which was 1.55 higher than the previous day. The implied volatity was 27.20, the open interest changed by -35 which decreased total open position to 196
On 29 Nov GLENMARK was trading at 1528.65. The strike last trading price was 5, which was 0.25 higher than the previous day. The implied volatity was 27.27, the open interest changed by 121 which increased total open position to 230
On 28 Nov GLENMARK was trading at 1495.15. The strike last trading price was 4.75, which was -0.45 lower than the previous day. The implied volatity was 29.42, the open interest changed by 31 which increased total open position to 118
On 27 Nov GLENMARK was trading at 1522.60. The strike last trading price was 5.2, which was -1.90 lower than the previous day. The implied volatity was 26.77, the open interest changed by 40 which increased total open position to 90
On 26 Nov GLENMARK was trading at 1521.45. The strike last trading price was 7.1, which was 1.15 higher than the previous day. The implied volatity was 28.98, the open interest changed by 29 which increased total open position to 50
On 25 Nov GLENMARK was trading at 1490.40. The strike last trading price was 5.95, which was -2.25 lower than the previous day. The implied volatity was 30.23, the open interest changed by -3 which decreased total open position to 21
On 20 Nov GLENMARK was trading at 1492.65. The strike last trading price was 8.2, which was 0.00 lower than the previous day. The implied volatity was 30.91, the open interest changed by 12 which increased total open position to 23
On 19 Nov GLENMARK was trading at 1492.65. The strike last trading price was 8.2, which was -1.60 lower than the previous day. The implied volatity was 30.91, the open interest changed by 11 which increased total open position to 23
On 18 Nov GLENMARK was trading at 1485.75. The strike last trading price was 9.8, which was -9.70 lower than the previous day. The implied volatity was 33.32, the open interest changed by 0 which decreased total open position to 11
On 14 Nov GLENMARK was trading at 1533.70. The strike last trading price was 19.5, which was -1.50 lower than the previous day. The implied volatity was 31.42, the open interest changed by 0 which decreased total open position to 11
On 13 Nov GLENMARK was trading at 1539.40. The strike last trading price was 21, which was -29.00 lower than the previous day. The implied volatity was 30.28, the open interest changed by 8 which increased total open position to 17
On 12 Nov GLENMARK was trading at 1577.05. The strike last trading price was 50, which was -20.85 lower than the previous day. The implied volatity was 42.24, the open interest changed by 3 which increased total open position to 8
On 11 Nov GLENMARK was trading at 1634.20. The strike last trading price was 70.85, which was 5.85 higher than the previous day. The implied volatity was 38.61, the open interest changed by 0 which decreased total open position to 5
On 8 Nov GLENMARK was trading at 1666.50. The strike last trading price was 65, which was -16.15 lower than the previous day. The implied volatity was 31.66, the open interest changed by 0 which decreased total open position to 2
On 7 Nov GLENMARK was trading at 1657.35. The strike last trading price was 81.15, which was -22.95 lower than the previous day. The implied volatity was 37.76, the open interest changed by 0 which decreased total open position to 1
On 4 Nov GLENMARK was trading at 1699.25. The strike last trading price was 104.1, 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 1 Nov GLENMARK was trading at 1690.30. The strike last trading price was 104.1, 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 1700 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.83
Vega: 0.49
Theta: -2.58
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 1541.65 | 164.35 | 9.35 | 72.23 | 10 | -6 | 33 |
| 19 Dec | 1540.80 | 155 | 0.00 | 0.00 | 0 | -1 | 0 |
| 18 Dec | 1524.70 | 155 | 12.55 | - | 1 | 0 | 40 |
| 17 Dec | 1514.10 | 142.45 | 0.00 | 0.00 | 0 | -2 | 0 |
| 16 Dec | 1551.35 | 142.45 | -87.55 | - | 8 | -1 | 41 |
| 13 Dec | 1518.15 | 230 | 75.80 | 98.82 | 5 | -2 | 42 |
| 12 Dec | 1535.05 | 154.2 | 3.55 | - | 1 | 0 | 44 |
| 11 Dec | 1526.40 | 150.65 | 0.00 | 0.00 | 0 | 2 | 0 |
| 10 Dec | 1542.65 | 150.65 | -22.45 | 27.36 | 9 | 2 | 44 |
| 9 Dec | 1514.15 | 173.1 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Dec | 1528.10 | 173.1 | 0.00 | 0.00 | 0 | 0 | 0 |
| 5 Dec | 1544.65 | 173.1 | 27.40 | 53.29 | 1 | 0 | 42 |
| 4 Dec | 1548.65 | 145.7 | 4.95 | 25.38 | 2 | 0 | 42 |
| 3 Dec | 1559.40 | 140.75 | -4.40 | 28.86 | 15 | 2 | 41 |
| 2 Dec | 1547.55 | 145.15 | -25.50 | 32.35 | 3 | 2 | 39 |
| 29 Nov | 1528.65 | 170.65 | -3.35 | 34.54 | 40 | 26 | 36 |
| 28 Nov | 1495.15 | 174 | 0.00 | 0.00 | 0 | 2 | 0 |
| 27 Nov | 1522.60 | 174 | -1.00 | 35.46 | 2 | 1 | 9 |
| 26 Nov | 1521.45 | 175 | -18.00 | 33.96 | 3 | 2 | 7 |
| 25 Nov | 1490.40 | 193 | 102.30 | - | 5 | 4 | 4 |
| 20 Nov | 1492.65 | 90.7 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 1492.65 | 90.7 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 1485.75 | 90.7 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 1533.70 | 90.7 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 1539.40 | 90.7 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 1577.05 | 90.7 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 1634.20 | 90.7 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 1666.50 | 90.7 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 1657.35 | 90.7 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 1699.25 | 90.7 | 0.00 | 1.41 | 0 | 0 | 0 |
| 1 Nov | 1690.30 | 90.7 | 1.05 | 0 | 0 | 0 | |
For Glenmark Pharmaceuticals - strike price 1700 expiring on 26DEC2024
Delta for 1700 PE is -0.83
Historical price for 1700 PE is as follows
On 20 Dec GLENMARK was trading at 1541.65. The strike last trading price was 164.35, which was 9.35 higher than the previous day. The implied volatity was 72.23, the open interest changed by -6 which decreased total open position to 33
On 19 Dec GLENMARK was trading at 1540.80. The strike last trading price was 155, 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 18 Dec GLENMARK was trading at 1524.70. The strike last trading price was 155, which was 12.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 40
On 17 Dec GLENMARK was trading at 1514.10. The strike last trading price was 142.45, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -2 which decreased total open position to 0
On 16 Dec GLENMARK was trading at 1551.35. The strike last trading price was 142.45, which was -87.55 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 41
On 13 Dec GLENMARK was trading at 1518.15. The strike last trading price was 230, which was 75.80 higher than the previous day. The implied volatity was 98.82, the open interest changed by -2 which decreased total open position to 42
On 12 Dec GLENMARK was trading at 1535.05. The strike last trading price was 154.2, which was 3.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 44
On 11 Dec GLENMARK was trading at 1526.40. The strike last trading price was 150.65, 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 10 Dec GLENMARK was trading at 1542.65. The strike last trading price was 150.65, which was -22.45 lower than the previous day. The implied volatity was 27.36, the open interest changed by 2 which increased total open position to 44
On 9 Dec GLENMARK was trading at 1514.15. The strike last trading price was 173.1, 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 6 Dec GLENMARK was trading at 1528.10. The strike last trading price was 173.1, 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 5 Dec GLENMARK was trading at 1544.65. The strike last trading price was 173.1, which was 27.40 higher than the previous day. The implied volatity was 53.29, the open interest changed by 0 which decreased total open position to 42
On 4 Dec GLENMARK was trading at 1548.65. The strike last trading price was 145.7, which was 4.95 higher than the previous day. The implied volatity was 25.38, the open interest changed by 0 which decreased total open position to 42
On 3 Dec GLENMARK was trading at 1559.40. The strike last trading price was 140.75, which was -4.40 lower than the previous day. The implied volatity was 28.86, the open interest changed by 2 which increased total open position to 41
On 2 Dec GLENMARK was trading at 1547.55. The strike last trading price was 145.15, which was -25.50 lower than the previous day. The implied volatity was 32.35, the open interest changed by 2 which increased total open position to 39
On 29 Nov GLENMARK was trading at 1528.65. The strike last trading price was 170.65, which was -3.35 lower than the previous day. The implied volatity was 34.54, the open interest changed by 26 which increased total open position to 36
On 28 Nov GLENMARK was trading at 1495.15. The strike last trading price was 174, 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 27 Nov GLENMARK was trading at 1522.60. The strike last trading price was 174, which was -1.00 lower than the previous day. The implied volatity was 35.46, the open interest changed by 1 which increased total open position to 9
On 26 Nov GLENMARK was trading at 1521.45. The strike last trading price was 175, which was -18.00 lower than the previous day. The implied volatity was 33.96, the open interest changed by 2 which increased total open position to 7
On 25 Nov GLENMARK was trading at 1490.40. The strike last trading price was 193, which was 102.30 higher than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 4
On 20 Nov GLENMARK was trading at 1492.65. The strike last trading price was 90.7, 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 90.7, 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 90.7, 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 90.7, 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 90.7, 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 90.7, 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 90.7, 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 90.7, 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 90.7, 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 90.7, which was 0.00 lower than the previous day. The implied volatity was 1.41, 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 90.7, which was lower than the previous day. The implied volatity was 1.05, the open interest changed by 0 which decreased total open position to 0
