GLENMARK
Glenmark Pharmaceuticals
Historical option data for GLENMARK
27 Dec 2024 04:12 PM IST
| GLENMARK 30JAN2025 1700 CE | ||||||||||
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Delta: 0.23
Vega: 1.49
Theta: -0.64
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 27 Dec | 1585.95 | 15.9 | 8.00 | 24.77 | 1,745 | 288 | 560 | |||
| 26 Dec | 1541.45 | 7.9 | -0.10 | 24.68 | 319 | 90 | 272 | |||
| 24 Dec | 1535.80 | 8 | -4.70 | 25.27 | 226 | 110 | 182 | |||
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| 23 Dec | 1550.60 | 12.7 | 0.70 | 26.29 | 91 | 46 | 71 | |||
| 20 Dec | 1541.65 | 12 | -2.00 | 25.69 | 12 | 10 | 25 | |||
| 19 Dec | 1540.80 | 14 | 2.75 | 26.91 | 12 | 5 | 14 | |||
| 18 Dec | 1524.70 | 11.25 | -2.95 | 26.94 | 7 | 1 | 8 | |||
| 16 Dec | 1551.35 | 14.2 | -18.60 | 25.36 | 6 | 2 | 3 | |||
| 4 Dec | 1548.65 | 32.8 | 5.03 | 0 | 0 | 0 | ||||
For Glenmark Pharmaceuticals - strike price 1700 expiring on 30JAN2025
Delta for 1700 CE is 0.23
Historical price for 1700 CE is as follows
On 27 Dec GLENMARK was trading at 1585.95. The strike last trading price was 15.9, which was 8.00 higher than the previous day. The implied volatity was 24.77, the open interest changed by 288 which increased total open position to 560
On 26 Dec GLENMARK was trading at 1541.45. The strike last trading price was 7.9, which was -0.10 lower than the previous day. The implied volatity was 24.68, the open interest changed by 90 which increased total open position to 272
On 24 Dec GLENMARK was trading at 1535.80. The strike last trading price was 8, which was -4.70 lower than the previous day. The implied volatity was 25.27, the open interest changed by 110 which increased total open position to 182
On 23 Dec GLENMARK was trading at 1550.60. The strike last trading price was 12.7, which was 0.70 higher than the previous day. The implied volatity was 26.29, the open interest changed by 46 which increased total open position to 71
On 20 Dec GLENMARK was trading at 1541.65. The strike last trading price was 12, which was -2.00 lower than the previous day. The implied volatity was 25.69, the open interest changed by 10 which increased total open position to 25
On 19 Dec GLENMARK was trading at 1540.80. The strike last trading price was 14, which was 2.75 higher than the previous day. The implied volatity was 26.91, the open interest changed by 5 which increased total open position to 14
On 18 Dec GLENMARK was trading at 1524.70. The strike last trading price was 11.25, which was -2.95 lower than the previous day. The implied volatity was 26.94, the open interest changed by 1 which increased total open position to 8
On 16 Dec GLENMARK was trading at 1551.35. The strike last trading price was 14.2, which was -18.60 lower than the previous day. The implied volatity was 25.36, the open interest changed by 2 which increased total open position to 3
On 4 Dec GLENMARK was trading at 1548.65. The strike last trading price was 32.8, which was lower than the previous day. The implied volatity was 5.03, the open interest changed by 0 which decreased total open position to 0
| GLENMARK 30JAN2025 1700 PE | |||||||
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Delta: -0.74
Vega: 1.57
Theta: -0.28
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 27 Dec | 1585.95 | 114.3 | -43.70 | 27.49 | 15 | 2 | 99 |
| 26 Dec | 1541.45 | 158 | 1.50 | 33.04 | 101 | 80 | 96 |
| 24 Dec | 1535.80 | 156.5 | 6.50 | 24.88 | 11 | 8 | 13 |
| 23 Dec | 1550.60 | 150 | 0.00 | 0.00 | 0 | 5 | 0 |
| 20 Dec | 1541.65 | 150 | -66.40 | 27.14 | 5 | 4 | 4 |
| 19 Dec | 1540.80 | 216.4 | 0.00 | - | 0 | 0 | 0 |
| 18 Dec | 1524.70 | 216.4 | 0.00 | - | 0 | 0 | 0 |
| 16 Dec | 1551.35 | 216.4 | 0.00 | - | 0 | 0 | 0 |
| 4 Dec | 1548.65 | 216.4 | - | 0 | 0 | 0 | |
For Glenmark Pharmaceuticals - strike price 1700 expiring on 30JAN2025
Delta for 1700 PE is -0.74
Historical price for 1700 PE is as follows
On 27 Dec GLENMARK was trading at 1585.95. The strike last trading price was 114.3, which was -43.70 lower than the previous day. The implied volatity was 27.49, the open interest changed by 2 which increased total open position to 99
On 26 Dec GLENMARK was trading at 1541.45. The strike last trading price was 158, which was 1.50 higher than the previous day. The implied volatity was 33.04, the open interest changed by 80 which increased total open position to 96
On 24 Dec GLENMARK was trading at 1535.80. The strike last trading price was 156.5, which was 6.50 higher than the previous day. The implied volatity was 24.88, the open interest changed by 8 which increased total open position to 13
On 23 Dec GLENMARK was trading at 1550.60. The strike last trading price was 150, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 5 which increased total open position to 0
On 20 Dec GLENMARK was trading at 1541.65. The strike last trading price was 150, which was -66.40 lower than the previous day. The implied volatity was 27.14, the open interest changed by 4 which increased total open position to 4
On 19 Dec GLENMARK was trading at 1540.80. The strike last trading price was 216.4, 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 216.4, 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 216.4, 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 216.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
