GLENMARK
Glenmark Pharmaceuticals
Historical option data for GLENMARK
21 Nov 2024 04:12 PM IST
| GLENMARK 28NOV2024 1700 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.02
Vega: 0.09
Theta: -0.31
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 21 Nov | 1466.40 | 0.6 | -0.20 | 48.66 | 153 | -59 | 369 | |||
| 20 Nov | 1492.65 | 0.8 | 0.00 | 40.41 | 805 | -252 | 434 | |||
| 19 Nov | 1492.65 | 0.8 | -0.50 | 40.41 | 805 | -246 | 434 | |||
| 18 Nov | 1485.75 | 1.3 | -3.75 | 43.28 | 1,870 | 78 | 690 | |||
| 14 Nov | 1533.70 | 5.05 | -1.25 | 37.06 | 949 | 154 | 611 | |||
| 13 Nov | 1539.40 | 6.3 | -3.65 | 35.71 | 1,126 | -73 | 458 | |||
| 12 Nov | 1577.05 | 9.95 | -16.75 | 35.61 | 2,508 | 45 | 575 | |||
| 11 Nov | 1634.20 | 26.7 | -10.30 | 34.29 | 1,021 | 101 | 534 | |||
| 8 Nov | 1666.50 | 37 | -3.70 | 34.15 | 836 | -5 | 434 | |||
| 7 Nov | 1657.35 | 40.7 | -60.05 | 35.37 | 1,647 | 267 | 440 | |||
| 6 Nov | 1768.95 | 100.75 | 18.55 | 32.55 | 306 | -60 | 173 | |||
| 5 Nov | 1725.15 | 82.2 | 12.90 | 36.68 | 1,077 | 4 | 232 | |||
| 4 Nov | 1699.25 | 69.3 | -0.55 | 34.44 | 664 | 6 | 228 | |||
| 1 Nov | 1690.30 | 69.85 | -2.15 | 34.77 | 27 | -2 | 223 | |||
| 31 Oct | 1694.55 | 72 | 9.45 | - | 204 | 49 | 225 | |||
| 30 Oct | 1670.00 | 62.55 | -6.95 | - | 230 | -7 | 176 | |||
| 29 Oct | 1675.10 | 69.5 | -12.50 | - | 414 | 115 | 184 | |||
| 28 Oct | 1713.50 | 82 | 23.50 | - | 75 | 28 | 67 | |||
| 25 Oct | 1663.80 | 58.5 | -7.50 | - | 18 | 6 | 39 | |||
| 24 Oct | 1674.55 | 66 | -6.00 | - | 16 | 0 | 32 | |||
| 23 Oct | 1685.90 | 72 | 6.00 | - | 11 | 4 | 32 | |||
| 22 Oct | 1682.25 | 66 | -23.45 | - | 16 | 5 | 20 | |||
| 21 Oct | 1716.80 | 89.45 | 3.45 | - | 8 | 4 | 14 | |||
| 18 Oct | 1738.45 | 86 | -18.30 | - | 10 | 9 | 9 | |||
| 17 Oct | 1735.30 | 104.3 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 1790.65 | 104.3 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 1786.15 | 104.3 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 1662.70 | 104.3 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 1666.95 | 104.3 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Sept | 1685.70 | 104.3 | - | 0 | 0 | 0 | ||||
For Glenmark Pharmaceuticals - strike price 1700 expiring on 28NOV2024
Delta for 1700 CE is 0.02
Historical price for 1700 CE is as follows
On 21 Nov GLENMARK was trading at 1466.40. The strike last trading price was 0.6, which was -0.20 lower than the previous day. The implied volatity was 48.66, the open interest changed by -59 which decreased total open position to 369
On 20 Nov GLENMARK was trading at 1492.65. The strike last trading price was 0.8, which was 0.00 lower than the previous day. The implied volatity was 40.41, the open interest changed by -252 which decreased total open position to 434
On 19 Nov GLENMARK was trading at 1492.65. The strike last trading price was 0.8, which was -0.50 lower than the previous day. The implied volatity was 40.41, the open interest changed by -246 which decreased total open position to 434
On 18 Nov GLENMARK was trading at 1485.75. The strike last trading price was 1.3, which was -3.75 lower than the previous day. The implied volatity was 43.28, the open interest changed by 78 which increased total open position to 690
On 14 Nov GLENMARK was trading at 1533.70. The strike last trading price was 5.05, which was -1.25 lower than the previous day. The implied volatity was 37.06, the open interest changed by 154 which increased total open position to 611
On 13 Nov GLENMARK was trading at 1539.40. The strike last trading price was 6.3, which was -3.65 lower than the previous day. The implied volatity was 35.71, the open interest changed by -73 which decreased total open position to 458
On 12 Nov GLENMARK was trading at 1577.05. The strike last trading price was 9.95, which was -16.75 lower than the previous day. The implied volatity was 35.61, the open interest changed by 45 which increased total open position to 575
On 11 Nov GLENMARK was trading at 1634.20. The strike last trading price was 26.7, which was -10.30 lower than the previous day. The implied volatity was 34.29, the open interest changed by 101 which increased total open position to 534
On 8 Nov GLENMARK was trading at 1666.50. The strike last trading price was 37, which was -3.70 lower than the previous day. The implied volatity was 34.15, the open interest changed by -5 which decreased total open position to 434
On 7 Nov GLENMARK was trading at 1657.35. The strike last trading price was 40.7, which was -60.05 lower than the previous day. The implied volatity was 35.37, the open interest changed by 267 which increased total open position to 440
On 6 Nov GLENMARK was trading at 1768.95. The strike last trading price was 100.75, which was 18.55 higher than the previous day. The implied volatity was 32.55, the open interest changed by -60 which decreased total open position to 173
On 5 Nov GLENMARK was trading at 1725.15. The strike last trading price was 82.2, which was 12.90 higher than the previous day. The implied volatity was 36.68, the open interest changed by 4 which increased total open position to 232
On 4 Nov GLENMARK was trading at 1699.25. The strike last trading price was 69.3, which was -0.55 lower than the previous day. The implied volatity was 34.44, the open interest changed by 6 which increased total open position to 228
On 1 Nov GLENMARK was trading at 1690.30. The strike last trading price was 69.85, which was -2.15 lower than the previous day. The implied volatity was 34.77, the open interest changed by -2 which decreased total open position to 223
On 31 Oct GLENMARK was trading at 1694.55. The strike last trading price was 72, which was 9.45 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 62.55, which was -6.95 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 69.5, which was -12.50 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 82, which was 23.50 higher 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 58.5, which was -7.50 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 66, which was -6.00 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 72, which was 6.00 higher 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 66, which was -23.45 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 89.45, which was 3.45 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 86, which was -18.30 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 104.3, 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 Oct GLENMARK was trading at 1790.65. The strike last trading price was 104.3, 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 Oct GLENMARK was trading at 1786.15. The strike last trading price was 104.3, 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 104.3, 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 104.3, 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 104.3, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| GLENMARK 28NOV2024 1700 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.94
Vega: 0.24
Theta: -0.65
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 1466.40 | 231.9 | 42.15 | 64.68 | 8 | -7 | 109 |
| 20 Nov | 1492.65 | 189.75 | 0.00 | - | 3 | -1 | 116 |
| 19 Nov | 1492.65 | 189.75 | -23.25 | - | 3 | -1 | 116 |
| 18 Nov | 1485.75 | 213 | 55.55 | - | 11 | -5 | 117 |
| 14 Nov | 1533.70 | 157.45 | -0.90 | 29.99 | 7 | -2 | 122 |
| 13 Nov | 1539.40 | 158.35 | 31.35 | 47.52 | 64 | -19 | 125 |
| 12 Nov | 1577.05 | 127 | 41.95 | 27.71 | 87 | -19 | 149 |
| 11 Nov | 1634.20 | 85.05 | 12.65 | 37.42 | 88 | 4 | 171 |
| 8 Nov | 1666.50 | 72.4 | -8.00 | 33.34 | 90 | -3 | 168 |
| 7 Nov | 1657.35 | 80.4 | 50.40 | 38.23 | 1,269 | -100 | 172 |
| 6 Nov | 1768.95 | 30 | -20.35 | 35.68 | 413 | 73 | 268 |
| 5 Nov | 1725.15 | 50.35 | -9.55 | 39.04 | 571 | 70 | 197 |
| 4 Nov | 1699.25 | 59.9 | -7.15 | 39.51 | 186 | 19 | 128 |
| 1 Nov | 1690.30 | 67.05 | -2.95 | 39.79 | 10 | 3 | 108 |
| 31 Oct | 1694.55 | 70 | -10.50 | - | 57 | 13 | 104 |
| 30 Oct | 1670.00 | 80.5 | -4.10 | - | 36 | 21 | 91 |
| 29 Oct | 1675.10 | 84.6 | 26.10 | - | 31 | -4 | 69 |
| 28 Oct | 1713.50 | 58.5 | -32.80 | - | 36 | 7 | 73 |
| 25 Oct | 1663.80 | 91.3 | 15.20 | - | 5 | -1 | 66 |
| 24 Oct | 1674.55 | 76.1 | -2.85 | - | 15 | -3 | 67 |
| 23 Oct | 1685.90 | 78.95 | 7.65 | - | 29 | 20 | 69 |
| 22 Oct | 1682.25 | 71.3 | 7.50 | - | 13 | 2 | 49 |
| 21 Oct | 1716.80 | 63.8 | -40.90 | - | 60 | 44 | 44 |
| 18 Oct | 1738.45 | 104.7 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 1735.30 | 104.7 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 1790.65 | 104.7 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 1786.15 | 104.7 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 1662.70 | 104.7 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 1666.95 | 104.7 | 0.00 | - | 0 | 0 | 0 |
| 27 Sept | 1685.70 | 104.7 | - | 0 | 0 | 0 | |
For Glenmark Pharmaceuticals - strike price 1700 expiring on 28NOV2024
Delta for 1700 PE is -0.94
Historical price for 1700 PE is as follows
On 21 Nov GLENMARK was trading at 1466.40. The strike last trading price was 231.9, which was 42.15 higher than the previous day. The implied volatity was 64.68, the open interest changed by -7 which decreased total open position to 109
On 20 Nov GLENMARK was trading at 1492.65. The strike last trading price was 189.75, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 116
On 19 Nov GLENMARK was trading at 1492.65. The strike last trading price was 189.75, which was -23.25 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 116
On 18 Nov GLENMARK was trading at 1485.75. The strike last trading price was 213, which was 55.55 higher than the previous day. The implied volatity was -, the open interest changed by -5 which decreased total open position to 117
On 14 Nov GLENMARK was trading at 1533.70. The strike last trading price was 157.45, which was -0.90 lower than the previous day. The implied volatity was 29.99, the open interest changed by -2 which decreased total open position to 122
On 13 Nov GLENMARK was trading at 1539.40. The strike last trading price was 158.35, which was 31.35 higher than the previous day. The implied volatity was 47.52, the open interest changed by -19 which decreased total open position to 125
On 12 Nov GLENMARK was trading at 1577.05. The strike last trading price was 127, which was 41.95 higher than the previous day. The implied volatity was 27.71, the open interest changed by -19 which decreased total open position to 149
On 11 Nov GLENMARK was trading at 1634.20. The strike last trading price was 85.05, which was 12.65 higher than the previous day. The implied volatity was 37.42, the open interest changed by 4 which increased total open position to 171
On 8 Nov GLENMARK was trading at 1666.50. The strike last trading price was 72.4, which was -8.00 lower than the previous day. The implied volatity was 33.34, the open interest changed by -3 which decreased total open position to 168
On 7 Nov GLENMARK was trading at 1657.35. The strike last trading price was 80.4, which was 50.40 higher than the previous day. The implied volatity was 38.23, the open interest changed by -100 which decreased total open position to 172
On 6 Nov GLENMARK was trading at 1768.95. The strike last trading price was 30, which was -20.35 lower than the previous day. The implied volatity was 35.68, the open interest changed by 73 which increased total open position to 268
On 5 Nov GLENMARK was trading at 1725.15. The strike last trading price was 50.35, which was -9.55 lower than the previous day. The implied volatity was 39.04, the open interest changed by 70 which increased total open position to 197
On 4 Nov GLENMARK was trading at 1699.25. The strike last trading price was 59.9, which was -7.15 lower than the previous day. The implied volatity was 39.51, the open interest changed by 19 which increased total open position to 128
On 1 Nov GLENMARK was trading at 1690.30. The strike last trading price was 67.05, which was -2.95 lower than the previous day. The implied volatity was 39.79, the open interest changed by 3 which increased total open position to 108
On 31 Oct GLENMARK was trading at 1694.55. The strike last trading price was 70, which was -10.50 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 80.5, which was -4.10 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 84.6, which was 26.10 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 58.5, which was -32.80 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 91.3, which was 15.20 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 76.1, which was -2.85 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 78.95, which was 7.65 higher 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 71.3, which was 7.50 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 63.8, which was -40.90 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 104.7, 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 104.7, 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 Oct GLENMARK was trading at 1790.65. The strike last trading price was 104.7, 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 Oct GLENMARK was trading at 1786.15. The strike last trading price was 104.7, 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 104.7, 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 104.7, 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 104.7, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
