GLENMARK
Glenmark Pharmaceuticals
Historical option data for GLENMARK
27 Dec 2024 04:12 PM IST
| GLENMARK 30JAN2025 1720 CE | ||||||||||
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Delta: 0.18
Vega: 1.29
Theta: -0.54
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 27 Dec | 1585.95 | 11.45 | -115.50 | 24.25 | 278 | 180 | 180 | |||
| 26 Dec | 1541.45 | 126.95 | 0.00 | 8.35 | 0 | 0 | 0 | |||
| 24 Dec | 1535.80 | 126.95 | 0.00 | 8.58 | 0 | 0 | 0 | |||
| 20 Dec | 1541.65 | 126.95 | 0.00 | 7.52 | 0 | 0 | 0 | |||
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| 4 Dec | 1548.65 | 126.95 | 0.00 | 5.74 | 0 | 0 | 0 | |||
| 27 Nov | 1522.60 | 126.95 | 0.00 | 6.35 | 0 | 0 | 0 | |||
| 26 Nov | 1521.45 | 126.95 | 126.95 | 6.84 | 0 | 0 | 0 | |||
| 14 Nov | 1533.70 | 0 | 0.00 | 5.47 | 0 | 0 | 0 | |||
| 13 Nov | 1539.40 | 0 | 0.00 | 5.14 | 0 | 0 | 0 | |||
| 12 Nov | 1577.05 | 0 | 0.00 | 3.66 | 0 | 0 | 0 | |||
| 11 Nov | 1634.20 | 0 | 0.00 | 1.70 | 0 | 0 | 0 | |||
| 8 Nov | 1666.50 | 0 | 0.00 | 0.37 | 0 | 0 | 0 | |||
| 7 Nov | 1657.35 | 0 | 0.00 | 0.80 | 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 1720 expiring on 30JAN2025
Delta for 1720 CE is 0.18
Historical price for 1720 CE is as follows
On 27 Dec GLENMARK was trading at 1585.95. The strike last trading price was 11.45, which was -115.50 lower than the previous day. The implied volatity was 24.25, the open interest changed by 180 which increased total open position to 180
On 26 Dec GLENMARK was trading at 1541.45. The strike last trading price was 126.95, which was 0.00 lower than the previous day. The implied volatity was 8.35, 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 126.95, which was 0.00 lower than the previous day. The implied volatity was 8.58, 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 126.95, which was 0.00 lower than the previous day. The implied volatity was 7.52, 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 126.95, which was 0.00 lower than the previous day. The implied volatity was 5.74, 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 126.95, which was 0.00 lower than the previous day. The implied volatity was 6.35, 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 126.95, which was 126.95 higher than the previous day. The implied volatity was 6.84, 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 5.47, 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 5.14, 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 3.66, 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 1.70, 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 0.37, 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 0.80, 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 1720 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.80
Vega: 1.37
Theta: -0.15
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 27 Dec | 1585.95 | 128 | -48.00 | 26.13 | 2 | 0 | 50 |
| 26 Dec | 1541.45 | 176 | 0.00 | 0.00 | 0 | 49 | 0 |
| 24 Dec | 1535.80 | 176 | -2.00 | 26.72 | 49 | 47 | 48 |
| 20 Dec | 1541.65 | 178 | 56.55 | 35.08 | 1 | 0 | 0 |
| 4 Dec | 1548.65 | 121.45 | 121.45 | - | 0 | 0 | 0 |
| 27 Nov | 1522.60 | 0 | 0.00 | - | 0 | 0 | 0 |
| 26 Nov | 1521.45 | 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 | - | 0 | 0 | 0 |
| 7 Nov | 1657.35 | 0 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 1768.95 | 0 | 0.00 | 2.88 | 0 | 0 | 0 |
| 5 Nov | 1725.15 | 0 | 0.00 | 1.55 | 0 | 0 | 0 |
| 4 Nov | 1699.25 | 0 | 0.52 | 0 | 0 | 0 | |
For Glenmark Pharmaceuticals - strike price 1720 expiring on 30JAN2025
Delta for 1720 PE is -0.80
Historical price for 1720 PE is as follows
On 27 Dec GLENMARK was trading at 1585.95. The strike last trading price was 128, which was -48.00 lower than the previous day. The implied volatity was 26.13, the open interest changed by 0 which decreased total open position to 50
On 26 Dec GLENMARK was trading at 1541.45. The strike last trading price was 176, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 49 which increased total open position to 0
On 24 Dec GLENMARK was trading at 1535.80. The strike last trading price was 176, which was -2.00 lower than the previous day. The implied volatity was 26.72, the open interest changed by 47 which increased total open position to 48
On 20 Dec GLENMARK was trading at 1541.65. The strike last trading price was 178, which was 56.55 higher than the previous day. The implied volatity was 35.08, 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 121.45, which was 121.45 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 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 -, 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 2.88, 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 1.55, 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 0.52, the open interest changed by 0 which decreased total open position to 0
