GLENMARK
Glenmark Pharmaceuticals
Historical option data for GLENMARK
14 Nov 2024 04:12 PM IST
| GLENMARK 28NOV2024 1740 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.06
Vega: 0.35
Theta: -0.50
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 1533.70 | 2.8 | -0.85 | 38.03 | 143 | 27 | 250 | |||
| 13 Nov | 1539.40 | 3.65 | -3.10 | 36.89 | 214 | -35 | 222 | |||
| 12 Nov | 1577.05 | 6.75 | -9.75 | 37.92 | 924 | 76 | 286 | |||
| 11 Nov | 1634.20 | 16.5 | -7.00 | 34.55 | 297 | -5 | 209 | |||
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| 8 Nov | 1666.50 | 23.5 | -3.85 | 33.68 | 323 | 29 | 213 | |||
| 7 Nov | 1657.35 | 27.35 | -48.15 | 35.34 | 856 | 84 | 180 | |||
| 6 Nov | 1768.95 | 75.5 | 15.05 | 32.67 | 478 | -53 | 95 | |||
| 5 Nov | 1725.15 | 60.45 | 10.20 | 36.10 | 709 | 86 | 148 | |||
| 4 Nov | 1699.25 | 50.25 | -2.25 | 34.40 | 115 | 15 | 64 | |||
| 1 Nov | 1690.30 | 52.5 | 0.80 | 35.31 | 5 | 3 | 49 | |||
| 31 Oct | 1694.55 | 51.7 | 5.55 | - | 57 | 18 | 46 | |||
| 30 Oct | 1670.00 | 46.15 | -4.55 | - | 35 | 8 | 28 | |||
| 29 Oct | 1675.10 | 50.7 | -12.20 | - | 52 | 7 | 21 | |||
| 28 Oct | 1713.50 | 62.9 | 22.75 | - | 16 | 11 | 14 | |||
| 25 Oct | 1663.80 | 40.15 | -5.00 | - | 2 | 1 | 3 | |||
| 24 Oct | 1674.55 | 45.15 | -25.35 | - | 1 | 0 | 1 | |||
| 23 Oct | 1685.90 | 70.5 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 1682.25 | 70.5 | 0.00 | - | 0 | 1 | 0 | |||
| 21 Oct | 1716.80 | 70.5 | -16.50 | - | 3 | 1 | 1 | |||
| 18 Oct | 1738.45 | 87 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 1735.30 | 87 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 1818.15 | 87 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 1790.65 | 87 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 1786.15 | 87 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 1662.70 | 87 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 1666.95 | 87 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Sept | 1685.70 | 87 | - | 0 | 0 | 0 | ||||
For Glenmark Pharmaceuticals - strike price 1740 expiring on 28NOV2024
Delta for 1740 CE is 0.06
Historical price for 1740 CE is as follows
On 14 Nov GLENMARK was trading at 1533.70. The strike last trading price was 2.8, which was -0.85 lower than the previous day. The implied volatity was 38.03, the open interest changed by 27 which increased total open position to 250
On 13 Nov GLENMARK was trading at 1539.40. The strike last trading price was 3.65, which was -3.10 lower than the previous day. The implied volatity was 36.89, the open interest changed by -35 which decreased total open position to 222
On 12 Nov GLENMARK was trading at 1577.05. The strike last trading price was 6.75, which was -9.75 lower than the previous day. The implied volatity was 37.92, the open interest changed by 76 which increased total open position to 286
On 11 Nov GLENMARK was trading at 1634.20. The strike last trading price was 16.5, which was -7.00 lower than the previous day. The implied volatity was 34.55, the open interest changed by -5 which decreased total open position to 209
On 8 Nov GLENMARK was trading at 1666.50. The strike last trading price was 23.5, which was -3.85 lower than the previous day. The implied volatity was 33.68, the open interest changed by 29 which increased total open position to 213
On 7 Nov GLENMARK was trading at 1657.35. The strike last trading price was 27.35, which was -48.15 lower than the previous day. The implied volatity was 35.34, the open interest changed by 84 which increased total open position to 180
On 6 Nov GLENMARK was trading at 1768.95. The strike last trading price was 75.5, which was 15.05 higher than the previous day. The implied volatity was 32.67, the open interest changed by -53 which decreased total open position to 95
On 5 Nov GLENMARK was trading at 1725.15. The strike last trading price was 60.45, which was 10.20 higher than the previous day. The implied volatity was 36.10, the open interest changed by 86 which increased total open position to 148
On 4 Nov GLENMARK was trading at 1699.25. The strike last trading price was 50.25, which was -2.25 lower than the previous day. The implied volatity was 34.40, the open interest changed by 15 which increased total open position to 64
On 1 Nov GLENMARK was trading at 1690.30. The strike last trading price was 52.5, which was 0.80 higher than the previous day. The implied volatity was 35.31, the open interest changed by 3 which increased total open position to 49
On 31 Oct GLENMARK was trading at 1694.55. The strike last trading price was 51.7, which was 5.55 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 46.15, which was -4.55 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 50.7, which was -12.20 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 62.9, which was 22.75 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 40.15, which was -5.00 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 45.15, which was -25.35 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 70.5, 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 22 Oct GLENMARK was trading at 1682.25. The strike last trading price was 70.5, 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 21 Oct GLENMARK was trading at 1716.80. The strike last trading price was 70.5, which was -16.50 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 87, 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 87, 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 14 Oct GLENMARK was trading at 1818.15. The strike last trading price was 87, 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 87, 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 87, 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 87, 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 87, 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 87, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| GLENMARK 28NOV2024 1740 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 1533.70 | 194 | -6.00 | - | 1 | 0 | 24 |
| 13 Nov | 1539.40 | 200 | 26.00 | 57.21 | 2 | 0 | 24 |
| 12 Nov | 1577.05 | 174 | 69.55 | 44.56 | 19 | -8 | 25 |
| 11 Nov | 1634.20 | 104.45 | 8.65 | 28.64 | 7 | -5 | 34 |
| 8 Nov | 1666.50 | 95.8 | -9.55 | 30.57 | 11 | 6 | 42 |
| 7 Nov | 1657.35 | 105.35 | 61.95 | 37.43 | 150 | -13 | 36 |
| 6 Nov | 1768.95 | 43.4 | -24.20 | 34.79 | 146 | 30 | 51 |
| 5 Nov | 1725.15 | 67.6 | -20.05 | 37.94 | 21 | 6 | 21 |
| 4 Nov | 1699.25 | 87.65 | -7.35 | 43.48 | 16 | 5 | 15 |
| 1 Nov | 1690.30 | 95 | 0.00 | 0.00 | 0 | 1 | 0 |
| 31 Oct | 1694.55 | 95 | -33.00 | - | 1 | 0 | 9 |
| 30 Oct | 1670.00 | 128 | 0.00 | - | 0 | -1 | 0 |
| 29 Oct | 1675.10 | 128 | 53.00 | - | 2 | 0 | 10 |
| 28 Oct | 1713.50 | 75 | -20.50 | - | 9 | 6 | 10 |
| 25 Oct | 1663.80 | 95.5 | 5.05 | - | 1 | 0 | 4 |
| 24 Oct | 1674.55 | 90.45 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 1685.90 | 90.45 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 1682.25 | 90.45 | 0.00 | - | 0 | 3 | 0 |
| 21 Oct | 1716.80 | 90.45 | 43.30 | - | 3 | 0 | 1 |
| 18 Oct | 1738.45 | 47.15 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 1735.30 | 47.15 | -79.75 | - | 1 | 0 | 1 |
| 14 Oct | 1818.15 | 126.9 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 1790.65 | 126.9 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 1786.15 | 126.9 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 1662.70 | 126.9 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 1666.95 | 126.9 | 0.00 | - | 0 | 0 | 0 |
| 27 Sept | 1685.70 | 126.9 | - | 0 | 0 | 0 | |
For Glenmark Pharmaceuticals - strike price 1740 expiring on 28NOV2024
Delta for 1740 PE is -
Historical price for 1740 PE is as follows
On 14 Nov GLENMARK was trading at 1533.70. The strike last trading price was 194, which was -6.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 24
On 13 Nov GLENMARK was trading at 1539.40. The strike last trading price was 200, which was 26.00 higher than the previous day. The implied volatity was 57.21, the open interest changed by 0 which decreased total open position to 24
On 12 Nov GLENMARK was trading at 1577.05. The strike last trading price was 174, which was 69.55 higher than the previous day. The implied volatity was 44.56, the open interest changed by -8 which decreased total open position to 25
On 11 Nov GLENMARK was trading at 1634.20. The strike last trading price was 104.45, which was 8.65 higher than the previous day. The implied volatity was 28.64, the open interest changed by -5 which decreased total open position to 34
On 8 Nov GLENMARK was trading at 1666.50. The strike last trading price was 95.8, which was -9.55 lower than the previous day. The implied volatity was 30.57, the open interest changed by 6 which increased total open position to 42
On 7 Nov GLENMARK was trading at 1657.35. The strike last trading price was 105.35, which was 61.95 higher than the previous day. The implied volatity was 37.43, the open interest changed by -13 which decreased total open position to 36
On 6 Nov GLENMARK was trading at 1768.95. The strike last trading price was 43.4, which was -24.20 lower than the previous day. The implied volatity was 34.79, the open interest changed by 30 which increased total open position to 51
On 5 Nov GLENMARK was trading at 1725.15. The strike last trading price was 67.6, which was -20.05 lower than the previous day. The implied volatity was 37.94, the open interest changed by 6 which increased total open position to 21
On 4 Nov GLENMARK was trading at 1699.25. The strike last trading price was 87.65, which was -7.35 lower than the previous day. The implied volatity was 43.48, the open interest changed by 5 which increased total open position to 15
On 1 Nov GLENMARK was trading at 1690.30. The strike last trading price was 95, 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 31 Oct GLENMARK was trading at 1694.55. The strike last trading price was 95, which was -33.00 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 128, 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 29 Oct GLENMARK was trading at 1675.10. The strike last trading price was 128, which was 53.00 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 75, which was -20.50 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 95.5, which was 5.05 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 90.45, 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 23 Oct GLENMARK was trading at 1685.90. The strike last trading price was 90.45, 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 22 Oct GLENMARK was trading at 1682.25. The strike last trading price was 90.45, 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 21 Oct GLENMARK was trading at 1716.80. The strike last trading price was 90.45, which was 43.30 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 47.15, 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 47.15, which was -79.75 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 14 Oct GLENMARK was trading at 1818.15. The strike last trading price was 126.9, 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 126.9, 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 126.9, 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 126.9, 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 126.9, 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 126.9, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
