GLENMARK
Glenmark Pharmaceuticals
Historical option data for GLENMARK
27 Dec 2024 04:12 PM IST
| GLENMARK 30JAN2025 1760 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.12
Vega: 0.99
Theta: -0.42
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 27 Dec | 1585.95 | 7.3 | 6.65 | 25.31 | 1,301 | 254 | 255 | |||
| 26 Dec | 1541.45 | 0.65 | -108.80 | 18.82 | 1 | 0 | 0 | |||
| 24 Dec | 1535.80 | 109.45 | 0.00 | 10.18 | 0 | 0 | 0 | |||
| 20 Dec | 1541.65 | 109.45 | 109.45 | 9.11 | 0 | 0 | 0 | |||
| 12 Nov | 1577.05 | 0 | 0.00 | 4.88 | 0 | 0 | 0 | |||
| 11 Nov | 1634.20 | 0 | 0.00 | 2.86 | 0 | 0 | 0 | |||
| 8 Nov | 1666.50 | 0 | 0.00 | 1.71 | 0 | 0 | 0 | |||
| 7 Nov | 1657.35 | 0 | 0.00 | 2.12 | 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 | 0.87 | 0 | 0 | 0 | ||||
For Glenmark Pharmaceuticals - strike price 1760 expiring on 30JAN2025
Delta for 1760 CE is 0.12
Historical price for 1760 CE is as follows
On 27 Dec GLENMARK was trading at 1585.95. The strike last trading price was 7.3, which was 6.65 higher than the previous day. The implied volatity was 25.31, the open interest changed by 254 which increased total open position to 255
On 26 Dec GLENMARK was trading at 1541.45. The strike last trading price was 0.65, which was -108.80 lower than the previous day. The implied volatity was 18.82, 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 109.45, which was 0.00 lower than the previous day. The implied volatity was 10.18, 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 109.45, which was 109.45 higher than the previous day. The implied volatity was 9.11, 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 4.88, 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 2.86, 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 1.71, 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 2.12, 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 0.87, the open interest changed by 0 which decreased total open position to 0
| GLENMARK 30JAN2025 1760 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.73
Vega: 1.60
Theta: -0.68
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 27 Dec | 1585.95 | 186.8 | -13.20 | 44.32 | 2 | 0 | 3 |
| 26 Dec | 1541.45 | 200 | -10.00 | 19.41 | 1 | 0 | 2 |
| 24 Dec | 1535.80 | 210 | 0.00 | 0.00 | 0 | 0 | 0 |
| 20 Dec | 1541.65 | 210 | 210.00 | 34.31 | 2 | 1 | 1 |
| 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 | 1.76 | 0 | 0 | 0 |
| 5 Nov | 1725.15 | 0 | 0.00 | 0.22 | 0 | 0 | 0 |
| 4 Nov | 1699.25 | 0 | - | 0 | 0 | 0 | |
For Glenmark Pharmaceuticals - strike price 1760 expiring on 30JAN2025
Delta for 1760 PE is -0.73
Historical price for 1760 PE is as follows
On 27 Dec GLENMARK was trading at 1585.95. The strike last trading price was 186.8, which was -13.20 lower than the previous day. The implied volatity was 44.32, the open interest changed by 0 which decreased total open position to 3
On 26 Dec GLENMARK was trading at 1541.45. The strike last trading price was 200, which was -10.00 lower than the previous day. The implied volatity was 19.41, the open interest changed by 0 which decreased total open position to 2
On 24 Dec GLENMARK was trading at 1535.80. The strike last trading price was 210, 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 20 Dec GLENMARK was trading at 1541.65. The strike last trading price was 210, which was 210.00 higher than the previous day. The implied volatity was 34.31, the open interest changed by 1 which increased total open position to 1
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 1.76, 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 0.22, 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
