GLENMARK
Glenmark Pharmaceuticals
Historical option data for GLENMARK
14 Nov 2024 04:12 PM IST
GLENMARK 28NOV2024 1780 CE | ||||||||||
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Delta: 0.04
Vega: 0.26
Theta: -0.39
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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14 Nov | 1533.70 | 1.9 | -0.30 | 40.48 | 56 | 16 | 85 | |||
13 Nov | 1539.40 | 2.2 | -1.80 | 38.35 | 163 | -14 | 74 | |||
12 Nov | 1577.05 | 4 | -5.70 | 38.71 | 532 | -5 | 97 | |||
11 Nov | 1634.20 | 9.7 | -5.20 | 34.74 | 172 | 11 | 102 | |||
8 Nov | 1666.50 | 14.9 | -2.95 | 34.01 | 290 | -7 | 91 | |||
7 Nov | 1657.35 | 17.85 | -36.65 | 35.46 | 332 | 39 | 99 | |||
6 Nov | 1768.95 | 54.5 | 10.20 | 32.68 | 201 | 30 | 59 | |||
5 Nov | 1725.15 | 44.3 | 8.05 | 36.48 | 71 | 6 | 28 | |||
4 Nov | 1699.25 | 36.25 | -4.90 | 34.99 | 77 | 12 | 22 | |||
1 Nov | 1690.30 | 41.15 | 0.00 | 0.00 | 0 | 3 | 0 | |||
31 Oct | 1694.55 | 41.15 | 3.95 | - | 15 | 5 | 12 | |||
30 Oct | 1670.00 | 37.2 | 5.15 | - | 7 | 2 | 6 | |||
29 Oct | 1675.10 | 32.05 | -10.15 | - | 13 | 2 | 4 | |||
28 Oct | 1713.50 | 42.2 | -29.70 | - | 2 | 0 | 0 | |||
25 Oct | 1663.80 | 71.9 | 0.00 | - | 0 | 0 | 0 | |||
24 Oct | 1674.55 | 71.9 | 0.00 | - | 0 | 0 | 0 | |||
23 Oct | 1685.90 | 71.9 | 0.00 | - | 0 | 0 | 0 | |||
22 Oct | 1682.25 | 71.9 | 0.00 | - | 0 | 0 | 0 | |||
21 Oct | 1716.80 | 71.9 | 0.00 | - | 0 | 0 | 0 | |||
18 Oct | 1738.45 | 71.9 | 0.00 | - | 0 | 0 | 0 | |||
17 Oct | 1735.30 | 71.9 | 0.00 | - | 0 | 0 | 0 | |||
16 Oct | 1781.45 | 71.9 | 0.00 | - | 0 | 0 | 0 | |||
15 Oct | 1804.90 | 71.9 | 0.00 | - | 0 | 0 | 0 | |||
14 Oct | 1818.15 | 71.9 | 0.00 | - | 0 | 0 | 0 | |||
11 Oct | 1790.65 | 71.9 | 0.00 | - | 0 | 0 | 0 | |||
9 Oct | 1786.15 | 71.9 | 0.00 | - | 0 | 0 | 0 | |||
27 Sept | 1685.70 | 71.9 | - | 0 | 0 | 0 |
For Glenmark Pharmaceuticals - strike price 1780 expiring on 28NOV2024
Delta for 1780 CE is 0.04
Historical price for 1780 CE is as follows
On 14 Nov GLENMARK was trading at 1533.70. The strike last trading price was 1.9, which was -0.30 lower than the previous day. The implied volatity was 40.48, the open interest changed by 16 which increased total open position to 85
On 13 Nov GLENMARK was trading at 1539.40. The strike last trading price was 2.2, which was -1.80 lower than the previous day. The implied volatity was 38.35, the open interest changed by -14 which decreased total open position to 74
On 12 Nov GLENMARK was trading at 1577.05. The strike last trading price was 4, which was -5.70 lower than the previous day. The implied volatity was 38.71, the open interest changed by -5 which decreased total open position to 97
On 11 Nov GLENMARK was trading at 1634.20. The strike last trading price was 9.7, which was -5.20 lower than the previous day. The implied volatity was 34.74, the open interest changed by 11 which increased total open position to 102
On 8 Nov GLENMARK was trading at 1666.50. The strike last trading price was 14.9, which was -2.95 lower than the previous day. The implied volatity was 34.01, the open interest changed by -7 which decreased total open position to 91
On 7 Nov GLENMARK was trading at 1657.35. The strike last trading price was 17.85, which was -36.65 lower than the previous day. The implied volatity was 35.46, the open interest changed by 39 which increased total open position to 99
On 6 Nov GLENMARK was trading at 1768.95. The strike last trading price was 54.5, which was 10.20 higher than the previous day. The implied volatity was 32.68, the open interest changed by 30 which increased total open position to 59
On 5 Nov GLENMARK was trading at 1725.15. The strike last trading price was 44.3, which was 8.05 higher than the previous day. The implied volatity was 36.48, the open interest changed by 6 which increased total open position to 28
On 4 Nov GLENMARK was trading at 1699.25. The strike last trading price was 36.25, which was -4.90 lower than the previous day. The implied volatity was 34.99, the open interest changed by 12 which increased total open position to 22
On 1 Nov GLENMARK was trading at 1690.30. The strike last trading price was 41.15, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 31 Oct GLENMARK was trading at 1694.55. The strike last trading price was 41.15, which was 3.95 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 37.2, which was 5.15 higher 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 32.05, which was -10.15 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 42.2, which was -29.70 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 71.9, 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 24 Oct GLENMARK was trading at 1674.55. The strike last trading price was 71.9, 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 23 Oct GLENMARK was trading at 1685.90. The strike last trading price was 71.9, 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 22 Oct GLENMARK was trading at 1682.25. The strike last trading price was 71.9, 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 21 Oct GLENMARK was trading at 1716.80. The strike last trading price was 71.9, 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 18 Oct GLENMARK was trading at 1738.45. The strike last trading price was 71.9, 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 17 Oct GLENMARK was trading at 1735.30. The strike last trading price was 71.9, 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 16 Oct GLENMARK was trading at 1781.45. The strike last trading price was 71.9, 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 15 Oct GLENMARK was trading at 1804.90. The strike last trading price was 71.9, 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 14 Oct GLENMARK was trading at 1818.15. The strike last trading price was 71.9, 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 71.9, 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 71.9, 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 71.9, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
GLENMARK 28NOV2024 1780 PE | |||||||
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
14 Nov | 1533.70 | 148.5 | 0.00 | 0.00 | 0 | 0 | 0 |
13 Nov | 1539.40 | 148.5 | 0.00 | 0.00 | 0 | 0 | 0 |
12 Nov | 1577.05 | 148.5 | 0.00 | 0.00 | 0 | -2 | 0 |
11 Nov | 1634.20 | 148.5 | 13.65 | 40.14 | 2 | -1 | 29 |
8 Nov | 1666.50 | 134.85 | -5.60 | 37.30 | 11 | 5 | 28 |
7 Nov | 1657.35 | 140.45 | 77.70 | 41.68 | 20 | 1 | 20 |
6 Nov | 1768.95 | 62.75 | -52.25 | 35.05 | 31 | 14 | 18 |
5 Nov | 1725.15 | 115 | 0.00 | 0.00 | 0 | 0 | 0 |
4 Nov | 1699.25 | 115 | 0.00 | 0.00 | 0 | 0 | 0 |
1 Nov | 1690.30 | 115 | 0.00 | 0.00 | 0 | 0 | 0 |
31 Oct | 1694.55 | 115 | 0.00 | - | 0 | 0 | 0 |
30 Oct | 1670.00 | 115 | 0.00 | - | 0 | -1 | 0 |
29 Oct | 1675.10 | 115 | 14.00 | - | 1 | 0 | 5 |
28 Oct | 1713.50 | 101 | 31.00 | - | 3 | 5 | 5 |
25 Oct | 1663.80 | 70 | 0.00 | - | 0 | 0 | 0 |
24 Oct | 1674.55 | 70 | 0.00 | - | 0 | 0 | 0 |
23 Oct | 1685.90 | 70 | 0.00 | - | 0 | 0 | 0 |
22 Oct | 1682.25 | 70 | 0.00 | - | 0 | 0 | 0 |
21 Oct | 1716.80 | 70 | 0.00 | - | 0 | 0 | 0 |
18 Oct | 1738.45 | 70 | 0.00 | - | 0 | 1 | 0 |
17 Oct | 1735.30 | 70 | 0.00 | - | 1 | 0 | 2 |
16 Oct | 1781.45 | 70 | 22.75 | - | 1 | 0 | 1 |
15 Oct | 1804.90 | 47.25 | -104.05 | - | 2 | 1 | 1 |
14 Oct | 1818.15 | 151.3 | 0.00 | - | 0 | 0 | 0 |
11 Oct | 1790.65 | 151.3 | 0.00 | - | 0 | 0 | 0 |
9 Oct | 1786.15 | 151.3 | 0.00 | - | 0 | 0 | 0 |
27 Sept | 1685.70 | 151.3 | - | 0 | 0 | 0 |
For Glenmark Pharmaceuticals - strike price 1780 expiring on 28NOV2024
Delta for 1780 PE is 0.00
Historical price for 1780 PE is as follows
On 14 Nov GLENMARK was trading at 1533.70. The strike last trading price was 148.5, 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 13 Nov GLENMARK was trading at 1539.40. The strike last trading price was 148.5, 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 12 Nov GLENMARK was trading at 1577.05. The strike last trading price was 148.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -2 which decreased total open position to 0
On 11 Nov GLENMARK was trading at 1634.20. The strike last trading price was 148.5, which was 13.65 higher than the previous day. The implied volatity was 40.14, the open interest changed by -1 which decreased total open position to 29
On 8 Nov GLENMARK was trading at 1666.50. The strike last trading price was 134.85, which was -5.60 lower than the previous day. The implied volatity was 37.30, the open interest changed by 5 which increased total open position to 28
On 7 Nov GLENMARK was trading at 1657.35. The strike last trading price was 140.45, which was 77.70 higher than the previous day. The implied volatity was 41.68, the open interest changed by 1 which increased total open position to 20
On 6 Nov GLENMARK was trading at 1768.95. The strike last trading price was 62.75, which was -52.25 lower than the previous day. The implied volatity was 35.05, the open interest changed by 14 which increased total open position to 18
On 5 Nov GLENMARK was trading at 1725.15. The strike last trading price was 115, 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 4 Nov GLENMARK was trading at 1699.25. The strike last trading price was 115, 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 1 Nov GLENMARK was trading at 1690.30. The strike last trading price was 115, 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 31 Oct GLENMARK was trading at 1694.55. The strike last trading price was 115, 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 30 Oct GLENMARK was trading at 1670.00. The strike last trading price was 115, 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 115, which was 14.00 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 101, which was 31.00 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 70, 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 24 Oct GLENMARK was trading at 1674.55. The strike last trading price was 70, 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 70, 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, 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, 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 18 Oct GLENMARK was trading at 1738.45. The strike last trading price was 70, 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 70, 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 16 Oct GLENMARK was trading at 1781.45. The strike last trading price was 70, 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 15 Oct GLENMARK was trading at 1804.90. The strike last trading price was 47.25, which was -104.05 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 151.3, 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 151.3, 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 151.3, 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 151.3, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to