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Related Pages for GLENMARK
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GLENMARK
Glenmark Pharmaceuticals
1585.95 44.50 (2.89%)

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Historical option data for GLENMARK

27 Dec 2024 04:12 PM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
GLENMARK 30JAN2025 1800 CE
Delta: 0.08
Vega: 0.73
Theta: -0.31
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
27 Dec 1585.95 4.5 3.65 26.11 532 189 191
26 Dec 1541.45 0.85 -93.00 22.60 2 0 0
24 Dec 1535.80 93.85 0.00 11.65 0 0 0
20 Dec 1541.65 93.85 93.85 10.57 0 0 0
11 Nov 1634.20 0 0.00 4.07 0 0 0
8 Nov 1666.50 0 0.00 2.82 0 0 0
7 Nov 1657.35 0 0.00 3.19 0 0 0
6 Nov 1768.95 0 0.00 - 0 0 0
5 Nov 1725.15 0 0.00 1.13 0 0 0
4 Nov 1699.25 0 2.17 0 0 0

For Glenmark Pharmaceuticals - strike price 1800 expiring on 30JAN2025

Delta for 1800 CE is 0.08

Historical price for 1800 CE is as follows

On 27 Dec GLENMARK was trading at 1585.95. The strike last trading price was 4.5, which was 3.65 higher than the previous day. The implied volatity was 26.11, the open interest changed by 189 which increased total open position to 191


On 26 Dec GLENMARK was trading at 1541.45. The strike last trading price was 0.85, which was -93.00 lower than the previous day. The implied volatity was 22.60, 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 93.85, which was 0.00 lower than the previous day. The implied volatity was 11.65, 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 93.85, which was 93.85 higher than the previous day. The implied volatity was 10.57, 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 4.07, 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 2.82, 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 3.19, 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 1.13, 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 2.17, the open interest changed by 0 which decreased total open position to 0


GLENMARK 30JAN2025 1800 PE
Delta: -0.78
Vega: 1.42
Theta: -0.52
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
27 Dec 1585.95 218.1 -21.90 44.11 2 0 4
26 Dec 1541.45 240 -10.00 23.79 2 0 2
24 Dec 1535.80 250 0.00 0.00 0 0 0
20 Dec 1541.65 250 250.00 38.79 2 1 1
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 0.47 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 1800 expiring on 30JAN2025

Delta for 1800 PE is -0.78

Historical price for 1800 PE is as follows

On 27 Dec GLENMARK was trading at 1585.95. The strike last trading price was 218.1, which was -21.90 lower than the previous day. The implied volatity was 44.11, the open interest changed by 0 which decreased total open position to 4


On 26 Dec GLENMARK was trading at 1541.45. The strike last trading price was 240, which was -10.00 lower than the previous day. The implied volatity was 23.79, 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 250, 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 250, which was 250.00 higher than the previous day. The implied volatity was 38.79, the open interest changed by 1 which increased total open position to 1


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 0.47, 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