GLENMARK
Glenmark Pharmaceuticals
Historical option data for GLENMARK
27 Dec 2024 04:12 PM IST
| GLENMARK 30JAN2025 1840 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.05
Vega: 0.48
Theta: -0.21
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 27 Dec | 1585.95 | 2.45 | 0.40 | 26.24 | 566 | 316 | 340 | |||
| 26 Dec | 1541.45 | 2.05 | 0.70 | 29.36 | 16 | 13 | 23 | |||
| 24 Dec | 1535.80 | 1.35 | 1.35 | 27.42 | 10 | 9 | 9 | |||
| 8 Nov | 1666.50 | 0 | 0.00 | 3.98 | 0 | 0 | 0 | |||
| 7 Nov | 1657.35 | 0 | 0.00 | 4.34 | 0 | 0 | 0 | |||
| 6 Nov | 1768.95 | 0 | 0.00 | 0.87 | 0 | 0 | 0 | |||
| 5 Nov | 1725.15 | 0 | 0.00 | 2.24 | 0 | 0 | 0 | |||
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| 4 Nov | 1699.25 | 0 | 3.18 | 0 | 0 | 0 | ||||
For Glenmark Pharmaceuticals - strike price 1840 expiring on 30JAN2025
Delta for 1840 CE is 0.05
Historical price for 1840 CE is as follows
On 27 Dec GLENMARK was trading at 1585.95. The strike last trading price was 2.45, which was 0.40 higher than the previous day. The implied volatity was 26.24, the open interest changed by 316 which increased total open position to 340
On 26 Dec GLENMARK was trading at 1541.45. The strike last trading price was 2.05, which was 0.70 higher than the previous day. The implied volatity was 29.36, the open interest changed by 13 which increased total open position to 23
On 24 Dec GLENMARK was trading at 1535.80. The strike last trading price was 1.35, which was 1.35 higher than the previous day. The implied volatity was 27.42, the open interest changed by 9 which increased total open position to 9
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 3.98, 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 4.34, 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 0.87, 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 2.24, 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 3.18, the open interest changed by 0 which decreased total open position to 0
| GLENMARK 30JAN2025 1840 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.79
Vega: 1.41
Theta: -0.65
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 27 Dec | 1585.95 | 260.85 | -43.15 | 51.19 | 2 | 0 | 26 |
| 26 Dec | 1541.45 | 304 | 17.00 | 55.46 | 14 | 8 | 20 |
| 24 Dec | 1535.80 | 287 | 287.00 | - | 12 | 11 | 11 |
| 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 | 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 1840 expiring on 30JAN2025
Delta for 1840 PE is -0.79
Historical price for 1840 PE is as follows
On 27 Dec GLENMARK was trading at 1585.95. The strike last trading price was 260.85, which was -43.15 lower than the previous day. The implied volatity was 51.19, the open interest changed by 0 which decreased total open position to 26
On 26 Dec GLENMARK was trading at 1541.45. The strike last trading price was 304, which was 17.00 higher than the previous day. The implied volatity was 55.46, the open interest changed by 8 which increased total open position to 20
On 24 Dec GLENMARK was trading at 1535.80. The strike last trading price was 287, which was 287.00 higher than the previous day. The implied volatity was -, the open interest changed by 11 which increased total open position to 11
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 -, 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
