GLENMARK
Glenmark Pharmaceuticals
1559.4
11.85 (0.77%)
Option Chain for GLENMARK
03 Dec 2024 04:12 PM IST
Note:- Click on the strike price to open the historical data.
| Call |
|
Put
Lot Size : 725 |
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|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Delta | OI | Change OI | Vol | IV | Ltp | Change | Change | Ltp | IV | Vol | Change OI | OI | Delta | |
| - | 0 | 0 | 0 | - | 336.40 | 0.00 | 1380 | -1.20 | 2.50 | 31.02 | 25 | 0 | 89 | -0.05 |
| 0.00 | 0 | 0 | 0 | 0.00 | 159.00 | 0.00 | 1400 | -1.40 | 3.40 | 30.12 | 126 | 0 | 258 | -0.06 |
| - | 0 | 0 | 0 | - | 300.50 | 0.00 | 1420 | -1.95 | 4.75 | 29.46 | 72 | -5 | 105 | -0.09 |
| - | 0 | 0 | 0 | - | 292.65 | 0.00 | 1440 | -1.25 | 7.20 | 29.62 | 254 | -21 | 61 | -0.12 |
| 0.00 | 0 | -1 | 0 | 0.00 | 103.15 | 0.00 | 1460 | -1.05 | 10.35 | 29.59 | 95 | -2 | 59 | -0.16 |
| 0.00 | 0 | 4 | 0 | 0.00 | 94.65 | 0.00 | 1480 | -2.15 | 13.45 | 28.67 | 122 | -8 | 78 | -0.21 |
| 0.77 | 129 | -5 | 65 | 23.73 | 78.00 | -2.40 | 1500 | -1.90 | 18.60 | 28.71 | 319 | -20 | 234 | -0.26 |
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| 0.70 | 148 | -4 | 64 | 23.91 | 63.95 | -2.45 | 1520 | -3.35 | 24.60 | 28.46 | 180 | 5 | 101 | -0.33 |
| 0.62 | 136 | 14 | 249 | 24.24 | 51.75 | -2.90 | 1540 | -3.10 | 32.40 | 28.54 | 210 | 8 | 68 | -0.39 |
| 0.54 | 162 | 13 | 480 | 24.81 | 41.60 | -2.95 | 1560 | -3.45 | 41.55 | 28.58 | 163 | 21 | 74 | -0.46 |
| 0.46 | 61 | 5 | 127 | 25.33 | 33.05 | -1.60 | 1580 | -5.25 | 51.75 | 28.38 | 58 | 10 | 28 | -0.54 |
| 0.38 | 324 | 25 | 903 | 25.04 | 24.80 | -2.25 | 1600 | -1.70 | 64.55 | 28.98 | 25 | 1 | 130 | -0.60 |
| 0.31 | 79 | 2 | 108 | 25.06 | 18.50 | -3.00 | 1620 | 0.00 | 76.00 | 0.00 | 0 | 1 | 0 | 0.00 |
| 0.25 | 72 | 5 | 105 | 25.60 | 14.15 | -2.35 | 1640 | 0.00 | 143.00 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.19 | 103 | 25 | 575 | 25.61 | 10.20 | -2.20 | 1660 | 0.00 | 71.95 | - | 0 | 0 | 0 | - |
| 0.14 | 39 | -1 | 18 | 25.27 | 6.90 | -1.95 | 1680 | 16.10 | 126.80 | 31.87 | 2 | 0 | 0 | -0.80 |
| 0.11 | 240 | 47 | 547 | 26.13 | 5.35 | -1.20 | 1700 | -4.40 | 140.75 | 28.86 | 15 | 2 | 41 | -0.86 |
| 0.08 | 60 | 17 | 41 | 26.44 | 3.85 | -1.10 | 1720 | 0.00 | 196.00 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.00 | 0 | 0 | 0 | 0.00 | 85.90 | 0.00 | 1740 | 0.00 | 112.00 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.00 | 0 | 0 | 0 | 0.00 | 4.95 | 0.00 | 1760 | -10.00 | 190.00 | - | 1 | 0 | 7 | - |
| 0.06 | 4 | 0 | 1 | 31.55 | 2.95 | 2.40 | 1780 | 0.00 | 248.00 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.03 | 49 | -2 | 8 | 28.94 | 1.45 | -0.20 | 1800 | -55.00 | 225.00 | - | 2 | 0 | 2 | - |
| 1,606 | 1,335 | |||||||||||||
Note
- 10% interest rate is applied while computing implied volatility.
- Volume and Open Interest, displayed in Contracts.
- Highlighted options are in-the-money.
What is an Option Chain?
- An option chain, also known as an option matrix, is a listing of all available option contracts, both puts and calls, for a given security.
- It shows all puts, calls, strike ltp, and pricing information for a single underlying asset within a given maturity period.
How is it Useful?
- The option chain matrix is most useful for the next trading day.
- Trading volume, or the number of contracts that change hands in a given day, indicates how much liquidity there might be for any given option.
- Open interest measures the total number of options outstanding on each strike and maturity, allowing you to gauge the scale of market commitment.
