GLENMARK
Glenmark Pharmaceuticals
1558.45
19.05 (1.24%)
Option Chain for GLENMARK
14 Nov 2024 09:22 AM IST
Note:- Click on the strike price to open the historical data.
Call |
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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 | - | 398.65 | 0.00 | 1300 | -1.05 | 0.90 | 44.87 | 6 | 0 | 29 | -0.02 |
- | 0 | 0 | 0 | - | 400.30 | 0.00 | 1320 | 0.00 | 9.70 | 21.53 | 0 | 0 | 0 | -0.00 |
- | 0 | 0 | 0 | - | 361.60 | 0.00 | 1340 | 0.00 | 6.55 | 19.37 | 0 | 0 | 0 | -0.00 |
0.00 | 0 | 0 | 0 | 0.00 | 330.00 | 0.00 | 1360 | 0.00 | 3.80 | 0.00 | 0 | 7 | 0 | 0.00 |
- | 0 | 0 | 0 | - | 325.65 | 0.00 | 1380 | 0.00 | 10.05 | 15.89 | 0 | 0 | 0 | -0.00 |
0.00 | 0 | 2 | 0 | 0.00 | 151.25 | 0.00 | 1400 | -2.30 | 4.30 | 39.64 | 16 | 3 | 355 | -0.08 |
- | 0 | 0 | 0 | - | 291.00 | 0.00 | 1420 | -2.30 | 6.20 | 39.44 | 8 | 1 | 81 | -0.10 |
- | 0 | 0 | 0 | - | 304.45 | 0.00 | 1440 | -3.10 | 8.15 | 38.26 | 10 | 6 | 137 | -0.13 |
0.90 | 0 | 0 | 1 | 27.67 | 105.75 | -152.20 | 1460 | -4.15 | 10.50 | 36.87 | 19 | 1 | 138 | -0.17 |
0.83 | 3 | 0 | 1 | 28.97 | 89.60 | 5.25 | 1480 | -4.65 | 14.75 | 36.87 | 10 | 2 | 123 | -0.22 |
0.74 | 36 | 4 | 9 | 32.86 | 77.70 | 7.70 | 1500 | -5.70 | 19.15 | 35.89 | 105 | 43 | 485 | -0.27 |
0.00 | 0 | 25 | 0 | 0.00 | 54.65 | 0.00 | 1520 | -6.70 | 25.80 | 35.80 | 53 | 15 | 195 | -0.34 |
0.60 | 125 | 1 | 14 | 32.14 | 51.00 | 4.50 | 1540 | -7.80 | 33.05 | 35.36 | 31 | 7 | 164 | -0.41 |
0.52 | 126 | 0 | 25 | 33.04 | 40.85 | 3.80 | 1560 | -7.50 | 43.00 | 35.39 | 16 | -1 | 288 | -0.48 |
0.44 | 125 | -4 | 42 | 32.17 | 30.85 | 2.25 | 1580 | -9.10 | 53.35 | 35.46 | 8 | 2 | 140 | -0.55 |
0.36 | 428 | 39 | 134 | 31.76 | 22.90 | 0.90 | 1600 | -3.30 | 72.80 | 41.56 | 27 | 0 | 278 | -0.60 |
0.29 | 209 | 5 | 33 | 31.85 | 17.20 | -0.30 | 1620 | 0.00 | 90.75 | 0.00 | 0 | -27 | 0 | 0.00 |
0.23 | 373 | -3 | 33 | 32.57 | 13.00 | 0.00 | 1640 | 0.00 | 106.95 | 0.00 | 0 | 1 | 0 | 0.00 |
0.18 | 244 | 14 | 80 | 33.06 | 9.70 | -0.20 | 1660 | 0.00 | 123.70 | 0.00 | 0 | -46 | 0 | 0.00 |
0.14 | 219 | -7 | 54 | 33.78 | 7.50 | -0.10 | 1680 | -10.70 | 133.30 | 43.85 | 8 | 0 | 185 | -0.79 |
0.12 | 458 | 1 | 32 | 35.42 | 6.10 | -0.20 | 1700 | 0.00 | 158.35 | 0.00 | 0 | -20 | 0 | 0.00 |
0.09 | 186 | 0 | 6 | 35.83 | 4.60 | 0.00 | 1720 | 0.00 | 182.05 | 0.00 | 0 | -7 | 0 | 0.00 |
0.00 | 0 | -34 | 0 | 0.00 | 3.65 | 0.00 | 1740 | 0.00 | 200.00 | 0.00 | 0 | 0 | 0 | 0.00 |
0.00 | 0 | -25 | 0 | 0.00 | 2.80 | 0.00 | 1760 | 0.00 | 220.10 | 0.00 | 0 | -1 | 0 | 0.00 |
0.05 | 69 | 0 | 1 | 39.44 | 2.50 | 0.30 | 1780 | 0.00 | 148.50 | 0.00 | 0 | 0 | 0 | 0.00 |
0.00 | 0 | -20 | 0 | 0.00 | 1.70 | 0.00 | 1800 | 0.00 | 233.15 | 0.00 | 0 | 0 | 0 | 0.00 |
0.03 | 51 | 0 | 6 | 40.54 | 1.45 | 0.00 | 1820 | 0.00 | 159.30 | 0.00 | 0 | 0 | 0 | 0.00 |
0.00 | 0 | -15 | 0 | 0.00 | 1.05 | 0.00 | 1840 | 0.00 | 216.50 | 0.00 | 0 | 0 | 0 | 0.00 |
0.00 | 0 | -2 | 0 | 0.00 | 1.10 | 0.00 | 1860 | 0.00 | 206.35 | - | 0 | 0 | 0 | - |
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0.02 | 27 | 0 | 1 | 43.80 | 0.85 | 0.00 | 1880 | 0.00 | 225.15 | - | 0 | 0 | 0 | - |
2,679 | 2,598 |
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.