`
[--[65.84.65.76]--]
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
Put

Lot Size : 725

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 -
0.02 27 0 1 43.80 0.85 0.00 1880 0.00 225.15 - 0 0 0 -
2,679 2,598
Note
  1. 10% interest rate is applied while computing implied volatility.
  2. Volume and Open Interest, displayed in Contracts.
  3.        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.