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[--[65.84.65.76]--]
GLENMARK
Glenmark Pharmaceuticals

1585.95 44.50 (2.89%)

Option Chain for GLENMARK

27 Dec 2024 04:12 PM IST

Note:- Click on the strike price to open the historical data.

Call
Put

Lot Size : 325

Delta OI Change OI Vol IV Ltp Change Change Ltp IV Vol Change OI OI Delta
0.00 0 7 0 0.00 280.50 0.00 1240 0.00 1.15 40.46 31 15 22 -0.02
- 0 0 0 - 263.45 0.00 1260 0.00 12.50 19.85 0 0 0 -0.00
- 0 0 0 - 443.55 0.00 1280 0.00 5.95 18.06 0 0 0 -0.00
- 0 0 0 - 230.25 0.00 1300 0.00 18.80 17.28 0 0 0 -0.00
- 0 0 0 - 407.20 0.00 1320 0.00 1.85 34.41 230 180 180 -0.03
- 0 0 0 - 199.10 0.00 1340 0.00 13.85 0.00 0 0 0 0.00
- 0 0 0 - 371.85 0.00 1360 0.00 2.80 32.37 53 27 27 -0.04
- 0 0 0 - 170.30 0.00 1380 0.00 37.90 12.86 0 0 0 -0.00
- 47 -9 33 - 195.00 59.00 1400 -2.95 4.85 31.27 585 80 436 -0.07
- 0 0 0 - 144.00 0.00 1420 -3.15 6.10 30.45 126 53 66 -0.09
- 0 0 0 - 305.05 0.00 1440 -3.65 7.80 29.79 745 55 225 -0.11
0.00 0 0 0 0.00 102.00 0.00 1460 -5.80 10.15 29.35 481 87 173 -0.14
0.89 7 0 4 22.66 130.00 55.95 1480 -7.40 13.05 28.89 421 134 158 -0.17
0.87 64 23 118 20.34 110.60 31.65 1500 -8.90 16.80 28.55 947 62 321 -0.21
0.82 36 16 63 20.51 94.40 28.95 1520 -12.30 21.60 28.38 468 76 243 -0.25
0.74 285 56 473 22.32 82.00 26.95 1540 -13.65 27.50 28.28 1,211 233 337 -0.30
0.66 229 -18 2,224 24.10 71.60 26.60 1560 -15.55 34.75 28.35 797 157 177 -0.36
0.60 314 265 3,933 24.29 60.00 22.35 1580 -15.70 43.00 28.35 806 154 155 -0.41
0.53 818 638 6,165 24.47 49.75 20.05 1600 -19.10 52.65 28.48 1,006 202 279 -0.47
0.47 283 251 1,478 24.74 41.00 17.95 1620 -92.55 64.80 29.31 254 88 88 -0.52
0.40 212 197 1,261 24.75 33.00 15.45 1640 -8.30 75.55 28.86 42 10 10 -0.58
0.34 166 134 1,741 24.60 25.95 12.80 1660 -94.70 91.25 30.50 9 4 4 -0.62
0.28 144 89 459 24.03 19.35 10.20 1680 2.15 103.80 29.95 4 1 1 -0.68
0.23 560 288 1,745 24.77 15.90 8.00 1700 -43.70 114.30 27.49 15 2 99 -0.74
0.18 180 180 278 24.25 11.45 -115.50 1720 -48.00 128.00 26.13 2 0 50 -0.80
0.16 186 186 318 25.19 9.60 -3.40 1740 0.00 248.55 - 0 0 0 -
0.12 255 254 1,301 25.31 7.30 6.65 1760 -13.20 186.80 44.32 2 0 3 -0.73
0.00 0 0 0 0.00 0.00 0.00 1780 0.00 0.00 0.00 0 0 0 0.00
0.08 191 189 532 26.11 4.50 3.65 1800 -21.90 218.10 44.11 2 0 4 -0.78
0.00 0 0 0 0.00 0.00 0.00 1820 0.00 0.00 0.00 0 0 0 0.00
0.05 340 316 566 26.24 2.45 0.40 1840 -43.15 260.85 51.19 2 0 26 -0.79
4,317 3,084
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.