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 |
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Put
Lot Size : 325 |
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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 |
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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
- 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.