Glenmark Pharmaceuticals Ltd. – Implied Volatility Chart

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  1. Raghunath sir, this is regarding Glenmark call option premium increase.
    On 10th Sep, Glenmark was up by 0.24% but Sep 700 CE was up by massive 23.88%
    I want to know why some stocks option premium increases very much whereas for some stocks even if they increase by 3% their CE would increase by just 15-20 %
    Is there any mathematical value that would support this kind of premium increase like may be IV rank, percentile etc.

    • A premium increase is due to a simple supply/demand issue. If a stock didn’t move but the premium has gone up then it means there is a demand for that option due to a potential news coming out and some insider buying the options crazily to position themselves for the move.

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