[--[65.84.65.76]--]

GLENMARK

Glenmark Pharmaceuticals
1968.2 -5.60 (-0.28%)
L: 1957 H: 1988

Back to Option Chain


Historical option data for GLENMARK

05 Dec 2025 04:11 PM IST
GLENMARK 30-DEC-2025 1940 CE
Delta: 0.64
Vega: 1.93
Theta: -1.19
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
5 Dec 1968.20 65.85 -10.6 22.39 190 35 462
4 Dec 1973.80 79.35 6.4 24.51 293 -2 431
3 Dec 1965.90 72.4 -7.05 23.85 419 -9 433
2 Dec 1978.60 81.3 20.35 22.76 1,591 -263 448
1 Dec 1941.70 63.25 -2.5 23.84 1,535 131 713
28 Nov 1946.20 66.9 1.35 23.20 1,373 -6 580
27 Nov 1944.00 64.15 6.25 23.24 5,146 186 590
26 Nov 1921.30 57.3 14.8 25.15 1,492 66 405
25 Nov 1881.50 40.15 8.15 26.63 943 0 339
24 Nov 1842.40 30.85 -6.7 27.45 443 99 333
21 Nov 1844.20 39 -9.25 28.81 271 91 230
20 Nov 1878.00 57.55 15.75 29.19 116 -6 139
19 Nov 1840.80 41.8 -1.75 29.51 83 15 145
18 Nov 1842.80 42.85 -12.15 30.46 125 33 129
17 Nov 1868.90 54.8 -13.45 29.55 143 65 96
14 Nov 1895.60 68 7.5 28.89 59 19 29
13 Nov 1880.60 63 -8.25 27.71 22 10 10
12 Nov 1847.80 71.25 0 2.68 0 0 0
11 Nov 1817.30 71.25 0 3.67 0 0 0
10 Nov 1829.90 71.25 0 2.86 0 0 0
7 Nov 1811.50 71.25 0 3.41 0 0 0
6 Nov 1810.40 71.25 0 3.84 0 0 0
4 Nov 1845.10 71.25 0 2.48 0 0 0
3 Nov 1898.40 71.25 0 0.56 0 0 0
29 Oct 1843.30 71.25 0 2.34 0 0 0


For Glenmark Pharmaceuticals - strike price 1940 expiring on 30DEC2025

Delta for 1940 CE is 0.64

Historical price for 1940 CE is as follows

On 5 Dec GLENMARK was trading at 1968.20. The strike last trading price was 65.85, which was -10.6 lower than the previous day. The implied volatity was 22.39, the open interest changed by 35 which increased total open position to 462


On 4 Dec GLENMARK was trading at 1973.80. The strike last trading price was 79.35, which was 6.4 higher than the previous day. The implied volatity was 24.51, the open interest changed by -2 which decreased total open position to 431


On 3 Dec GLENMARK was trading at 1965.90. The strike last trading price was 72.4, which was -7.05 lower than the previous day. The implied volatity was 23.85, the open interest changed by -9 which decreased total open position to 433


On 2 Dec GLENMARK was trading at 1978.60. The strike last trading price was 81.3, which was 20.35 higher than the previous day. The implied volatity was 22.76, the open interest changed by -263 which decreased total open position to 448


On 1 Dec GLENMARK was trading at 1941.70. The strike last trading price was 63.25, which was -2.5 lower than the previous day. The implied volatity was 23.84, the open interest changed by 131 which increased total open position to 713


On 28 Nov GLENMARK was trading at 1946.20. The strike last trading price was 66.9, which was 1.35 higher than the previous day. The implied volatity was 23.20, the open interest changed by -6 which decreased total open position to 580


On 27 Nov GLENMARK was trading at 1944.00. The strike last trading price was 64.15, which was 6.25 higher than the previous day. The implied volatity was 23.24, the open interest changed by 186 which increased total open position to 590


On 26 Nov GLENMARK was trading at 1921.30. The strike last trading price was 57.3, which was 14.8 higher than the previous day. The implied volatity was 25.15, the open interest changed by 66 which increased total open position to 405


On 25 Nov GLENMARK was trading at 1881.50. The strike last trading price was 40.15, which was 8.15 higher than the previous day. The implied volatity was 26.63, the open interest changed by 0 which decreased total open position to 339


On 24 Nov GLENMARK was trading at 1842.40. The strike last trading price was 30.85, which was -6.7 lower than the previous day. The implied volatity was 27.45, the open interest changed by 99 which increased total open position to 333


On 21 Nov GLENMARK was trading at 1844.20. The strike last trading price was 39, which was -9.25 lower than the previous day. The implied volatity was 28.81, the open interest changed by 91 which increased total open position to 230


On 20 Nov GLENMARK was trading at 1878.00. The strike last trading price was 57.55, which was 15.75 higher than the previous day. The implied volatity was 29.19, the open interest changed by -6 which decreased total open position to 139


On 19 Nov GLENMARK was trading at 1840.80. The strike last trading price was 41.8, which was -1.75 lower than the previous day. The implied volatity was 29.51, the open interest changed by 15 which increased total open position to 145


On 18 Nov GLENMARK was trading at 1842.80. The strike last trading price was 42.85, which was -12.15 lower than the previous day. The implied volatity was 30.46, the open interest changed by 33 which increased total open position to 129


On 17 Nov GLENMARK was trading at 1868.90. The strike last trading price was 54.8, which was -13.45 lower than the previous day. The implied volatity was 29.55, the open interest changed by 65 which increased total open position to 96


On 14 Nov GLENMARK was trading at 1895.60. The strike last trading price was 68, which was 7.5 higher than the previous day. The implied volatity was 28.89, the open interest changed by 19 which increased total open position to 29


On 13 Nov GLENMARK was trading at 1880.60. The strike last trading price was 63, which was -8.25 lower than the previous day. The implied volatity was 27.71, the open interest changed by 10 which increased total open position to 10


On 12 Nov GLENMARK was trading at 1847.80. The strike last trading price was 71.25, which was 0 lower than the previous day. The implied volatity was 2.68, the open interest changed by 0 which decreased total open position to 0


On 11 Nov GLENMARK was trading at 1817.30. The strike last trading price was 71.25, which was 0 lower than the previous day. The implied volatity was 3.67, the open interest changed by 0 which decreased total open position to 0


On 10 Nov GLENMARK was trading at 1829.90. The strike last trading price was 71.25, which was 0 lower than the previous day. The implied volatity was 2.86, the open interest changed by 0 which decreased total open position to 0


On 7 Nov GLENMARK was trading at 1811.50. The strike last trading price was 71.25, which was 0 lower than the previous day. The implied volatity was 3.41, the open interest changed by 0 which decreased total open position to 0


On 6 Nov GLENMARK was trading at 1810.40. The strike last trading price was 71.25, which was 0 lower than the previous day. The implied volatity was 3.84, the open interest changed by 0 which decreased total open position to 0


On 4 Nov GLENMARK was trading at 1845.10. The strike last trading price was 71.25, which was 0 lower than the previous day. The implied volatity was 2.48, the open interest changed by 0 which decreased total open position to 0


On 3 Nov GLENMARK was trading at 1898.40. The strike last trading price was 71.25, which was 0 lower than the previous day. The implied volatity was 0.56, the open interest changed by 0 which decreased total open position to 0


On 29 Oct GLENMARK was trading at 1843.30. The strike last trading price was 71.25, which was 0 lower than the previous day. The implied volatity was 2.34, the open interest changed by 0 which decreased total open position to 0


GLENMARK 30DEC2025 1940 PE
Delta: -0.37
Vega: 1.95
Theta: -0.74
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
5 Dec 1968.20 33.55 5.45 24.42 615 10 682
4 Dec 1973.80 26.75 -7.15 22.82 409 20 677
3 Dec 1965.90 33.45 2 24.02 536 -5 659
2 Dec 1978.60 29.95 -18.85 24.53 1,931 376 668
1 Dec 1941.70 45.55 -4.45 25.54 635 -39 293
28 Nov 1946.20 48.95 -2.55 26.66 652 74 333
27 Nov 1944.00 51.05 -10.5 26.01 1,494 42 260
26 Nov 1921.30 62.35 -26 26.02 481 185 220
25 Nov 1881.50 93.9 -81.9 27.87 103 34 34
24 Nov 1842.40 175.8 0 - 0 0 0
21 Nov 1844.20 175.8 0 - 0 0 0
20 Nov 1878.00 175.8 0 - 0 0 0
19 Nov 1840.80 175.8 0 - 0 0 0
18 Nov 1842.80 175.8 0 - 0 0 0
17 Nov 1868.90 175.8 0 - 0 0 0
14 Nov 1895.60 175.8 0 - 0 0 0
13 Nov 1880.60 175.8 0 - 0 0 0
12 Nov 1847.80 175.8 0 - 0 0 0
11 Nov 1817.30 175.8 0 - 0 0 0
10 Nov 1829.90 175.8 0 - 0 0 0
7 Nov 1811.50 175.8 0 - 0 0 0
6 Nov 1810.40 175.8 0 - 0 0 0
4 Nov 1845.10 175.8 0 - 0 0 0
3 Nov 1898.40 175.8 0 - 0 0 0
29 Oct 1843.30 175.8 0 - 0 0 0


For Glenmark Pharmaceuticals - strike price 1940 expiring on 30DEC2025

Delta for 1940 PE is -0.37

Historical price for 1940 PE is as follows

On 5 Dec GLENMARK was trading at 1968.20. The strike last trading price was 33.55, which was 5.45 higher than the previous day. The implied volatity was 24.42, the open interest changed by 10 which increased total open position to 682


On 4 Dec GLENMARK was trading at 1973.80. The strike last trading price was 26.75, which was -7.15 lower than the previous day. The implied volatity was 22.82, the open interest changed by 20 which increased total open position to 677


On 3 Dec GLENMARK was trading at 1965.90. The strike last trading price was 33.45, which was 2 higher than the previous day. The implied volatity was 24.02, the open interest changed by -5 which decreased total open position to 659


On 2 Dec GLENMARK was trading at 1978.60. The strike last trading price was 29.95, which was -18.85 lower than the previous day. The implied volatity was 24.53, the open interest changed by 376 which increased total open position to 668


On 1 Dec GLENMARK was trading at 1941.70. The strike last trading price was 45.55, which was -4.45 lower than the previous day. The implied volatity was 25.54, the open interest changed by -39 which decreased total open position to 293


On 28 Nov GLENMARK was trading at 1946.20. The strike last trading price was 48.95, which was -2.55 lower than the previous day. The implied volatity was 26.66, the open interest changed by 74 which increased total open position to 333


On 27 Nov GLENMARK was trading at 1944.00. The strike last trading price was 51.05, which was -10.5 lower than the previous day. The implied volatity was 26.01, the open interest changed by 42 which increased total open position to 260


On 26 Nov GLENMARK was trading at 1921.30. The strike last trading price was 62.35, which was -26 lower than the previous day. The implied volatity was 26.02, the open interest changed by 185 which increased total open position to 220


On 25 Nov GLENMARK was trading at 1881.50. The strike last trading price was 93.9, which was -81.9 lower than the previous day. The implied volatity was 27.87, the open interest changed by 34 which increased total open position to 34


On 24 Nov GLENMARK was trading at 1842.40. The strike last trading price was 175.8, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 21 Nov GLENMARK was trading at 1844.20. The strike last trading price was 175.8, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 20 Nov GLENMARK was trading at 1878.00. The strike last trading price was 175.8, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 19 Nov GLENMARK was trading at 1840.80. The strike last trading price was 175.8, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 18 Nov GLENMARK was trading at 1842.80. The strike last trading price was 175.8, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 17 Nov GLENMARK was trading at 1868.90. The strike last trading price was 175.8, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 14 Nov GLENMARK was trading at 1895.60. The strike last trading price was 175.8, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 13 Nov GLENMARK was trading at 1880.60. The strike last trading price was 175.8, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 12 Nov GLENMARK was trading at 1847.80. The strike last trading price was 175.8, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 11 Nov GLENMARK was trading at 1817.30. The strike last trading price was 175.8, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 10 Nov GLENMARK was trading at 1829.90. The strike last trading price was 175.8, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 7 Nov GLENMARK was trading at 1811.50. The strike last trading price was 175.8, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 6 Nov GLENMARK was trading at 1810.40. The strike last trading price was 175.8, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 4 Nov GLENMARK was trading at 1845.10. The strike last trading price was 175.8, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 3 Nov GLENMARK was trading at 1898.40. The strike last trading price was 175.8, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 29 Oct GLENMARK was trading at 1843.30. The strike last trading price was 175.8, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0