[--[65.84.65.76]--]

GLENMARK

Glenmark Pharmaceuticals
2020.1 -26.90 (-1.31%)
L: 2013.8 H: 2054.9

Back to Option Chain


Historical option data for GLENMARK

24 Dec 2025 04:11 PM IST
GLENMARK 27-JAN-2026 1960 CE
Delta: 0.71
Vega: 2.11
Theta: -1.09
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
24 Dec 2020.10 101 -18.25 23.58 10 -6 97
23 Dec 2047.00 119.25 0.25 20.31 31 -17 105
22 Dec 2038.20 119 32.2 23.97 39 -10 122
19 Dec 1992.10 88 22.55 22.55 167 77 131
18 Dec 1957.10 65.45 -2.15 21.31 31 14 54
17 Dec 1948.40 68.25 -23.2 25.76 14 0 39
16 Dec 1966.50 90 14.5 - 0 0 39
15 Dec 1985.60 90 14.5 - 0 0 0
12 Dec 1975.00 90 14.5 26.24 39 0 11
11 Dec 1956.00 75.5 5.5 - 0 0 11
10 Dec 1950.80 75.5 5.5 23.70 10 6 11
9 Dec 1938.50 70 -17 25.29 7 1 3
8 Dec 1921.90 87 -2.75 33.19 2 0 0
5 Dec 1968.20 89.75 0 - 0 0 0
4 Dec 1973.80 89.75 0 - 0 0 0
3 Dec 1965.90 89.75 0 - 0 0 0
2 Dec 1978.60 89.75 0 - 0 0 0
1 Dec 1941.70 89.75 0 - 0 0 0
28 Nov 1946.20 89.75 0 - 0 0 0
27 Nov 1944.00 89.75 0 - 0 0 0
26 Nov 1921.30 89.75 0 0.32 0 0 0
25 Nov 1881.50 89.75 0 1.70 0 0 0
24 Nov 1842.40 89.75 0 2.93 0 0 0
17 Nov 1868.90 89.75 0 1.87 0 0 0
14 Nov 1895.60 89.75 0 - 0 0 0
13 Nov 1880.60 89.75 0 1.04 0 0 0
12 Nov 1847.80 89.75 0 2.04 0 0 0
11 Nov 1817.30 89.75 0 3.09 0 0 0
10 Nov 1829.90 89.75 0 2.45 0 0 0
7 Nov 1811.50 89.75 0 2.91 0 0 0
6 Nov 1810.40 89.75 0 - 0 0 0
4 Nov 1845.10 89.75 0 2.03 0 0 0
3 Nov 1898.40 89.75 0 0.58 0 0 0
31 Oct 1891.20 89.75 0 - 0 0 0
30 Oct 1882.80 89.75 0 - 0 0 0


For Glenmark Pharmaceuticals - strike price 1960 expiring on 27JAN2026

Delta for 1960 CE is 0.71

Historical price for 1960 CE is as follows

On 24 Dec GLENMARK was trading at 2020.10. The strike last trading price was 101, which was -18.25 lower than the previous day. The implied volatity was 23.58, the open interest changed by -6 which decreased total open position to 97


On 23 Dec GLENMARK was trading at 2047.00. The strike last trading price was 119.25, which was 0.25 higher than the previous day. The implied volatity was 20.31, the open interest changed by -17 which decreased total open position to 105


On 22 Dec GLENMARK was trading at 2038.20. The strike last trading price was 119, which was 32.2 higher than the previous day. The implied volatity was 23.97, the open interest changed by -10 which decreased total open position to 122


On 19 Dec GLENMARK was trading at 1992.10. The strike last trading price was 88, which was 22.55 higher than the previous day. The implied volatity was 22.55, the open interest changed by 77 which increased total open position to 131


On 18 Dec GLENMARK was trading at 1957.10. The strike last trading price was 65.45, which was -2.15 lower than the previous day. The implied volatity was 21.31, the open interest changed by 14 which increased total open position to 54


On 17 Dec GLENMARK was trading at 1948.40. The strike last trading price was 68.25, which was -23.2 lower than the previous day. The implied volatity was 25.76, the open interest changed by 0 which decreased total open position to 39


On 16 Dec GLENMARK was trading at 1966.50. The strike last trading price was 90, which was 14.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 39


On 15 Dec GLENMARK was trading at 1985.60. The strike last trading price was 90, which was 14.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 12 Dec GLENMARK was trading at 1975.00. The strike last trading price was 90, which was 14.5 higher than the previous day. The implied volatity was 26.24, the open interest changed by 0 which decreased total open position to 11


On 11 Dec GLENMARK was trading at 1956.00. The strike last trading price was 75.5, which was 5.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11


On 10 Dec GLENMARK was trading at 1950.80. The strike last trading price was 75.5, which was 5.5 higher than the previous day. The implied volatity was 23.70, the open interest changed by 6 which increased total open position to 11


On 9 Dec GLENMARK was trading at 1938.50. The strike last trading price was 70, which was -17 lower than the previous day. The implied volatity was 25.29, the open interest changed by 1 which increased total open position to 3


On 8 Dec GLENMARK was trading at 1921.90. The strike last trading price was 87, which was -2.75 lower than the previous day. The implied volatity was 33.19, the open interest changed by 0 which decreased total open position to 0


On 5 Dec GLENMARK was trading at 1968.20. The strike last trading price was 89.75, 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 Dec GLENMARK was trading at 1973.80. The strike last trading price was 89.75, 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 Dec GLENMARK was trading at 1965.90. The strike last trading price was 89.75, 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 2 Dec GLENMARK was trading at 1978.60. The strike last trading price was 89.75, 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 1 Dec GLENMARK was trading at 1941.70. The strike last trading price was 89.75, 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 28 Nov GLENMARK was trading at 1946.20. The strike last trading price was 89.75, 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 27 Nov GLENMARK was trading at 1944.00. The strike last trading price was 89.75, 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 26 Nov GLENMARK was trading at 1921.30. The strike last trading price was 89.75, which was 0 lower than the previous day. The implied volatity was 0.32, the open interest changed by 0 which decreased total open position to 0


On 25 Nov GLENMARK was trading at 1881.50. The strike last trading price was 89.75, which was 0 lower than the previous day. The implied volatity was 1.70, the open interest changed by 0 which decreased total open position to 0


On 24 Nov GLENMARK was trading at 1842.40. The strike last trading price was 89.75, which was 0 lower than the previous day. The implied volatity was 2.93, 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 89.75, which was 0 lower than the previous day. The implied volatity was 1.87, 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 89.75, 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 89.75, which was 0 lower than the previous day. The implied volatity was 1.04, 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 89.75, which was 0 lower than the previous day. The implied volatity was 2.04, 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 89.75, which was 0 lower than the previous day. The implied volatity was 3.09, 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 89.75, which was 0 lower than the previous day. The implied volatity was 2.45, 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 89.75, which was 0 lower than the previous day. The implied volatity was 2.91, 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 89.75, 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 89.75, which was 0 lower than the previous day. The implied volatity was 2.03, 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 89.75, which was 0 lower than the previous day. The implied volatity was 0.58, the open interest changed by 0 which decreased total open position to 0


On 31 Oct GLENMARK was trading at 1891.20. The strike last trading price was 89.75, 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 30 Oct GLENMARK was trading at 1882.80. The strike last trading price was 89.75, 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


GLENMARK 27JAN2026 1960 PE
Delta: -0.30
Vega: 2.14
Theta: -0.61
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
24 Dec 2020.10 30.55 5.4 25.05 55 3 260
23 Dec 2047.00 24.6 -3 25.95 699 -176 257
22 Dec 2038.20 25.65 -16.3 24.89 147 29 433
19 Dec 1992.10 41.55 -15.45 25.19 514 403 405
18 Dec 1957.10 57 -3 25.87 1 0 2
17 Dec 1948.40 60 8 23.70 2 0 3
16 Dec 1966.50 52 -3.5 - 0 0 3
15 Dec 1985.60 52 -3.5 26.79 4 1 2
12 Dec 1975.00 55.5 -149.5 25.92 1 0 0
11 Dec 1956.00 205 0 0.99 0 0 0
10 Dec 1950.80 205 0 0.66 0 0 0
9 Dec 1938.50 205 0 - 0 0 0
8 Dec 1921.90 205 0 - 0 0 0
5 Dec 1968.20 205 0 1.21 0 0 0
4 Dec 1973.80 205 0 1.76 0 0 0
3 Dec 1965.90 205 0 1.29 0 0 0
2 Dec 1978.60 205 0 1.88 0 0 0
1 Dec 1941.70 205 0 0.59 0 0 0
28 Nov 1946.20 205 0 0.76 0 0 0
27 Nov 1944.00 205 0 0.64 0 0 0
26 Nov 1921.30 205 0 - 0 0 0
25 Nov 1881.50 205 0 - 0 0 0
24 Nov 1842.40 205 0 - 0 0 0
17 Nov 1868.90 205 0 - 0 0 0
14 Nov 1895.60 205 0 - 0 0 0
13 Nov 1880.60 205 0 - 0 0 0
12 Nov 1847.80 205 0 - 0 0 0
11 Nov 1817.30 205 0 - 0 0 0
10 Nov 1829.90 205 0 - 0 0 0
7 Nov 1811.50 205 0 - 0 0 0
6 Nov 1810.40 205 0 - 0 0 0
4 Nov 1845.10 205 0 - 0 0 0
3 Nov 1898.40 205 0 - 0 0 0
31 Oct 1891.20 205 0 - 0 0 0
30 Oct 1882.80 205 0 - 0 0 0


For Glenmark Pharmaceuticals - strike price 1960 expiring on 27JAN2026

Delta for 1960 PE is -0.30

Historical price for 1960 PE is as follows

On 24 Dec GLENMARK was trading at 2020.10. The strike last trading price was 30.55, which was 5.4 higher than the previous day. The implied volatity was 25.05, the open interest changed by 3 which increased total open position to 260


On 23 Dec GLENMARK was trading at 2047.00. The strike last trading price was 24.6, which was -3 lower than the previous day. The implied volatity was 25.95, the open interest changed by -176 which decreased total open position to 257


On 22 Dec GLENMARK was trading at 2038.20. The strike last trading price was 25.65, which was -16.3 lower than the previous day. The implied volatity was 24.89, the open interest changed by 29 which increased total open position to 433


On 19 Dec GLENMARK was trading at 1992.10. The strike last trading price was 41.55, which was -15.45 lower than the previous day. The implied volatity was 25.19, the open interest changed by 403 which increased total open position to 405


On 18 Dec GLENMARK was trading at 1957.10. The strike last trading price was 57, which was -3 lower than the previous day. The implied volatity was 25.87, the open interest changed by 0 which decreased total open position to 2


On 17 Dec GLENMARK was trading at 1948.40. The strike last trading price was 60, which was 8 higher than the previous day. The implied volatity was 23.70, the open interest changed by 0 which decreased total open position to 3


On 16 Dec GLENMARK was trading at 1966.50. The strike last trading price was 52, which was -3.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3


On 15 Dec GLENMARK was trading at 1985.60. The strike last trading price was 52, which was -3.5 lower than the previous day. The implied volatity was 26.79, the open interest changed by 1 which increased total open position to 2


On 12 Dec GLENMARK was trading at 1975.00. The strike last trading price was 55.5, which was -149.5 lower than the previous day. The implied volatity was 25.92, the open interest changed by 0 which decreased total open position to 0


On 11 Dec GLENMARK was trading at 1956.00. The strike last trading price was 205, which was 0 lower than the previous day. The implied volatity was 0.99, the open interest changed by 0 which decreased total open position to 0


On 10 Dec GLENMARK was trading at 1950.80. The strike last trading price was 205, which was 0 lower than the previous day. The implied volatity was 0.66, the open interest changed by 0 which decreased total open position to 0


On 9 Dec GLENMARK was trading at 1938.50. The strike last trading price was 205, 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 8 Dec GLENMARK was trading at 1921.90. The strike last trading price was 205, 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 5 Dec GLENMARK was trading at 1968.20. The strike last trading price was 205, which was 0 lower than the previous day. The implied volatity was 1.21, the open interest changed by 0 which decreased total open position to 0


On 4 Dec GLENMARK was trading at 1973.80. The strike last trading price was 205, which was 0 lower than the previous day. The implied volatity was 1.76, the open interest changed by 0 which decreased total open position to 0


On 3 Dec GLENMARK was trading at 1965.90. The strike last trading price was 205, which was 0 lower than the previous day. The implied volatity was 1.29, the open interest changed by 0 which decreased total open position to 0


On 2 Dec GLENMARK was trading at 1978.60. The strike last trading price was 205, which was 0 lower than the previous day. The implied volatity was 1.88, the open interest changed by 0 which decreased total open position to 0


On 1 Dec GLENMARK was trading at 1941.70. The strike last trading price was 205, which was 0 lower than the previous day. The implied volatity was 0.59, the open interest changed by 0 which decreased total open position to 0


On 28 Nov GLENMARK was trading at 1946.20. The strike last trading price was 205, which was 0 lower than the previous day. The implied volatity was 0.76, the open interest changed by 0 which decreased total open position to 0


On 27 Nov GLENMARK was trading at 1944.00. The strike last trading price was 205, which was 0 lower than the previous day. The implied volatity was 0.64, the open interest changed by 0 which decreased total open position to 0


On 26 Nov GLENMARK was trading at 1921.30. The strike last trading price was 205, 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 25 Nov GLENMARK was trading at 1881.50. The strike last trading price was 205, 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 24 Nov GLENMARK was trading at 1842.40. The strike last trading price was 205, 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 205, 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 205, 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 205, 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 205, 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 205, 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 205, 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 205, 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 205, 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 205, 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 205, 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 31 Oct GLENMARK was trading at 1891.20. The strike last trading price was 205, 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 30 Oct GLENMARK was trading at 1882.80. The strike last trading price was 205, 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