GLENMARK
Glenmark Pharmaceuticals
Historical option data for GLENMARK
06 Mar 2026 04:11 PM IST
| GLENMARK 30-MAR-2026 2060 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.73
Vega: 1.8
Theta: -1.37
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 6 Mar | 2124.40 | 104.4 | 15.05 | 25.91 | 89 | -16 | 323 | |||||||||
| 5 Mar | 2108.90 | 87.85 | 23.8 | 23.84 | 341 | -71 | 347 | |||||||||
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| 4 Mar | 2039.70 | 64 | -53.9 | 31.25 | 583 | 272 | 420 | |||||||||
| 2 Mar | 2123.30 | 124.6 | 15.4 | - | 0 | -3 | 0 | |||||||||
| 27 Feb | 2136.70 | 124.6 | 15.4 | 23 | 33 | -2 | 149 | |||||||||
| 26 Feb | 2124.30 | 109.4 | 25.8 | 23.71 | 91 | -20 | 151 | |||||||||
| 25 Feb | 2085.00 | 82.45 | 7.2 | 25.17 | 331 | -8 | 172 | |||||||||
| 24 Feb | 2058.60 | 77 | 14.05 | 24.33 | 306 | 16 | 94 | |||||||||
| 23 Feb | 2039.20 | 63 | -9.85 | 26.48 | 152 | 56 | 78 | |||||||||
| 20 Feb | 2043.20 | 71.15 | -1.85 | 26.76 | 31 | 17 | 21 | |||||||||
| 19 Feb | 2016.70 | 73 | -25.3 | 33.31 | 6 | 4 | 4 | |||||||||
| 18 Feb | 2030.20 | 98.3 | 0 | 0.47 | 0 | 0 | 0 | |||||||||
| 17 Feb | 2038.80 | 98.3 | 0 | 0.15 | 0 | 0 | 0 | |||||||||
| 16 Feb | 2030.50 | 98.3 | 0 | 0.34 | 0 | 0 | 0 | |||||||||
| 13 Feb | 1997.60 | 98.3 | 0 | 1.53 | 0 | 0 | 0 | |||||||||
| 12 Feb | 2034.50 | 98.3 | 0 | 0.11 | 0 | 0 | 0 | |||||||||
| 11 Feb | 2015.20 | 98.3 | 0 | 0.73 | 0 | 0 | 0 | |||||||||
| 10 Feb | 1958.00 | 98.3 | 0 | 2.88 | 0 | 0 | 0 | |||||||||
| 9 Feb | 1974.40 | 98.3 | 0 | 2.11 | 0 | 0 | 0 | |||||||||
| 6 Feb | 1934.80 | 98.3 | 0 | 3.63 | 0 | 0 | 0 | |||||||||
| 5 Feb | 1969.30 | 98.3 | 0 | 2.51 | 0 | 0 | 0 | |||||||||
| 4 Feb | 1959.30 | 98.3 | 0 | 2.55 | 0 | 0 | 0 | |||||||||
| 3 Feb | 1954.20 | 98.3 | 0 | 2.47 | 0 | 0 | 0 | |||||||||
| 2 Feb | 1920.40 | 98.3 | 0 | 3.44 | 0 | 0 | 0 | |||||||||
| 1 Feb | 1940.00 | 98.3 | 0 | 3.09 | 0 | 0 | 0 | |||||||||
| 30 Jan | 2015.90 | 98.3 | 0 | 0.15 | 0 | 0 | 0 | |||||||||
| 29 Jan | 1985.60 | 98.3 | 0 | 1.6 | 0 | 0 | 0 | |||||||||
| 28 Jan | 1993.50 | 98.3 | 0 | 1.09 | 0 | 0 | 0 | |||||||||
For Glenmark Pharmaceuticals - strike price 2060 expiring on 30MAR2026
Delta for 2060 CE is 0.73
Historical price for 2060 CE is as follows
On 6 Mar GLENMARK was trading at 2124.40. The strike last trading price was 104.4, which was 15.05 higher than the previous day. The implied volatity was 25.91, the open interest changed by -16 which decreased total open position to 323
On 5 Mar GLENMARK was trading at 2108.90. The strike last trading price was 87.85, which was 23.8 higher than the previous day. The implied volatity was 23.84, the open interest changed by -71 which decreased total open position to 347
On 4 Mar GLENMARK was trading at 2039.70. The strike last trading price was 64, which was -53.9 lower than the previous day. The implied volatity was 31.25, the open interest changed by 272 which increased total open position to 420
On 2 Mar GLENMARK was trading at 2123.30. The strike last trading price was 124.6, which was 15.4 higher than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 0
On 27 Feb GLENMARK was trading at 2136.70. The strike last trading price was 124.6, which was 15.4 higher than the previous day. The implied volatity was 23, the open interest changed by -2 which decreased total open position to 149
On 26 Feb GLENMARK was trading at 2124.30. The strike last trading price was 109.4, which was 25.8 higher than the previous day. The implied volatity was 23.71, the open interest changed by -20 which decreased total open position to 151
On 25 Feb GLENMARK was trading at 2085.00. The strike last trading price was 82.45, which was 7.2 higher than the previous day. The implied volatity was 25.17, the open interest changed by -8 which decreased total open position to 172
On 24 Feb GLENMARK was trading at 2058.60. The strike last trading price was 77, which was 14.05 higher than the previous day. The implied volatity was 24.33, the open interest changed by 16 which increased total open position to 94
On 23 Feb GLENMARK was trading at 2039.20. The strike last trading price was 63, which was -9.85 lower than the previous day. The implied volatity was 26.48, the open interest changed by 56 which increased total open position to 78
On 20 Feb GLENMARK was trading at 2043.20. The strike last trading price was 71.15, which was -1.85 lower than the previous day. The implied volatity was 26.76, the open interest changed by 17 which increased total open position to 21
On 19 Feb GLENMARK was trading at 2016.70. The strike last trading price was 73, which was -25.3 lower than the previous day. The implied volatity was 33.31, the open interest changed by 4 which increased total open position to 4
On 18 Feb GLENMARK was trading at 2030.20. The strike last trading price was 98.3, which was 0 lower than the previous day. The implied volatity was 0.47, the open interest changed by 0 which decreased total open position to 0
On 17 Feb GLENMARK was trading at 2038.80. The strike last trading price was 98.3, which was 0 lower than the previous day. The implied volatity was 0.15, the open interest changed by 0 which decreased total open position to 0
On 16 Feb GLENMARK was trading at 2030.50. The strike last trading price was 98.3, which was 0 lower than the previous day. The implied volatity was 0.34, the open interest changed by 0 which decreased total open position to 0
On 13 Feb GLENMARK was trading at 1997.60. The strike last trading price was 98.3, which was 0 lower than the previous day. The implied volatity was 1.53, the open interest changed by 0 which decreased total open position to 0
On 12 Feb GLENMARK was trading at 2034.50. The strike last trading price was 98.3, which was 0 lower than the previous day. The implied volatity was 0.11, the open interest changed by 0 which decreased total open position to 0
On 11 Feb GLENMARK was trading at 2015.20. The strike last trading price was 98.3, which was 0 lower than the previous day. The implied volatity was 0.73, the open interest changed by 0 which decreased total open position to 0
On 10 Feb GLENMARK was trading at 1958.00. The strike last trading price was 98.3, which was 0 lower than the previous day. The implied volatity was 2.88, the open interest changed by 0 which decreased total open position to 0
On 9 Feb GLENMARK was trading at 1974.40. The strike last trading price was 98.3, which was 0 lower than the previous day. The implied volatity was 2.11, the open interest changed by 0 which decreased total open position to 0
On 6 Feb GLENMARK was trading at 1934.80. The strike last trading price was 98.3, which was 0 lower than the previous day. The implied volatity was 3.63, the open interest changed by 0 which decreased total open position to 0
On 5 Feb GLENMARK was trading at 1969.30. The strike last trading price was 98.3, which was 0 lower than the previous day. The implied volatity was 2.51, the open interest changed by 0 which decreased total open position to 0
On 4 Feb GLENMARK was trading at 1959.30. The strike last trading price was 98.3, which was 0 lower than the previous day. The implied volatity was 2.55, the open interest changed by 0 which decreased total open position to 0
On 3 Feb GLENMARK was trading at 1954.20. The strike last trading price was 98.3, which was 0 lower than the previous day. The implied volatity was 2.47, the open interest changed by 0 which decreased total open position to 0
On 2 Feb GLENMARK was trading at 1920.40. The strike last trading price was 98.3, which was 0 lower than the previous day. The implied volatity was 3.44, the open interest changed by 0 which decreased total open position to 0
On 1 Feb GLENMARK was trading at 1940.00. The strike last trading price was 98.3, 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 30 Jan GLENMARK was trading at 2015.90. The strike last trading price was 98.3, which was 0 lower than the previous day. The implied volatity was 0.15, the open interest changed by 0 which decreased total open position to 0
On 29 Jan GLENMARK was trading at 1985.60. The strike last trading price was 98.3, which was 0 lower than the previous day. The implied volatity was 1.6, the open interest changed by 0 which decreased total open position to 0
On 28 Jan GLENMARK was trading at 1993.50. The strike last trading price was 98.3, which was 0 lower than the previous day. The implied volatity was 1.09, the open interest changed by 0 which decreased total open position to 0
| GLENMARK 30MAR2026 2060 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.3
Vega: 1.91
Theta: -1.08
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 6 Mar | 2124.40 | 35.45 | -5.7 | 31.95 | 118 | -17 | 263 |
| 5 Mar | 2108.90 | 41.55 | -32.35 | 31.26 | 246 | -87 | 280 |
| 4 Mar | 2039.70 | 76.3 | 41.25 | 33.25 | 503 | 210 | 369 |
| 2 Mar | 2123.30 | 28.5 | -1.4 | 27.55 | 233 | 2 | 158 |
| 27 Feb | 2136.70 | 26.65 | -7.9 | 27.43 | 605 | 80 | 156 |
| 26 Feb | 2124.30 | 35.05 | -12.3 | 28.02 | 623 | -220 | 77 |
| 25 Feb | 2085.00 | 49 | -10.65 | 26.66 | 240 | 4 | 304 |
| 24 Feb | 2058.60 | 55 | -16.2 | 27.54 | 107 | 20 | 300 |
| 23 Feb | 2039.20 | 73.25 | -30.75 | 27.64 | 358 | 281 | 281 |
| 20 Feb | 2043.20 | 104 | -33.05 | - | 0 | 0 | 0 |
| 19 Feb | 2016.70 | 104 | -33.05 | - | 0 | 0 | 0 |
| 18 Feb | 2030.20 | 104 | -33.05 | - | 0 | 0 | 0 |
| 17 Feb | 2038.80 | 104 | -33.05 | - | 0 | 0 | 0 |
| 16 Feb | 2030.50 | 104 | -33.05 | - | 0 | 0 | 0 |
| 13 Feb | 1997.60 | 104 | -33.05 | - | 0 | 0 | 0 |
| 12 Feb | 2034.50 | 104 | -33.05 | - | 0 | 0 | 0 |
| 11 Feb | 2015.20 | 104 | -33.05 | 32.66 | 2 | 1 | 1 |
| 10 Feb | 1958.00 | 137.05 | 0 | - | 0 | 0 | 0 |
| 9 Feb | 1974.40 | 137.05 | 0 | - | 0 | 0 | 0 |
| 6 Feb | 1934.80 | 137.05 | 0 | - | 0 | 0 | 0 |
| 5 Feb | 1969.30 | 137.05 | 0 | - | 0 | 0 | 0 |
| 4 Feb | 1959.30 | 137.05 | 0 | - | 0 | 0 | 0 |
| 3 Feb | 1954.20 | 137.05 | 0 | - | 0 | 0 | 0 |
| 2 Feb | 1920.40 | 137.05 | 0 | - | 0 | 0 | 0 |
| 1 Feb | 1940.00 | 137.05 | 0 | - | 0 | 0 | 0 |
| 30 Jan | 2015.90 | 137.05 | 0 | - | 0 | 0 | 0 |
| 29 Jan | 1985.60 | 137.05 | 0 | - | 0 | 0 | 0 |
| 28 Jan | 1993.50 | 137.05 | 0 | 0 | 0 | 0 | 0 |
For Glenmark Pharmaceuticals - strike price 2060 expiring on 30MAR2026
Delta for 2060 PE is -0.3
Historical price for 2060 PE is as follows
On 6 Mar GLENMARK was trading at 2124.40. The strike last trading price was 35.45, which was -5.7 lower than the previous day. The implied volatity was 31.95, the open interest changed by -17 which decreased total open position to 263
On 5 Mar GLENMARK was trading at 2108.90. The strike last trading price was 41.55, which was -32.35 lower than the previous day. The implied volatity was 31.26, the open interest changed by -87 which decreased total open position to 280
On 4 Mar GLENMARK was trading at 2039.70. The strike last trading price was 76.3, which was 41.25 higher than the previous day. The implied volatity was 33.25, the open interest changed by 210 which increased total open position to 369
On 2 Mar GLENMARK was trading at 2123.30. The strike last trading price was 28.5, which was -1.4 lower than the previous day. The implied volatity was 27.55, the open interest changed by 2 which increased total open position to 158
On 27 Feb GLENMARK was trading at 2136.70. The strike last trading price was 26.65, which was -7.9 lower than the previous day. The implied volatity was 27.43, the open interest changed by 80 which increased total open position to 156
On 26 Feb GLENMARK was trading at 2124.30. The strike last trading price was 35.05, which was -12.3 lower than the previous day. The implied volatity was 28.02, the open interest changed by -220 which decreased total open position to 77
On 25 Feb GLENMARK was trading at 2085.00. The strike last trading price was 49, which was -10.65 lower than the previous day. The implied volatity was 26.66, the open interest changed by 4 which increased total open position to 304
On 24 Feb GLENMARK was trading at 2058.60. The strike last trading price was 55, which was -16.2 lower than the previous day. The implied volatity was 27.54, the open interest changed by 20 which increased total open position to 300
On 23 Feb GLENMARK was trading at 2039.20. The strike last trading price was 73.25, which was -30.75 lower than the previous day. The implied volatity was 27.64, the open interest changed by 281 which increased total open position to 281
On 20 Feb GLENMARK was trading at 2043.20. The strike last trading price was 104, which was -33.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 19 Feb GLENMARK was trading at 2016.70. The strike last trading price was 104, which was -33.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 18 Feb GLENMARK was trading at 2030.20. The strike last trading price was 104, which was -33.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 17 Feb GLENMARK was trading at 2038.80. The strike last trading price was 104, which was -33.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 16 Feb GLENMARK was trading at 2030.50. The strike last trading price was 104, which was -33.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Feb GLENMARK was trading at 1997.60. The strike last trading price was 104, which was -33.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Feb GLENMARK was trading at 2034.50. The strike last trading price was 104, which was -33.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Feb GLENMARK was trading at 2015.20. The strike last trading price was 104, which was -33.05 lower than the previous day. The implied volatity was 32.66, the open interest changed by 1 which increased total open position to 1
On 10 Feb GLENMARK was trading at 1958.00. The strike last trading price was 137.05, 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 9 Feb GLENMARK was trading at 1974.40. The strike last trading price was 137.05, 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 Feb GLENMARK was trading at 1934.80. The strike last trading price was 137.05, 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 Feb GLENMARK was trading at 1969.30. The strike last trading price was 137.05, 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 Feb GLENMARK was trading at 1959.30. The strike last trading price was 137.05, 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 Feb GLENMARK was trading at 1954.20. The strike last trading price was 137.05, 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 Feb GLENMARK was trading at 1920.40. The strike last trading price was 137.05, 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 Feb GLENMARK was trading at 1940.00. The strike last trading price was 137.05, 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 Jan GLENMARK was trading at 2015.90. The strike last trading price was 137.05, 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 Jan GLENMARK was trading at 1985.60. The strike last trading price was 137.05, 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 Jan GLENMARK was trading at 1993.50. The strike last trading price was 137.05, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
