GLENMARK
Glenmark Pharmaceuticals
Historical option data for GLENMARK
24 Feb 2026 04:12 PM IST
| GLENMARK 30-MAR-2026 2060 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.59
Vega: 2.45
Theta: -1.19
Gamma: 0
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 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 0.59
Historical price for 2060 CE is as follows
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 | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.41
Vega: 2.46
Theta: -0.75
Gamma: 0
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 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 -0.41
Historical price for 2060 PE is as follows
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
