GLENMARK
Glenmark Pharmaceuticals
Historical option data for GLENMARK
12 Dec 2025 04:11 PM IST
| GLENMARK 30-DEC-2025 2100 CE | ||||||||||||||||
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Delta: 0.13
Vega: 0.94
Theta: -0.66
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 12 Dec | 1975.00 | 6.45 | 0.5 | 22.38 | 183 | 28 | 610 | |||||||||
| 11 Dec | 1956.00 | 5.85 | -0.45 | 24.21 | 123 | -2 | 585 | |||||||||
| 10 Dec | 1950.80 | 6.3 | 0.4 | 24.10 | 159 | 22 | 587 | |||||||||
| 9 Dec | 1938.50 | 5.55 | -0.1 | 25.13 | 293 | -18 | 566 | |||||||||
| 8 Dec | 1921.90 | 5.8 | -4.6 | 26.12 | 618 | -86 | 582 | |||||||||
| 5 Dec | 1968.20 | 11.15 | -2.85 | 23.88 | 632 | 64 | 665 | |||||||||
| 4 Dec | 1973.80 | 14.5 | 0.3 | 24.00 | 352 | -18 | 601 | |||||||||
| 3 Dec | 1965.90 | 14.25 | -2.3 | 24.74 | 724 | 9 | 618 | |||||||||
| 2 Dec | 1978.60 | 17.45 | 4.9 | 24.20 | 1,298 | 211 | 600 | |||||||||
| 1 Dec | 1941.70 | 12.9 | -1.75 | 25.24 | 721 | -14 | 390 | |||||||||
| 28 Nov | 1946.20 | 14.95 | -0.1 | 24.83 | 590 | 85 | 414 | |||||||||
| 27 Nov | 1944.00 | 14.9 | 1.75 | 25.18 | 1,635 | -49 | 331 | |||||||||
| 26 Nov | 1921.30 | 13.05 | 3.7 | 26.21 | 678 | -6 | 379 | |||||||||
| 25 Nov | 1881.50 | 9.3 | 1.75 | 28.15 | 476 | -27 | 387 | |||||||||
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| 24 Nov | 1842.40 | 7.45 | -2 | 29.43 | 192 | 28 | 414 | |||||||||
| 21 Nov | 1844.20 | 9.7 | -5.1 | 29.50 | 371 | 111 | 387 | |||||||||
| 20 Nov | 1878.00 | 18.05 | 5.9 | 30.60 | 346 | -65 | 272 | |||||||||
| 19 Nov | 1840.80 | 12.3 | -1.45 | 30.94 | 243 | 151 | 336 | |||||||||
| 18 Nov | 1842.80 | 13.4 | -4.2 | 31.93 | 135 | 31 | 185 | |||||||||
| 17 Nov | 1868.90 | 17.25 | -6 | 30.75 | 334 | 110 | 153 | |||||||||
| 14 Nov | 1895.60 | 23 | 5.3 | 29.82 | 60 | 12 | 33 | |||||||||
| 13 Nov | 1880.60 | 18.85 | -13.5 | 27.91 | 28 | 20 | 20 | |||||||||
| 12 Nov | 1847.80 | 32.35 | 0 | 8.24 | 0 | 0 | 0 | |||||||||
For Glenmark Pharmaceuticals - strike price 2100 expiring on 30DEC2025
Delta for 2100 CE is 0.13
Historical price for 2100 CE is as follows
On 12 Dec GLENMARK was trading at 1975.00. The strike last trading price was 6.45, which was 0.5 higher than the previous day. The implied volatity was 22.38, the open interest changed by 28 which increased total open position to 610
On 11 Dec GLENMARK was trading at 1956.00. The strike last trading price was 5.85, which was -0.45 lower than the previous day. The implied volatity was 24.21, the open interest changed by -2 which decreased total open position to 585
On 10 Dec GLENMARK was trading at 1950.80. The strike last trading price was 6.3, which was 0.4 higher than the previous day. The implied volatity was 24.10, the open interest changed by 22 which increased total open position to 587
On 9 Dec GLENMARK was trading at 1938.50. The strike last trading price was 5.55, which was -0.1 lower than the previous day. The implied volatity was 25.13, the open interest changed by -18 which decreased total open position to 566
On 8 Dec GLENMARK was trading at 1921.90. The strike last trading price was 5.8, which was -4.6 lower than the previous day. The implied volatity was 26.12, the open interest changed by -86 which decreased total open position to 582
On 5 Dec GLENMARK was trading at 1968.20. The strike last trading price was 11.15, which was -2.85 lower than the previous day. The implied volatity was 23.88, the open interest changed by 64 which increased total open position to 665
On 4 Dec GLENMARK was trading at 1973.80. The strike last trading price was 14.5, which was 0.3 higher than the previous day. The implied volatity was 24.00, the open interest changed by -18 which decreased total open position to 601
On 3 Dec GLENMARK was trading at 1965.90. The strike last trading price was 14.25, which was -2.3 lower than the previous day. The implied volatity was 24.74, the open interest changed by 9 which increased total open position to 618
On 2 Dec GLENMARK was trading at 1978.60. The strike last trading price was 17.45, which was 4.9 higher than the previous day. The implied volatity was 24.20, the open interest changed by 211 which increased total open position to 600
On 1 Dec GLENMARK was trading at 1941.70. The strike last trading price was 12.9, which was -1.75 lower than the previous day. The implied volatity was 25.24, the open interest changed by -14 which decreased total open position to 390
On 28 Nov GLENMARK was trading at 1946.20. The strike last trading price was 14.95, which was -0.1 lower than the previous day. The implied volatity was 24.83, the open interest changed by 85 which increased total open position to 414
On 27 Nov GLENMARK was trading at 1944.00. The strike last trading price was 14.9, which was 1.75 higher than the previous day. The implied volatity was 25.18, the open interest changed by -49 which decreased total open position to 331
On 26 Nov GLENMARK was trading at 1921.30. The strike last trading price was 13.05, which was 3.7 higher than the previous day. The implied volatity was 26.21, the open interest changed by -6 which decreased total open position to 379
On 25 Nov GLENMARK was trading at 1881.50. The strike last trading price was 9.3, which was 1.75 higher than the previous day. The implied volatity was 28.15, the open interest changed by -27 which decreased total open position to 387
On 24 Nov GLENMARK was trading at 1842.40. The strike last trading price was 7.45, which was -2 lower than the previous day. The implied volatity was 29.43, the open interest changed by 28 which increased total open position to 414
On 21 Nov GLENMARK was trading at 1844.20. The strike last trading price was 9.7, which was -5.1 lower than the previous day. The implied volatity was 29.50, the open interest changed by 111 which increased total open position to 387
On 20 Nov GLENMARK was trading at 1878.00. The strike last trading price was 18.05, which was 5.9 higher than the previous day. The implied volatity was 30.60, the open interest changed by -65 which decreased total open position to 272
On 19 Nov GLENMARK was trading at 1840.80. The strike last trading price was 12.3, which was -1.45 lower than the previous day. The implied volatity was 30.94, the open interest changed by 151 which increased total open position to 336
On 18 Nov GLENMARK was trading at 1842.80. The strike last trading price was 13.4, which was -4.2 lower than the previous day. The implied volatity was 31.93, the open interest changed by 31 which increased total open position to 185
On 17 Nov GLENMARK was trading at 1868.90. The strike last trading price was 17.25, which was -6 lower than the previous day. The implied volatity was 30.75, the open interest changed by 110 which increased total open position to 153
On 14 Nov GLENMARK was trading at 1895.60. The strike last trading price was 23, which was 5.3 higher than the previous day. The implied volatity was 29.82, the open interest changed by 12 which increased total open position to 33
On 13 Nov GLENMARK was trading at 1880.60. The strike last trading price was 18.85, which was -13.5 lower than the previous day. The implied volatity was 27.91, the open interest changed by 20 which increased total open position to 20
On 12 Nov GLENMARK was trading at 1847.80. The strike last trading price was 32.35, which was 0 lower than the previous day. The implied volatity was 8.24, the open interest changed by 0 which decreased total open position to 0
| GLENMARK 30DEC2025 2100 PE | |||||||
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Delta: -0.91
Vega: 0.73
Theta: 0.12
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 12 Dec | 1975.00 | 125.3 | -42.05 | 20.06 | 9 | -4 | 41 |
| 11 Dec | 1956.00 | 167.35 | 29.35 | - | 0 | 0 | 45 |
| 10 Dec | 1950.80 | 167.35 | 29.35 | - | 0 | 0 | 45 |
| 9 Dec | 1938.50 | 167.35 | 29.35 | 30.20 | 15 | 2 | 45 |
| 8 Dec | 1921.90 | 137.2 | -0.2 | - | 0 | 0 | 43 |
| 5 Dec | 1968.20 | 137.2 | -0.2 | 26.33 | 39 | 0 | 43 |
| 4 Dec | 1973.80 | 137.4 | 5.5 | - | 0 | -8 | 0 |
| 3 Dec | 1965.90 | 137.4 | 5.5 | 27.09 | 24 | -7 | 44 |
| 2 Dec | 1978.60 | 131.9 | -20.5 | 30.12 | 49 | 17 | 51 |
| 1 Dec | 1941.70 | 152.4 | -14.1 | - | 0 | -17 | 0 |
| 28 Nov | 1946.20 | 152.4 | -14.1 | 27.60 | 26 | -18 | 33 |
| 27 Nov | 1944.00 | 166.5 | -9.25 | 32.35 | 1 | 0 | 50 |
| 26 Nov | 1921.30 | 175.75 | -42.2 | 27.00 | 8 | 0 | 50 |
| 25 Nov | 1881.50 | 221 | -31.95 | 30.00 | 7 | 0 | 47 |
| 24 Nov | 1842.40 | 252.95 | 4 | 31.62 | 13 | 8 | 45 |
| 21 Nov | 1844.20 | 248.95 | 10.9 | 33.21 | 10 | 8 | 37 |
| 20 Nov | 1878.00 | 238.05 | -16.95 | 45.12 | 3 | 0 | 29 |
| 19 Nov | 1840.80 | 255 | 28.65 | 35.84 | 2 | 0 | 27 |
| 18 Nov | 1842.80 | 226.3 | 28.8 | - | 0 | 22 | 0 |
| 17 Nov | 1868.90 | 226.3 | 28.8 | 31.32 | 25 | 21 | 26 |
| 14 Nov | 1895.60 | 197.5 | -40.5 | 27.60 | 3 | 2 | 4 |
| 13 Nov | 1880.60 | 238 | -57.25 | - | 0 | 2 | 0 |
| 12 Nov | 1847.80 | 238 | -57.25 | 31.17 | 2 | 1 | 1 |
For Glenmark Pharmaceuticals - strike price 2100 expiring on 30DEC2025
Delta for 2100 PE is -0.91
Historical price for 2100 PE is as follows
On 12 Dec GLENMARK was trading at 1975.00. The strike last trading price was 125.3, which was -42.05 lower than the previous day. The implied volatity was 20.06, the open interest changed by -4 which decreased total open position to 41
On 11 Dec GLENMARK was trading at 1956.00. The strike last trading price was 167.35, which was 29.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 45
On 10 Dec GLENMARK was trading at 1950.80. The strike last trading price was 167.35, which was 29.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 45
On 9 Dec GLENMARK was trading at 1938.50. The strike last trading price was 167.35, which was 29.35 higher than the previous day. The implied volatity was 30.20, the open interest changed by 2 which increased total open position to 45
On 8 Dec GLENMARK was trading at 1921.90. The strike last trading price was 137.2, which was -0.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 43
On 5 Dec GLENMARK was trading at 1968.20. The strike last trading price was 137.2, which was -0.2 lower than the previous day. The implied volatity was 26.33, the open interest changed by 0 which decreased total open position to 43
On 4 Dec GLENMARK was trading at 1973.80. The strike last trading price was 137.4, which was 5.5 higher than the previous day. The implied volatity was -, the open interest changed by -8 which decreased total open position to 0
On 3 Dec GLENMARK was trading at 1965.90. The strike last trading price was 137.4, which was 5.5 higher than the previous day. The implied volatity was 27.09, the open interest changed by -7 which decreased total open position to 44
On 2 Dec GLENMARK was trading at 1978.60. The strike last trading price was 131.9, which was -20.5 lower than the previous day. The implied volatity was 30.12, the open interest changed by 17 which increased total open position to 51
On 1 Dec GLENMARK was trading at 1941.70. The strike last trading price was 152.4, which was -14.1 lower than the previous day. The implied volatity was -, the open interest changed by -17 which decreased total open position to 0
On 28 Nov GLENMARK was trading at 1946.20. The strike last trading price was 152.4, which was -14.1 lower than the previous day. The implied volatity was 27.60, the open interest changed by -18 which decreased total open position to 33
On 27 Nov GLENMARK was trading at 1944.00. The strike last trading price was 166.5, which was -9.25 lower than the previous day. The implied volatity was 32.35, the open interest changed by 0 which decreased total open position to 50
On 26 Nov GLENMARK was trading at 1921.30. The strike last trading price was 175.75, which was -42.2 lower than the previous day. The implied volatity was 27.00, the open interest changed by 0 which decreased total open position to 50
On 25 Nov GLENMARK was trading at 1881.50. The strike last trading price was 221, which was -31.95 lower than the previous day. The implied volatity was 30.00, the open interest changed by 0 which decreased total open position to 47
On 24 Nov GLENMARK was trading at 1842.40. The strike last trading price was 252.95, which was 4 higher than the previous day. The implied volatity was 31.62, the open interest changed by 8 which increased total open position to 45
On 21 Nov GLENMARK was trading at 1844.20. The strike last trading price was 248.95, which was 10.9 higher than the previous day. The implied volatity was 33.21, the open interest changed by 8 which increased total open position to 37
On 20 Nov GLENMARK was trading at 1878.00. The strike last trading price was 238.05, which was -16.95 lower than the previous day. The implied volatity was 45.12, the open interest changed by 0 which decreased total open position to 29
On 19 Nov GLENMARK was trading at 1840.80. The strike last trading price was 255, which was 28.65 higher than the previous day. The implied volatity was 35.84, the open interest changed by 0 which decreased total open position to 27
On 18 Nov GLENMARK was trading at 1842.80. The strike last trading price was 226.3, which was 28.8 higher than the previous day. The implied volatity was -, the open interest changed by 22 which increased total open position to 0
On 17 Nov GLENMARK was trading at 1868.90. The strike last trading price was 226.3, which was 28.8 higher than the previous day. The implied volatity was 31.32, the open interest changed by 21 which increased total open position to 26
On 14 Nov GLENMARK was trading at 1895.60. The strike last trading price was 197.5, which was -40.5 lower than the previous day. The implied volatity was 27.60, the open interest changed by 2 which increased total open position to 4
On 13 Nov GLENMARK was trading at 1880.60. The strike last trading price was 238, which was -57.25 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0
On 12 Nov GLENMARK was trading at 1847.80. The strike last trading price was 238, which was -57.25 lower than the previous day. The implied volatity was 31.17, the open interest changed by 1 which increased total open position to 1































































































































































































































