[--[65.84.65.76]--]

GLENMARK

Glenmark Pharmaceuticals
1975 +19.00 (0.97%)
L: 1951.1 H: 1979.7

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Historical option data for GLENMARK

12 Dec 2025 04:11 PM IST
GLENMARK 30-DEC-2025 2100 CE
Delta: 0.13
Vega: 0.94
Theta: -0.66
Gamma: 0.00
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
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
Delta: -0.91
Vega: 0.73
Theta: 0.12
Gamma: 0.00
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