GLENMARK
Glenmark Pharmaceuticals
Historical option data for GLENMARK
02 Mar 2026 04:11 PM IST
| GLENMARK 30-MAR-2026 2100 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.64
Vega: 2.22
Theta: -1.43
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 2 Mar | 2123.30 | 92 | 0.4 | 27.39 | 511 | 19 | 488 | |||||||||
| 27 Feb | 2136.70 | 98.95 | 15 | 24.29 | 1,416 | -53 | 469 | |||||||||
| 26 Feb | 2124.30 | 83.5 | 20.2 | 23.73 | 2,121 | -153 | 523 | |||||||||
| 25 Feb | 2085.00 | 61.5 | 5.5 | 25.17 | 1,707 | 129 | 670 | |||||||||
| 24 Feb | 2058.60 | 60 | 13.85 | 25.63 | 508 | 82 | 567 | |||||||||
| 23 Feb | 2039.20 | 45.9 | -8.85 | 26.29 | 268 | 69 | 485 | |||||||||
| 20 Feb | 2043.20 | 54 | 11.15 | 26.9 | 364 | 42 | 417 | |||||||||
| 19 Feb | 2016.70 | 41.1 | -13 | 26.68 | 480 | 264 | 361 | |||||||||
| 18 Feb | 2030.20 | 53.15 | -8.55 | 28.69 | 119 | 44 | 98 | |||||||||
| 17 Feb | 2038.80 | 59 | -4 | 28.56 | 75 | 10 | 54 | |||||||||
| 16 Feb | 2030.50 | 63 | 10.7 | 30.42 | 41 | 6 | 42 | |||||||||
| 13 Feb | 1997.60 | 52.3 | -12.6 | 29.98 | 43 | 16 | 37 | |||||||||
| 12 Feb | 2034.50 | 64.7 | 8.95 | 28.2 | 27 | 9 | 21 | |||||||||
| 11 Feb | 2015.20 | 55 | 16 | 27.54 | 27 | 4 | 12 | |||||||||
| 10 Feb | 1958.00 | 39 | -9.4 | 29.42 | 24 | 3 | 10 | |||||||||
| 9 Feb | 1974.40 | 48.4 | 2.9 | 29.57 | 18 | 0 | 6 | |||||||||
| 6 Feb | 1934.80 | 45.5 | 0 | - | 0 | 0 | 6 | |||||||||
| 5 Feb | 1969.30 | 45.5 | 0 | 28.18 | 6 | 1 | 6 | |||||||||
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| 4 Feb | 1959.30 | 45.5 | -37.2 | 29.77 | 26 | 5 | 5 | |||||||||
| 3 Feb | 1954.20 | 82.7 | 0 | 3.73 | 0 | 0 | 0 | |||||||||
| 2 Feb | 1920.40 | 82.7 | 0 | 4.66 | 0 | 0 | 0 | |||||||||
| 1 Feb | 1940.00 | 82.7 | 0 | 4.31 | 0 | 0 | 0 | |||||||||
| 30 Jan | 2015.90 | 82.7 | 0 | 1.73 | 0 | 0 | 0 | |||||||||
| 29 Jan | 1985.60 | 82.7 | 0 | 1.88 | 0 | 0 | 0 | |||||||||
| 28 Jan | 1993.50 | 82.7 | 0 | 2.08 | 0 | 0 | 0 | |||||||||
For Glenmark Pharmaceuticals - strike price 2100 expiring on 30MAR2026
Delta for 2100 CE is 0.64
Historical price for 2100 CE is as follows
On 2 Mar GLENMARK was trading at 2123.30. The strike last trading price was 92, which was 0.4 higher than the previous day. The implied volatity was 27.39, the open interest changed by 19 which increased total open position to 488
On 27 Feb GLENMARK was trading at 2136.70. The strike last trading price was 98.95, which was 15 higher than the previous day. The implied volatity was 24.29, the open interest changed by -53 which decreased total open position to 469
On 26 Feb GLENMARK was trading at 2124.30. The strike last trading price was 83.5, which was 20.2 higher than the previous day. The implied volatity was 23.73, the open interest changed by -153 which decreased total open position to 523
On 25 Feb GLENMARK was trading at 2085.00. The strike last trading price was 61.5, which was 5.5 higher than the previous day. The implied volatity was 25.17, the open interest changed by 129 which increased total open position to 670
On 24 Feb GLENMARK was trading at 2058.60. The strike last trading price was 60, which was 13.85 higher than the previous day. The implied volatity was 25.63, the open interest changed by 82 which increased total open position to 567
On 23 Feb GLENMARK was trading at 2039.20. The strike last trading price was 45.9, which was -8.85 lower than the previous day. The implied volatity was 26.29, the open interest changed by 69 which increased total open position to 485
On 20 Feb GLENMARK was trading at 2043.20. The strike last trading price was 54, which was 11.15 higher than the previous day. The implied volatity was 26.9, the open interest changed by 42 which increased total open position to 417
On 19 Feb GLENMARK was trading at 2016.70. The strike last trading price was 41.1, which was -13 lower than the previous day. The implied volatity was 26.68, the open interest changed by 264 which increased total open position to 361
On 18 Feb GLENMARK was trading at 2030.20. The strike last trading price was 53.15, which was -8.55 lower than the previous day. The implied volatity was 28.69, the open interest changed by 44 which increased total open position to 98
On 17 Feb GLENMARK was trading at 2038.80. The strike last trading price was 59, which was -4 lower than the previous day. The implied volatity was 28.56, the open interest changed by 10 which increased total open position to 54
On 16 Feb GLENMARK was trading at 2030.50. The strike last trading price was 63, which was 10.7 higher than the previous day. The implied volatity was 30.42, the open interest changed by 6 which increased total open position to 42
On 13 Feb GLENMARK was trading at 1997.60. The strike last trading price was 52.3, which was -12.6 lower than the previous day. The implied volatity was 29.98, the open interest changed by 16 which increased total open position to 37
On 12 Feb GLENMARK was trading at 2034.50. The strike last trading price was 64.7, which was 8.95 higher than the previous day. The implied volatity was 28.2, the open interest changed by 9 which increased total open position to 21
On 11 Feb GLENMARK was trading at 2015.20. The strike last trading price was 55, which was 16 higher than the previous day. The implied volatity was 27.54, the open interest changed by 4 which increased total open position to 12
On 10 Feb GLENMARK was trading at 1958.00. The strike last trading price was 39, which was -9.4 lower than the previous day. The implied volatity was 29.42, the open interest changed by 3 which increased total open position to 10
On 9 Feb GLENMARK was trading at 1974.40. The strike last trading price was 48.4, which was 2.9 higher than the previous day. The implied volatity was 29.57, the open interest changed by 0 which decreased total open position to 6
On 6 Feb GLENMARK was trading at 1934.80. The strike last trading price was 45.5, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 5 Feb GLENMARK was trading at 1969.30. The strike last trading price was 45.5, which was 0 lower than the previous day. The implied volatity was 28.18, the open interest changed by 1 which increased total open position to 6
On 4 Feb GLENMARK was trading at 1959.30. The strike last trading price was 45.5, which was -37.2 lower than the previous day. The implied volatity was 29.77, the open interest changed by 5 which increased total open position to 5
On 3 Feb GLENMARK was trading at 1954.20. The strike last trading price was 82.7, which was 0 lower than the previous day. The implied volatity was 3.73, 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 82.7, which was 0 lower than the previous day. The implied volatity was 4.66, 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 82.7, which was 0 lower than the previous day. The implied volatity was 4.31, 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 82.7, which was 0 lower than the previous day. The implied volatity was 1.73, 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 82.7, 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 28 Jan GLENMARK was trading at 1993.50. The strike last trading price was 82.7, which was 0 lower than the previous day. The implied volatity was 2.08, the open interest changed by 0 which decreased total open position to 0
| GLENMARK 30MAR2026 2100 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.36
Vega: 2.22
Theta: -0.85
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 2 Mar | 2123.30 | 41.4 | -2.5 | 27.19 | 880 | -24 | 209 |
| 27 Feb | 2136.70 | 38.35 | -10.65 | 27.03 | 776 | 77 | 232 |
| 26 Feb | 2124.30 | 49.8 | -15.45 | 28.01 | 878 | 31 | 154 |
| 25 Feb | 2085.00 | 68.15 | -12.1 | 26.8 | 195 | 50 | 123 |
| 24 Feb | 2058.60 | 80 | -14 | 29.7 | 31 | 11 | 63 |
| 23 Feb | 2039.20 | 94 | -4.4 | 26.76 | 20 | 2 | 51 |
| 20 Feb | 2043.20 | 98.35 | -13.15 | 29.45 | 23 | 12 | 48 |
| 19 Feb | 2016.70 | 114.35 | -1 | 27.6 | 20 | 8 | 35 |
| 18 Feb | 2030.20 | 115.35 | -0.65 | 31.41 | 14 | 12 | 26 |
| 17 Feb | 2038.80 | 116 | 6 | - | 0 | 0 | 14 |
| 16 Feb | 2030.50 | 116 | 6 | 32.61 | 1 | 0 | 15 |
| 13 Feb | 1997.60 | 110 | -3 | 22.49 | 7 | 6 | 14 |
| 12 Feb | 2034.50 | 113 | -56 | 32.01 | 10 | 5 | 7 |
| 11 Feb | 2015.20 | 169 | 7.95 | - | 0 | 0 | 2 |
| 10 Feb | 1958.00 | 169 | 7.95 | - | 0 | 0 | 2 |
| 9 Feb | 1974.40 | 169 | 7.95 | - | 0 | 0 | 2 |
| 6 Feb | 1934.80 | 169 | 7.95 | - | 0 | 0 | 2 |
| 5 Feb | 1969.30 | 169 | 7.95 | 35.02 | 2 | 0 | 0 |
| 4 Feb | 1959.30 | 161.05 | 0 | - | 0 | 0 | 0 |
| 3 Feb | 1954.20 | 161.05 | 0 | - | 0 | 0 | 0 |
| 2 Feb | 1920.40 | 161.05 | 0 | - | 0 | 0 | 0 |
| 1 Feb | 1940.00 | 161.05 | 0 | - | 0 | 0 | 0 |
| 30 Jan | 2015.90 | 161.05 | 0 | - | 0 | 0 | 0 |
| 29 Jan | 1985.60 | 161.05 | 0 | - | 0 | 0 | 0 |
| 28 Jan | 1993.50 | 161.05 | 0 | - | 0 | 0 | 0 |
For Glenmark Pharmaceuticals - strike price 2100 expiring on 30MAR2026
Delta for 2100 PE is -0.36
Historical price for 2100 PE is as follows
On 2 Mar GLENMARK was trading at 2123.30. The strike last trading price was 41.4, which was -2.5 lower than the previous day. The implied volatity was 27.19, the open interest changed by -24 which decreased total open position to 209
On 27 Feb GLENMARK was trading at 2136.70. The strike last trading price was 38.35, which was -10.65 lower than the previous day. The implied volatity was 27.03, the open interest changed by 77 which increased total open position to 232
On 26 Feb GLENMARK was trading at 2124.30. The strike last trading price was 49.8, which was -15.45 lower than the previous day. The implied volatity was 28.01, the open interest changed by 31 which increased total open position to 154
On 25 Feb GLENMARK was trading at 2085.00. The strike last trading price was 68.15, which was -12.1 lower than the previous day. The implied volatity was 26.8, the open interest changed by 50 which increased total open position to 123
On 24 Feb GLENMARK was trading at 2058.60. The strike last trading price was 80, which was -14 lower than the previous day. The implied volatity was 29.7, the open interest changed by 11 which increased total open position to 63
On 23 Feb GLENMARK was trading at 2039.20. The strike last trading price was 94, which was -4.4 lower than the previous day. The implied volatity was 26.76, the open interest changed by 2 which increased total open position to 51
On 20 Feb GLENMARK was trading at 2043.20. The strike last trading price was 98.35, which was -13.15 lower than the previous day. The implied volatity was 29.45, the open interest changed by 12 which increased total open position to 48
On 19 Feb GLENMARK was trading at 2016.70. The strike last trading price was 114.35, which was -1 lower than the previous day. The implied volatity was 27.6, the open interest changed by 8 which increased total open position to 35
On 18 Feb GLENMARK was trading at 2030.20. The strike last trading price was 115.35, which was -0.65 lower than the previous day. The implied volatity was 31.41, the open interest changed by 12 which increased total open position to 26
On 17 Feb GLENMARK was trading at 2038.80. The strike last trading price was 116, which was 6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 14
On 16 Feb GLENMARK was trading at 2030.50. The strike last trading price was 116, which was 6 higher than the previous day. The implied volatity was 32.61, the open interest changed by 0 which decreased total open position to 15
On 13 Feb GLENMARK was trading at 1997.60. The strike last trading price was 110, which was -3 lower than the previous day. The implied volatity was 22.49, the open interest changed by 6 which increased total open position to 14
On 12 Feb GLENMARK was trading at 2034.50. The strike last trading price was 113, which was -56 lower than the previous day. The implied volatity was 32.01, the open interest changed by 5 which increased total open position to 7
On 11 Feb GLENMARK was trading at 2015.20. The strike last trading price was 169, which was 7.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 10 Feb GLENMARK was trading at 1958.00. The strike last trading price was 169, which was 7.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 9 Feb GLENMARK was trading at 1974.40. The strike last trading price was 169, which was 7.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 6 Feb GLENMARK was trading at 1934.80. The strike last trading price was 169, which was 7.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 5 Feb GLENMARK was trading at 1969.30. The strike last trading price was 169, which was 7.95 higher than the previous day. The implied volatity was 35.02, 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 161.05, 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 161.05, 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 161.05, 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 161.05, 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 161.05, 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 161.05, 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 161.05, 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
