GLENMARK
Glenmark Pharmaceuticals
Historical option data for GLENMARK
11 Mar 2026 04:11 PM IST
| GLENMARK 30-MAR-2026 2140 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.79
Vega: 1.48
Theta: -1.85
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 11 Mar | 2272.70 | 163.25 | 32.85 | 36.03 | 51 | -2 | 131 | |||||||||
| 10 Mar | 2225.80 | 133 | 71.85 | 31.25 | 1,490 | -141 | 133 | |||||||||
| 9 Mar | 2117.60 | 61 | 3.1 | 32.13 | 477 | -36 | 274 | |||||||||
| 6 Mar | 2124.40 | 56.25 | 6.9 | 25.7 | 1,188 | 68 | 311 | |||||||||
| 5 Mar | 2108.90 | 48.25 | 15.35 | 25.79 | 399 | -15 | 239 | |||||||||
| 4 Mar | 2039.70 | 32.15 | -33.7 | 30.24 | 430 | 34 | 259 | |||||||||
| 2 Mar | 2123.30 | 73.95 | 5.05 | 29.17 | 938 | 47 | 275 | |||||||||
| 27 Feb | 2136.70 | 73.9 | 10.9 | 23.92 | 2,581 | 81 | 228 | |||||||||
| 26 Feb | 2124.30 | 62.8 | 17.1 | 24.18 | 1,211 | 124 | 142 | |||||||||
| 25 Feb | 2085.00 | 44.75 | -24.35 | 25.28 | 43 | 18 | 18 | |||||||||
| 24 Feb | 2058.60 | 69.1 | 0 | 2.52 | 0 | 0 | 0 | |||||||||
| 23 Feb | 2039.20 | 69.1 | 0 | 3.6 | 0 | 0 | 0 | |||||||||
| 20 Feb | 2043.20 | 69.1 | 0 | 3.03 | 0 | 0 | 0 | |||||||||
| 19 Feb | 2016.70 | 69.1 | 0 | 4.25 | 0 | 0 | 0 | |||||||||
| 18 Feb | 2030.20 | 69.1 | 0 | 3.41 | 0 | 0 | 0 | |||||||||
| 17 Feb | 2038.80 | 69.1 | 0 | 3.1 | 0 | 0 | 0 | |||||||||
| 16 Feb | 2030.50 | 69.1 | 0 | 3.23 | 0 | 0 | 0 | |||||||||
| 13 Feb | 1997.60 | 69.1 | 0 | 4.2 | 0 | 0 | 0 | |||||||||
| 12 Feb | 2034.50 | 69.1 | 0 | 2.75 | 0 | 0 | 0 | |||||||||
| 11 Feb | 2015.20 | 69.1 | 0 | 3.44 | 0 | 0 | 0 | |||||||||
| 10 Feb | 1958.00 | 69.1 | 0 | 5.48 | 0 | 0 | 0 | |||||||||
| 9 Feb | 1974.40 | 69.1 | 0 | 4.6 | 0 | 0 | 0 | |||||||||
| 6 Feb | 1934.80 | 69.1 | 0 | 6.08 | 0 | 0 | 0 | |||||||||
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| 5 Feb | 1969.30 | 69.1 | 0 | 4.86 | 0 | 0 | 0 | |||||||||
| 4 Feb | 1959.30 | 69.1 | 0 | 5.03 | 0 | 0 | 0 | |||||||||
| 3 Feb | 1954.20 | 69.1 | 0 | 4.89 | 0 | 0 | 0 | |||||||||
| 2 Feb | 1920.40 | 69.1 | 0 | 5.82 | 0 | 0 | 0 | |||||||||
| 1 Feb | 1940.00 | 69.1 | 0 | 5.47 | 0 | 0 | 0 | |||||||||
| 30 Jan | 2015.90 | 69.1 | 0 | 2.83 | 0 | 0 | 0 | |||||||||
For Glenmark Pharmaceuticals - strike price 2140 expiring on 30MAR2026
Delta for 2140 CE is 0.79
Historical price for 2140 CE is as follows
On 11 Mar GLENMARK was trading at 2272.70. The strike last trading price was 163.25, which was 32.85 higher than the previous day. The implied volatity was 36.03, the open interest changed by -2 which decreased total open position to 131
On 10 Mar GLENMARK was trading at 2225.80. The strike last trading price was 133, which was 71.85 higher than the previous day. The implied volatity was 31.25, the open interest changed by -141 which decreased total open position to 133
On 9 Mar GLENMARK was trading at 2117.60. The strike last trading price was 61, which was 3.1 higher than the previous day. The implied volatity was 32.13, the open interest changed by -36 which decreased total open position to 274
On 6 Mar GLENMARK was trading at 2124.40. The strike last trading price was 56.25, which was 6.9 higher than the previous day. The implied volatity was 25.7, the open interest changed by 68 which increased total open position to 311
On 5 Mar GLENMARK was trading at 2108.90. The strike last trading price was 48.25, which was 15.35 higher than the previous day. The implied volatity was 25.79, the open interest changed by -15 which decreased total open position to 239
On 4 Mar GLENMARK was trading at 2039.70. The strike last trading price was 32.15, which was -33.7 lower than the previous day. The implied volatity was 30.24, the open interest changed by 34 which increased total open position to 259
On 2 Mar GLENMARK was trading at 2123.30. The strike last trading price was 73.95, which was 5.05 higher than the previous day. The implied volatity was 29.17, the open interest changed by 47 which increased total open position to 275
On 27 Feb GLENMARK was trading at 2136.70. The strike last trading price was 73.9, which was 10.9 higher than the previous day. The implied volatity was 23.92, the open interest changed by 81 which increased total open position to 228
On 26 Feb GLENMARK was trading at 2124.30. The strike last trading price was 62.8, which was 17.1 higher than the previous day. The implied volatity was 24.18, the open interest changed by 124 which increased total open position to 142
On 25 Feb GLENMARK was trading at 2085.00. The strike last trading price was 44.75, which was -24.35 lower than the previous day. The implied volatity was 25.28, the open interest changed by 18 which increased total open position to 18
On 24 Feb GLENMARK was trading at 2058.60. The strike last trading price was 69.1, which was 0 lower than the previous day. The implied volatity was 2.52, the open interest changed by 0 which decreased total open position to 0
On 23 Feb GLENMARK was trading at 2039.20. The strike last trading price was 69.1, which was 0 lower than the previous day. The implied volatity was 3.6, the open interest changed by 0 which decreased total open position to 0
On 20 Feb GLENMARK was trading at 2043.20. The strike last trading price was 69.1, which was 0 lower than the previous day. The implied volatity was 3.03, 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 69.1, which was 0 lower than the previous day. The implied volatity was 4.25, 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 69.1, which was 0 lower than the previous day. The implied volatity was 3.41, 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 69.1, which was 0 lower than the previous day. The implied volatity was 3.1, 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 69.1, which was 0 lower than the previous day. The implied volatity was 3.23, 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 69.1, which was 0 lower than the previous day. The implied volatity was 4.2, 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 69.1, which was 0 lower than the previous day. The implied volatity was 2.75, 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 69.1, 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 10 Feb GLENMARK was trading at 1958.00. The strike last trading price was 69.1, which was 0 lower than the previous day. The implied volatity was 5.48, 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 69.1, which was 0 lower than the previous day. The implied volatity was 4.6, 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 69.1, which was 0 lower than the previous day. The implied volatity was 6.08, 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 69.1, which was 0 lower than the previous day. The implied volatity was 4.86, 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 69.1, which was 0 lower than the previous day. The implied volatity was 5.03, 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 69.1, which was 0 lower than the previous day. The implied volatity was 4.89, 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 69.1, which was 0 lower than the previous day. The implied volatity was 5.82, 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 69.1, which was 0 lower than the previous day. The implied volatity was 5.47, 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 69.1, which was 0 lower than the previous day. The implied volatity was 2.83, the open interest changed by 0 which decreased total open position to 0
| GLENMARK 30MAR2026 2140 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.22
Vega: 1.51
Theta: -1.36
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 11 Mar | 2272.70 | 24.95 | -8.3 | 37.64 | 285 | 9 | 225 |
| 10 Mar | 2225.80 | 31 | -45.3 | 35.89 | 871 | 110 | 220 |
| 9 Mar | 2117.60 | 75.9 | 5.7 | 35.18 | 40 | -5 | 109 |
| 6 Mar | 2124.40 | 70 | -8.95 | 32.36 | 214 | 22 | 124 |
| 5 Mar | 2108.90 | 79.85 | -44.9 | 31.81 | 8 | 2 | 103 |
| 4 Mar | 2039.70 | 124.2 | 55.1 | 32.62 | 51 | -24 | 103 |
| 2 Mar | 2123.30 | 59.85 | -0.75 | 27.62 | 252 | -24 | 133 |
| 27 Feb | 2136.70 | 55.35 | -12.35 | 27.41 | 684 | 4 | 160 |
| 26 Feb | 2124.30 | 67.5 | -20.95 | 27.76 | 251 | 106 | 156 |
| 25 Feb | 2085.00 | 88.5 | -20.8 | 25.9 | 31 | 19 | 49 |
| 24 Feb | 2058.60 | 109.3 | -14.2 | 32.26 | 31 | 24 | 30 |
| 23 Feb | 2039.20 | 123.5 | -8.5 | - | 0 | 0 | 6 |
| 20 Feb | 2043.20 | 123.5 | -8.5 | 29.48 | 3 | 0 | 3 |
| 19 Feb | 2016.70 | 132 | -55.05 | - | 0 | 0 | 3 |
| 18 Feb | 2030.20 | 132 | -55.05 | - | 0 | 0 | 3 |
| 17 Feb | 2038.80 | 132 | -55.05 | - | 0 | 0 | 3 |
| 16 Feb | 2030.50 | 132 | -55.05 | - | 0 | 0 | 3 |
| 13 Feb | 1997.60 | 132 | -55.05 | - | 0 | 0 | 3 |
| 12 Feb | 2034.50 | 132 | -55.05 | 30.06 | 3 | 1 | 1 |
| 11 Feb | 2015.20 | 187.05 | 0 | - | 0 | 0 | 0 |
| 10 Feb | 1958.00 | 187.05 | 0 | - | 0 | 0 | 0 |
| 9 Feb | 1974.40 | 187.05 | 0 | - | 0 | 0 | 0 |
| 6 Feb | 1934.80 | 187.05 | 0 | - | 0 | 0 | 0 |
| 5 Feb | 1969.30 | 187.05 | 0 | - | 0 | 0 | 0 |
| 4 Feb | 1959.30 | 187.05 | 0 | - | 0 | 0 | 0 |
| 3 Feb | 1954.20 | 187.05 | 0 | - | 0 | 0 | 0 |
| 2 Feb | 1920.40 | 187.05 | 0 | - | 0 | 0 | 0 |
| 1 Feb | 1940.00 | 187.05 | 0 | - | 0 | 0 | 0 |
| 30 Jan | 2015.90 | 187.05 | 0 | - | 0 | 0 | 0 |
For Glenmark Pharmaceuticals - strike price 2140 expiring on 30MAR2026
Delta for 2140 PE is -0.22
Historical price for 2140 PE is as follows
On 11 Mar GLENMARK was trading at 2272.70. The strike last trading price was 24.95, which was -8.3 lower than the previous day. The implied volatity was 37.64, the open interest changed by 9 which increased total open position to 225
On 10 Mar GLENMARK was trading at 2225.80. The strike last trading price was 31, which was -45.3 lower than the previous day. The implied volatity was 35.89, the open interest changed by 110 which increased total open position to 220
On 9 Mar GLENMARK was trading at 2117.60. The strike last trading price was 75.9, which was 5.7 higher than the previous day. The implied volatity was 35.18, the open interest changed by -5 which decreased total open position to 109
On 6 Mar GLENMARK was trading at 2124.40. The strike last trading price was 70, which was -8.95 lower than the previous day. The implied volatity was 32.36, the open interest changed by 22 which increased total open position to 124
On 5 Mar GLENMARK was trading at 2108.90. The strike last trading price was 79.85, which was -44.9 lower than the previous day. The implied volatity was 31.81, the open interest changed by 2 which increased total open position to 103
On 4 Mar GLENMARK was trading at 2039.70. The strike last trading price was 124.2, which was 55.1 higher than the previous day. The implied volatity was 32.62, the open interest changed by -24 which decreased total open position to 103
On 2 Mar GLENMARK was trading at 2123.30. The strike last trading price was 59.85, which was -0.75 lower than the previous day. The implied volatity was 27.62, the open interest changed by -24 which decreased total open position to 133
On 27 Feb GLENMARK was trading at 2136.70. The strike last trading price was 55.35, which was -12.35 lower than the previous day. The implied volatity was 27.41, the open interest changed by 4 which increased total open position to 160
On 26 Feb GLENMARK was trading at 2124.30. The strike last trading price was 67.5, which was -20.95 lower than the previous day. The implied volatity was 27.76, the open interest changed by 106 which increased total open position to 156
On 25 Feb GLENMARK was trading at 2085.00. The strike last trading price was 88.5, which was -20.8 lower than the previous day. The implied volatity was 25.9, the open interest changed by 19 which increased total open position to 49
On 24 Feb GLENMARK was trading at 2058.60. The strike last trading price was 109.3, which was -14.2 lower than the previous day. The implied volatity was 32.26, the open interest changed by 24 which increased total open position to 30
On 23 Feb GLENMARK was trading at 2039.20. The strike last trading price was 123.5, which was -8.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 20 Feb GLENMARK was trading at 2043.20. The strike last trading price was 123.5, which was -8.5 lower than the previous day. The implied volatity was 29.48, the open interest changed by 0 which decreased total open position to 3
On 19 Feb GLENMARK was trading at 2016.70. The strike last trading price was 132, which was -55.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 18 Feb GLENMARK was trading at 2030.20. The strike last trading price was 132, which was -55.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 17 Feb GLENMARK was trading at 2038.80. The strike last trading price was 132, which was -55.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 16 Feb GLENMARK was trading at 2030.50. The strike last trading price was 132, which was -55.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 13 Feb GLENMARK was trading at 1997.60. The strike last trading price was 132, which was -55.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 12 Feb GLENMARK was trading at 2034.50. The strike last trading price was 132, which was -55.05 lower than the previous day. The implied volatity was 30.06, the open interest changed by 1 which increased total open position to 1
On 11 Feb GLENMARK was trading at 2015.20. The strike last trading price was 187.05, 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 10 Feb GLENMARK was trading at 1958.00. The strike last trading price was 187.05, 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 187.05, 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 187.05, 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 187.05, 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 187.05, 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 187.05, 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 187.05, 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 187.05, 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 187.05, 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
