Historical option data for GLENMARK
22 Jun 2026 01:18 PM IST
| GLENMARK 28-Jul-2026 (36d) 2200 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.51
Vega: 0.03
Theta: -1.33
Gamma: 0.00182
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 22 Jun | 2182.40 | 84.5 | -13.5 (-13.78%) | 31.88 | 45 | 18 | 66 | |||||||||
| 19 Jun | 2213.60 | 95.8 | 19.8 (26.05%) | 29.64 | 148 | -6 | 47 | |||||||||
| 18 Jun | 2154.00 | 76 | 6 (8.57%) | 31.24 | 18 | 7 | 53 | |||||||||
| 17 Jun | 2136.60 | 70.45 | -5.55 (-7.30%) | 32.17 | 19 | 5 | 45 | |||||||||
| 16 Jun | 2156.70 | 75 | -5 (-6.25%) | 30.37 | 56 | -7 | 41 | |||||||||
| 15 Jun | 2156.60 | 80 | -11 (-12.09%) | 32.07 | 11 | -1 | 47 | |||||||||
| 12 Jun | 2173.80 | 91 | 1 (1.11%) | 30.9 | 69 | 40 | 48 | |||||||||
| 11 Jun | 2144.50 | 90 | 0 (0.00%) | 34.58 | 4 | 3 | 8 | |||||||||
| 10 Jun | 2144.40 | 90 | -41 (-31.30%) | 34.93 | 5 | 2 | 4 | |||||||||
| 9 Jun | 2209.60 | 130.7 | -0.3 (-0.23%) | - | 1 | 0 | 2 | |||||||||
| 8 Jun | 2176.50 | 130.7 | -0.3 (-0.23%) | - | 1 | 0 | 2 | |||||||||
| 5 Jun | 2166.20 | 130.7 | -0.3 (-0.23%) | 35.32 | 1 | 0 | 2 | |||||||||
| 4 Jun | 2180.60 | 130.7 | 21.7 (19.91%) | 35.32 | 1 | 1 | 2 | |||||||||
| 3 Jun | 2174.00 | 130.35 | 0.35 (0.27%) | 32.53 | 1 | 0 | 1 | |||||||||
| 2 Jun | 2184.60 | 109.4 | -198.6 (-64.48%) | 32.53 | 1 | 0 | 0 | |||||||||
| 15 May | 2345.90 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 14 May | 2340.60 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 May | 2340.90 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 May | 2347.30 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 May | 2384.30 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 May | 2393.70 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Glenmark Pharmaceuticals - strike price 2200 expiring on 28JUL2026
Delta for 2200 CE is 0.51
Historical price for 2200 CE is as follows
On 22 Jun GLENMARK was trading at 2182.40. The strike last trading price was 84.5, which was -13.5 lower than the previous day. The implied volatity was 31.88, the open interest changed by 18 which increased total open position to 66
On 19 Jun GLENMARK was trading at 2213.60. The strike last trading price was 95.8, which was 19.8 higher than the previous day. The implied volatity was 29.64, the open interest changed by -6 which decreased total open position to 47
On 18 Jun GLENMARK was trading at 2154.00. The strike last trading price was 76, which was 6 higher than the previous day. The implied volatity was 31.24, the open interest changed by 7 which increased total open position to 53
On 17 Jun GLENMARK was trading at 2136.60. The strike last trading price was 70.45, which was -5.55 lower than the previous day. The implied volatity was 32.17, the open interest changed by 5 which increased total open position to 45
On 16 Jun GLENMARK was trading at 2156.70. The strike last trading price was 75, which was -5 lower than the previous day. The implied volatity was 30.37, the open interest changed by -7 which decreased total open position to 41
On 15 Jun GLENMARK was trading at 2156.60. The strike last trading price was 80, which was -11 lower than the previous day. The implied volatity was 32.07, the open interest changed by -1 which decreased total open position to 47
On 12 Jun GLENMARK was trading at 2173.80. The strike last trading price was 91, which was 1 higher than the previous day. The implied volatity was 30.9, the open interest changed by 40 which increased total open position to 48
On 11 Jun GLENMARK was trading at 2144.50. The strike last trading price was 90, which was 0 lower than the previous day. The implied volatity was 34.58, the open interest changed by 3 which increased total open position to 8
On 10 Jun GLENMARK was trading at 2144.40. The strike last trading price was 90, which was -41 lower than the previous day. The implied volatity was 34.93, the open interest changed by 2 which increased total open position to 4
On 9 Jun GLENMARK was trading at 2209.60. The strike last trading price was 130.7, which was -0.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 8 Jun GLENMARK was trading at 2176.50. The strike last trading price was 130.7, which was -0.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 5 Jun GLENMARK was trading at 2166.20. The strike last trading price was 130.7, which was -0.3 lower than the previous day. The implied volatity was 35.32, the open interest changed by 0 which decreased total open position to 2
On 4 Jun GLENMARK was trading at 2180.60. The strike last trading price was 130.7, which was 21.7 higher than the previous day. The implied volatity was 35.32, the open interest changed by 1 which increased total open position to 2
On 3 Jun GLENMARK was trading at 2174.00. The strike last trading price was 130.35, which was 0.35 higher than the previous day. The implied volatity was 32.53, the open interest changed by 0 which decreased total open position to 1
On 2 Jun GLENMARK was trading at 2184.60. The strike last trading price was 109.4, which was -198.6 lower than the previous day. The implied volatity was 32.53, the open interest changed by 0 which decreased total open position to 0
On 15 May GLENMARK was trading at 2345.90. The strike last trading price was 0, 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 14 May GLENMARK was trading at 2340.60. The strike last trading price was 0, 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 12 May GLENMARK was trading at 2340.90. The strike last trading price was 0, 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 11 May GLENMARK was trading at 2347.30. The strike last trading price was 0, 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 May GLENMARK was trading at 2384.30. The strike last trading price was 0, 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 May GLENMARK was trading at 2393.70. The strike last trading price was 0, 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
| GLENMARK 28-Jul-2026 (36d) 2200 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.47
Vega: 0.03
Theta: -0.91
Gamma: 0.00195
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 22 Jun | 2182.40 | 78 | 7.7 (10.95%) | 29.31 | 12 | 6 | 26 |
| 19 Jun | 2213.60 | 72.45 | -22.55 (-23.74%) | 28.48 | 18 | 9 | 21 |
| 18 Jun | 2154.00 | 95 | -14 (-12.84%) | 27.57 | 1 | 0 | 12 |
| 17 Jun | 2136.60 | 109 | 10 (10.10%) | 28.05 | 1 | 1 | 12 |
| 16 Jun | 2156.70 | 99 | -4 (-3.88%) | 28.51 | 11 | 7 | 12 |
| 15 Jun | 2156.60 | 103 | 6 (6.19%) | 28.67 | 3 | 1 | 5 |
| 12 Jun | 2173.80 | 97 | 97 | - | 1 | 0 | 4 |
| 11 Jun | 2144.50 | 97 | 97 (13.65%) | 30.9 | 1 | 0 | 4 |
| 10 Jun | 2144.40 | 97 | 11.65 (13.65%) | 30.9 | 1 | 1 | 4 |
| 9 Jun | 2209.60 | 85.35 | 12.4 (17.00%) | 29.64 | 3 | 3 | 3 |
| 8 Jun | 2176.50 | 0 | 0 | - | 0 | 0 | 0 |
| 5 Jun | 2166.20 | 0 | 0 | - | 0 | 0 | 0 |
| 4 Jun | 2180.60 | 0 | 0 | - | 0 | 0 | 0 |
| 3 Jun | 2174.00 | 0 | 0 | - | 0 | 0 | 0 |
| 2 Jun | 2184.60 | 0 | 0 | - | 0 | 0 | 0 |
| 15 May | 2345.90 | 0 | -72.95 (-100.00%) | - | 0 | 0 | 0 |
| 14 May | 2340.60 | 0 | -72.95 (-100.00%) | - | 0 | 0 | 0 |
| 12 May | 2340.90 | 0 | -72.95 (-100.00%) | - | 0 | 0 | 0 |
| 11 May | 2347.30 | 0 | -72.95 (-100.00%) | - | 0 | 0 | 0 |
| 5 May | 2384.30 | 0 | 0 | - | 0 | 0 | 0 |
| 4 May | 2393.70 | 0 | 0 | - | 0 | 0 | 0 |
For Glenmark Pharmaceuticals - strike price 2200 expiring on 28JUL2026
Delta for 2200 PE is -0.47
Historical price for 2200 PE is as follows
On 22 Jun GLENMARK was trading at 2182.40. The strike last trading price was 78, which was 7.7 higher than the previous day. The implied volatity was 29.31, the open interest changed by 6 which increased total open position to 26
On 19 Jun GLENMARK was trading at 2213.60. The strike last trading price was 72.45, which was -22.55 lower than the previous day. The implied volatity was 28.48, the open interest changed by 9 which increased total open position to 21
On 18 Jun GLENMARK was trading at 2154.00. The strike last trading price was 95, which was -14 lower than the previous day. The implied volatity was 27.57, the open interest changed by 0 which decreased total open position to 12
On 17 Jun GLENMARK was trading at 2136.60. The strike last trading price was 109, which was 10 higher than the previous day. The implied volatity was 28.05, the open interest changed by 1 which increased total open position to 12
On 16 Jun GLENMARK was trading at 2156.70. The strike last trading price was 99, which was -4 lower than the previous day. The implied volatity was 28.51, the open interest changed by 7 which increased total open position to 12
On 15 Jun GLENMARK was trading at 2156.60. The strike last trading price was 103, which was 6 higher than the previous day. The implied volatity was 28.67, the open interest changed by 1 which increased total open position to 5
On 12 Jun GLENMARK was trading at 2173.80. The strike last trading price was 97, which was 97 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 11 Jun GLENMARK was trading at 2144.50. The strike last trading price was 97, which was 97 higher than the previous day. The implied volatity was 30.9, the open interest changed by 0 which decreased total open position to 4
On 10 Jun GLENMARK was trading at 2144.40. The strike last trading price was 97, which was 11.65 higher than the previous day. The implied volatity was 30.9, the open interest changed by 1 which increased total open position to 4
On 9 Jun GLENMARK was trading at 2209.60. The strike last trading price was 85.35, which was 12.4 higher than the previous day. The implied volatity was 29.64, the open interest changed by 3 which increased total open position to 3
On 8 Jun GLENMARK was trading at 2176.50. The strike last trading price was 0, 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 Jun GLENMARK was trading at 2166.20. The strike last trading price was 0, 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 Jun GLENMARK was trading at 2180.60. The strike last trading price was 0, 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 Jun GLENMARK was trading at 2174.00. The strike last trading price was 0, 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 Jun GLENMARK was trading at 2184.60. The strike last trading price was 0, 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 15 May GLENMARK was trading at 2345.90. The strike last trading price was 0, which was -72.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 May GLENMARK was trading at 2340.60. The strike last trading price was 0, which was -72.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 May GLENMARK was trading at 2340.90. The strike last trading price was 0, which was -72.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 May GLENMARK was trading at 2347.30. The strike last trading price was 0, which was -72.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 May GLENMARK was trading at 2384.30. The strike last trading price was 0, 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 May GLENMARK was trading at 2393.70. The strike last trading price was 0, 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
