Historical option data for GLENMARK
05 Jun 2026 04:10 PM IST
| GLENMARK 30-Jun-2026 (24d) 2240 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.38
Vega: 0.02
Theta: -1.47
Gamma: 0.00213
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 5 Jun | 2166.20 | 45.55 | -7.8 (-14.62%) | 31.33 | 365 | 195 | 375 | |||||||||
| 4 Jun | 2180.60 | 55 | -1.9 (-3.34%) | 31.51 | 166 | -19 | 179 | |||||||||
| 3 Jun | 2174.00 | 53.65 | -8 (-12.98%) | 33.86 | 768 | -121 | 196 | |||||||||
| 2 Jun | 2184.60 | 58.75 | -11.65 (-16.55%) | 34.06 | 481 | 84 | 317 | |||||||||
| 1 Jun | 2201.20 | 69 | -136.8 (-66.47%) | 32.77 | 1,028 | 152 | 233 | |||||||||
| 29 May | 2274.90 | 205.8 | 0 (0.00%) | - | 1 | 0 | 81 | |||||||||
| 27 May | 2384.90 | 205.8 | 24.15 (13.29%) | 40.32 | 1 | 0 | 81 | |||||||||
| 26 May | 2351.40 | 181.65 | 0 (0.00%) | 43.21 | 113 | 0 | 81 | |||||||||
| 25 May | 2337.00 | 181.65 | 52.9 (41.09%) | 43.21 | 113 | 3 | 82 | |||||||||
| 22 May | 2259.10 | 129.5 | 4.5 (3.60%) | 39.97 | 120 | 78 | 78 | |||||||||
| 21 May | 2393.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 May | 2379.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 May | 2339.90 | 0 | -125.4 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 15 May | 2325.90 | 0 | -125.4 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 14 May | 2340.60 | 0 | -125.4 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 13 May | 2277.60 | 0 | -125.4 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 12 May | 2257.10 | 0 | -125.4 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 11 May | 2347.30 | 0 | -125.4 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 8 May | 2366.40 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 May | 2371.60 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 May | 2377.60 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 May | 2417.90 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Apr | 2413.90 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Apr | 2193.10 | - | - | - | 0 | 0 | 0 | |||||||||
| 10 Apr | 2190.00 | 0 | 0 (0.00%) | 0.51 | 0 | 0 | 0 | |||||||||
| 9 Apr | 2169.10 | 0 | 0 (0.00%) | 0.8 | 0 | 0 | 0 | |||||||||
| 8 Apr | 2173.50 | 0 | 0 (0.00%) | 1.37 | 0 | 0 | 0 | |||||||||
| 7 Apr | 2114.10 | 0 | 0 (0.00%) | 2.1 | 0 | 0 | 0 | |||||||||
| 6 Apr | 2104.80 | 0 | 0 (0.00%) | 2.02 | 0 | 0 | 0 | |||||||||
| 2 Apr | 2091.80 | 0 | 0 (0.00%) | 2.48 | 0 | 0 | 0 | |||||||||
For Glenmark Pharmaceuticals - strike price 2240 expiring on 30JUN2026
Delta for 2240 CE is 0.38
Historical price for 2240 CE is as follows
On 5 Jun GLENMARK was trading at 2166.20. The strike last trading price was 45.55, which was -7.8 lower than the previous day. The implied volatity was 31.33, the open interest changed by 195 which increased total open position to 375
On 4 Jun GLENMARK was trading at 2180.60. The strike last trading price was 55, which was -1.9 lower than the previous day. The implied volatity was 31.51, the open interest changed by -19 which decreased total open position to 179
On 3 Jun GLENMARK was trading at 2174.00. The strike last trading price was 53.65, which was -8 lower than the previous day. The implied volatity was 33.86, the open interest changed by -121 which decreased total open position to 196
On 2 Jun GLENMARK was trading at 2184.60. The strike last trading price was 58.75, which was -11.65 lower than the previous day. The implied volatity was 34.06, the open interest changed by 84 which increased total open position to 317
On 1 Jun GLENMARK was trading at 2201.20. The strike last trading price was 69, which was -136.8 lower than the previous day. The implied volatity was 32.77, the open interest changed by 152 which increased total open position to 233
On 29 May GLENMARK was trading at 2274.90. The strike last trading price was 205.8, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 81
On 27 May GLENMARK was trading at 2384.90. The strike last trading price was 205.8, which was 24.15 higher than the previous day. The implied volatity was 40.32, the open interest changed by 0 which decreased total open position to 81
On 26 May GLENMARK was trading at 2351.40. The strike last trading price was 181.65, which was 0 lower than the previous day. The implied volatity was 43.21, the open interest changed by 0 which decreased total open position to 81
On 25 May GLENMARK was trading at 2337.00. The strike last trading price was 181.65, which was 52.9 higher than the previous day. The implied volatity was 43.21, the open interest changed by 3 which increased total open position to 82
On 22 May GLENMARK was trading at 2259.10. The strike last trading price was 129.5, which was 4.5 higher than the previous day. The implied volatity was 39.97, the open interest changed by 78 which increased total open position to 78
On 21 May GLENMARK was trading at 2393.00. 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 20 May GLENMARK was trading at 2379.00. 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 18 May GLENMARK was trading at 2339.90. The strike last trading price was 0, which was -125.4 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 2325.90. The strike last trading price was 0, which was -125.4 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 -125.4 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 13 May GLENMARK was trading at 2277.60. The strike last trading price was 0, which was -125.4 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 12 May GLENMARK was trading at 2257.10. The strike last trading price was 0, which was -125.4 lower than the previous day. The implied volatity was 0, 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 -125.4 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 8 May GLENMARK was trading at 2366.40. 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 7 May GLENMARK was trading at 2371.60. 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 6 May GLENMARK was trading at 2377.60. 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 5 May GLENMARK was trading at 2417.90. 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 29 Apr GLENMARK was trading at 2413.90. 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 13 Apr GLENMARK was trading at 2193.10. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Apr GLENMARK was trading at 2190.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.51, the open interest changed by 0 which decreased total open position to 0
On 9 Apr GLENMARK was trading at 2169.10. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.8, the open interest changed by 0 which decreased total open position to 0
On 8 Apr GLENMARK was trading at 2173.50. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 1.37, the open interest changed by 0 which decreased total open position to 0
On 7 Apr GLENMARK was trading at 2114.10. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 2.1, the open interest changed by 0 which decreased total open position to 0
On 6 Apr GLENMARK was trading at 2104.80. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 2.02, the open interest changed by 0 which decreased total open position to 0
On 2 Apr GLENMARK was trading at 2091.80. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 2.48, the open interest changed by 0 which decreased total open position to 0
| GLENMARK 30-Jun-2026 (24d) 2240 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.64
Vega: 0.02
Theta: -0.89
Gamma: 0.0025
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 5 Jun | 2166.20 | 95.35 | 1.15 (1.22%) | 26.13 | 25 | 4 | 236 |
| 4 Jun | 2180.60 | 91.5 | -9.1 (-9.05%) | 28.6 | 21 | -5 | 231 |
| 3 Jun | 2174.00 | 101.65 | 3.9 (3.99%) | 27.27 | 89 | -1 | 235 |
| 2 Jun | 2184.60 | 97.75 | 8.5 (9.52%) | 27.25 | 120 | 26 | 236 |
| 1 Jun | 2201.20 | 91.05 | 17.8 (24.30%) | 30.48 | 854 | 101 | 211 |
| 29 May | 2274.90 | 60 | 8.5 (16.50%) | 32.9 | 147 | 13 | 108 |
| 27 May | 2384.90 | 52.25 | 0.25 (0.48%) | 39.23 | 80 | -27 | 98 |
| 26 May | 2351.40 | 51.55 | -8.8 (-14.58%) | 35.95 | 27 | 6 | 124 |
| 25 May | 2337.00 | 59.7 | -28.75 (-32.50%) | 37.21 | 227 | 61 | 118 |
| 22 May | 2259.10 | 92 | 47.25 (105.59%) | 35.23 | 106 | 46 | 57 |
| 21 May | 2393.00 | 44.75 | -5.2 (-10.41%) | 35.79 | 13 | 2 | 11 |
| 20 May | 2379.00 | 49.5 | -144.05 (-74.43%) | 34.5 | 9 | 8 | 8 |
| 18 May | 2339.90 | 0 | -193.55 (-100.00%) | - | 0 | 0 | 0 |
| 15 May | 2325.90 | 0 | -193.55 (-100.00%) | - | 0 | 0 | 0 |
| 14 May | 2340.60 | 0 | -193.55 (-100.00%) | 0 | 0 | 0 | 0 |
| 13 May | 2277.60 | 0 | -193.55 (-100.00%) | 0 | 0 | 0 | 0 |
| 12 May | 2257.10 | 0 | -193.55 (-100.00%) | 0 | 0 | 0 | 0 |
| 11 May | 2347.30 | 0 | -193.55 (-100.00%) | 0 | 0 | 0 | 0 |
| 8 May | 2366.40 | 0 | 0 | - | 0 | 0 | 0 |
| 7 May | 2371.60 | 0 | 0 | - | 0 | 0 | 0 |
| 6 May | 2377.60 | 0 | 0 | - | 0 | 0 | 0 |
| 5 May | 2417.90 | 0 | 0 | - | 0 | 0 | 0 |
| 29 Apr | 2413.90 | 0 | 0 | - | 0 | 0 | 0 |
| 13 Apr | 2193.10 | - | - | - | 0 | 0 | 0 |
| 10 Apr | 2190.00 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 9 Apr | 2169.10 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 8 Apr | 2173.50 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 7 Apr | 2114.10 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 6 Apr | 2104.80 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 2 Apr | 2091.80 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
For Glenmark Pharmaceuticals - strike price 2240 expiring on 30JUN2026
Delta for 2240 PE is -0.64
Historical price for 2240 PE is as follows
On 5 Jun GLENMARK was trading at 2166.20. The strike last trading price was 95.35, which was 1.15 higher than the previous day. The implied volatity was 26.13, the open interest changed by 4 which increased total open position to 236
On 4 Jun GLENMARK was trading at 2180.60. The strike last trading price was 91.5, which was -9.1 lower than the previous day. The implied volatity was 28.6, the open interest changed by -5 which decreased total open position to 231
On 3 Jun GLENMARK was trading at 2174.00. The strike last trading price was 101.65, which was 3.9 higher than the previous day. The implied volatity was 27.27, the open interest changed by -1 which decreased total open position to 235
On 2 Jun GLENMARK was trading at 2184.60. The strike last trading price was 97.75, which was 8.5 higher than the previous day. The implied volatity was 27.25, the open interest changed by 26 which increased total open position to 236
On 1 Jun GLENMARK was trading at 2201.20. The strike last trading price was 91.05, which was 17.8 higher than the previous day. The implied volatity was 30.48, the open interest changed by 101 which increased total open position to 211
On 29 May GLENMARK was trading at 2274.90. The strike last trading price was 60, which was 8.5 higher than the previous day. The implied volatity was 32.9, the open interest changed by 13 which increased total open position to 108
On 27 May GLENMARK was trading at 2384.90. The strike last trading price was 52.25, which was 0.25 higher than the previous day. The implied volatity was 39.23, the open interest changed by -27 which decreased total open position to 98
On 26 May GLENMARK was trading at 2351.40. The strike last trading price was 51.55, which was -8.8 lower than the previous day. The implied volatity was 35.95, the open interest changed by 6 which increased total open position to 124
On 25 May GLENMARK was trading at 2337.00. The strike last trading price was 59.7, which was -28.75 lower than the previous day. The implied volatity was 37.21, the open interest changed by 61 which increased total open position to 118
On 22 May GLENMARK was trading at 2259.10. The strike last trading price was 92, which was 47.25 higher than the previous day. The implied volatity was 35.23, the open interest changed by 46 which increased total open position to 57
On 21 May GLENMARK was trading at 2393.00. The strike last trading price was 44.75, which was -5.2 lower than the previous day. The implied volatity was 35.79, the open interest changed by 2 which increased total open position to 11
On 20 May GLENMARK was trading at 2379.00. The strike last trading price was 49.5, which was -144.05 lower than the previous day. The implied volatity was 34.5, the open interest changed by 8 which increased total open position to 8
On 18 May GLENMARK was trading at 2339.90. The strike last trading price was 0, which was -193.55 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 2325.90. The strike last trading price was 0, which was -193.55 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 -193.55 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 13 May GLENMARK was trading at 2277.60. The strike last trading price was 0, which was -193.55 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 12 May GLENMARK was trading at 2257.10. The strike last trading price was 0, which was -193.55 lower than the previous day. The implied volatity was 0, 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 -193.55 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 8 May GLENMARK was trading at 2366.40. 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 7 May GLENMARK was trading at 2371.60. 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 6 May GLENMARK was trading at 2377.60. 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 5 May GLENMARK was trading at 2417.90. 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 29 Apr GLENMARK was trading at 2413.90. 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 13 Apr GLENMARK was trading at 2193.10. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Apr GLENMARK was trading at 2190.00. 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 9 Apr GLENMARK was trading at 2169.10. 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 8 Apr GLENMARK was trading at 2173.50. 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 7 Apr GLENMARK was trading at 2114.10. 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 6 Apr GLENMARK was trading at 2104.80. 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 Apr GLENMARK was trading at 2091.80. 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
