Historical option data for GLENMARK
05 Jun 2026 12:04 PM IST
| GLENMARK 30-Jun-2026 (25d) 2260 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.37
Vega: 0.02
Theta: -1.53
Gamma: 0.002
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 5 Jun | 2182.00 | 45.9 | -2.75 (-5.65%) | 32.86 | 138 | 38 | 231 | |||||||||
| 4 Jun | 2180.60 | 48.45 | -2.15 (-4.25%) | 32.69 | 133 | 17 | 192 | |||||||||
| 3 Jun | 2174.00 | 48 | -5.25 (-9.86%) | 34.2 | 186 | 30 | 175 | |||||||||
| 2 Jun | 2184.60 | 49.7 | -13.75 (-21.67%) | 32.94 | 248 | -16 | 146 | |||||||||
| 1 Jun | 2201.20 | 61.95 | -63.85 (-50.76%) | 32.82 | 1,142 | 109 | 160 | |||||||||
| 29 May | 2274.90 | 137.35 | -56.25 (-29.05%) | 39.08 | 118 | 28 | 51 | |||||||||
| 27 May | 2384.90 | 194 | 4 (2.11%) | 42.75 | 8 | 1 | 24 | |||||||||
| 26 May | 2351.40 | 190 | 19 (11.11%) | 41.12 | 1 | 0 | 23 | |||||||||
| 25 May | 2337.00 | 171 | 51.05 (42.56%) | 42.46 | 37 | -2 | 23 | |||||||||
| 22 May | 2259.10 | 119 | -81 (-40.50%) | 39.51 | 51 | 19 | 20 | |||||||||
| 21 May | 2393.00 | 200 | 0 (0.00%) | - | 1 | 0 | 1 | |||||||||
| 20 May | 2379.00 | 200 | 0 (0.00%) | - | 1 | 0 | 1 | |||||||||
| 19 May | 2405.90 | 200 | 0 (0.00%) | - | 1 | 0 | 1 | |||||||||
| 18 May | 2339.90 | 200 | 0 (0.00%) | - | 1 | 0 | 1 | |||||||||
| 15 May | 2325.90 | 200 | 0 (0.00%) | - | 0 | 0 | 1 | |||||||||
| 14 May | 2340.60 | 200 | 0 (0.00%) | 0 | 0 | 0 | 1 | |||||||||
| 13 May | 2277.60 | 200 | 0 (0.00%) | 0 | 0 | 0 | 1 | |||||||||
| 12 May | 2257.10 | 200 | 0 (0.00%) | 0 | 0 | 0 | 1 | |||||||||
| 11 May | 2347.30 | 200 | 0 (0.00%) | 0 | 0 | 0 | 1 | |||||||||
| 8 May | 2366.40 | 200 | -37.7 (-15.86%) | 36.21 | 1 | 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 | |||||||||
For Glenmark Pharmaceuticals - strike price 2260 expiring on 30JUN2026
Delta for 2260 CE is 0.37
Historical price for 2260 CE is as follows
On 5 Jun GLENMARK was trading at 2182.00. The strike last trading price was 45.9, which was -2.75 lower than the previous day. The implied volatity was 32.86, the open interest changed by 38 which increased total open position to 231
On 4 Jun GLENMARK was trading at 2180.60. The strike last trading price was 48.45, which was -2.15 lower than the previous day. The implied volatity was 32.69, the open interest changed by 17 which increased total open position to 192
On 3 Jun GLENMARK was trading at 2174.00. The strike last trading price was 48, which was -5.25 lower than the previous day. The implied volatity was 34.2, the open interest changed by 30 which increased total open position to 175
On 2 Jun GLENMARK was trading at 2184.60. The strike last trading price was 49.7, which was -13.75 lower than the previous day. The implied volatity was 32.94, the open interest changed by -16 which decreased total open position to 146
On 1 Jun GLENMARK was trading at 2201.20. The strike last trading price was 61.95, which was -63.85 lower than the previous day. The implied volatity was 32.82, the open interest changed by 109 which increased total open position to 160
On 29 May GLENMARK was trading at 2274.90. The strike last trading price was 137.35, which was -56.25 lower than the previous day. The implied volatity was 39.08, the open interest changed by 28 which increased total open position to 51
On 27 May GLENMARK was trading at 2384.90. The strike last trading price was 194, which was 4 higher than the previous day. The implied volatity was 42.75, the open interest changed by 1 which increased total open position to 24
On 26 May GLENMARK was trading at 2351.40. The strike last trading price was 190, which was 19 higher than the previous day. The implied volatity was 41.12, the open interest changed by 0 which decreased total open position to 23
On 25 May GLENMARK was trading at 2337.00. The strike last trading price was 171, which was 51.05 higher than the previous day. The implied volatity was 42.46, the open interest changed by -2 which decreased total open position to 23
On 22 May GLENMARK was trading at 2259.10. The strike last trading price was 119, which was -81 lower than the previous day. The implied volatity was 39.51, the open interest changed by 19 which increased total open position to 20
On 21 May GLENMARK was trading at 2393.00. The strike last trading price was 200, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 20 May GLENMARK was trading at 2379.00. The strike last trading price was 200, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 19 May GLENMARK was trading at 2405.90. The strike last trading price was 200, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 18 May GLENMARK was trading at 2339.90. The strike last trading price was 200, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 15 May GLENMARK was trading at 2325.90. The strike last trading price was 200, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 14 May GLENMARK was trading at 2340.60. The strike last trading price was 200, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 1
On 13 May GLENMARK was trading at 2277.60. The strike last trading price was 200, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 1
On 12 May GLENMARK was trading at 2257.10. The strike last trading price was 200, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 1
On 11 May GLENMARK was trading at 2347.30. The strike last trading price was 200, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 1
On 8 May GLENMARK was trading at 2366.40. The strike last trading price was 200, which was -37.7 lower than the previous day. The implied volatity was 36.21, 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
| GLENMARK 30-Jun-2026 (25d) 2260 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.66
Vega: 0.02
Theta: -0.85
Gamma: 0.00235
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 5 Jun | 2182.00 | 105.5 | 105.5 (-10.10%) | 26.49 | 32 | 0 | 152 |
| 4 Jun | 2180.60 | 105.5 | -11.85 (-10.10%) | 26.49 | 32 | -2 | 152 |
| 3 Jun | 2174.00 | 117.3 | 12.75 (12.20%) | 27.9 | 36 | 1 | 154 |
| 2 Jun | 2184.60 | 103.7 | 2.4 (2.37%) | 26.55 | 102 | 36 | 153 |
| 1 Jun | 2201.20 | 103.5 | 21.2 (25.76%) | 30.16 | 666 | 34 | 119 |
| 29 May | 2274.90 | 72.75 | 14.2 (24.25%) | 36.69 | 232 | -22 | 101 |
| 27 May | 2384.90 | 58.55 | -0.45 (-0.76%) | 39.01 | 47 | 9 | 124 |
| 26 May | 2351.40 | 59.2 | -8.25 (-12.23%) | 36.46 | 92 | 9 | 116 |
| 25 May | 2337.00 | 66.2 | -32.45 (-32.89%) | 36.38 | 129 | 72 | 103 |
| 22 May | 2259.10 | 100 | 14 (16.28%) | 34.87 | 106 | 44 | 45 |
| 21 May | 2393.00 | 86 | 86 | - | 1 | 0 | 1 |
| 20 May | 2379.00 | 86 | 86 | - | 1 | 0 | 1 |
| 19 May | 2405.90 | 86 | 86 | - | 1 | 0 | 1 |
| 18 May | 2339.90 | 86 | 86 (0.00%) | - | 1 | 0 | 1 |
| 15 May | 2325.90 | 86 | 0 (0.00%) | - | 0 | 0 | 1 |
| 14 May | 2340.60 | 86 | 0 (0.00%) | 0 | 0 | 0 | 1 |
| 13 May | 2277.60 | 86 | 0 (0.00%) | 0 | 0 | 0 | 1 |
| 12 May | 2257.10 | 86 | 0 (0.00%) | 0 | 0 | 0 | 1 |
| 11 May | 2347.30 | 86 | 0 (0.00%) | 0 | 0 | 0 | 1 |
| 8 May | 2366.40 | 86 | 14.5 (20.28%) | 39.81 | 1 | 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 |
For Glenmark Pharmaceuticals - strike price 2260 expiring on 30JUN2026
Delta for 2260 PE is -0.66
Historical price for 2260 PE is as follows
On 5 Jun GLENMARK was trading at 2182.00. The strike last trading price was 105.5, which was 105.5 higher than the previous day. The implied volatity was 26.49, the open interest changed by 0 which decreased total open position to 152
On 4 Jun GLENMARK was trading at 2180.60. The strike last trading price was 105.5, which was -11.85 lower than the previous day. The implied volatity was 26.49, the open interest changed by -2 which decreased total open position to 152
On 3 Jun GLENMARK was trading at 2174.00. The strike last trading price was 117.3, which was 12.75 higher than the previous day. The implied volatity was 27.9, the open interest changed by 1 which increased total open position to 154
On 2 Jun GLENMARK was trading at 2184.60. The strike last trading price was 103.7, which was 2.4 higher than the previous day. The implied volatity was 26.55, the open interest changed by 36 which increased total open position to 153
On 1 Jun GLENMARK was trading at 2201.20. The strike last trading price was 103.5, which was 21.2 higher than the previous day. The implied volatity was 30.16, the open interest changed by 34 which increased total open position to 119
On 29 May GLENMARK was trading at 2274.90. The strike last trading price was 72.75, which was 14.2 higher than the previous day. The implied volatity was 36.69, the open interest changed by -22 which decreased total open position to 101
On 27 May GLENMARK was trading at 2384.90. The strike last trading price was 58.55, which was -0.45 lower than the previous day. The implied volatity was 39.01, the open interest changed by 9 which increased total open position to 124
On 26 May GLENMARK was trading at 2351.40. The strike last trading price was 59.2, which was -8.25 lower than the previous day. The implied volatity was 36.46, the open interest changed by 9 which increased total open position to 116
On 25 May GLENMARK was trading at 2337.00. The strike last trading price was 66.2, which was -32.45 lower than the previous day. The implied volatity was 36.38, the open interest changed by 72 which increased total open position to 103
On 22 May GLENMARK was trading at 2259.10. The strike last trading price was 100, which was 14 higher than the previous day. The implied volatity was 34.87, the open interest changed by 44 which increased total open position to 45
On 21 May GLENMARK was trading at 2393.00. The strike last trading price was 86, which was 86 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 20 May GLENMARK was trading at 2379.00. The strike last trading price was 86, which was 86 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 19 May GLENMARK was trading at 2405.90. The strike last trading price was 86, which was 86 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 18 May GLENMARK was trading at 2339.90. The strike last trading price was 86, which was 86 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 15 May GLENMARK was trading at 2325.90. The strike last trading price was 86, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 14 May GLENMARK was trading at 2340.60. The strike last trading price was 86, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 1
On 13 May GLENMARK was trading at 2277.60. The strike last trading price was 86, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 1
On 12 May GLENMARK was trading at 2257.10. The strike last trading price was 86, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 1
On 11 May GLENMARK was trading at 2347.30. The strike last trading price was 86, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 1
On 8 May GLENMARK was trading at 2366.40. The strike last trading price was 86, which was 14.5 higher than the previous day. The implied volatity was 39.81, 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
