GLENMARK
Glenmark Pharmaceuticals
Historical option data for GLENMARK
28 Apr 2026 04:10 PM IST
| GLENMARK 26-May-2026 (27d) 2300 CE | ||||||||||||||||
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Delta: 0.68
Vega: 0.02
Theta: -1.83
Gamma: 0.00134
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 28 Apr | 2403.70 | 166.05 | 41.20000000000002 | 40.2 | 799 | -90 | 314 | |||||||||
| 27 Apr | 2325.10 | 126 | 13.150000000000006 | 39.24 | 665 | 48 | 409 | |||||||||
| 24 Apr | 2299.50 | 110 | -23.05000000000001 | 40.85 | 543 | 72 | 359 | |||||||||
| 23 Apr | 2335.00 | 137 | 66.55 | 37.45 | 1,708 | 212 | 287 | |||||||||
| 22 Apr | 2240.00 | 70.7 | 0.29999999999999716 | 33.51 | 85 | 17 | 70 | |||||||||
| 21 Apr | 2233.10 | 70 | 1.5999999999999943 | 33.38 | 36 | 20 | 53 | |||||||||
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| 20 Apr | 2230.70 | 68.4 | -12.599999999999994 | 33.82 | 33 | 20 | 33 | |||||||||
| 17 Apr | 2249.50 | 81 | -1.2000000000000028 | 33.07 | 5 | 1 | 11 | |||||||||
| 16 Apr | 2249.50 | 82.25 | -3.25 | 33.01 | 9 | 5 | 8 | |||||||||
| 15 Apr | 2258.40 | 85.5 | 18.75 | 31.28 | 5 | 2 | 2 | |||||||||
| 13 Apr | 2193.10 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Apr | 2163.20 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Apr | 2091.80 | - | - | - | 0 | 0 | 0 | |||||||||
| 1 Apr | 2101.10 | 0 | 0 | 1.54 | 0 | 0 | 0 | |||||||||
For Glenmark Pharmaceuticals - strike price 2300 expiring on 26MAY2026
Delta for 2300 CE is 0.68
Historical price for 2300 CE is as follows
On 28 Apr GLENMARK was trading at 2403.70. The strike last trading price was 166.05, which was 41.20000000000002 higher than the previous day. The implied volatity was 40.2, the open interest changed by -90 which decreased total open position to 314
On 27 Apr GLENMARK was trading at 2325.10. The strike last trading price was 126, which was 13.150000000000006 higher than the previous day. The implied volatity was 39.24, the open interest changed by 48 which increased total open position to 409
On 24 Apr GLENMARK was trading at 2299.50. The strike last trading price was 110, which was -23.05000000000001 lower than the previous day. The implied volatity was 40.85, the open interest changed by 72 which increased total open position to 359
On 23 Apr GLENMARK was trading at 2335.00. The strike last trading price was 137, which was 66.55 higher than the previous day. The implied volatity was 37.45, the open interest changed by 212 which increased total open position to 287
On 22 Apr GLENMARK was trading at 2240.00. The strike last trading price was 70.7, which was 0.29999999999999716 higher than the previous day. The implied volatity was 33.51, the open interest changed by 17 which increased total open position to 70
On 21 Apr GLENMARK was trading at 2233.10. The strike last trading price was 70, which was 1.5999999999999943 higher than the previous day. The implied volatity was 33.38, the open interest changed by 20 which increased total open position to 53
On 20 Apr GLENMARK was trading at 2230.70. The strike last trading price was 68.4, which was -12.599999999999994 lower than the previous day. The implied volatity was 33.82, the open interest changed by 20 which increased total open position to 33
On 17 Apr GLENMARK was trading at 2249.50. The strike last trading price was 81, which was -1.2000000000000028 lower than the previous day. The implied volatity was 33.07, the open interest changed by 1 which increased total open position to 11
On 16 Apr GLENMARK was trading at 2249.50. The strike last trading price was 82.25, which was -3.25 lower than the previous day. The implied volatity was 33.01, the open interest changed by 5 which increased total open position to 8
On 15 Apr GLENMARK was trading at 2258.40. The strike last trading price was 85.5, which was 18.75 higher than the previous day. The implied volatity was 31.28, the open interest changed by 2 which increased total open position to 2
On 13 Apr GLENMARK was trading at 2193.10. 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 10 Apr GLENMARK was trading at 2163.20. 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 2 Apr GLENMARK was trading at 2091.80. 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 1 Apr GLENMARK was trading at 2101.10. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 1.54, the open interest changed by 0 which decreased total open position to 0
| GLENMARK 26-May-2026 (27d) 2300 PE | |||||||
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Delta: -0.31
Vega: 0.02
Theta: -1.26
Gamma: 0.00147
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 28 Apr | 2403.70 | 49.55 | -31.549999999999997 | 35.77 | 961 | 7 | 378 |
| 27 Apr | 2325.10 | 79.45 | -22.75 | 37.3 | 241 | 55 | 372 |
| 24 Apr | 2299.50 | 106.6 | 25 | 38.92 | 280 | 36 | 318 |
| 23 Apr | 2335.00 | 77 | -44.900000000000006 | 37.24 | 462 | 223 | 282 |
| 22 Apr | 2240.00 | 121.9 | 121.9 | 31.58 | 0 | 0 | 59 |
| 21 Apr | 2233.10 | 121.9 | -8.099999999999994 | 31.58 | 1 | 0 | 58 |
| 20 Apr | 2230.70 | 130 | 13.849999999999994 | 33.44 | 17 | 5 | 61 |
| 17 Apr | 2249.50 | 116 | -4 | 31.86 | 23 | 16 | 57 |
| 16 Apr | 2249.50 | 120 | -89.6 | 33.56 | 41 | 39 | 39 |
| 15 Apr | 2258.40 | 0 | 0 | - | 0 | 0 | 0 |
| 13 Apr | 2193.10 | 0 | 0 | - | 0 | 0 | 0 |
| 10 Apr | 2163.20 | 0 | 0 | - | 0 | 0 | 0 |
| 2 Apr | 2091.80 | - | - | - | 0 | 0 | 0 |
| 1 Apr | 2101.10 | 0 | 0 | - | 0 | 0 | 0 |
For Glenmark Pharmaceuticals - strike price 2300 expiring on 26MAY2026
Delta for 2300 PE is -0.31
Historical price for 2300 PE is as follows
On 28 Apr GLENMARK was trading at 2403.70. The strike last trading price was 49.55, which was -31.549999999999997 lower than the previous day. The implied volatity was 35.77, the open interest changed by 7 which increased total open position to 378
On 27 Apr GLENMARK was trading at 2325.10. The strike last trading price was 79.45, which was -22.75 lower than the previous day. The implied volatity was 37.3, the open interest changed by 55 which increased total open position to 372
On 24 Apr GLENMARK was trading at 2299.50. The strike last trading price was 106.6, which was 25 higher than the previous day. The implied volatity was 38.92, the open interest changed by 36 which increased total open position to 318
On 23 Apr GLENMARK was trading at 2335.00. The strike last trading price was 77, which was -44.900000000000006 lower than the previous day. The implied volatity was 37.24, the open interest changed by 223 which increased total open position to 282
On 22 Apr GLENMARK was trading at 2240.00. The strike last trading price was 121.9, which was 121.9 higher than the previous day. The implied volatity was 31.58, the open interest changed by 0 which decreased total open position to 59
On 21 Apr GLENMARK was trading at 2233.10. The strike last trading price was 121.9, which was -8.099999999999994 lower than the previous day. The implied volatity was 31.58, the open interest changed by 0 which decreased total open position to 58
On 20 Apr GLENMARK was trading at 2230.70. The strike last trading price was 130, which was 13.849999999999994 higher than the previous day. The implied volatity was 33.44, the open interest changed by 5 which increased total open position to 61
On 17 Apr GLENMARK was trading at 2249.50. The strike last trading price was 116, which was -4 lower than the previous day. The implied volatity was 31.86, the open interest changed by 16 which increased total open position to 57
On 16 Apr GLENMARK was trading at 2249.50. The strike last trading price was 120, which was -89.6 lower than the previous day. The implied volatity was 33.56, the open interest changed by 39 which increased total open position to 39
On 15 Apr GLENMARK was trading at 2258.40. 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 13 Apr GLENMARK was trading at 2193.10. 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 10 Apr GLENMARK was trading at 2163.20. 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 2 Apr GLENMARK was trading at 2091.80. 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 1 Apr GLENMARK was trading at 2101.10. 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
