Historical option data for GLENMARK
01 Jun 2026 04:10 PM IST
| GLENMARK 30-Jun-2026 (28d) 2300 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.36
Vega: 0.02
Theta: -1.44
Gamma: 0.00181
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 1 Jun | 2201.20 | 48 | -52.15 (-52.07%) | 33.09 | 7,181 | 878 | 1,450 | |||||||||
| 29 May | 2274.90 | 110 | -59.8 (-35.22%) | 39.69 | 1,329 | 271 | 572 | |||||||||
| 27 May | 2384.90 | 170 | 22.1 (14.94%) | 42.36 | 97 | -17 | 301 | |||||||||
| 26 May | 2351.40 | 149 | 5.6 (3.91%) | 39.56 | 169 | 52 | 318 | |||||||||
| 25 May | 2337.00 | 140.4 | 39.7 (39.42%) | 38.96 | 1,516 | -89 | 267 | |||||||||
| 22 May | 2259.10 | 98.7 | -79.3 (-44.55%) | 38.95 | 1,051 | 319 | 352 | |||||||||
| 21 May | 2393.00 | 178 | -7 (-3.78%) | 36.72 | 3 | 0 | 32 | |||||||||
| 20 May | 2379.00 | 185.1 | 16.1 (9.53%) | 36.6 | 8 | 0 | 31 | |||||||||
| 19 May | 2405.90 | 169.35 | 26.35 (18.43%) | 34.35 | 15 | -1 | 31 | |||||||||
| 18 May | 2339.90 | 144.55 | 2.55 (1.80%) | 36.39 | 11 | 0 | 31 | |||||||||
| 15 May | 2325.90 | 141.65 | -10.15 (-6.69%) | 35.4 | 9 | 2 | 30 | |||||||||
| 14 May | 2340.60 | 151.8 | 26.8 (21.44%) | 35.96 | 41 | 27 | 28 | |||||||||
| 13 May | 2277.60 | 125 | 0 (0.00%) | 0 | 0 | 0 | 1 | |||||||||
| 12 May | 2257.10 | 125 | -87.6 (-41.20%) | 39.71 | 1 | 1 | 1 | |||||||||
| 11 May | 2347.30 | 0 | -212.6 (-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 | |||||||||
For Glenmark Pharmaceuticals - strike price 2300 expiring on 30JUN2026
Delta for 2300 CE is 0.36
Historical price for 2300 CE is as follows
On 1 Jun GLENMARK was trading at 2201.20. The strike last trading price was 48, which was -52.15 lower than the previous day. The implied volatity was 33.09, the open interest changed by 878 which increased total open position to 1450
On 29 May GLENMARK was trading at 2274.90. The strike last trading price was 110, which was -59.8 lower than the previous day. The implied volatity was 39.69, the open interest changed by 271 which increased total open position to 572
On 27 May GLENMARK was trading at 2384.90. The strike last trading price was 170, which was 22.1 higher than the previous day. The implied volatity was 42.36, the open interest changed by -17 which decreased total open position to 301
On 26 May GLENMARK was trading at 2351.40. The strike last trading price was 149, which was 5.6 higher than the previous day. The implied volatity was 39.56, the open interest changed by 52 which increased total open position to 318
On 25 May GLENMARK was trading at 2337.00. The strike last trading price was 140.4, which was 39.7 higher than the previous day. The implied volatity was 38.96, the open interest changed by -89 which decreased total open position to 267
On 22 May GLENMARK was trading at 2259.10. The strike last trading price was 98.7, which was -79.3 lower than the previous day. The implied volatity was 38.95, the open interest changed by 319 which increased total open position to 352
On 21 May GLENMARK was trading at 2393.00. The strike last trading price was 178, which was -7 lower than the previous day. The implied volatity was 36.72, the open interest changed by 0 which decreased total open position to 32
On 20 May GLENMARK was trading at 2379.00. The strike last trading price was 185.1, which was 16.1 higher than the previous day. The implied volatity was 36.6, the open interest changed by 0 which decreased total open position to 31
On 19 May GLENMARK was trading at 2405.90. The strike last trading price was 169.35, which was 26.35 higher than the previous day. The implied volatity was 34.35, the open interest changed by -1 which decreased total open position to 31
On 18 May GLENMARK was trading at 2339.90. The strike last trading price was 144.55, which was 2.55 higher than the previous day. The implied volatity was 36.39, the open interest changed by 0 which decreased total open position to 31
On 15 May GLENMARK was trading at 2325.90. The strike last trading price was 141.65, which was -10.15 lower than the previous day. The implied volatity was 35.4, the open interest changed by 2 which increased total open position to 30
On 14 May GLENMARK was trading at 2340.60. The strike last trading price was 151.8, which was 26.8 higher than the previous day. The implied volatity was 35.96, the open interest changed by 27 which increased total open position to 28
On 13 May GLENMARK was trading at 2277.60. The strike last trading price was 125, 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 125, which was -87.6 lower than the previous day. The implied volatity was 39.71, the open interest changed by 1 which increased total open position to 1
On 11 May GLENMARK was trading at 2347.30. The strike last trading price was 0, which was -212.6 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
| GLENMARK 30-Jun-2026 (28d) 2300 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.67
Vega: 0.02
Theta: -0.89
Gamma: 0.002
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 1 Jun | 2201.20 | 126.95 | 24.05 (23.37%) | 28.94 | 1,473 | -200 | 519 |
| 29 May | 2274.90 | 85 | 12.3 (16.92%) | 33.57 | 2,382 | 184 | 766 |
| 27 May | 2384.90 | 73.3 | -0.7 (-0.95%) | 39.26 | 469 | 41 | 584 |
| 26 May | 2351.40 | 73.55 | -10.1 (-12.07%) | 36.79 | 195 | 28 | 542 |
| 25 May | 2337.00 | 82.45 | -35.65 (-30.19%) | 36.37 | 1,031 | 433 | 518 |
| 22 May | 2259.10 | 123.45 | 59.45 (92.89%) | 35.26 | 194 | 62 | 86 |
| 21 May | 2393.00 | 64 | -3.8 (-5.60%) | 34.99 | 13 | -1 | 23 |
| 20 May | 2379.00 | 67.8 | 2.8 (4.31%) | 34.97 | 29 | 5 | 24 |
| 19 May | 2405.90 | 65 | -41.45 (-38.94%) | 35.05 | 14 | 4 | 18 |
| 18 May | 2339.90 | 106.45 | 9.45 (9.74%) | 38.67 | 2 | 0 | 16 |
| 15 May | 2325.90 | 97 | 10.8 (12.53%) | 35.52 | 17 | 6 | 16 |
| 14 May | 2340.60 | 86.2 | -15.75 (-15.45%) | 34.86 | 9 | 2 | 11 |
| 13 May | 2277.60 | 101.95 | 0 (0.00%) | 0 | 0 | 0 | 9 |
| 12 May | 2257.10 | 101.95 | 0 (0.00%) | 0 | 0 | 0 | 9 |
| 11 May | 2347.30 | 101.95 | 8.95 (9.62%) | 0 | 3 | 0 | 6 |
| 8 May | 2366.40 | 93 | 9.75 (11.71%) | 35.34 | 7 | 3 | 5 |
| 7 May | 2371.60 | 83.25 | -2.7 (-3.14%) | 34.27 | 12 | 1 | 1 |
| 6 May | 2377.60 | 0 | 0 | - | 0 | 0 | 0 |
| 5 May | 2417.90 | 0 | 0 | - | 0 | 0 | 0 |
For Glenmark Pharmaceuticals - strike price 2300 expiring on 30JUN2026
Delta for 2300 PE is -0.67
Historical price for 2300 PE is as follows
On 1 Jun GLENMARK was trading at 2201.20. The strike last trading price was 126.95, which was 24.05 higher than the previous day. The implied volatity was 28.94, the open interest changed by -200 which decreased total open position to 519
On 29 May GLENMARK was trading at 2274.90. The strike last trading price was 85, which was 12.3 higher than the previous day. The implied volatity was 33.57, the open interest changed by 184 which increased total open position to 766
On 27 May GLENMARK was trading at 2384.90. The strike last trading price was 73.3, which was -0.7 lower than the previous day. The implied volatity was 39.26, the open interest changed by 41 which increased total open position to 584
On 26 May GLENMARK was trading at 2351.40. The strike last trading price was 73.55, which was -10.1 lower than the previous day. The implied volatity was 36.79, the open interest changed by 28 which increased total open position to 542
On 25 May GLENMARK was trading at 2337.00. The strike last trading price was 82.45, which was -35.65 lower than the previous day. The implied volatity was 36.37, the open interest changed by 433 which increased total open position to 518
On 22 May GLENMARK was trading at 2259.10. The strike last trading price was 123.45, which was 59.45 higher than the previous day. The implied volatity was 35.26, the open interest changed by 62 which increased total open position to 86
On 21 May GLENMARK was trading at 2393.00. The strike last trading price was 64, which was -3.8 lower than the previous day. The implied volatity was 34.99, the open interest changed by -1 which decreased total open position to 23
On 20 May GLENMARK was trading at 2379.00. The strike last trading price was 67.8, which was 2.8 higher than the previous day. The implied volatity was 34.97, the open interest changed by 5 which increased total open position to 24
On 19 May GLENMARK was trading at 2405.90. The strike last trading price was 65, which was -41.45 lower than the previous day. The implied volatity was 35.05, the open interest changed by 4 which increased total open position to 18
On 18 May GLENMARK was trading at 2339.90. The strike last trading price was 106.45, which was 9.45 higher than the previous day. The implied volatity was 38.67, the open interest changed by 0 which decreased total open position to 16
On 15 May GLENMARK was trading at 2325.90. The strike last trading price was 97, which was 10.8 higher than the previous day. The implied volatity was 35.52, the open interest changed by 6 which increased total open position to 16
On 14 May GLENMARK was trading at 2340.60. The strike last trading price was 86.2, which was -15.75 lower than the previous day. The implied volatity was 34.86, the open interest changed by 2 which increased total open position to 11
On 13 May GLENMARK was trading at 2277.60. The strike last trading price was 101.95, 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 9
On 12 May GLENMARK was trading at 2257.10. The strike last trading price was 101.95, 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 9
On 11 May GLENMARK was trading at 2347.30. The strike last trading price was 101.95, which was 8.95 higher than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 6
On 8 May GLENMARK was trading at 2366.40. The strike last trading price was 93, which was 9.75 higher than the previous day. The implied volatity was 35.34, the open interest changed by 3 which increased total open position to 5
On 7 May GLENMARK was trading at 2371.60. The strike last trading price was 83.25, which was -2.7 lower than the previous day. The implied volatity was 34.27, the open interest changed by 1 which increased total open position to 1
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
