Historical option data for GLENMARK
25 May 2026 04:10 PM IST
| GLENMARK 26-May-2026 2340 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.49
Vega: 0.01
Theta: -6.83
Gamma: 0.00891
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 25 May | 2337.00 | 17.1 | 7.1 (71.00%) | 31.67 | 4,271 | -82 | 166 | |||||||||
| 22 May | 2259.10 | 8.5 | -56.5 (-86.92%) | 37.22 | 2,117 | 68 | 258 | |||||||||
| 21 May | 2393.00 | 67.05 | -0.95 (-1.40%) | 34.32 | 58 | 1 | 192 | |||||||||
| 20 May | 2379.00 | 68.35 | -21.65 (-24.06%) | 35.88 | 101 | -21 | 191 | |||||||||
| 19 May | 2405.90 | 93.15 | 35.15 (60.60%) | 35.51 | 1,293 | -494 | 218 | |||||||||
| 18 May | 2339.90 | 59 | 0 (0.00%) | 35.82 | 1,217 | 59 | 713 | |||||||||
| 15 May | 2325.90 | 58.9 | -15.1 (-20.41%) | 38.96 | 684 | 103 | 655 | |||||||||
| 14 May | 2340.60 | 72 | 23 (46.94%) | 40.54 | 2,322 | 273 | 557 | |||||||||
| 13 May | 2277.60 | 49 | 3 (6.52%) | 0 | 563 | 48 | 284 | |||||||||
| 12 May | 2257.10 | 50 | -39 (-43.82%) | 43.46 | 493 | 17 | 238 | |||||||||
| 11 May | 2347.30 | 83.05 | -14.95 (-15.26%) | 0 | 482 | 62 | 222 | |||||||||
| 8 May | 2366.40 | 95 | -16.4 (-14.72%) | 37.13 | 369 | 24 | 160 | |||||||||
| 7 May | 2371.60 | 105.75 | -5.65 (-5.07%) | 38.89 | 0 | 0 | 136 | |||||||||
| 6 May | 2377.60 | 105.75 | -20.7 (-16.37%) | 38.89 | 36 | 6 | 136 | |||||||||
| 5 May | 2417.90 | 126.45 | 0 (0.00%) | 39.75 | 0 | 0 | 130 | |||||||||
| 4 May | 2393.70 | 126.45 | -15.75 (-11.08%) | 39.75 | 2 | 3 | 131 | |||||||||
| 30 Apr | 2406.30 | 142.2 | -7.05 (-4.72%) | 37.61 | 11 | 3 | 131 | |||||||||
| 29 Apr | 2413.90 | 149.25 | 7.55 (5.33%) | 39.1 | 35 | -1 | 128 | |||||||||
| 28 Apr | 2403.70 | 143.2 | 40.05 (38.83%) | 37.84 | 755 | -39 | 137 | |||||||||
| 27 Apr | 2325.10 | 105 | 15.35 (17.12%) | 39.05 | 260 | 42 | 175 | |||||||||
| 24 Apr | 2299.50 | 89.65 | -24.1 (-21.19%) | 40.24 | 179 | 46 | 134 | |||||||||
| 23 Apr | 2335.00 | 114.25 | 53.45 (87.91%) | 36.97 | 211 | 87 | 88 | |||||||||
| 22 Apr | 2240.00 | 60.8 | 5.1 (9.16%) | 35.98 | 1 | 0 | 0 | |||||||||
| 21 Apr | 2233.10 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Apr | 2230.70 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Apr | 2249.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Apr | 2249.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 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 | |||||||||
For Glenmark Pharmaceuticals - strike price 2340 expiring on 26MAY2026
Delta for 2340 CE is 0.49
Historical price for 2340 CE is as follows
On 25 May GLENMARK was trading at 2337.00. The strike last trading price was 17.1, which was 7.1 higher than the previous day. The implied volatity was 31.67, the open interest changed by -82 which decreased total open position to 166
On 22 May GLENMARK was trading at 2259.10. The strike last trading price was 8.5, which was -56.5 lower than the previous day. The implied volatity was 37.22, the open interest changed by 68 which increased total open position to 258
On 21 May GLENMARK was trading at 2393.00. The strike last trading price was 67.05, which was -0.95 lower than the previous day. The implied volatity was 34.32, the open interest changed by 1 which increased total open position to 192
On 20 May GLENMARK was trading at 2379.00. The strike last trading price was 68.35, which was -21.65 lower than the previous day. The implied volatity was 35.88, the open interest changed by -21 which decreased total open position to 191
On 19 May GLENMARK was trading at 2405.90. The strike last trading price was 93.15, which was 35.15 higher than the previous day. The implied volatity was 35.51, the open interest changed by -494 which decreased total open position to 218
On 18 May GLENMARK was trading at 2339.90. The strike last trading price was 59, which was 0 lower than the previous day. The implied volatity was 35.82, the open interest changed by 59 which increased total open position to 713
On 15 May GLENMARK was trading at 2325.90. The strike last trading price was 58.9, which was -15.1 lower than the previous day. The implied volatity was 38.96, the open interest changed by 103 which increased total open position to 655
On 14 May GLENMARK was trading at 2340.60. The strike last trading price was 72, which was 23 higher than the previous day. The implied volatity was 40.54, the open interest changed by 273 which increased total open position to 557
On 13 May GLENMARK was trading at 2277.60. The strike last trading price was 49, which was 3 higher than the previous day. The implied volatity was 0, the open interest changed by 48 which increased total open position to 284
On 12 May GLENMARK was trading at 2257.10. The strike last trading price was 50, which was -39 lower than the previous day. The implied volatity was 43.46, the open interest changed by 17 which increased total open position to 238
On 11 May GLENMARK was trading at 2347.30. The strike last trading price was 83.05, which was -14.95 lower than the previous day. The implied volatity was 0, the open interest changed by 62 which increased total open position to 222
On 8 May GLENMARK was trading at 2366.40. The strike last trading price was 95, which was -16.4 lower than the previous day. The implied volatity was 37.13, the open interest changed by 24 which increased total open position to 160
On 7 May GLENMARK was trading at 2371.60. The strike last trading price was 105.75, which was -5.65 lower than the previous day. The implied volatity was 38.89, the open interest changed by 0 which decreased total open position to 136
On 6 May GLENMARK was trading at 2377.60. The strike last trading price was 105.75, which was -20.7 lower than the previous day. The implied volatity was 38.89, the open interest changed by 6 which increased total open position to 136
On 5 May GLENMARK was trading at 2417.90. The strike last trading price was 126.45, which was 0 lower than the previous day. The implied volatity was 39.75, the open interest changed by 0 which decreased total open position to 130
On 4 May GLENMARK was trading at 2393.70. The strike last trading price was 126.45, which was -15.75 lower than the previous day. The implied volatity was 39.75, the open interest changed by 3 which increased total open position to 131
On 30 Apr GLENMARK was trading at 2406.30. The strike last trading price was 142.2, which was -7.05 lower than the previous day. The implied volatity was 37.61, the open interest changed by 3 which increased total open position to 131
On 29 Apr GLENMARK was trading at 2413.90. The strike last trading price was 149.25, which was 7.55 higher than the previous day. The implied volatity was 39.1, the open interest changed by -1 which decreased total open position to 128
On 28 Apr GLENMARK was trading at 2403.70. The strike last trading price was 143.2, which was 40.05 higher than the previous day. The implied volatity was 37.84, the open interest changed by -39 which decreased total open position to 137
On 27 Apr GLENMARK was trading at 2325.10. The strike last trading price was 105, which was 15.35 higher than the previous day. The implied volatity was 39.05, the open interest changed by 42 which increased total open position to 175
On 24 Apr GLENMARK was trading at 2299.50. The strike last trading price was 89.65, which was -24.1 lower than the previous day. The implied volatity was 40.24, the open interest changed by 46 which increased total open position to 134
On 23 Apr GLENMARK was trading at 2335.00. The strike last trading price was 114.25, which was 53.45 higher than the previous day. The implied volatity was 36.97, the open interest changed by 87 which increased total open position to 88
On 22 Apr GLENMARK was trading at 2240.00. The strike last trading price was 60.8, which was 5.1 higher than the previous day. The implied volatity was 35.98, the open interest changed by 0 which decreased total open position to 0
On 21 Apr GLENMARK was trading at 2233.10. 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 20 Apr GLENMARK was trading at 2230.70. 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
On 17 Apr GLENMARK was trading at 2249.50. 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 16 Apr GLENMARK was trading at 2249.50. 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 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
| GLENMARK 26-May-2026 2340 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.51
Vega: 0.01
Theta: -6.9
Gamma: 0.00839
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 25 May | 2337.00 | 19.75 | -67.7 (-77.42%) | 33.65 | 2,111 | 65 | 206 |
| 22 May | 2259.10 | 93.85 | 80.3 (592.62%) | 33.15 | 774 | -46 | 157 |
| 21 May | 2393.00 | 12.7 | -7.1 (-35.86%) | 26.92 | 193 | -6 | 211 |
| 20 May | 2379.00 | 19.5 | -3.45 (-15.03%) | 26.81 | 152 | 7 | 214 |
| 19 May | 2405.90 | 22.65 | -33.35 (-59.55%) | 37.75 | 132 | -16 | 207 |
| 18 May | 2339.90 | 54.15 | -13.1 (-19.48%) | 40.23 | 168 | -5 | 224 |
| 15 May | 2325.90 | 66.65 | 6.15 (10.17%) | 35.89 | 315 | -109 | 233 |
| 14 May | 2340.60 | 58.7 | -38.45 (-39.58%) | 35.66 | 632 | 221 | 340 |
| 13 May | 2277.60 | 95.75 | -21.85 (-18.58%) | 0 | 98 | 27 | 122 |
| 12 May | 2257.10 | 112.85 | 46.75 (70.73%) | 0 | 136 | -37 | 96 |
| 11 May | 2347.30 | 69.95 | 8.05 (13.00%) | 0 | 236 | 38 | 132 |
| 8 May | 2366.40 | 63.85 | 1.45 (2.32%) | 37.52 | 198 | 0 | 94 |
| 7 May | 2371.60 | 62.4 | 4.5 (7.77%) | 37.11 | 32 | -1 | 94 |
| 6 May | 2377.60 | 59.35 | 16.15 (37.38%) | 36.34 | 124 | 8 | 95 |
| 5 May | 2417.90 | 41.25 | -16.35 (-28.39%) | 34.99 | 51 | 8 | 88 |
| 4 May | 2393.70 | 57.6 | -0.75 (-1.29%) | 36.47 | 32 | 30 | 79 |
| 30 Apr | 2406.30 | 58.5 | -0.3 (-0.51%) | 35.89 | 61 | 29 | 78 |
| 29 Apr | 2413.90 | 59.3 | -4.6 (-7.20%) | 36.03 | 111 | 3 | 59 |
| 28 Apr | 2403.70 | 63.25 | -53.35 (-45.75%) | 36.4 | 253 | 39 | 56 |
| 27 Apr | 2325.10 | 116.6 | 116.6 (-51.03%) | 34.44 | 0 | 0 | 17 |
| 24 Apr | 2299.50 | 116.6 | -121.5 (-51.03%) | 34.44 | 18 | 13 | 13 |
| 23 Apr | 2335.00 | 0 | 0 | - | 0 | 0 | 0 |
| 22 Apr | 2240.00 | 0 | 0 | - | 0 | 0 | 0 |
| 21 Apr | 2233.10 | 0 | 0 | - | 0 | 0 | 0 |
| 20 Apr | 2230.70 | 0 | 0 | - | 0 | 0 | 0 |
| 17 Apr | 2249.50 | 0 | 0 | - | 0 | 0 | 0 |
| 16 Apr | 2249.50 | 0 | 0 | - | 0 | 0 | 0 |
| 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 |
For Glenmark Pharmaceuticals - strike price 2340 expiring on 26MAY2026
Delta for 2340 PE is -0.51
Historical price for 2340 PE is as follows
On 25 May GLENMARK was trading at 2337.00. The strike last trading price was 19.75, which was -67.7 lower than the previous day. The implied volatity was 33.65, the open interest changed by 65 which increased total open position to 206
On 22 May GLENMARK was trading at 2259.10. The strike last trading price was 93.85, which was 80.3 higher than the previous day. The implied volatity was 33.15, the open interest changed by -46 which decreased total open position to 157
On 21 May GLENMARK was trading at 2393.00. The strike last trading price was 12.7, which was -7.1 lower than the previous day. The implied volatity was 26.92, the open interest changed by -6 which decreased total open position to 211
On 20 May GLENMARK was trading at 2379.00. The strike last trading price was 19.5, which was -3.45 lower than the previous day. The implied volatity was 26.81, the open interest changed by 7 which increased total open position to 214
On 19 May GLENMARK was trading at 2405.90. The strike last trading price was 22.65, which was -33.35 lower than the previous day. The implied volatity was 37.75, the open interest changed by -16 which decreased total open position to 207
On 18 May GLENMARK was trading at 2339.90. The strike last trading price was 54.15, which was -13.1 lower than the previous day. The implied volatity was 40.23, the open interest changed by -5 which decreased total open position to 224
On 15 May GLENMARK was trading at 2325.90. The strike last trading price was 66.65, which was 6.15 higher than the previous day. The implied volatity was 35.89, the open interest changed by -109 which decreased total open position to 233
On 14 May GLENMARK was trading at 2340.60. The strike last trading price was 58.7, which was -38.45 lower than the previous day. The implied volatity was 35.66, the open interest changed by 221 which increased total open position to 340
On 13 May GLENMARK was trading at 2277.60. The strike last trading price was 95.75, which was -21.85 lower than the previous day. The implied volatity was 0, the open interest changed by 27 which increased total open position to 122
On 12 May GLENMARK was trading at 2257.10. The strike last trading price was 112.85, which was 46.75 higher than the previous day. The implied volatity was 0, the open interest changed by -37 which decreased total open position to 96
On 11 May GLENMARK was trading at 2347.30. The strike last trading price was 69.95, which was 8.05 higher than the previous day. The implied volatity was 0, the open interest changed by 38 which increased total open position to 132
On 8 May GLENMARK was trading at 2366.40. The strike last trading price was 63.85, which was 1.45 higher than the previous day. The implied volatity was 37.52, the open interest changed by 0 which decreased total open position to 94
On 7 May GLENMARK was trading at 2371.60. The strike last trading price was 62.4, which was 4.5 higher than the previous day. The implied volatity was 37.11, the open interest changed by -1 which decreased total open position to 94
On 6 May GLENMARK was trading at 2377.60. The strike last trading price was 59.35, which was 16.15 higher than the previous day. The implied volatity was 36.34, the open interest changed by 8 which increased total open position to 95
On 5 May GLENMARK was trading at 2417.90. The strike last trading price was 41.25, which was -16.35 lower than the previous day. The implied volatity was 34.99, the open interest changed by 8 which increased total open position to 88
On 4 May GLENMARK was trading at 2393.70. The strike last trading price was 57.6, which was -0.75 lower than the previous day. The implied volatity was 36.47, the open interest changed by 30 which increased total open position to 79
On 30 Apr GLENMARK was trading at 2406.30. The strike last trading price was 58.5, which was -0.3 lower than the previous day. The implied volatity was 35.89, the open interest changed by 29 which increased total open position to 78
On 29 Apr GLENMARK was trading at 2413.90. The strike last trading price was 59.3, which was -4.6 lower than the previous day. The implied volatity was 36.03, the open interest changed by 3 which increased total open position to 59
On 28 Apr GLENMARK was trading at 2403.70. The strike last trading price was 63.25, which was -53.35 lower than the previous day. The implied volatity was 36.4, the open interest changed by 39 which increased total open position to 56
On 27 Apr GLENMARK was trading at 2325.10. The strike last trading price was 116.6, which was 116.6 higher than the previous day. The implied volatity was 34.44, the open interest changed by 0 which decreased total open position to 17
On 24 Apr GLENMARK was trading at 2299.50. The strike last trading price was 116.6, which was -121.5 lower than the previous day. The implied volatity was 34.44, the open interest changed by 13 which increased total open position to 13
On 23 Apr GLENMARK was trading at 2335.00. 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 22 Apr GLENMARK was trading at 2240.00. 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 21 Apr GLENMARK was trading at 2233.10. 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 20 Apr GLENMARK was trading at 2230.70. 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
On 17 Apr GLENMARK was trading at 2249.50. 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 16 Apr GLENMARK was trading at 2249.50. 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 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
