GLENMARK
Glenmark Pharmaceuticals
Historical option data for GLENMARK
30 Apr 2026 04:10 PM IST
| GLENMARK 26-May-2026 (25d) 2340 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.65
Vega: 0.02
Theta: -1.84
Gamma: 0.00151
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 30 Apr | 2406.30 | 142.2 | -7.050000000000011 | 37.61 | 11 | 3 | 131 | |||||||||
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| 29 Apr | 2413.90 | 149.25 | 7.550000000000011 | 39.1 | 35 | -1 | 128 | |||||||||
| 28 Apr | 2403.70 | 143.2 | 40.04999999999998 | 37.84 | 755 | -39 | 137 | |||||||||
| 27 Apr | 2325.10 | 105 | 15.349999999999994 | 39.05 | 260 | 42 | 175 | |||||||||
| 24 Apr | 2299.50 | 89.65 | -24.099999999999994 | 40.24 | 179 | 46 | 134 | |||||||||
| 23 Apr | 2335.00 | 114.25 | 53.45 | 36.97 | 211 | 87 | 88 | |||||||||
| 22 Apr | 2240.00 | 60.8 | 5.099999999999994 | 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 0.65
Historical price for 2340 CE is as follows
On 30 Apr GLENMARK was trading at 2406.30. The strike last trading price was 142.2, which was -7.050000000000011 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 7.550000000000011 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 40.04999999999998 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 15.349999999999994 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 -24.099999999999994 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 5.099999999999994 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 (25d) 2340 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.35
Vega: 0.02
Theta: -1.42
Gamma: 0.0016
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 30 Apr | 2406.30 | 58.5 | -0.29999999999999716 | 35.89 | 61 | 29 | 78 |
| 29 Apr | 2413.90 | 59.3 | -4.600000000000001 | 36.03 | 111 | 3 | 59 |
| 28 Apr | 2403.70 | 63.25 | -53.349999999999994 | 36.4 | 253 | 39 | 56 |
| 27 Apr | 2325.10 | 116.6 | 116.6 | 34.44 | 0 | 0 | 17 |
| 24 Apr | 2299.50 | 116.6 | -121.5 | 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 -0.35
Historical price for 2340 PE is as follows
On 30 Apr GLENMARK was trading at 2406.30. The strike last trading price was 58.5, which was -0.29999999999999716 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 -4.600000000000001 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 -53.349999999999994 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
