Historical option data for GLENMARK
26 May 2026 04:10 PM IST
| GLENMARK 30-Jun-2026 (34d) 2360 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.54
Vega: 0.03
Theta: -1.7
Gamma: 0.00143
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 26 May | 2351.40 | 116.55 | 4.15 (3.69%) | 37.92 | 351 | 64 | 137 | |||||||||
| 25 May | 2337.00 | 111.2 | 35.15 (46.22%) | 39.27 | 402 | 22 | 73 | |||||||||
| 22 May | 2259.10 | 76 | -71 (-48.30%) | 38.48 | 165 | 49 | 50 | |||||||||
| 21 May | 2393.00 | 146.95 | 13.95 (10.49%) | 37.26 | 6 | 0 | 1 | |||||||||
| 20 May | 2379.00 | 133.05 | 0.05 (0.04%) | 30.24 | 0 | 0 | 1 | |||||||||
| 19 May | 2405.90 | 133.05 | 48.05 (56.53%) | 30.24 | 2 | 1 | 1 | |||||||||
| 18 May | 2339.90 | 0 | -85.1 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 15 May | 2325.90 | 0 | -85.1 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 14 May | 2340.60 | 0 | -85.1 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 13 May | 2277.60 | 0 | -85.1 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 12 May | 2257.10 | 0 | -85.1 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 11 May | 2347.30 | 0 | -85.1 (-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 | |||||||||
| 13 Apr | 2193.10 | - | - | - | 0 | 0 | 0 | |||||||||
| 10 Apr | 2190.00 | 0 | 0 (0.00%) | 3.32 | 0 | 0 | 0 | |||||||||
| 9 Apr | 2169.10 | 0 | 0 (0.00%) | 3.6 | 0 | 0 | 0 | |||||||||
| 8 Apr | 2173.50 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
For Glenmark Pharmaceuticals - strike price 2360 expiring on 30JUN2026
Delta for 2360 CE is 0.54
Historical price for 2360 CE is as follows
On 26 May GLENMARK was trading at 2351.40. The strike last trading price was 116.55, which was 4.15 higher than the previous day. The implied volatity was 37.92, the open interest changed by 64 which increased total open position to 137
On 25 May GLENMARK was trading at 2337.00. The strike last trading price was 111.2, which was 35.15 higher than the previous day. The implied volatity was 39.27, the open interest changed by 22 which increased total open position to 73
On 22 May GLENMARK was trading at 2259.10. The strike last trading price was 76, which was -71 lower than the previous day. The implied volatity was 38.48, the open interest changed by 49 which increased total open position to 50
On 21 May GLENMARK was trading at 2393.00. The strike last trading price was 146.95, which was 13.95 higher than the previous day. The implied volatity was 37.26, 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 133.05, which was 0.05 higher than the previous day. The implied volatity was 30.24, 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 133.05, which was 48.05 higher than the previous day. The implied volatity was 30.24, the open interest changed by 1 which increased total open position to 1
On 18 May GLENMARK was trading at 2339.90. The strike last trading price was 0, which was -85.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 15 May GLENMARK was trading at 2325.90. The strike last trading price was 0, which was -85.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 May GLENMARK was trading at 2340.60. The strike last trading price was 0, which was -85.1 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 13 May GLENMARK was trading at 2277.60. The strike last trading price was 0, which was -85.1 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 12 May GLENMARK was trading at 2257.10. The strike last trading price was 0, which was -85.1 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 11 May GLENMARK was trading at 2347.30. The strike last trading price was 0, which was -85.1 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
On 13 Apr GLENMARK was trading at 2193.10. 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 10 Apr GLENMARK was trading at 2190.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 3.32, the open interest changed by 0 which decreased total open position to 0
On 9 Apr GLENMARK was trading at 2169.10. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 3.6, the open interest changed by 0 which decreased total open position to 0
On 8 Apr GLENMARK was trading at 2173.50. 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
| GLENMARK 30-Jun-2026 (34d) 2360 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.46
Vega: 0.03
Theta: -1.3
Gamma: 0.00147
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 26 May | 2351.40 | 100.65 | -11.3 (-10.09%) | 36.72 | 397 | 194 | 278 |
| 25 May | 2337.00 | 111.95 | 29.95 (36.52%) | 36.34 | 179 | 83 | 85 |
| 22 May | 2259.10 | 82 | 82 (-69.75%) | 32.06 | 2 | 0 | 2 |
| 21 May | 2393.00 | 82 | -189.1 (-69.75%) | 32.06 | 2 | 2 | 2 |
| 20 May | 2379.00 | 0 | 0 | - | 0 | 0 | 0 |
| 19 May | 2405.90 | 0 | 0 | - | 0 | 0 | 0 |
| 18 May | 2339.90 | 0 | -271.1 (-100.00%) | - | 0 | 0 | 0 |
| 15 May | 2325.90 | 0 | -271.1 (-100.00%) | - | 0 | 0 | 0 |
| 14 May | 2340.60 | 0 | -271.1 (-100.00%) | 0 | 0 | 0 | 0 |
| 13 May | 2277.60 | 0 | -271.1 (-100.00%) | 0 | 0 | 0 | 0 |
| 12 May | 2257.10 | 0 | -271.1 (-100.00%) | 0 | 0 | 0 | 0 |
| 11 May | 2347.30 | 0 | -271.1 (-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 |
| 13 Apr | 2193.10 | - | - | - | 0 | 0 | 0 |
| 10 Apr | 2190.00 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 9 Apr | 2169.10 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 8 Apr | 2173.50 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
For Glenmark Pharmaceuticals - strike price 2360 expiring on 30JUN2026
Delta for 2360 PE is -0.46
Historical price for 2360 PE is as follows
On 26 May GLENMARK was trading at 2351.40. The strike last trading price was 100.65, which was -11.3 lower than the previous day. The implied volatity was 36.72, the open interest changed by 194 which increased total open position to 278
On 25 May GLENMARK was trading at 2337.00. The strike last trading price was 111.95, which was 29.95 higher than the previous day. The implied volatity was 36.34, the open interest changed by 83 which increased total open position to 85
On 22 May GLENMARK was trading at 2259.10. The strike last trading price was 82, which was 82 higher than the previous day. The implied volatity was 32.06, the open interest changed by 0 which decreased total open position to 2
On 21 May GLENMARK was trading at 2393.00. The strike last trading price was 82, which was -189.1 lower than the previous day. The implied volatity was 32.06, the open interest changed by 2 which increased total open position to 2
On 20 May GLENMARK was trading at 2379.00. 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 19 May GLENMARK was trading at 2405.90. 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
On 18 May GLENMARK was trading at 2339.90. The strike last trading price was 0, which was -271.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 15 May GLENMARK was trading at 2325.90. The strike last trading price was 0, which was -271.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 May GLENMARK was trading at 2340.60. The strike last trading price was 0, which was -271.1 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 13 May GLENMARK was trading at 2277.60. The strike last trading price was 0, which was -271.1 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 12 May GLENMARK was trading at 2257.10. The strike last trading price was 0, which was -271.1 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 11 May GLENMARK was trading at 2347.30. The strike last trading price was 0, which was -271.1 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
On 13 Apr GLENMARK was trading at 2193.10. 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 10 Apr GLENMARK was trading at 2190.00. 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 9 Apr GLENMARK was trading at 2169.10. 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 8 Apr GLENMARK was trading at 2173.50. 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
