Glenmark Pharmaceuticals Limited

Healthcare · Pharmaceuticals & Biotechnology

NSE: GLENMARK BSE: 532296

₹2334.70

Sept. 30, 2026 · NSE · nse_bhavcopy

F&O (Single-Stock Futures)

Single-stock futures activity for this company -- see the Options Chain section below for OI by strike, PCR, Max Pain and Greeks.

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Combined Open Interest (all active contracts, full history -- via the Parquet/DuckDB analytics lake, ADR-0183)

Basis (nearest contract vs spot) +80.50

OI Buildup (each live contract's own price change vs. change in OI, latest real trading day)

Expiry	Close	Price Chg	OI	Chg OI	Buildup
Oct. 27, 2026	2359.4000	-40.50	10753125	-165750	Long Unwinding
Nov. 23, 2026	2368.6000	-39.40	30000	3750	Short Buildup

Date	Expiry	Open	High	Low	Close	OI	Change in OI
Sept. 30, 2026	Dec. 29, 2026	2415.2000	2415.2000	2415.2000	2415.2000	375	375
Sept. 30, 2026	Nov. 23, 2026	2415.1000	2417.5000	2358.0000	2368.6000	30000	3750
Sept. 30, 2026	Oct. 27, 2026	2399.8000	2419.0000	2339.7000	2359.4000	10753125	-165750
Sept. 29, 2026	Nov. 23, 2026	2347.0000	2419.7000	2322.0000	2408.0000	26250	5250
Sept. 29, 2026	Oct. 27, 2026	2357.9000	2414.0000	2306.4000	2399.9000	10918875	1160250
Sept. 29, 2026	Sept. 29, 2026	2322.9000	2448.0000	2294.3000	2394.4000	136875	-876000
Sept. 28, 2026	Nov. 23, 2026	2374.0000	2374.0000	2343.0000	2348.2000	21000	8625
Sept. 28, 2026	Oct. 27, 2026	2407.2000	2407.2000	2326.0000	2331.2000	9758625	2597625
Sept. 28, 2026	Sept. 29, 2026	2383.2000	2386.7000	2305.5000	2316.3000	1012875	-2756625
Sept. 25, 2026	Nov. 23, 2026	2426.0000	2426.3000	2391.0000	2397.6000	12375	2625

Options Chain

As of Sept. 30, 2026. IV and Greeks are solved from each option's own real market price via Black-Scholes, assuming a fixed 7% risk-free rate (not a live/dated rate -- no such feed exists in the source data).

Oct. 27, 2026 (nearest) Nov. 23, 2026 Dec. 29, 2026

PCR (OI) 0.575

Max Pain 2360.0000

Open Interest by Strike (Max Pain: 2360.0000)

Implied Volatility by Strike (solved from each real market price via Black-Scholes)

CALLS					Strike	PUTS
OI	Chg OI	LTP	IV%	Delta		Delta	IV%	LTP	Chg OI	OI
375	0	340.0000	—		2000.0000	-0.040	34.58	3.7000	4125	4125
0	0	251.0000	—		2040.0000	-0.228	80.87	75.7500	0	0
0	0	226.2000	—		2080.0000	-0.072	31.25	6.5500	1500	1500
0	0	350.0000	85.35	0.724	2100.0000	-0.082	30.29	7.4500	4125	9000
0	0	203.0500	—		2120.0000	-0.108	31.32	10.7500	0	1125
0	0	318.3000	82.29	0.700	2140.0000	-0.111	28.64	10.0500	6375	6375
0	0	181.5500	—		2160.0000	-0.128	27.81	11.7000	2625	6750
0	0	288.1500	79.59	0.673	2180.0000	-0.148	26.83	13.4000	4125	16500
750	0	297.0000	88.33	0.651	2200.0000	-0.173	26.18	15.9500	-13500	35625
0	0	259.4500	77.14	0.644	2220.0000	-0.203	25.62	19.1000	-3000	27750
1500	0	122.0000	21.28	0.798	2240.0000	-0.236	24.99	22.7000	6375	9000
0	0	232.4000	74.96	0.613	2260.0000	-0.272	24.12	26.4000	17250	19875
5625	0	110.7000	29.11	0.657	2280.0000	-0.320	24.51	33.6000	11625	27000
167625	-1500	99.0500	29.28	0.615	2300.0000	-0.366	23.94	39.6000	27375	86625
13875	3375	86.1500	28.6	0.574	2320.0000	-0.418	24.27	48.7000	-375	11250
23625	9375	75.3000	28.41	0.530	2340.0000	-0.469	23.48	56.0500	4125	39750
22125	4875	65.3000	28.22	0.486	2360.0000	-0.526	21.69	61.9000	10125	27750
153375	5625	55.1500	27.61	0.441	2380.0000	-0.581	22.02	74.2000	15000	51375
169125	27375	46.8500	27.39	0.396	2400.0000	-0.637	21.72	86.0500	15750	78000
3375	-1125	39.9500	27.39	0.354	2420.0000	-0.693	21.21	98.5000	0	1875
30750	1875	36.6500	28.63	0.322	2440.0000	-0.776	18.28	107.3500	21000	45750
23625	-375	28.1500	27.23	0.275	2460.0000	-0.797	20.17	126.8000	0	5625
54750	-3750	25.2000	28.09	0.247	2480.0000	-0.824	21.15	144.9000	0	3000
156000	26625	20.1500	27.59	0.210	2500.0000	-0.920	16.32	156.1000	13875	17250
33000	21750	16.7500	27.65	0.182	2520.0000		—	159.6500	0	1500
9750	-750	14.2500	27.97	0.158	2540.0000	-0.838	28.43	207.1500	0	0
5250	2250	11.9000	28.13	0.136	2560.0000	-0.571	100.81	385.3500	0	0
7500	-750	10.2000	28.53	0.119	2580.0000	-0.770	43.65	267.0000	0	1875
31125	2250	8.5000	28.7	0.101	2600.0000		—	180.0000	0	375
11250	9000	7.5000	29.3	0.090	2620.0000		—	261.7500	0	0
1125	375	5.9000	29.09	0.074	2640.0000	-0.795	48.56	325.0000	0	2250
1875	0	9.1500	33.86	0.094	2660.0000		—	291.2500	0	0
0	0	30.5500	50.61	0.185	2680.0000	-0.621	107.57	485.7000	0	0
18375	3375	4.7000	31.68	0.057	2700.0000		—	322.0000	0	0
750	0	15.0000	43.41	0.117	2720.0000	-0.635	109.93	520.5500	0	0
0	0	42.3000	62.61	0.205	2740.0000	-0.907	41.28	402.0000	0	2625
3375	2625	0.8000	26.63	0.014	2760.0000	-0.647	112.38	556.0500	0	0
16125	-1500	3.0500	35.07	0.036	2800.0000	-0.659	114.87	592.1000	0	0
2250	-375	2.4000	35.88	0.028	2840.0000		—	432.0000	0	15000