Glenmark Pharmaceuticals Limited

Healthcare · Pharmaceuticals & Biotechnology

NSE: GLENMARK BSE: 532296

₹2295.00

Oct. 5, 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) +27.00

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	2299.3000	-37.80	10704000	43875	Short Buildup
Nov. 23, 2026	2305.8000	-38.80	34125	750	Short Buildup
Dec. 29, 2026	2322.0000	-93.20	750	375	Short Buildup

Date	Expiry	Open	High	Low	Close	OI	Change in OI
Oct. 5, 2026	Dec. 29, 2026	2322.0000	2322.0000	2322.0000	2322.0000	750	375
Oct. 5, 2026	Nov. 23, 2026	2354.9000	2355.0000	2299.3000	2305.8000	34125	750
Oct. 5, 2026	Oct. 27, 2026	2350.0000	2350.0000	2282.9000	2299.3000	10704000	43875
Oct. 1, 2026	Dec. 29, 2026	0.0000	0.0000	0.0000	2415.2000	375	0
Oct. 1, 2026	Nov. 23, 2026	2354.8000	2359.5000	2293.7000	2344.6000	33375	3375
Oct. 1, 2026	Oct. 27, 2026	2354.9000	2367.5000	2282.5000	2337.1000	10660125	-93000
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

Options Chain

As of Oct. 1, 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) 1.0

Max Pain 2300.0000

Open Interest by Strike (Max Pain: 2300.0000)

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
0	0	488.4500	86.15	0.750	1960.0000	-0.111	38.47	19.3500	0	0
0	0	454.4000	82.91	0.734	2000.0000	-0.137	38.0	24.7000	0	0
0	0	421.4500	79.94	0.716	2040.0000	-0.167	37.52	31.1500	0	0
0	0	389.6000	77.21	0.697	2080.0000	-0.200	36.96	38.7000	0	0
0	0	377.8500	77.13	0.686	2100.0000	-0.146	25.82	17.7000	0	0
0	0	359.0000	74.72	0.676	2120.0000	-0.237	36.36	47.5000	0	0
0	0	344.1000	73.53	0.665	2140.0000	-0.188	25.05	23.6000	0	0
0	0	329.7500	72.47	0.653	2160.0000	-0.278	35.69	57.6500	0	0
0	0	311.7000	70.22	0.642	2180.0000	-0.237	24.15	30.8000	0	0
0	0	301.8000	70.41	0.629	2200.0000	-0.286	26.74	44.0000	750	750
0	0	280.8000	67.19	0.617	2220.0000	-0.296	23.11	39.5500	0	0
0	0	275.2500	68.54	0.603	2240.0000	-0.371	34.05	81.9500	0	0
0	0	251.6000	64.45	0.590	2260.0000	-0.364	21.9	50.0000	0	0
0	0	250.3000	66.88	0.577	2280.0000	-0.422	33.09	96.4000	0	0
0	0	223.9500	61.93	0.560	2300.0000	-0.448	25.57	80.0000	750	750
0	0	226.8000	65.37	0.548	2320.0000	-0.478	31.99	112.3500	0	0
0	0	198.3500	59.71	0.529	2340.0000	-0.538	18.5	76.0500	0	0
0	0	204.8500	64.03	0.520	2360.0000	-0.537	30.7	129.8000	0	0
0	0	174.6000	57.72	0.496	2380.0000	-0.656	15.93	91.9500	0	0
1500	1500	68.0000	29.14	0.399	2400.0000	-0.601	29.16	148.8000	0	0
0	0	152.8000	55.94	0.462	2420.0000	-0.827	11.66	109.8000	0	0
0	0	165.5000	61.73	0.460	2440.0000	-0.670	27.25	169.2500	0	0
0	0	132.9000	54.35	0.428	2460.0000		—	129.5500	0	0
0	0	148.0500	60.75	0.430	2480.0000	-0.747	24.78	191.2000	0	0
0	0	114.9000	52.93	0.392	2500.0000		—	151.2000	0	0
0	0	132.0000	59.87	0.401	2520.0000	-0.840	21.15	214.5500	0	0
0	0	98.8000	51.69	0.358	2540.0000		—	174.7500	0	0
0	0	117.3500	59.07	0.372	2560.0000	-0.994	10.39	239.3000	0	0
0	0	84.4500	50.57	0.323	2580.0000		—	200.0000	0	0
0	0	104.0000	58.35	0.343	2600.0000		—	265.3500	0	0
0	0	91.8500	57.68	0.315	2640.0000		—	292.6500	0	0
0	0	80.9000	57.08	0.289	2680.0000		—	321.1000	0	0