GLENMARK option chain
IV vs HV, IV percentile & PCR history →End of day 02 Nov 2026 · expiry 23 Nov 2026 (21 days) · lot 375
Spot
2,382.01
Future
2,387.10
Forward
2,388.25
PCR (OI)
0.59
Puts 8.43 L / Calls 14.31 L
PCR (volume)
0.46
Puts 4,285 / Calls 9,281
Max pain
2,300
strike with least total payout to holders
Highest OI
2,300 CE · 2,300 PE
ΔOI calls +81,750 · puts +1.41 L
Open interest by strike
CallsPuts│ ATM┊ Max pain
| Calls | Puts | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Buildup | OI | ΔOI | IV % | Chg | LTP | Strike | LTP | Chg | IV % | ΔOI | OI | Buildup | ||||||
| · | · | · | · | · | · | · | · | · | 1,880 | 2.60 | -0.40 | 51.46 | — | 8,250 | Neutral | |||
| Neutral | — | — | 45.72 | 0.00 | 523.45 | 1,920 | 2.70 | -0.35 | 47.87 | +375 | 10,125 | Short buildup | ||||||
| · | · | · | · | · | · | · | · | · | 1,940 | 2.60 | -1.85 | 45.64 | +375 | 13,125 | Short buildup | |||
| Neutral | — | — | 42.15 | 0.00 | 488.45 | 1,960 | 3.00 | -1.35 | 44.82 | +2,625 | 10,875 | Short buildup | ||||||
| · | · | · | · | · | · | · | · | · | 1,980 | 5.90 | 0.00 | 29.48 | — | 4,875 | Neutral | |||
| Neutral | 1,500 | — | 38.92 | 0.00 | 290.00 | 2,000 | 3.70 | -1.65 | 42.56 | −3,375 | 12,000 | Long unwinding | ||||||
| · | · | · | · | · | · | · | · | · | 2,020 | 3.90 | -1.70 | 40.99 | −1,500 | 4,500 | Long unwinding | |||
| Short buildup | 1,875 | +1,875 | 26.10 | -74.35 | 347.10 | 2,040 | 2.10 | -6.85 | 34.83 | +1,875 | 3,000 | Short buildup | ||||||
| Neutral | — | — | 35.03 | 0.00 | 412.85 | 2,060 | 5.40 | -3.40 | 39.61 | −5,625 | 8,625 | Long unwinding | ||||||
| Neutral | 12,375 | — | 34.05 | 0.00 | 168.20 | 2,080 | 10.10 | 0.00 | 29.47 | — | 7,875 | Neutral | ||||||
| Neutral | — | — | 33.23 | 0.00 | 377.85 | 2,100 | 7.15 | -5.20 | 37.85 | −28,125 | 53,625 | Long unwinding | ||||||
| Neutral | 750 | — | 32.56 | 0.00 | 174.50 | 2,120 | 13.55 | 0.00 | 29.45 | — | 7,875 | Neutral | ||||||
| Neutral | 375 | — | 32.02 | 0.00 | 152.15 | 2,140 | 9.55 | -7.90 | 36.15 | +1,125 | 25,125 | Short buildup | ||||||
| Neutral | 13,875 | — | 31.59 | 0.00 | 175.00 | 2,160 | 11.75 | -9.20 | 35.95 | +375 | 17,625 | Short buildup | ||||||
| Neutral | 9,000 | — | 31.24 | 0.00 | 140.00 | 2,180 | 23.65 | 0.00 | 29.42 | — | 5,250 | Neutral | ||||||
| Neutral | 97,875 | — | 35.27 | +51.00 | 204.50 | 2,200 | 16.40 | -12.55 | 34.82 | −32,625 | 73,125 | Long unwinding | ||||||
| Neutral | 9,000 | — | 30.75 | 0.00 | 147.20 | 2,220 | 19.60 | -11.65 | 34.46 | −4,875 | 10,875 | Long unwinding | ||||||
| Short covering | 22,875 | −1,500 | 30.08 | +38.80 | 164.70 | 2,240 | 23.05 | -16.70 | 33.94 | +10,125 | 29,625 | Short buildup | ||||||
| Short covering | 14,250 | −1,125 | 34.42 | +46.80 | 156.50 | 2,260 | 26.60 | -18.60 | 33.19 | −6,750 | 48,375 | Long unwinding | ||||||
| Short covering | 44,250 | −1,500 | 34.70 | +45.50 | 142.75 | 2,280 | 32.85 | -15.90 | 33.60 | −750 | 12,375 | Long unwinding | ||||||
| Short covering | 2.98 L | −16,500 | 32.26 | +38.35 | 124.35 | 2,300 | 37.70 | -24.15 | 32.88 | +54,000 | 2.73 L | Short buildup | ||||||
| Short covering | 1.29 L | −3,000 | 30.47 | +32.15 | 107.65 | 2,320 | 85.55 | 0.00 | 29.33 | — | 7,125 | Neutral | ||||||
| Short covering | 48,375 | −10,875 | 32.67 | +34.60 | 100.10 | 2,340 | 53.55 | -28.05 | 33.36 | +750 | 19,125 | Short buildup | ||||||
| Long buildup | 22,875 | +7,125 | 32.88 | +31.55 | 89.30 | 2,360 | 60.05 | -75.35 | 32.39 | +55,125 | 56,625 | Short buildup | ||||||
| Long buildup | 35,625 | +19,125 | 33.03 | +30.10 | 79.20 | 2,380 | 70.85 | -21.10 | 32.97 | +22,125 | 22,125 | Short buildup | ||||||
| Short covering | 2.12 L | −2,625 | 32.88 | +26.85 | 69.30 | 2,400 | 81.00 | -29.00 | 32.88 | +76,125 | 88,500 | Short buildup | ||||||
| Short covering | 6,750 | −750 | 33.08 | +33.35 | 61.00 | 2,420 | 109.80 | 0.00 | 29.20 | — | — | Neutral | ||||||
| Long buildup | 30,000 | +6,750 | 33.00 | +22.10 | 52.90 | 2,440 | 169.25 | 0.00 | 29.16 | — | — | Neutral | ||||||
| Long buildup | 66,750 | +31,500 | 33.28 | +15.50 | 46.35 | 2,460 | 172.60 | 0.00 | 29.12 | — | 750 | Neutral | ||||||
| Neutral | 16,125 | — | 29.85 | 0.00 | 22.20 | 2,480 | 191.20 | 0.00 | 29.06 | — | — | Neutral | ||||||
| Long buildup | 1.88 L | +34,500 | 33.47 | +16.00 | 34.60 | 2,500 | 139.45 | -47.55 | 30.16 | −750 | 1,500 | Long unwinding | ||||||
| Short covering | 16,500 | −3,750 | 33.43 | +13.60 | 29.45 | 2,520 | 270.00 | 0.00 | 28.93 | — | 1,875 | Neutral | ||||||
| Short covering | 9,000 | −750 | 33.70 | +11.85 | 25.45 | 2,540 | 174.75 | 0.00 | 28.84 | — | — | Neutral | ||||||
| Short covering | 10,125 | −375 | 33.75 | +9.95 | 21.60 | 2,560 | 310.00 | 0.00 | 28.73 | — | 2,250 | Neutral | ||||||
| Short covering | 9,375 | −4,875 | 34.26 | +9.10 | 18.95 | 2,580 | 200.00 | 0.00 | 28.61 | — | — | Neutral | ||||||
| Long buildup | 60,000 | +13,500 | 34.39 | +7.55 | 16.10 | 2,600 | 219.50 | -220.50 | 28.41 | +750 | 1,125 | Short buildup | ||||||
| Neutral | — | — | 29.74 | 0.00 | 91.85 | 2,640 | 292.65 | 0.00 | 28.01 | — | — | Neutral | ||||||
| Long buildup | 45,000 | +15,000 | 35.13 | +3.35 | 8.35 | 2,680 | 297.25 | -137.75 | 33.28 | — | 2,625 | Neutral | ||||||
Source: NSE F&O bhavcopy (EOD, official). Black-76 on the forward; IV from close (settle if untraded). Forward: put-call parity, median of 5 near-ATM strikes. Discounting at 7.07% (carry implied by 23 Nov → 29 Dec futures). Buildup labels describe price and open-interest changes only and are not advice. Spot: NSE F&O bhavcopy underlying price.