Glenmark Pharmaceuticals Limited Option Chain Analysis
| CE OI | Chg | Vol | IV | LTP | Strike | LTP | IV | Vol | Chg | PE OI |
|---|---|---|---|---|---|---|---|---|---|---|
| 0 | 0 | — | —% | ₹— | 1,800 | ₹— | —% | — | 0 | 0 |
| 0 | 0 | — | —% | ₹— | 1,840 | ₹— | —% | — | 0 | 0 |
| 0 | 0 | — | —% | ₹— | 1,880 | ₹— | —% | — | 0 | 8K |
| 0 | 0 | — | —% | ₹— | 1,920 | ₹— | —% | — | +1K | 9K |
| 0 | 0 | — | —% | ₹— | 1,940 | ₹— | —% | — | +750 | 5K |
| 0 | 0 | — | —% | ₹— | 1,960 | ₹— | —% | — | +2K | 7K |
| 0 | 0 | — | —% | ₹— | 1,980 | ₹— | —% | — | 0 | 3K |
| 2K | 0 | — | —% | ₹— | 2,000 | ₹— | —% | — | -750 | 9K |
| 0 | 0 | — | —% | ₹— | 2,020 | ₹— | —% | — | 0 | 5K |
| 0 | 0 | — | —% | ₹— | 2,040 | ₹— | —% | — | 0 | 375 |
| 0 | 0 | — | —% | ₹— | 2,060 | ₹— | —% | — | +10K | 11K |
| 12K | 0 | — | —% | ₹— | 2,080 | ₹— | —% | — | +3K | 8K |
| 0 | 0 | — | —% | ₹— | 2,100 | ₹— | —% | — | -15K | 1.2 L |
| 750 | 0 | — | —% | ₹— | 2,120 | ₹— | —% | — | +5K | 7K |
| 375 | 0 | — | —% | ₹— | 2,140 | ₹— | —% | — | +2K | 7K |
| 14K | -375 | — | —% | ₹— | 2,160 | ₹— | —% | — | 0 | 12K |
| 9K | 0 | — | —% | ₹— | 2,180 | ₹— | —% | — | +3K | 3K |
| 99K | -2K | — | —% | ₹— | 2,200 | ₹— | —% | — | +11K | 1.0 L |
| 9K | -13K | — | —% | ₹— | 2,220 | ₹— | —% | — | +4K | 9K |
| 24K | +2K | — | —% | ₹— | 2,240 | ₹— | —% | — | +6K | 15K |
| 15K | +2K | — | —% | ₹— | 2,260 | ₹— | —% | — | -750 | 53K |
| 42K | +11K | — | —% | ₹— | 2,280 | ₹— | —% | — | +5K | 9K |
| 2.9 L | +12K | — | —% | ₹— | 2,300ATM | ₹— | —% | — | +99K | 1.3 L |
| 90K | +88K | — | —% | ₹— | 2,320 | ₹— | —% | — | +6K | 7K |
| 45K | +36K | — | —% | ₹— | 2,340 | ₹— | —% | — | +2K | 13K |
| 5K | +1K | — | —% | ₹— | 2,360 | ₹— | —% | — | 0 | 2K |
| 12K | +6K | — | —% | ₹— | 2,380 | ₹— | —% | — | 0 | 0 |
| 1.8 L | +47K | — | —% | ₹— | 2,400 | ₹— | —% | — | 0 | 12K |
| 8K | 0 | — | —% | ₹— | 2,420 | ₹— | —% | — | 0 | 0 |
| 20K | +11K | — | —% | ₹— | 2,440 | ₹— | —% | — | 0 | 0 |
| 35K | +24K | — | —% | ₹— | 2,460 | ₹— | —% | — | -375 | 750 |
| 14K | +11K | — | —% | ₹— | 2,480 | ₹— | —% | — | 0 | 0 |
| 66K | +60K | — | —% | ₹— | 2,500 | ₹— | —% | — | +2K | 2K |
| 25K | -16K | — | —% | ₹— | 2,520 | ₹— | —% | — | 0 | 2K |
| 6K | +6K | — | —% | ₹— | 2,540 | ₹— | —% | — | 0 | 0 |
| 8K | +8K | — | —% | ₹— | 2,560 | ₹— | —% | — | 0 | 2K |
| 9K | +9K | — | —% | ₹— | 2,580 | ₹— | —% | — | 0 | 0 |
| 22K | +5K | — | —% | ₹— | 2,600 | ₹— | —% | — | 0 | 375 |
| 0 | 0 | — | —% | ₹— | 2,640 | ₹— | —% | — | 0 | 0 |
| 28K | +18K | — | —% | ₹— | 2,680 | ₹— | —% | — | 0 | 3K |
Bold CE OI = highest call writing (resistance). Bold PE OI = highest put writing (support). ATM = at-the-money.
Live Greeks Panel
Key Strike Levels
Open interest concentration remains heavily anchored at the 1080 strike for both calls and puts, indicating long-term positioning far from the current spot price of ₹2300. Current trading action suggests a broader implied range extending between the fresh buildup at 2300 and the resistance zone near 2500. Market participants monitor these distant levels while immediate liquidity clusters around at-the-money strikes for intraday moves.
OI Buildup Activity
Call writers actively accumulate positions at the 2320 strike, adding 88,125 contracts to establish immediate resistance above the spot price. Put writers defend the 2300 level with significant fresh addition of 98,625 contracts, signaling strong support near the current market price. Further upside hedging appears at 2500 with 60,000 lots, while downside protection builds steadily at 2200 and 2060 strikes respectively.
Volatility Read
Implied volatility at the at-the-money level stands at 30.11%, reflecting moderate pricing expectations for the underlying asset over the remaining tenure. The volatility skew currently leans bearish, suggesting higher premium demand for downside protection relative to upside calls across the series.
Key OI Levels
The highest cumulative open interest for both call and put options resides at the 1080 strike, marking the primary concentration point for outstanding contracts.