ALKEM
Alkem Laboratories Ltd.
Historical option data for ALKEM
21 Sep 2025 04:11 PM IST
| ALKEM 30SEP2025 5000 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 5541.50 | 567 | 230.5 | - | 1 | -1 | 16 | |||||||||
|
|
||||||||||||||||
| 14 Sept | 5448.00 | 336.5 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Alkem Laboratories Ltd. - strike price 5000 expiring on 30SEP2025
Delta for 5000 CE is -
Historical price for 5000 CE is as follows
On 21 Sept ALKEM was trading at 5541.50. The strike last trading price was 567, which was 230.5 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 16
On 14 Sept ALKEM was trading at 5448.00. The strike last trading price was 336.5, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
| ALKEM 30SEP2025 5000 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.03
Vega: 0.62
Theta: -0.89
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 5541.50 | 3.5 | 0 | 33.09 | 40 | -2 | 84 |
| 14 Sept | 5448.00 | 7 | -3.7 | 25.53 | 79 | -3 | 82 |
For Alkem Laboratories Ltd. - strike price 5000 expiring on 30SEP2025
Delta for 5000 PE is -0.03
Historical price for 5000 PE is as follows
On 21 Sept ALKEM was trading at 5541.50. The strike last trading price was 3.5, which was 0 lower than the previous day. The implied volatity was 33.09, the open interest changed by -2 which decreased total open position to 84
On 14 Sept ALKEM was trading at 5448.00. The strike last trading price was 7, which was -3.7 lower than the previous day. The implied volatity was 25.53, the open interest changed by -3 which decreased total open position to 82
