ALKEM
Alkem Laboratories Ltd.
Historical option data for ALKEM
21 Sep 2025 04:11 PM IST
| ALKEM 30SEP2025 5200 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 5541.50 | 334.35 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 14 Sept | 5448.00 | 269.1 | 102.6 | - | 4 | -3 | 33 | |||||||||
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| 17 Aug | 5347.50 | 285 | -45.5 | 20.84 | 8 | -4 | 7 | |||||||||
For Alkem Laboratories Ltd. - strike price 5200 expiring on 30SEP2025
Delta for 5200 CE is 0.00
Historical price for 5200 CE is as follows
On 21 Sept ALKEM was trading at 5541.50. The strike last trading price was 334.35, 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
On 14 Sept ALKEM was trading at 5448.00. The strike last trading price was 269.1, which was 102.6 higher than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 33
On 17 Aug ALKEM was trading at 5347.50. The strike last trading price was 285, which was -45.5 lower than the previous day. The implied volatity was 20.84, the open interest changed by -4 which decreased total open position to 7
| ALKEM 30SEP2025 5200 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.05
Vega: 1.07
Theta: -1.14
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 5541.50 | 5.75 | -3.6 | 25.16 | 139 | -24 | 194 |
| 14 Sept | 5448.00 | 19.65 | -7.8 | 21.92 | 388 | 58 | 276 |
| 17 Aug | 5347.50 | 334.4 | 0 | 0.00 | 0 | 0 | 0 |
For Alkem Laboratories Ltd. - strike price 5200 expiring on 30SEP2025
Delta for 5200 PE is -0.05
Historical price for 5200 PE is as follows
On 21 Sept ALKEM was trading at 5541.50. The strike last trading price was 5.75, which was -3.6 lower than the previous day. The implied volatity was 25.16, the open interest changed by -24 which decreased total open position to 194
On 14 Sept ALKEM was trading at 5448.00. The strike last trading price was 19.65, which was -7.8 lower than the previous day. The implied volatity was 21.92, the open interest changed by 58 which increased total open position to 276
On 17 Aug ALKEM was trading at 5347.50. The strike last trading price was 334.4, 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
