ALKEM
Alkem Laboratories Ltd.
Historical option data for ALKEM
21 Sep 2025 04:11 PM IST
| ALKEM 30SEP2025 5250 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 | |||||||||
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| 21 Sept | 5541.50 | 283 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 14 Sept | 5448.00 | 237.75 | 29.25 | 18.12 | 10 | 5 | 11 | |||||||||
| 17 Aug | 5347.50 | 164.2 | 0 | - | 0 | 0 | 0 | |||||||||
For Alkem Laboratories Ltd. - strike price 5250 expiring on 30SEP2025
Delta for 5250 CE is 0.00
Historical price for 5250 CE is as follows
On 21 Sept ALKEM was trading at 5541.50. The strike last trading price was 283, 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 237.75, which was 29.25 higher than the previous day. The implied volatity was 18.12, the open interest changed by 5 which increased total open position to 11
On 17 Aug ALKEM was trading at 5347.50. The strike last trading price was 164.2, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| ALKEM 30SEP2025 5250 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.08
Vega: 1.41
Theta: -1.44
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 5541.50 | 8.45 | -4.95 | 24.46 | 86 | 5 | 66 |
| 14 Sept | 5448.00 | 27.55 | -10.4 | 21.62 | 50 | 6 | 52 |
| 17 Aug | 5347.50 | 329.85 | 0 | 2.29 | 0 | 0 | 0 |
For Alkem Laboratories Ltd. - strike price 5250 expiring on 30SEP2025
Delta for 5250 PE is -0.08
Historical price for 5250 PE is as follows
On 21 Sept ALKEM was trading at 5541.50. The strike last trading price was 8.45, which was -4.95 lower than the previous day. The implied volatity was 24.46, the open interest changed by 5 which increased total open position to 66
On 14 Sept ALKEM was trading at 5448.00. The strike last trading price was 27.55, which was -10.4 lower than the previous day. The implied volatity was 21.62, the open interest changed by 6 which increased total open position to 52
On 17 Aug ALKEM was trading at 5347.50. The strike last trading price was 329.85, which was 0 lower than the previous day. The implied volatity was 2.29, the open interest changed by 0 which decreased total open position to 0
