ALKEM
Alkem Laboratories Ltd.
Historical option data for ALKEM
21 Sep 2025 04:11 PM IST
ALKEM 30SEP2025 5300 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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21 Sept | 5541.50 | 260.3 | 31.45 | - | 39 | -19 | 76 | |||||||||
14 Sept | 5448.00 | 198 | 27.95 | 18.32 | 167 | -8 | 115 | |||||||||
17 Aug | 5347.50 | 225.15 | 0 | 0.00 | 0 | 0 | 0 |
For Alkem Laboratories Ltd. - strike price 5300 expiring on 30SEP2025
Delta for 5300 CE is -
Historical price for 5300 CE is as follows
On 21 Sept ALKEM was trading at 5541.50. The strike last trading price was 260.3, which was 31.45 higher than the previous day. The implied volatity was -, the open interest changed by -19 which decreased total open position to 76
On 14 Sept ALKEM was trading at 5448.00. The strike last trading price was 198, which was 27.95 higher than the previous day. The implied volatity was 18.32, the open interest changed by -8 which decreased total open position to 115
On 17 Aug ALKEM was trading at 5347.50. The strike last trading price was 225.15, 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 5300 PE | |||||||
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Delta: -0.11
Vega: 1.80
Theta: -1.77
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
21 Sept | 5541.50 | 12.2 | -6.6 | 23.69 | 259 | -45 | 151 |
14 Sept | 5448.00 | 37.8 | -13.15 | 21.31 | 467 | 63 | 200 |
17 Aug | 5347.50 | 526.75 | 0 | 1.60 | 0 | 0 | 0 |
For Alkem Laboratories Ltd. - strike price 5300 expiring on 30SEP2025
Delta for 5300 PE is -0.11
Historical price for 5300 PE is as follows
On 21 Sept ALKEM was trading at 5541.50. The strike last trading price was 12.2, which was -6.6 lower than the previous day. The implied volatity was 23.69, the open interest changed by -45 which decreased total open position to 151
On 14 Sept ALKEM was trading at 5448.00. The strike last trading price was 37.8, which was -13.15 lower than the previous day. The implied volatity was 21.31, the open interest changed by 63 which increased total open position to 200
On 17 Aug ALKEM was trading at 5347.50. The strike last trading price was 526.75, which was 0 lower than the previous day. The implied volatity was 1.60, the open interest changed by 0 which decreased total open position to 0