ALKEM
Alkem Laboratories Ltd.
Historical option data for ALKEM
21 Sep 2025 04:11 PM IST
| ALKEM 30SEP2025 5350 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 | 178 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 14 Sept | 5448.00 | 156.45 | 18.5 | 17.17 | 85 | -32 | 55 | |||||||||
| 17 Aug | 5347.50 | 130.7 | 0 | - | 0 | 0 | 0 | |||||||||
For Alkem Laboratories Ltd. - strike price 5350 expiring on 30SEP2025
Delta for 5350 CE is 0.00
Historical price for 5350 CE is as follows
On 21 Sept ALKEM was trading at 5541.50. The strike last trading price was 178, 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 156.45, which was 18.5 higher than the previous day. The implied volatity was 17.17, the open interest changed by -32 which decreased total open position to 55
On 17 Aug ALKEM was trading at 5347.50. The strike last trading price was 130.7, 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 5350 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.15
Vega: 2.25
Theta: -2.11
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 5541.50 | 17.55 | -9.35 | 22.95 | 131 | 57 | 190 |
| 14 Sept | 5448.00 | 53.3 | -15.6 | 21.55 | 62 | -4 | 86 |
| 17 Aug | 5347.50 | 395.3 | 0 | 1.09 | 0 | 0 | 0 |
For Alkem Laboratories Ltd. - strike price 5350 expiring on 30SEP2025
Delta for 5350 PE is -0.15
Historical price for 5350 PE is as follows
On 21 Sept ALKEM was trading at 5541.50. The strike last trading price was 17.55, which was -9.35 lower than the previous day. The implied volatity was 22.95, the open interest changed by 57 which increased total open position to 190
On 14 Sept ALKEM was trading at 5448.00. The strike last trading price was 53.3, which was -15.6 lower than the previous day. The implied volatity was 21.55, the open interest changed by -4 which decreased total open position to 86
On 17 Aug ALKEM was trading at 5347.50. The strike last trading price was 395.3, which was 0 lower than the previous day. The implied volatity was 1.09, the open interest changed by 0 which decreased total open position to 0
