ALKEM
Alkem Laboratories Ltd.
Historical option data for ALKEM
21 Sep 2025 04:11 PM IST
| ALKEM 30SEP2025 5400 CE | ||||||||||||||||
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Delta: 0.84
Vega: 2.33
Theta: -3.16
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 5541.50 | 185.05 | 37.5 | 18.20 | 124 | 0 | 188 | |||||||||
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| 14 Sept | 5448.00 | 128 | 18.15 | 18.28 | 1,045 | -18 | 268 | |||||||||
| 17 Aug | 5347.50 | 177.4 | -32.05 | 22.22 | 23 | 3 | 33 | |||||||||
For Alkem Laboratories Ltd. - strike price 5400 expiring on 30SEP2025
Delta for 5400 CE is 0.84
Historical price for 5400 CE is as follows
On 21 Sept ALKEM was trading at 5541.50. The strike last trading price was 185.05, which was 37.5 higher than the previous day. The implied volatity was 18.20, the open interest changed by 0 which decreased total open position to 188
On 14 Sept ALKEM was trading at 5448.00. The strike last trading price was 128, which was 18.15 higher than the previous day. The implied volatity was 18.28, the open interest changed by -18 which decreased total open position to 268
On 17 Aug ALKEM was trading at 5347.50. The strike last trading price was 177.4, which was -32.05 lower than the previous day. The implied volatity was 22.22, the open interest changed by 3 which increased total open position to 33
| ALKEM 30SEP2025 5400 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.20
Vega: 2.68
Theta: -2.32
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 5541.50 | 23.25 | -16.05 | 21.56 | 307 | 60 | 291 |
| 14 Sept | 5448.00 | 73.05 | -15.1 | 21.91 | 271 | 27 | 151 |
| 17 Aug | 5347.50 | 599.3 | 0 | 0.27 | 0 | 0 | 0 |
For Alkem Laboratories Ltd. - strike price 5400 expiring on 30SEP2025
Delta for 5400 PE is -0.20
Historical price for 5400 PE is as follows
On 21 Sept ALKEM was trading at 5541.50. The strike last trading price was 23.25, which was -16.05 lower than the previous day. The implied volatity was 21.56, the open interest changed by 60 which increased total open position to 291
On 14 Sept ALKEM was trading at 5448.00. The strike last trading price was 73.05, which was -15.1 lower than the previous day. The implied volatity was 21.91, the open interest changed by 27 which increased total open position to 151
On 17 Aug ALKEM was trading at 5347.50. The strike last trading price was 599.3, which was 0 lower than the previous day. The implied volatity was 0.27, the open interest changed by 0 which decreased total open position to 0
