ALKEM
Alkem Laboratories Ltd.
Historical option data for ALKEM
21 Sep 2025 04:11 PM IST
| ALKEM 30SEP2025 5450 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.77
Vega: 2.96
Theta: -3.52
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 5541.50 | 144.25 | 36 | 17.79 | 93 | -2 | 81 | |||||||||
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| 14 Sept | 5448.00 | 101 | 11.25 | 18.63 | 666 | 72 | 160 | |||||||||
| 17 Aug | 5347.50 | 102.75 | 0 | 0.47 | 0 | 0 | 0 | |||||||||
For Alkem Laboratories Ltd. - strike price 5450 expiring on 30SEP2025
Delta for 5450 CE is 0.77
Historical price for 5450 CE is as follows
On 21 Sept ALKEM was trading at 5541.50. The strike last trading price was 144.25, which was 36 higher than the previous day. The implied volatity was 17.79, the open interest changed by -2 which decreased total open position to 81
On 14 Sept ALKEM was trading at 5448.00. The strike last trading price was 101, which was 11.25 higher than the previous day. The implied volatity was 18.63, the open interest changed by 72 which increased total open position to 160
On 17 Aug ALKEM was trading at 5347.50. The strike last trading price was 102.75, which was 0 lower than the previous day. The implied volatity was 0.47, the open interest changed by 0 which decreased total open position to 0
| ALKEM 30SEP2025 5450 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.27
Vega: 3.20
Theta: -2.70
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 5541.50 | 35.25 | -18.95 | 21.48 | 76 | 0 | 80 |
| 14 Sept | 5448.00 | 98.85 | -17 | 22.73 | 76 | 28 | 31 |
| 17 Aug | 5347.50 | 466.4 | 0 | - | 0 | 0 | 0 |
For Alkem Laboratories Ltd. - strike price 5450 expiring on 30SEP2025
Delta for 5450 PE is -0.27
Historical price for 5450 PE is as follows
On 21 Sept ALKEM was trading at 5541.50. The strike last trading price was 35.25, which was -18.95 lower than the previous day. The implied volatity was 21.48, the open interest changed by 0 which decreased total open position to 80
On 14 Sept ALKEM was trading at 5448.00. The strike last trading price was 98.85, which was -17 lower than the previous day. The implied volatity was 22.73, the open interest changed by 28 which increased total open position to 31
On 17 Aug ALKEM was trading at 5347.50. The strike last trading price was 466.4, 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
