ALKEM
Alkem Laboratories Ltd.
Historical option data for ALKEM
21 Sep 2025 04:11 PM IST
| ALKEM 28OCT2025 5500 CE | ||||||||||||||||
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Delta: 0.64
Vega: 6.81
Theta: -2.61
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 5541.50 | 203 | 23.6 | 19.48 | 29 | 18 | 31 | |||||||||
| 14 Sept | 5448.00 | 139.4 | 0 | - | 0 | 0 | 0 | |||||||||
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| 17 Aug | 5347.50 | 0 | 0 | 0.49 | 0 | 0 | 0 | |||||||||
For Alkem Laboratories Ltd. - strike price 5500 expiring on 28OCT2025
Delta for 5500 CE is 0.64
Historical price for 5500 CE is as follows
On 21 Sept ALKEM was trading at 5541.50. The strike last trading price was 203, which was 23.6 higher than the previous day. The implied volatity was 19.48, the open interest changed by 18 which increased total open position to 31
On 14 Sept ALKEM was trading at 5448.00. The strike last trading price was 139.4, 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
On 17 Aug ALKEM was trading at 5347.50. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.49, the open interest changed by 0 which decreased total open position to 0
| ALKEM 28OCT2025 5500 PE | |||||||
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Delta: -0.38
Vega: 6.92
Theta: -1.50
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 5541.50 | 120.1 | -20.15 | 23.78 | 22 | 1 | 34 |
| 14 Sept | 5448.00 | 250 | 0 | 0.00 | 0 | 0 | 0 |
| 17 Aug | 5347.50 | 0 | 0 | - | 0 | 0 | 0 |
For Alkem Laboratories Ltd. - strike price 5500 expiring on 28OCT2025
Delta for 5500 PE is -0.38
Historical price for 5500 PE is as follows
On 21 Sept ALKEM was trading at 5541.50. The strike last trading price was 120.1, which was -20.15 lower than the previous day. The implied volatity was 23.78, the open interest changed by 1 which increased total open position to 34
On 14 Sept ALKEM was trading at 5448.00. The strike last trading price was 250, 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 17 Aug ALKEM was trading at 5347.50. The strike last trading price was 0, 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
