ALKEM
Alkem Laboratories Ltd.
Historical option data for ALKEM
21 Sep 2025 04:11 PM IST
| ALKEM 30SEP2025 5500 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.66
Vega: 3.53
Theta: -3.97
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 5541.50 | 112 | 27.5 | 18.64 | 2,986 | -66 | 585 | |||||||||
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| 14 Sept | 5448.00 | 80.25 | 12.25 | 19.35 | 2,145 | 65 | 468 | |||||||||
| 17 Aug | 5347.50 | 130.75 | -37.95 | 21.95 | 8 | 2 | 6 | |||||||||
For Alkem Laboratories Ltd. - strike price 5500 expiring on 30SEP2025
Delta for 5500 CE is 0.66
Historical price for 5500 CE is as follows
On 21 Sept ALKEM was trading at 5541.50. The strike last trading price was 112, which was 27.5 higher than the previous day. The implied volatity was 18.64, the open interest changed by -66 which decreased total open position to 585
On 14 Sept ALKEM was trading at 5448.00. The strike last trading price was 80.25, which was 12.25 higher than the previous day. The implied volatity was 19.35, the open interest changed by 65 which increased total open position to 468
On 17 Aug ALKEM was trading at 5347.50. The strike last trading price was 130.75, which was -37.95 lower than the previous day. The implied volatity was 21.95, the open interest changed by 2 which increased total open position to 6
| ALKEM 30SEP2025 5500 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.35
Vega: 3.59
Theta: -2.84
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 5541.50 | 49.05 | -27.95 | 20.77 | 835 | 133 | 357 |
| 14 Sept | 5448.00 | 127.1 | -14.2 | 23.28 | 73 | 6 | 141 |
| 17 Aug | 5347.50 | 675.55 | 0 | - | 0 | 0 | 0 |
For Alkem Laboratories Ltd. - strike price 5500 expiring on 30SEP2025
Delta for 5500 PE is -0.35
Historical price for 5500 PE is as follows
On 21 Sept ALKEM was trading at 5541.50. The strike last trading price was 49.05, which was -27.95 lower than the previous day. The implied volatity was 20.77, the open interest changed by 133 which increased total open position to 357
On 14 Sept ALKEM was trading at 5448.00. The strike last trading price was 127.1, which was -14.2 lower than the previous day. The implied volatity was 23.28, the open interest changed by 6 which increased total open position to 141
On 17 Aug ALKEM was trading at 5347.50. The strike last trading price was 675.55, 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
