ALKEM
Alkem Laboratories Ltd.
Historical option data for ALKEM
21 Sep 2025 04:11 PM IST
| ALKEM 30SEP2025 5550 CE | ||||||||||||||||
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Delta: 0.55
Vega: 3.81
Theta: -3.98
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 5541.50 | 80.95 | 19.3 | 18.26 | 1,702 | 160 | 298 | |||||||||
| 14 Sept | 5448.00 | 62.05 | 8.6 | 19.75 | 65 | 8 | 60 | |||||||||
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| 17 Aug | 5347.50 | 79.95 | 0 | 1.64 | 0 | 0 | 0 | |||||||||
For Alkem Laboratories Ltd. - strike price 5550 expiring on 30SEP2025
Delta for 5550 CE is 0.55
Historical price for 5550 CE is as follows
On 21 Sept ALKEM was trading at 5541.50. The strike last trading price was 80.95, which was 19.3 higher than the previous day. The implied volatity was 18.26, the open interest changed by 160 which increased total open position to 298
On 14 Sept ALKEM was trading at 5448.00. The strike last trading price was 62.05, which was 8.6 higher than the previous day. The implied volatity was 19.75, the open interest changed by 8 which increased total open position to 60
On 17 Aug ALKEM was trading at 5347.50. The strike last trading price was 79.95, which was 0 lower than the previous day. The implied volatity was 1.64, the open interest changed by 0 which decreased total open position to 0
| ALKEM 30SEP2025 5550 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.45
Vega: 3.82
Theta: -2.87
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 5541.50 | 69.1 | -35.05 | 20.58 | 127 | 21 | 55 |
| 14 Sept | 5448.00 | 152 | -27.05 | 22.39 | 27 | -1 | 16 |
| 17 Aug | 5347.50 | 250 | 0 | 0.00 | 0 | 0 | 0 |
For Alkem Laboratories Ltd. - strike price 5550 expiring on 30SEP2025
Delta for 5550 PE is -0.45
Historical price for 5550 PE is as follows
On 21 Sept ALKEM was trading at 5541.50. The strike last trading price was 69.1, which was -35.05 lower than the previous day. The implied volatity was 20.58, the open interest changed by 21 which increased total open position to 55
On 14 Sept ALKEM was trading at 5448.00. The strike last trading price was 152, which was -27.05 lower than the previous day. The implied volatity was 22.39, the open interest changed by -1 which decreased total open position to 16
On 17 Aug ALKEM was trading at 5347.50. 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
