ALKEM
Alkem Laboratories Ltd.
Historical option data for ALKEM
21 Sep 2025 04:11 PM IST
| ALKEM 30SEP2025 5600 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.44
Vega: 3.81
Theta: -3.93
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 5541.50 | 59.3 | 14.7 | 18.92 | 2,633 | 66 | 343 | |||||||||
| 14 Sept | 5448.00 | 47.9 | 6.75 | 20.25 | 1,168 | 28 | 291 | |||||||||
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| 17 Aug | 5347.50 | 85.55 | 0 | 2.46 | 0 | 0 | 0 | |||||||||
For Alkem Laboratories Ltd. - strike price 5600 expiring on 30SEP2025
Delta for 5600 CE is 0.44
Historical price for 5600 CE is as follows
On 21 Sept ALKEM was trading at 5541.50. The strike last trading price was 59.3, which was 14.7 higher than the previous day. The implied volatity was 18.92, the open interest changed by 66 which increased total open position to 343
On 14 Sept ALKEM was trading at 5448.00. The strike last trading price was 47.9, which was 6.75 higher than the previous day. The implied volatity was 20.25, the open interest changed by 28 which increased total open position to 291
On 17 Aug ALKEM was trading at 5347.50. The strike last trading price was 85.55, which was 0 lower than the previous day. The implied volatity was 2.46, the open interest changed by 0 which decreased total open position to 0
| ALKEM 30SEP2025 5600 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.55
Vega: 3.82
Theta: -2.71
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 5541.50 | 95 | -46.15 | 20.64 | 95 | 8 | 137 |
| 14 Sept | 5448.00 | 275 | 0 | 0.00 | 0 | 0 | 0 |
| 17 Aug | 5347.50 | 754.85 | 0 | - | 0 | 0 | 0 |
For Alkem Laboratories Ltd. - strike price 5600 expiring on 30SEP2025
Delta for 5600 PE is -0.55
Historical price for 5600 PE is as follows
On 21 Sept ALKEM was trading at 5541.50. The strike last trading price was 95, which was -46.15 lower than the previous day. The implied volatity was 20.64, the open interest changed by 8 which increased total open position to 137
On 14 Sept ALKEM was trading at 5448.00. The strike last trading price was 275, 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 754.85, 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
