ALKEM
Alkem Laboratories Ltd.
Historical option data for ALKEM
21 Sep 2025 04:11 PM IST
| ALKEM 30SEP2025 5700 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.25
Vega: 3.08
Theta: -3.07
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 5541.50 | 27.5 | 5.1 | 19.27 | 571 | 8 | 467 | |||||||||
| 14 Sept | 5448.00 | 28.45 | 3.25 | 21.37 | 329 | 1 | 294 | |||||||||
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| 17 Aug | 5347.50 | 69.65 | 0 | 3.50 | 0 | 0 | 0 | |||||||||
For Alkem Laboratories Ltd. - strike price 5700 expiring on 30SEP2025
Delta for 5700 CE is 0.25
Historical price for 5700 CE is as follows
On 21 Sept ALKEM was trading at 5541.50. The strike last trading price was 27.5, which was 5.1 higher than the previous day. The implied volatity was 19.27, the open interest changed by 8 which increased total open position to 467
On 14 Sept ALKEM was trading at 5448.00. The strike last trading price was 28.45, which was 3.25 higher than the previous day. The implied volatity was 21.37, the open interest changed by 1 which increased total open position to 294
On 17 Aug ALKEM was trading at 5347.50. The strike last trading price was 69.65, which was 0 lower than the previous day. The implied volatity was 3.50, the open interest changed by 0 which decreased total open position to 0
| ALKEM 30SEP2025 5700 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 5541.50 | 209.55 | 0 | 0.00 | 0 | 0 | 0 |
| 14 Sept | 5448.00 | 837.35 | 0 | - | 0 | 0 | 0 |
| 17 Aug | 5347.50 | 837.35 | 0 | - | 0 | 0 | 0 |
For Alkem Laboratories Ltd. - strike price 5700 expiring on 30SEP2025
Delta for 5700 PE is 0.00
Historical price for 5700 PE is as follows
On 21 Sept ALKEM was trading at 5541.50. The strike last trading price was 209.55, 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 14 Sept ALKEM was trading at 5448.00. The strike last trading price was 837.35, 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 837.35, 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
