ALKEM
Alkem Laboratories Ltd.
Historical option data for ALKEM
21 Sep 2025 04:11 PM IST
| ALKEM 30SEP2025 5750 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.18
Vega: 2.55
Theta: -2.57
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 5541.50 | 18.65 | 3.65 | 19.77 | 203 | 105 | 211 | |||||||||
| 14 Sept | 5448.00 | 21 | 2.25 | 21.63 | 77 | 32 | 52 | |||||||||
| 17 Aug | 5347.50 | 46.65 | 0 | 4.05 | 0 | 0 | 0 | |||||||||
For Alkem Laboratories Ltd. - strike price 5750 expiring on 30SEP2025
Delta for 5750 CE is 0.18
Historical price for 5750 CE is as follows
On 21 Sept ALKEM was trading at 5541.50. The strike last trading price was 18.65, which was 3.65 higher than the previous day. The implied volatity was 19.77, the open interest changed by 105 which increased total open position to 211
On 14 Sept ALKEM was trading at 5448.00. The strike last trading price was 21, which was 2.25 higher than the previous day. The implied volatity was 21.63, the open interest changed by 32 which increased total open position to 52
On 17 Aug ALKEM was trading at 5347.50. The strike last trading price was 46.65, which was 0 lower than the previous day. The implied volatity was 4.05, the open interest changed by 0 which decreased total open position to 0
| ALKEM 30SEP2025 5750 PE | |||||||
|---|---|---|---|---|---|---|---|
|
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 | 237.45 | 0 | 0.00 | 0 | 0 | 0 |
| 14 Sept | 5448.00 | 707.25 | 0 | - | 0 | 0 | 0 |
| 17 Aug | 5347.50 | 707.25 | 0 | - | 0 | 0 | 0 |
For Alkem Laboratories Ltd. - strike price 5750 expiring on 30SEP2025
Delta for 5750 PE is 0.00
Historical price for 5750 PE is as follows
On 21 Sept ALKEM was trading at 5541.50. The strike last trading price was 237.45, 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 707.25, 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 707.25, 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
