ALKEM
Alkem Laboratories Ltd.
Historical option data for ALKEM
21 Sep 2025 04:11 PM IST
| ALKEM 30SEP2025 5800 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.13
Vega: 2.05
Theta: -2.10
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 5541.50 | 12.75 | 1.05 | 20.40 | 484 | 5 | 246 | |||||||||
| 14 Sept | 5448.00 | 16.45 | 0.95 | 22.34 | 191 | 2 | 136 | |||||||||
| 17 Aug | 5347.50 | 56.35 | 0 | 4.64 | 0 | 0 | 0 | |||||||||
For Alkem Laboratories Ltd. - strike price 5800 expiring on 30SEP2025
Delta for 5800 CE is 0.13
Historical price for 5800 CE is as follows
On 21 Sept ALKEM was trading at 5541.50. The strike last trading price was 12.75, which was 1.05 higher than the previous day. The implied volatity was 20.40, the open interest changed by 5 which increased total open position to 246
On 14 Sept ALKEM was trading at 5448.00. The strike last trading price was 16.45, which was 0.95 higher than the previous day. The implied volatity was 22.34, the open interest changed by 2 which increased total open position to 136
On 17 Aug ALKEM was trading at 5347.50. The strike last trading price was 56.35, which was 0 lower than the previous day. The implied volatity was 4.64, the open interest changed by 0 which decreased total open position to 0
| ALKEM 30SEP2025 5800 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 | 300.5 | 0 | 0.00 | 0 | 0 | 0 |
| 14 Sept | 5448.00 | 353.15 | -569.3 | 26.05 | 2 | 2 | 0 |
| 17 Aug | 5347.50 | 922.45 | 0 | - | 0 | 0 | 0 |
For Alkem Laboratories Ltd. - strike price 5800 expiring on 30SEP2025
Delta for 5800 PE is 0.00
Historical price for 5800 PE is as follows
On 21 Sept ALKEM was trading at 5541.50. The strike last trading price was 300.5, 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 353.15, which was -569.3 lower than the previous day. The implied volatity was 26.05, the open interest changed by 2 which increased total open position to 0
On 17 Aug ALKEM was trading at 5347.50. The strike last trading price was 922.45, 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
