ALKEM
Alkem Laboratories Ltd.
Historical option data for ALKEM
21 Sep 2025 04:11 PM IST
| ALKEM 30SEP2025 5900 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.07
Vega: 1.27
Theta: -1.37
Gamma: 0.00
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 5541.50 | 6.3 | -0.85 | 21.96 | 48 | -8 | 51 | |||||||||
| 14 Sept | 5448.00 | 10.5 | -0.6 | 23.88 | 33 | 14 | 27 | |||||||||
|
|
||||||||||||||||
| 17 Aug | 5347.50 | 45.35 | 0 | 5.56 | 0 | 0 | 0 | |||||||||
For Alkem Laboratories Ltd. - strike price 5900 expiring on 30SEP2025
Delta for 5900 CE is 0.07
Historical price for 5900 CE is as follows
On 21 Sept ALKEM was trading at 5541.50. The strike last trading price was 6.3, which was -0.85 lower than the previous day. The implied volatity was 21.96, the open interest changed by -8 which decreased total open position to 51
On 14 Sept ALKEM was trading at 5448.00. The strike last trading price was 10.5, which was -0.6 lower than the previous day. The implied volatity was 23.88, the open interest changed by 14 which increased total open position to 27
On 17 Aug ALKEM was trading at 5347.50. The strike last trading price was 45.35, which was 0 lower than the previous day. The implied volatity was 5.56, the open interest changed by 0 which decreased total open position to 0
| ALKEM 30SEP2025 5900 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 5541.50 | 388.55 | 0 | 0.00 | 0 | 0 | 0 |
| 14 Sept | 5448.00 | 1009.85 | 0 | - | 0 | 0 | 0 |
| 17 Aug | 5347.50 | 1009.85 | 0 | - | 0 | 0 | 0 |
For Alkem Laboratories Ltd. - strike price 5900 expiring on 30SEP2025
Delta for 5900 PE is 0.00
Historical price for 5900 PE is as follows
On 21 Sept ALKEM was trading at 5541.50. The strike last trading price was 388.55, 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 1009.85, 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
On 17 Aug ALKEM was trading at 5347.50. The strike last trading price was 1009.85, 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
