ALKEM
Alkem Laboratories Ltd.
Historical option data for ALKEM
21 Sep 2025 04:11 PM IST
ALKEM 30SEP2025 6000 CE | ||||||||||||||||
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Delta: 0.05
Vega: 0.95
Theta: -1.16
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
21 Sept | 5541.50 | 4.7 | 0.1 | 25.26 | 245 | 45 | 167 | |||||||||
14 Sept | 5448.00 | 6.6 | -0.35 | 25.17 | 254 | 11 | 149 | |||||||||
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17 Aug | 5347.50 | 36.3 | 0 | 6.58 | 0 | 0 | 0 |
For Alkem Laboratories Ltd. - strike price 6000 expiring on 30SEP2025
Delta for 6000 CE is 0.05
Historical price for 6000 CE is as follows
On 21 Sept ALKEM was trading at 5541.50. The strike last trading price was 4.7, which was 0.1 higher than the previous day. The implied volatity was 25.26, the open interest changed by 45 which increased total open position to 167
On 14 Sept ALKEM was trading at 5448.00. The strike last trading price was 6.6, which was -0.35 lower than the previous day. The implied volatity was 25.17, the open interest changed by 11 which increased total open position to 149
On 17 Aug ALKEM was trading at 5347.50. The strike last trading price was 36.3, which was 0 lower than the previous day. The implied volatity was 6.58, the open interest changed by 0 which decreased total open position to 0
ALKEM 30SEP2025 6000 PE | |||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
21 Sept | 5541.50 | 1099.2 | 0 | - | 0 | 0 | 0 |
14 Sept | 5448.00 | 1099.2 | 0 | - | 0 | 0 | 0 |
17 Aug | 5347.50 | 1099.2 | 0 | - | 0 | 0 | 0 |
For Alkem Laboratories Ltd. - strike price 6000 expiring on 30SEP2025
Delta for 6000 PE is -
Historical price for 6000 PE is as follows
On 21 Sept ALKEM was trading at 5541.50. The strike last trading price was 1099.2, 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 14 Sept ALKEM was trading at 5448.00. The strike last trading price was 1099.2, 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 1099.2, 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