`
[--[65.84.65.76]--]
ALKEM
Alkem Laboratories Ltd.

5604.75 74.95 (1.36%)

Back to Option Chain


Historical option data for ALKEM

21 Nov 2024 04:11 PM IST
ALKEM 28NOV2024 4800 CE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Nov 5604.75 770 0.00 0.00 0 0 0
20 Nov 5529.80 770 0.00 0.00 0 0 0
19 Nov 5529.80 770 0.00 0.00 0 0 0
18 Nov 5515.15 770 92.05 - 1 0 17
14 Nov 5524.95 677.95 0.00 0.00 0 5 0
13 Nov 5571.20 677.95 -37.10 - 7 6 18
12 Nov 5503.40 715.05 -90.25 25.95 11 -1 13
11 Nov 5623.85 805.3 -74.70 - 5 -1 15
5 Nov 5670.35 880 -102.05 - 1 0 17
30 Oct 5795.60 982.05 - 17 16 16


For Alkem Laboratories Ltd. - strike price 4800 expiring on 28NOV2024

Delta for 4800 CE is 0.00

Historical price for 4800 CE is as follows

On 21 Nov ALKEM was trading at 5604.75. The strike last trading price was 770, which was 0.00 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 20 Nov ALKEM was trading at 5529.80. The strike last trading price was 770, which was 0.00 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 19 Nov ALKEM was trading at 5529.80. The strike last trading price was 770, which was 0.00 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 18 Nov ALKEM was trading at 5515.15. The strike last trading price was 770, which was 92.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 17


On 14 Nov ALKEM was trading at 5524.95. The strike last trading price was 677.95, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 5 which increased total open position to 0


On 13 Nov ALKEM was trading at 5571.20. The strike last trading price was 677.95, which was -37.10 lower than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 18


On 12 Nov ALKEM was trading at 5503.40. The strike last trading price was 715.05, which was -90.25 lower than the previous day. The implied volatity was 25.95, the open interest changed by -1 which decreased total open position to 13


On 11 Nov ALKEM was trading at 5623.85. The strike last trading price was 805.3, which was -74.70 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 15


On 5 Nov ALKEM was trading at 5670.35. The strike last trading price was 880, which was -102.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 17


On 30 Oct ALKEM was trading at 5795.60. The strike last trading price was 982.05, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


ALKEM 28NOV2024 4800 PE
Delta: -0.01
Vega: 0.26
Theta: -0.93
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Nov 5604.75 1.85 0.30 51.78 32 -10 65
20 Nov 5529.80 1.55 0.00 41.42 3 -4 76
19 Nov 5529.80 1.55 -0.80 41.42 3 -3 76
18 Nov 5515.15 2.35 -1.65 41.46 161 -89 78
14 Nov 5524.95 4 -2.05 37.79 177 -54 167
13 Nov 5571.20 6.05 -7.50 41.46 1,198 173 222
12 Nov 5503.40 13.55 -6.15 44.09 78 48 48
11 Nov 5623.85 19.7 0.00 17.92 0 0 0
5 Nov 5670.35 19.7 0.00 16.22 0 0 0
30 Oct 5795.60 19.7 - 0 0 0


For Alkem Laboratories Ltd. - strike price 4800 expiring on 28NOV2024

Delta for 4800 PE is -0.01

Historical price for 4800 PE is as follows

On 21 Nov ALKEM was trading at 5604.75. The strike last trading price was 1.85, which was 0.30 higher than the previous day. The implied volatity was 51.78, the open interest changed by -10 which decreased total open position to 65


On 20 Nov ALKEM was trading at 5529.80. The strike last trading price was 1.55, which was 0.00 lower than the previous day. The implied volatity was 41.42, the open interest changed by -4 which decreased total open position to 76


On 19 Nov ALKEM was trading at 5529.80. The strike last trading price was 1.55, which was -0.80 lower than the previous day. The implied volatity was 41.42, the open interest changed by -3 which decreased total open position to 76


On 18 Nov ALKEM was trading at 5515.15. The strike last trading price was 2.35, which was -1.65 lower than the previous day. The implied volatity was 41.46, the open interest changed by -89 which decreased total open position to 78


On 14 Nov ALKEM was trading at 5524.95. The strike last trading price was 4, which was -2.05 lower than the previous day. The implied volatity was 37.79, the open interest changed by -54 which decreased total open position to 167


On 13 Nov ALKEM was trading at 5571.20. The strike last trading price was 6.05, which was -7.50 lower than the previous day. The implied volatity was 41.46, the open interest changed by 173 which increased total open position to 222


On 12 Nov ALKEM was trading at 5503.40. The strike last trading price was 13.55, which was -6.15 lower than the previous day. The implied volatity was 44.09, the open interest changed by 48 which increased total open position to 48


On 11 Nov ALKEM was trading at 5623.85. The strike last trading price was 19.7, which was 0.00 lower than the previous day. The implied volatity was 17.92, the open interest changed by 0 which decreased total open position to 0


On 5 Nov ALKEM was trading at 5670.35. The strike last trading price was 19.7, which was 0.00 lower than the previous day. The implied volatity was 16.22, the open interest changed by 0 which decreased total open position to 0


On 30 Oct ALKEM was trading at 5795.60. The strike last trading price was 19.7, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to