ALKEM
Alkem Laboratories Ltd.
Historical option data for ALKEM
21 Nov 2024 04:11 PM IST
| ALKEM 28NOV2024 5200 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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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 Nov | 5604.75 | 308.3 | 0.00 | 0.00 | 0 | -1 | 0 | |||
| 20 Nov | 5529.80 | 308.3 | 0.00 | - | 5 | -1 | 64 | |||
| 19 Nov | 5529.80 | 308.3 | -34.00 | - | 5 | -1 | 64 | |||
| 18 Nov | 5515.15 | 342.3 | -20.05 | 36.59 | 8 | 1 | 63 | |||
| 14 Nov | 5524.95 | 362.35 | -47.25 | 33.12 | 2 | -1 | 61 | |||
| 13 Nov | 5571.20 | 409.6 | -50.10 | 31.86 | 459 | 17 | 62 | |||
| 12 Nov | 5503.40 | 459.7 | 0.00 | 0.00 | 0 | -6 | 0 | |||
| 11 Nov | 5623.85 | 459.7 | -75.20 | 38.04 | 10 | -4 | 47 | |||
| 8 Nov | 5706.50 | 534.9 | -15.25 | 28.21 | 1 | 0 | 52 | |||
| 7 Nov | 5723.80 | 550.15 | -24.75 | 16.26 | 27 | -3 | 53 | |||
| 6 Nov | 5853.80 | 574.9 | 42.25 | - | 3 | 0 | 57 | |||
| 5 Nov | 5670.35 | 532.65 | -190.15 | 35.97 | 1 | 0 | 57 | |||
| 4 Nov | 5798.30 | 722.8 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 1 Nov | 5805.25 | 722.8 | 0.00 | 0.00 | 0 | 0 | 0 | |||
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| 31 Oct | 5779.25 | 722.8 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 5795.60 | 722.8 | 0.00 | - | 0 | 55 | 0 | |||
| 29 Oct | 5928.30 | 722.8 | - | 57 | 53 | 55 | ||||
For Alkem Laboratories Ltd. - strike price 5200 expiring on 28NOV2024
Delta for 5200 CE is 0.00
Historical price for 5200 CE is as follows
On 21 Nov ALKEM was trading at 5604.75. The strike last trading price was 308.3, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 20 Nov ALKEM was trading at 5529.80. The strike last trading price was 308.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 64
On 19 Nov ALKEM was trading at 5529.80. The strike last trading price was 308.3, which was -34.00 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 64
On 18 Nov ALKEM was trading at 5515.15. The strike last trading price was 342.3, which was -20.05 lower than the previous day. The implied volatity was 36.59, the open interest changed by 1 which increased total open position to 63
On 14 Nov ALKEM was trading at 5524.95. The strike last trading price was 362.35, which was -47.25 lower than the previous day. The implied volatity was 33.12, the open interest changed by -1 which decreased total open position to 61
On 13 Nov ALKEM was trading at 5571.20. The strike last trading price was 409.6, which was -50.10 lower than the previous day. The implied volatity was 31.86, the open interest changed by 17 which increased total open position to 62
On 12 Nov ALKEM was trading at 5503.40. The strike last trading price was 459.7, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -6 which decreased total open position to 0
On 11 Nov ALKEM was trading at 5623.85. The strike last trading price was 459.7, which was -75.20 lower than the previous day. The implied volatity was 38.04, the open interest changed by -4 which decreased total open position to 47
On 8 Nov ALKEM was trading at 5706.50. The strike last trading price was 534.9, which was -15.25 lower than the previous day. The implied volatity was 28.21, the open interest changed by 0 which decreased total open position to 52
On 7 Nov ALKEM was trading at 5723.80. The strike last trading price was 550.15, which was -24.75 lower than the previous day. The implied volatity was 16.26, the open interest changed by -3 which decreased total open position to 53
On 6 Nov ALKEM was trading at 5853.80. The strike last trading price was 574.9, which was 42.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 57
On 5 Nov ALKEM was trading at 5670.35. The strike last trading price was 532.65, which was -190.15 lower than the previous day. The implied volatity was 35.97, the open interest changed by 0 which decreased total open position to 57
On 4 Nov ALKEM was trading at 5798.30. The strike last trading price was 722.8, 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 1 Nov ALKEM was trading at 5805.25. The strike last trading price was 722.8, 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 31 Oct ALKEM was trading at 5779.25. The strike last trading price was 722.8, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct ALKEM was trading at 5795.60. The strike last trading price was 722.8, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct ALKEM was trading at 5928.30. The strike last trading price was 722.8, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| ALKEM 28NOV2024 5200 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.05
Vega: 0.85
Theta: -2.07
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 5604.75 | 6.4 | -8.20 | 35.27 | 186 | -2 | 290 |
| 20 Nov | 5529.80 | 14.6 | 0.00 | 33.39 | 128 | -14 | 293 |
| 19 Nov | 5529.80 | 14.6 | -2.85 | 33.39 | 128 | -13 | 293 |
| 18 Nov | 5515.15 | 17.45 | -1.20 | 31.14 | 223 | 21 | 307 |
| 14 Nov | 5524.95 | 18.65 | -14.35 | 27.86 | 814 | -241 | 285 |
| 13 Nov | 5571.20 | 33 | -34.00 | 35.82 | 3,450 | 218 | 528 |
| 12 Nov | 5503.40 | 67 | 27.25 | 41.17 | 230 | -3 | 314 |
| 11 Nov | 5623.85 | 39.75 | 9.30 | 37.77 | 855 | 66 | 317 |
| 8 Nov | 5706.50 | 30.45 | -6.10 | 36.65 | 369 | 33 | 252 |
| 7 Nov | 5723.80 | 36.55 | 16.95 | 39.10 | 1,066 | 57 | 212 |
| 6 Nov | 5853.80 | 19.6 | -27.80 | 37.01 | 203 | 5 | 164 |
| 5 Nov | 5670.35 | 47.4 | 12.50 | 38.18 | 201 | 26 | 154 |
| 4 Nov | 5798.30 | 34.9 | -5.05 | 39.19 | 86 | 53 | 128 |
| 1 Nov | 5805.25 | 39.95 | 0.00 | 37.25 | 1 | 0 | 76 |
| 31 Oct | 5779.25 | 39.95 | 15.25 | - | 23 | 4 | 76 |
| 30 Oct | 5795.60 | 24.7 | -17.70 | - | 76 | 0 | 59 |
| 29 Oct | 5928.30 | 42.4 | - | 58 | 41 | 42 | |
For Alkem Laboratories Ltd. - strike price 5200 expiring on 28NOV2024
Delta for 5200 PE is -0.05
Historical price for 5200 PE is as follows
On 21 Nov ALKEM was trading at 5604.75. The strike last trading price was 6.4, which was -8.20 lower than the previous day. The implied volatity was 35.27, the open interest changed by -2 which decreased total open position to 290
On 20 Nov ALKEM was trading at 5529.80. The strike last trading price was 14.6, which was 0.00 lower than the previous day. The implied volatity was 33.39, the open interest changed by -14 which decreased total open position to 293
On 19 Nov ALKEM was trading at 5529.80. The strike last trading price was 14.6, which was -2.85 lower than the previous day. The implied volatity was 33.39, the open interest changed by -13 which decreased total open position to 293
On 18 Nov ALKEM was trading at 5515.15. The strike last trading price was 17.45, which was -1.20 lower than the previous day. The implied volatity was 31.14, the open interest changed by 21 which increased total open position to 307
On 14 Nov ALKEM was trading at 5524.95. The strike last trading price was 18.65, which was -14.35 lower than the previous day. The implied volatity was 27.86, the open interest changed by -241 which decreased total open position to 285
On 13 Nov ALKEM was trading at 5571.20. The strike last trading price was 33, which was -34.00 lower than the previous day. The implied volatity was 35.82, the open interest changed by 218 which increased total open position to 528
On 12 Nov ALKEM was trading at 5503.40. The strike last trading price was 67, which was 27.25 higher than the previous day. The implied volatity was 41.17, the open interest changed by -3 which decreased total open position to 314
On 11 Nov ALKEM was trading at 5623.85. The strike last trading price was 39.75, which was 9.30 higher than the previous day. The implied volatity was 37.77, the open interest changed by 66 which increased total open position to 317
On 8 Nov ALKEM was trading at 5706.50. The strike last trading price was 30.45, which was -6.10 lower than the previous day. The implied volatity was 36.65, the open interest changed by 33 which increased total open position to 252
On 7 Nov ALKEM was trading at 5723.80. The strike last trading price was 36.55, which was 16.95 higher than the previous day. The implied volatity was 39.10, the open interest changed by 57 which increased total open position to 212
On 6 Nov ALKEM was trading at 5853.80. The strike last trading price was 19.6, which was -27.80 lower than the previous day. The implied volatity was 37.01, the open interest changed by 5 which increased total open position to 164
On 5 Nov ALKEM was trading at 5670.35. The strike last trading price was 47.4, which was 12.50 higher than the previous day. The implied volatity was 38.18, the open interest changed by 26 which increased total open position to 154
On 4 Nov ALKEM was trading at 5798.30. The strike last trading price was 34.9, which was -5.05 lower than the previous day. The implied volatity was 39.19, the open interest changed by 53 which increased total open position to 128
On 1 Nov ALKEM was trading at 5805.25. The strike last trading price was 39.95, which was 0.00 lower than the previous day. The implied volatity was 37.25, the open interest changed by 0 which decreased total open position to 76
On 31 Oct ALKEM was trading at 5779.25. The strike last trading price was 39.95, which was 15.25 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct ALKEM was trading at 5795.60. The strike last trading price was 24.7, which was -17.70 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct ALKEM was trading at 5928.30. The strike last trading price was 42.4, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
