ALKEM
Alkem Laboratories Ltd.
Historical option data for ALKEM
21 Nov 2024 04:11 PM IST
| ALKEM 28NOV2024 5300 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 | 278.5 | 0.00 | 0.00 | 0 | -3 | 0 | |||
| 20 Nov | 5529.80 | 278.5 | 0.00 | 33.74 | 19 | -3 | 35 | |||
| 19 Nov | 5529.80 | 278.5 | -36.70 | 33.74 | 19 | -2 | 35 | |||
| 18 Nov | 5515.15 | 315.2 | 0.00 | 0.00 | 0 | -1 | 0 | |||
| 14 Nov | 5524.95 | 315.2 | -15.30 | 41.74 | 3 | 0 | 38 | |||
| 13 Nov | 5571.20 | 330.5 | -544.85 | 32.80 | 524 | 39 | 39 | |||
| 12 Nov | 5503.40 | 875.35 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 5623.85 | 875.35 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 5706.50 | 875.35 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 5723.80 | 875.35 | 0.00 | - | 0 | 0 | 0 | |||
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| 6 Nov | 5853.80 | 875.35 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 5670.35 | 875.35 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 5798.30 | 875.35 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Nov | 5805.25 | 875.35 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 5779.25 | 875.35 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 5795.60 | 875.35 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 5928.30 | 875.35 | - | 0 | 0 | 0 | ||||
For Alkem Laboratories Ltd. - strike price 5300 expiring on 28NOV2024
Delta for 5300 CE is 0.00
Historical price for 5300 CE is as follows
On 21 Nov ALKEM was trading at 5604.75. The strike last trading price was 278.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -3 which decreased total open position to 0
On 20 Nov ALKEM was trading at 5529.80. The strike last trading price was 278.5, which was 0.00 lower than the previous day. The implied volatity was 33.74, the open interest changed by -3 which decreased total open position to 35
On 19 Nov ALKEM was trading at 5529.80. The strike last trading price was 278.5, which was -36.70 lower than the previous day. The implied volatity was 33.74, the open interest changed by -2 which decreased total open position to 35
On 18 Nov ALKEM was trading at 5515.15. The strike last trading price was 315.2, 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 14 Nov ALKEM was trading at 5524.95. The strike last trading price was 315.2, which was -15.30 lower than the previous day. The implied volatity was 41.74, the open interest changed by 0 which decreased total open position to 38
On 13 Nov ALKEM was trading at 5571.20. The strike last trading price was 330.5, which was -544.85 lower than the previous day. The implied volatity was 32.80, the open interest changed by 39 which increased total open position to 39
On 12 Nov ALKEM was trading at 5503.40. The strike last trading price was 875.35, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Nov ALKEM was trading at 5623.85. The strike last trading price was 875.35, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 8 Nov ALKEM was trading at 5706.50. The strike last trading price was 875.35, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 Nov ALKEM was trading at 5723.80. The strike last trading price was 875.35, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Nov ALKEM was trading at 5853.80. The strike last trading price was 875.35, which was 0.00 lower than the previous day. The implied volatity was -, 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 875.35, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Nov ALKEM was trading at 5798.30. The strike last trading price was 875.35, which was 0.00 lower than the previous day. The implied volatity was -, 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 875.35, which was 0.00 lower than the previous day. The implied volatity was -, 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 875.35, 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 875.35, 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 875.35, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| ALKEM 28NOV2024 5300 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.09
Vega: 1.23
Theta: -2.63
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 5604.75 | 10 | -13.50 | 31.45 | 602 | -4 | 327 |
| 20 Nov | 5529.80 | 23.5 | 0.00 | 30.53 | 940 | -33 | 331 |
| 19 Nov | 5529.80 | 23.5 | -6.45 | 30.53 | 940 | -33 | 331 |
| 18 Nov | 5515.15 | 29.95 | 0.40 | 29.12 | 265 | -75 | 364 |
| 14 Nov | 5524.95 | 29.55 | -22.45 | 25.63 | 842 | -287 | 439 |
| 13 Nov | 5571.20 | 52 | -43.00 | 35.37 | 6,147 | 578 | 730 |
| 12 Nov | 5503.40 | 95 | 34.05 | 40.78 | 201 | 70 | 151 |
| 11 Nov | 5623.85 | 60.95 | 16.50 | 37.77 | 318 | 14 | 82 |
| 8 Nov | 5706.50 | 44.45 | -9.20 | 35.89 | 406 | 25 | 69 |
| 7 Nov | 5723.80 | 53.65 | 25.80 | 39.07 | 49 | 17 | 45 |
| 6 Nov | 5853.80 | 27.85 | -12.25 | 35.96 | 23 | 12 | 20 |
| 5 Nov | 5670.35 | 40.1 | 2.55 | 30.83 | 6 | 0 | 2 |
| 4 Nov | 5798.30 | 37.55 | -43.15 | 35.55 | 2 | 0 | 0 |
| 1 Nov | 5805.25 | 80.7 | 0.00 | 8.11 | 0 | 0 | 0 |
| 31 Oct | 5779.25 | 80.7 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 5795.60 | 80.7 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 5928.30 | 80.7 | - | 0 | 0 | 0 | |
For Alkem Laboratories Ltd. - strike price 5300 expiring on 28NOV2024
Delta for 5300 PE is -0.09
Historical price for 5300 PE is as follows
On 21 Nov ALKEM was trading at 5604.75. The strike last trading price was 10, which was -13.50 lower than the previous day. The implied volatity was 31.45, the open interest changed by -4 which decreased total open position to 327
On 20 Nov ALKEM was trading at 5529.80. The strike last trading price was 23.5, which was 0.00 lower than the previous day. The implied volatity was 30.53, the open interest changed by -33 which decreased total open position to 331
On 19 Nov ALKEM was trading at 5529.80. The strike last trading price was 23.5, which was -6.45 lower than the previous day. The implied volatity was 30.53, the open interest changed by -33 which decreased total open position to 331
On 18 Nov ALKEM was trading at 5515.15. The strike last trading price was 29.95, which was 0.40 higher than the previous day. The implied volatity was 29.12, the open interest changed by -75 which decreased total open position to 364
On 14 Nov ALKEM was trading at 5524.95. The strike last trading price was 29.55, which was -22.45 lower than the previous day. The implied volatity was 25.63, the open interest changed by -287 which decreased total open position to 439
On 13 Nov ALKEM was trading at 5571.20. The strike last trading price was 52, which was -43.00 lower than the previous day. The implied volatity was 35.37, the open interest changed by 578 which increased total open position to 730
On 12 Nov ALKEM was trading at 5503.40. The strike last trading price was 95, which was 34.05 higher than the previous day. The implied volatity was 40.78, the open interest changed by 70 which increased total open position to 151
On 11 Nov ALKEM was trading at 5623.85. The strike last trading price was 60.95, which was 16.50 higher than the previous day. The implied volatity was 37.77, the open interest changed by 14 which increased total open position to 82
On 8 Nov ALKEM was trading at 5706.50. The strike last trading price was 44.45, which was -9.20 lower than the previous day. The implied volatity was 35.89, the open interest changed by 25 which increased total open position to 69
On 7 Nov ALKEM was trading at 5723.80. The strike last trading price was 53.65, which was 25.80 higher than the previous day. The implied volatity was 39.07, the open interest changed by 17 which increased total open position to 45
On 6 Nov ALKEM was trading at 5853.80. The strike last trading price was 27.85, which was -12.25 lower than the previous day. The implied volatity was 35.96, the open interest changed by 12 which increased total open position to 20
On 5 Nov ALKEM was trading at 5670.35. The strike last trading price was 40.1, which was 2.55 higher than the previous day. The implied volatity was 30.83, the open interest changed by 0 which decreased total open position to 2
On 4 Nov ALKEM was trading at 5798.30. The strike last trading price was 37.55, which was -43.15 lower than the previous day. The implied volatity was 35.55, 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 80.7, which was 0.00 lower than the previous day. The implied volatity was 8.11, 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 80.7, 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 80.7, 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 80.7, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
