ALKEM
Alkem Laboratories Ltd.
Historical option data for ALKEM
21 Nov 2024 04:11 PM IST
| ALKEM 28NOV2024 5400 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 5604.75 | 193.45 | 33.45 | - | 159 | -17 | 96 | |||
| 20 Nov | 5529.80 | 160 | 0.00 | 17.08 | 151 | -6 | 115 | |||
| 19 Nov | 5529.80 | 160 | 2.65 | 17.08 | 151 | -4 | 115 | |||
| 18 Nov | 5515.15 | 157.35 | -24.65 | 24.69 | 56 | 4 | 119 | |||
| 14 Nov | 5524.95 | 182 | -73.00 | 24.23 | 556 | -118 | 115 | |||
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| 13 Nov | 5571.20 | 255 | 38.95 | 32.13 | 2,685 | 223 | 235 | |||
| 12 Nov | 5503.40 | 216.05 | -83.70 | 33.10 | 15 | 1 | 2 | |||
| 11 Nov | 5623.85 | 299.75 | -498.35 | 35.84 | 2 | 1 | 1 | |||
| 8 Nov | 5706.50 | 798.1 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 5723.80 | 798.1 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 5853.80 | 798.1 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 5670.35 | 798.1 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 5798.30 | 798.1 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Nov | 5805.25 | 798.1 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 5779.25 | 798.1 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 5795.60 | 798.1 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 5928.30 | 798.1 | - | 0 | 0 | 0 | ||||
For Alkem Laboratories Ltd. - strike price 5400 expiring on 28NOV2024
Delta for 5400 CE is -
Historical price for 5400 CE is as follows
On 21 Nov ALKEM was trading at 5604.75. The strike last trading price was 193.45, which was 33.45 higher than the previous day. The implied volatity was -, the open interest changed by -17 which decreased total open position to 96
On 20 Nov ALKEM was trading at 5529.80. The strike last trading price was 160, which was 0.00 lower than the previous day. The implied volatity was 17.08, the open interest changed by -6 which decreased total open position to 115
On 19 Nov ALKEM was trading at 5529.80. The strike last trading price was 160, which was 2.65 higher than the previous day. The implied volatity was 17.08, the open interest changed by -4 which decreased total open position to 115
On 18 Nov ALKEM was trading at 5515.15. The strike last trading price was 157.35, which was -24.65 lower than the previous day. The implied volatity was 24.69, the open interest changed by 4 which increased total open position to 119
On 14 Nov ALKEM was trading at 5524.95. The strike last trading price was 182, which was -73.00 lower than the previous day. The implied volatity was 24.23, the open interest changed by -118 which decreased total open position to 115
On 13 Nov ALKEM was trading at 5571.20. The strike last trading price was 255, which was 38.95 higher than the previous day. The implied volatity was 32.13, the open interest changed by 223 which increased total open position to 235
On 12 Nov ALKEM was trading at 5503.40. The strike last trading price was 216.05, which was -83.70 lower than the previous day. The implied volatity was 33.10, the open interest changed by 1 which increased total open position to 2
On 11 Nov ALKEM was trading at 5623.85. The strike last trading price was 299.75, which was -498.35 lower than the previous day. The implied volatity was 35.84, the open interest changed by 1 which increased total open position to 1
On 8 Nov ALKEM was trading at 5706.50. The strike last trading price was 798.1, 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 798.1, 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 798.1, 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 798.1, 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 798.1, 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 798.1, 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 798.1, 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 798.1, 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 798.1, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| ALKEM 28NOV2024 5400 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.17
Vega: 1.95
Theta: -3.96
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 5604.75 | 21.5 | -23.20 | 30.32 | 435 | -4 | 266 |
| 20 Nov | 5529.80 | 44.7 | 0.00 | 29.85 | 634 | 54 | 269 |
| 19 Nov | 5529.80 | 44.7 | -6.85 | 29.85 | 634 | 53 | 269 |
| 18 Nov | 5515.15 | 51.55 | 2.55 | 27.36 | 331 | -35 | 216 |
| 14 Nov | 5524.95 | 49 | -27.50 | 23.87 | 1,180 | -179 | 249 |
| 13 Nov | 5571.20 | 76.5 | 12.45 | 34.40 | 2,980 | 372 | 430 |
| 12 Nov | 5503.40 | 64.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Nov | 5623.85 | 64.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 8 Nov | 5706.50 | 64.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 7 Nov | 5723.80 | 64.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Nov | 5853.80 | 64.05 | 0.00 | 0.00 | 0 | 1 | 0 |
| 5 Nov | 5670.35 | 64.05 | 14.30 | 31.55 | 1 | 0 | 57 |
| 4 Nov | 5798.30 | 49.75 | 0.00 | 0.00 | 0 | 0 | 0 |
| 1 Nov | 5805.25 | 49.75 | 0.00 | 0.00 | 0 | 0 | 0 |
| 31 Oct | 5779.25 | 49.75 | 0.00 | - | 0 | 4 | 0 |
| 30 Oct | 5795.60 | 49.75 | -4.25 | - | 4 | 3 | 56 |
| 29 Oct | 5928.30 | 54 | - | 54 | 45 | 49 | |
For Alkem Laboratories Ltd. - strike price 5400 expiring on 28NOV2024
Delta for 5400 PE is -0.17
Historical price for 5400 PE is as follows
On 21 Nov ALKEM was trading at 5604.75. The strike last trading price was 21.5, which was -23.20 lower than the previous day. The implied volatity was 30.32, the open interest changed by -4 which decreased total open position to 266
On 20 Nov ALKEM was trading at 5529.80. The strike last trading price was 44.7, which was 0.00 lower than the previous day. The implied volatity was 29.85, the open interest changed by 54 which increased total open position to 269
On 19 Nov ALKEM was trading at 5529.80. The strike last trading price was 44.7, which was -6.85 lower than the previous day. The implied volatity was 29.85, the open interest changed by 53 which increased total open position to 269
On 18 Nov ALKEM was trading at 5515.15. The strike last trading price was 51.55, which was 2.55 higher than the previous day. The implied volatity was 27.36, the open interest changed by -35 which decreased total open position to 216
On 14 Nov ALKEM was trading at 5524.95. The strike last trading price was 49, which was -27.50 lower than the previous day. The implied volatity was 23.87, the open interest changed by -179 which decreased total open position to 249
On 13 Nov ALKEM was trading at 5571.20. The strike last trading price was 76.5, which was 12.45 higher than the previous day. The implied volatity was 34.40, the open interest changed by 372 which increased total open position to 430
On 12 Nov ALKEM was trading at 5503.40. The strike last trading price was 64.05, 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 11 Nov ALKEM was trading at 5623.85. The strike last trading price was 64.05, 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 8 Nov ALKEM was trading at 5706.50. The strike last trading price was 64.05, 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 7 Nov ALKEM was trading at 5723.80. The strike last trading price was 64.05, 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 6 Nov ALKEM was trading at 5853.80. The strike last trading price was 64.05, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 5 Nov ALKEM was trading at 5670.35. The strike last trading price was 64.05, which was 14.30 higher than the previous day. The implied volatity was 31.55, 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 49.75, 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 49.75, 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 49.75, 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 49.75, which was -4.25 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 54, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
