Historical option data for ALKEM
27 May 2026 04:10 PM IST
| ALKEM 30-Jun-2026 (33d) 5450 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.57
Vega: 0.07
Theta: -2.53
Gamma: 0.00102
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 27 May | 5451.50 | 181.3 | 7.3 (4.20%) | 23 | 188 | 54 | 81 | |||||||||
| 26 May | 5380.00 | 174 | 0 (0.00%) | 27.01 | 29 | 0 | 27 | |||||||||
| 25 May | 5400.50 | 174 | -19 (-9.84%) | 27.01 | 29 | 11 | 27 | |||||||||
| 22 May | 5404.50 | 193 | -80.1 (-29.33%) | 27.49 | 25 | 18 | 18 | |||||||||
| 18 May | 5468.00 | 0 | -273.1 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 15 May | 5486.00 | 0 | -273.1 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 14 May | 5576.50 | 0 | -273.1 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 13 May | 5462.50 | 0 | -273.1 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 12 May | 5496.50 | 0 | -273.1 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 11 May | 5599.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Alkem Laboratories Ltd. - strike price 5450 expiring on 30JUN2026
Delta for 5450 CE is 0.57
Historical price for 5450 CE is as follows
On 27 May ALKEM was trading at 5451.50. The strike last trading price was 181.3, which was 7.3 higher than the previous day. The implied volatity was 23, the open interest changed by 54 which increased total open position to 81
On 26 May ALKEM was trading at 5380.00. The strike last trading price was 174, which was 0 lower than the previous day. The implied volatity was 27.01, the open interest changed by 0 which decreased total open position to 27
On 25 May ALKEM was trading at 5400.50. The strike last trading price was 174, which was -19 lower than the previous day. The implied volatity was 27.01, the open interest changed by 11 which increased total open position to 27
On 22 May ALKEM was trading at 5404.50. The strike last trading price was 193, which was -80.1 lower than the previous day. The implied volatity was 27.49, the open interest changed by 18 which increased total open position to 18
On 18 May ALKEM was trading at 5468.00. The strike last trading price was 0, which was -273.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 15 May ALKEM was trading at 5486.00. The strike last trading price was 0, which was -273.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 May ALKEM was trading at 5576.50. The strike last trading price was 0, which was -273.1 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 13 May ALKEM was trading at 5462.50. The strike last trading price was 0, which was -273.1 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 12 May ALKEM was trading at 5496.50. The strike last trading price was 0, which was -273.1 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 11 May ALKEM was trading at 5599.50. The strike last trading price was 0, 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
| ALKEM 30-Jun-2026 (33d) 5450 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.44
Vega: 0.07
Theta: -2.7
Gamma: 0.00071
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 27 May | 5451.50 | 194.5 | -51.9 (-21.06%) | 33.02 | 32 | 17 | 22 |
| 26 May | 5380.00 | 246 | 39 (18.84%) | 33.02 | 1 | 1 | 5 |
| 25 May | 5400.50 | 207 | -43 (-17.20%) | 28.95 | 4 | 0 | 0 |
| 22 May | 5404.50 | 0 | 0 | - | 0 | 0 | 0 |
| 18 May | 5468.00 | 0 | -250.3 (-100.00%) | - | 0 | 0 | 0 |
| 15 May | 5486.00 | 0 | -250.3 (-100.00%) | - | 0 | 0 | 0 |
| 14 May | 5576.50 | 0 | -250.3 (-100.00%) | 0 | 0 | 0 | 0 |
| 13 May | 5462.50 | 0 | -250.3 (-100.00%) | 0 | 0 | 0 | 0 |
| 12 May | 5496.50 | 0 | -250.3 (-100.00%) | 0 | 0 | 0 | 0 |
| 11 May | 5599.50 | 0 | 0 | - | 0 | 0 | 0 |
For Alkem Laboratories Ltd. - strike price 5450 expiring on 30JUN2026
Delta for 5450 PE is -0.44
Historical price for 5450 PE is as follows
On 27 May ALKEM was trading at 5451.50. The strike last trading price was 194.5, which was -51.9 lower than the previous day. The implied volatity was 33.02, the open interest changed by 17 which increased total open position to 22
On 26 May ALKEM was trading at 5380.00. The strike last trading price was 246, which was 39 higher than the previous day. The implied volatity was 33.02, the open interest changed by 1 which increased total open position to 5
On 25 May ALKEM was trading at 5400.50. The strike last trading price was 207, which was -43 lower than the previous day. The implied volatity was 28.95, the open interest changed by 0 which decreased total open position to 0
On 22 May ALKEM was trading at 5404.50. The strike last trading price was 0, 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 18 May ALKEM was trading at 5468.00. The strike last trading price was 0, which was -250.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 15 May ALKEM was trading at 5486.00. The strike last trading price was 0, which was -250.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 May ALKEM was trading at 5576.50. The strike last trading price was 0, which was -250.3 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 13 May ALKEM was trading at 5462.50. The strike last trading price was 0, which was -250.3 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 12 May ALKEM was trading at 5496.50. The strike last trading price was 0, which was -250.3 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 11 May ALKEM was trading at 5599.50. The strike last trading price was 0, 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
