ALKEM
Alkem Laboratories Ltd.
Historical option data for ALKEM
20 Dec 2024 04:11 PM IST
| ALKEM 26DEC2024 5500 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.34
Vega: 2.56
Theta: -5.27
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 5427.50 | 35.05 | -33.95 | 22.42 | 4,730 | -92 | 889 | |||
| 19 Dec | 5494.25 | 69 | -8.45 | 25.00 | 2,723 | -234 | 980 | |||
| 18 Dec | 5493.25 | 77.45 | 26.20 | 23.65 | 19,468 | 504 | 1,227 | |||
| 17 Dec | 5391.65 | 51.25 | -17.25 | 25.62 | 635 | 35 | 728 | |||
| 16 Dec | 5442.80 | 68.5 | 19.90 | 26.50 | 1,297 | -14 | 694 | |||
| 13 Dec | 5372.55 | 48.6 | -32.00 | 23.29 | 705 | -66 | 709 | |||
| 12 Dec | 5435.25 | 80.6 | -28.80 | 24.32 | 810 | 146 | 778 | |||
| 11 Dec | 5489.95 | 109.4 | 2.40 | 23.23 | 1,024 | 14 | 630 | |||
| 10 Dec | 5459.45 | 107 | -21.80 | 25.00 | 1,186 | 230 | 615 | |||
| 9 Dec | 5484.60 | 128.8 | -16.70 | 25.04 | 852 | 85 | 384 | |||
| 6 Dec | 5505.40 | 145.5 | -83.95 | 23.27 | 429 | 72 | 298 | |||
| 5 Dec | 5643.95 | 229.45 | -22.85 | 23.13 | 117 | -7 | 228 | |||
| 4 Dec | 5672.70 | 252.3 | 21.60 | 24.65 | 28 | -4 | 235 | |||
| 3 Dec | 5637.35 | 230.7 | -53.85 | 23.85 | 43 | -7 | 239 | |||
| 2 Dec | 5692.75 | 284.55 | 37.10 | 24.28 | 165 | -18 | 247 | |||
| 29 Nov | 5642.45 | 247.45 | 96.80 | 23.64 | 2,285 | -73 | 267 | |||
| 28 Nov | 5457.15 | 150.65 | -5.55 | 23.07 | 461 | 109 | 339 | |||
| 27 Nov | 5449.85 | 156.2 | -22.75 | 25.03 | 594 | 154 | 231 | |||
| 26 Nov | 5484.40 | 178.95 | 9.60 | 26.23 | 159 | 26 | 75 | |||
| 25 Nov | 5478.30 | 169.35 | -52.65 | 26.92 | 101 | 42 | 48 | |||
| 22 Nov | 5583.35 | 222 | -8.00 | 19.07 | 10 | 7 | 13 | |||
| 21 Nov | 5604.75 | 230 | 36.80 | 19.89 | 2 | 0 | 5 | |||
| 20 Nov | 5529.80 | 193.2 | 0.00 | 0.00 | 0 | 0 | 0 | |||
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| 19 Nov | 5529.80 | 193.2 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 18 Nov | 5515.15 | 193.2 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 14 Nov | 5524.95 | 193.2 | -6.80 | 20.71 | 1 | 0 | 4 | |||
| 13 Nov | 5571.20 | 200 | -270.30 | 15.61 | 4 | 3 | 3 | |||
| 12 Nov | 5503.40 | 470.3 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 5623.85 | 470.3 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 5706.50 | 470.3 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 5723.80 | 470.3 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 5853.80 | 470.3 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 5798.30 | 470.3 | - | 0 | 0 | 0 | ||||
For Alkem Laboratories Ltd. - strike price 5500 expiring on 26DEC2024
Delta for 5500 CE is 0.34
Historical price for 5500 CE is as follows
On 20 Dec ALKEM was trading at 5427.50. The strike last trading price was 35.05, which was -33.95 lower than the previous day. The implied volatity was 22.42, the open interest changed by -92 which decreased total open position to 889
On 19 Dec ALKEM was trading at 5494.25. The strike last trading price was 69, which was -8.45 lower than the previous day. The implied volatity was 25.00, the open interest changed by -234 which decreased total open position to 980
On 18 Dec ALKEM was trading at 5493.25. The strike last trading price was 77.45, which was 26.20 higher than the previous day. The implied volatity was 23.65, the open interest changed by 504 which increased total open position to 1227
On 17 Dec ALKEM was trading at 5391.65. The strike last trading price was 51.25, which was -17.25 lower than the previous day. The implied volatity was 25.62, the open interest changed by 35 which increased total open position to 728
On 16 Dec ALKEM was trading at 5442.80. The strike last trading price was 68.5, which was 19.90 higher than the previous day. The implied volatity was 26.50, the open interest changed by -14 which decreased total open position to 694
On 13 Dec ALKEM was trading at 5372.55. The strike last trading price was 48.6, which was -32.00 lower than the previous day. The implied volatity was 23.29, the open interest changed by -66 which decreased total open position to 709
On 12 Dec ALKEM was trading at 5435.25. The strike last trading price was 80.6, which was -28.80 lower than the previous day. The implied volatity was 24.32, the open interest changed by 146 which increased total open position to 778
On 11 Dec ALKEM was trading at 5489.95. The strike last trading price was 109.4, which was 2.40 higher than the previous day. The implied volatity was 23.23, the open interest changed by 14 which increased total open position to 630
On 10 Dec ALKEM was trading at 5459.45. The strike last trading price was 107, which was -21.80 lower than the previous day. The implied volatity was 25.00, the open interest changed by 230 which increased total open position to 615
On 9 Dec ALKEM was trading at 5484.60. The strike last trading price was 128.8, which was -16.70 lower than the previous day. The implied volatity was 25.04, the open interest changed by 85 which increased total open position to 384
On 6 Dec ALKEM was trading at 5505.40. The strike last trading price was 145.5, which was -83.95 lower than the previous day. The implied volatity was 23.27, the open interest changed by 72 which increased total open position to 298
On 5 Dec ALKEM was trading at 5643.95. The strike last trading price was 229.45, which was -22.85 lower than the previous day. The implied volatity was 23.13, the open interest changed by -7 which decreased total open position to 228
On 4 Dec ALKEM was trading at 5672.70. The strike last trading price was 252.3, which was 21.60 higher than the previous day. The implied volatity was 24.65, the open interest changed by -4 which decreased total open position to 235
On 3 Dec ALKEM was trading at 5637.35. The strike last trading price was 230.7, which was -53.85 lower than the previous day. The implied volatity was 23.85, the open interest changed by -7 which decreased total open position to 239
On 2 Dec ALKEM was trading at 5692.75. The strike last trading price was 284.55, which was 37.10 higher than the previous day. The implied volatity was 24.28, the open interest changed by -18 which decreased total open position to 247
On 29 Nov ALKEM was trading at 5642.45. The strike last trading price was 247.45, which was 96.80 higher than the previous day. The implied volatity was 23.64, the open interest changed by -73 which decreased total open position to 267
On 28 Nov ALKEM was trading at 5457.15. The strike last trading price was 150.65, which was -5.55 lower than the previous day. The implied volatity was 23.07, the open interest changed by 109 which increased total open position to 339
On 27 Nov ALKEM was trading at 5449.85. The strike last trading price was 156.2, which was -22.75 lower than the previous day. The implied volatity was 25.03, the open interest changed by 154 which increased total open position to 231
On 26 Nov ALKEM was trading at 5484.40. The strike last trading price was 178.95, which was 9.60 higher than the previous day. The implied volatity was 26.23, the open interest changed by 26 which increased total open position to 75
On 25 Nov ALKEM was trading at 5478.30. The strike last trading price was 169.35, which was -52.65 lower than the previous day. The implied volatity was 26.92, the open interest changed by 42 which increased total open position to 48
On 22 Nov ALKEM was trading at 5583.35. The strike last trading price was 222, which was -8.00 lower than the previous day. The implied volatity was 19.07, the open interest changed by 7 which increased total open position to 13
On 21 Nov ALKEM was trading at 5604.75. The strike last trading price was 230, which was 36.80 higher than the previous day. The implied volatity was 19.89, the open interest changed by 0 which decreased total open position to 5
On 20 Nov ALKEM was trading at 5529.80. The strike last trading price was 193.2, 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 193.2, 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 193.2, 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 14 Nov ALKEM was trading at 5524.95. The strike last trading price was 193.2, which was -6.80 lower than the previous day. The implied volatity was 20.71, the open interest changed by 0 which decreased total open position to 4
On 13 Nov ALKEM was trading at 5571.20. The strike last trading price was 200, which was -270.30 lower than the previous day. The implied volatity was 15.61, the open interest changed by 3 which increased total open position to 3
On 12 Nov ALKEM was trading at 5503.40. The strike last trading price was 470.3, 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 470.3, 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 470.3, 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 470.3, 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 470.3, 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 470.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| ALKEM 26DEC2024 5500 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.63
Vega: 2.62
Theta: -4.77
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 5427.50 | 111.1 | 33.10 | 26.31 | 910 | -81 | 244 |
| 19 Dec | 5494.25 | 78 | -12.00 | 23.39 | 624 | -23 | 328 |
| 18 Dec | 5493.25 | 90 | -63.95 | 28.01 | 1,972 | 77 | 362 |
| 17 Dec | 5391.65 | 153.95 | 32.75 | 31.04 | 58 | -2 | 286 |
| 16 Dec | 5442.80 | 121.2 | -32.80 | 24.46 | 132 | -27 | 288 |
| 13 Dec | 5372.55 | 154 | 27.10 | 20.76 | 282 | -13 | 315 |
| 12 Dec | 5435.25 | 126.9 | 31.45 | 23.46 | 212 | 15 | 330 |
| 11 Dec | 5489.95 | 95.45 | -33.50 | 22.91 | 270 | -22 | 322 |
| 10 Dec | 5459.45 | 128.95 | 17.85 | 26.60 | 424 | 11 | 342 |
| 9 Dec | 5484.60 | 111.1 | 9.25 | 25.65 | 677 | 2 | 332 |
| 6 Dec | 5505.40 | 101.85 | 43.35 | 24.34 | 847 | -17 | 331 |
| 5 Dec | 5643.95 | 58.5 | -2.50 | 23.93 | 237 | 9 | 352 |
| 4 Dec | 5672.70 | 61 | -5.90 | 25.08 | 144 | -12 | 340 |
| 3 Dec | 5637.35 | 66.9 | 7.50 | 24.00 | 192 | 10 | 354 |
| 2 Dec | 5692.75 | 59.4 | -25.30 | 25.81 | 517 | -27 | 344 |
| 29 Nov | 5642.45 | 84.7 | -65.30 | 26.15 | 912 | 157 | 382 |
| 28 Nov | 5457.15 | 150 | -10.00 | 26.61 | 153 | 37 | 223 |
| 27 Nov | 5449.85 | 160 | 1.00 | 26.48 | 198 | 76 | 186 |
| 26 Nov | 5484.40 | 159 | -20.15 | 27.68 | 125 | 45 | 110 |
| 25 Nov | 5478.30 | 179.15 | 38.15 | 28.07 | 141 | 65 | 69 |
| 22 Nov | 5583.35 | 141 | -54.00 | 31.27 | 36 | 25 | 29 |
| 21 Nov | 5604.75 | 195 | 0.00 | 0.00 | 0 | 0 | 0 |
| 20 Nov | 5529.80 | 195 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Nov | 5529.80 | 195 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Nov | 5515.15 | 195 | 0.00 | 0.00 | 0 | -2 | 0 |
| 14 Nov | 5524.95 | 195 | 5.00 | 31.07 | 3 | -1 | 5 |
| 13 Nov | 5571.20 | 190 | 40.00 | 33.14 | 7 | 2 | 6 |
| 12 Nov | 5503.40 | 150 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Nov | 5623.85 | 150 | 0.00 | 0.00 | 0 | 2 | 0 |
| 8 Nov | 5706.50 | 150 | 13.10 | 32.60 | 2 | 1 | 3 |
| 7 Nov | 5723.80 | 136.9 | 6.95 | 31.62 | 2 | 1 | 1 |
| 6 Nov | 5853.80 | 129.95 | 0.00 | 4.97 | 0 | 0 | 0 |
| 4 Nov | 5798.30 | 129.95 | 4.27 | 0 | 0 | 0 | |
For Alkem Laboratories Ltd. - strike price 5500 expiring on 26DEC2024
Delta for 5500 PE is -0.63
Historical price for 5500 PE is as follows
On 20 Dec ALKEM was trading at 5427.50. The strike last trading price was 111.1, which was 33.10 higher than the previous day. The implied volatity was 26.31, the open interest changed by -81 which decreased total open position to 244
On 19 Dec ALKEM was trading at 5494.25. The strike last trading price was 78, which was -12.00 lower than the previous day. The implied volatity was 23.39, the open interest changed by -23 which decreased total open position to 328
On 18 Dec ALKEM was trading at 5493.25. The strike last trading price was 90, which was -63.95 lower than the previous day. The implied volatity was 28.01, the open interest changed by 77 which increased total open position to 362
On 17 Dec ALKEM was trading at 5391.65. The strike last trading price was 153.95, which was 32.75 higher than the previous day. The implied volatity was 31.04, the open interest changed by -2 which decreased total open position to 286
On 16 Dec ALKEM was trading at 5442.80. The strike last trading price was 121.2, which was -32.80 lower than the previous day. The implied volatity was 24.46, the open interest changed by -27 which decreased total open position to 288
On 13 Dec ALKEM was trading at 5372.55. The strike last trading price was 154, which was 27.10 higher than the previous day. The implied volatity was 20.76, the open interest changed by -13 which decreased total open position to 315
On 12 Dec ALKEM was trading at 5435.25. The strike last trading price was 126.9, which was 31.45 higher than the previous day. The implied volatity was 23.46, the open interest changed by 15 which increased total open position to 330
On 11 Dec ALKEM was trading at 5489.95. The strike last trading price was 95.45, which was -33.50 lower than the previous day. The implied volatity was 22.91, the open interest changed by -22 which decreased total open position to 322
On 10 Dec ALKEM was trading at 5459.45. The strike last trading price was 128.95, which was 17.85 higher than the previous day. The implied volatity was 26.60, the open interest changed by 11 which increased total open position to 342
On 9 Dec ALKEM was trading at 5484.60. The strike last trading price was 111.1, which was 9.25 higher than the previous day. The implied volatity was 25.65, the open interest changed by 2 which increased total open position to 332
On 6 Dec ALKEM was trading at 5505.40. The strike last trading price was 101.85, which was 43.35 higher than the previous day. The implied volatity was 24.34, the open interest changed by -17 which decreased total open position to 331
On 5 Dec ALKEM was trading at 5643.95. The strike last trading price was 58.5, which was -2.50 lower than the previous day. The implied volatity was 23.93, the open interest changed by 9 which increased total open position to 352
On 4 Dec ALKEM was trading at 5672.70. The strike last trading price was 61, which was -5.90 lower than the previous day. The implied volatity was 25.08, the open interest changed by -12 which decreased total open position to 340
On 3 Dec ALKEM was trading at 5637.35. The strike last trading price was 66.9, which was 7.50 higher than the previous day. The implied volatity was 24.00, the open interest changed by 10 which increased total open position to 354
On 2 Dec ALKEM was trading at 5692.75. The strike last trading price was 59.4, which was -25.30 lower than the previous day. The implied volatity was 25.81, the open interest changed by -27 which decreased total open position to 344
On 29 Nov ALKEM was trading at 5642.45. The strike last trading price was 84.7, which was -65.30 lower than the previous day. The implied volatity was 26.15, the open interest changed by 157 which increased total open position to 382
On 28 Nov ALKEM was trading at 5457.15. The strike last trading price was 150, which was -10.00 lower than the previous day. The implied volatity was 26.61, the open interest changed by 37 which increased total open position to 223
On 27 Nov ALKEM was trading at 5449.85. The strike last trading price was 160, which was 1.00 higher than the previous day. The implied volatity was 26.48, the open interest changed by 76 which increased total open position to 186
On 26 Nov ALKEM was trading at 5484.40. The strike last trading price was 159, which was -20.15 lower than the previous day. The implied volatity was 27.68, the open interest changed by 45 which increased total open position to 110
On 25 Nov ALKEM was trading at 5478.30. The strike last trading price was 179.15, which was 38.15 higher than the previous day. The implied volatity was 28.07, the open interest changed by 65 which increased total open position to 69
On 22 Nov ALKEM was trading at 5583.35. The strike last trading price was 141, which was -54.00 lower than the previous day. The implied volatity was 31.27, the open interest changed by 25 which increased total open position to 29
On 21 Nov ALKEM was trading at 5604.75. The strike last trading price was 195, 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 195, 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 195, 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 195, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -2 which decreased total open position to 0
On 14 Nov ALKEM was trading at 5524.95. The strike last trading price was 195, which was 5.00 higher than the previous day. The implied volatity was 31.07, the open interest changed by -1 which decreased total open position to 5
On 13 Nov ALKEM was trading at 5571.20. The strike last trading price was 190, which was 40.00 higher than the previous day. The implied volatity was 33.14, the open interest changed by 2 which increased total open position to 6
On 12 Nov ALKEM was trading at 5503.40. The strike last trading price was 150, 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 150, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 8 Nov ALKEM was trading at 5706.50. The strike last trading price was 150, which was 13.10 higher than the previous day. The implied volatity was 32.60, the open interest changed by 1 which increased total open position to 3
On 7 Nov ALKEM was trading at 5723.80. The strike last trading price was 136.9, which was 6.95 higher than the previous day. The implied volatity was 31.62, the open interest changed by 1 which increased total open position to 1
On 6 Nov ALKEM was trading at 5853.80. The strike last trading price was 129.95, which was 0.00 lower than the previous day. The implied volatity was 4.97, 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 129.95, which was lower than the previous day. The implied volatity was 4.27, the open interest changed by 0 which decreased total open position to 0
