Historical option data for ALKEM
23 Jun 2026 01:23 PM IST
| ALKEM 28-Jul-2026 (35d) 5500 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.5
Vega: 0.07
Theta: -2.72
Gamma: 0.00094
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 23 Jun | 5452.00 | 160 | 35 (28.00%) | 24.97 | 137 | 61 | 72 | |||||||||
| 22 Jun | 5367.00 | 125 | -10 (-7.41%) | 25.34 | 3 | 1 | 9 | |||||||||
| 19 Jun | 5373.50 | 135 | 0 (0.00%) | 25.07 | 1 | 0 | 8 | |||||||||
| 18 Jun | 5372.00 | 135 | -2 (-1.46%) | 25.07 | 1 | 0 | 7 | |||||||||
| 17 Jun | 5347.50 | 135 | 3 (2.27%) | 25.59 | 4 | 2 | 7 | |||||||||
| 16 Jun | 5348.00 | 132.5 | 0.5 (0.38%) | - | 2 | 0 | 5 | |||||||||
| 15 Jun | 5334.00 | 160 | 0 (0.00%) | 29.25 | 2 | 1 | 5 | |||||||||
| 12 Jun | 5298.00 | 160 | 0 (0.00%) | 29.25 | 2 | 1 | 4 | |||||||||
| 11 Jun | 5301.50 | 160 | 0 (0.00%) | 25.15 | 2 | 0 | 3 | |||||||||
| 10 Jun | 5299.50 | 160 | -14 (-8.05%) | 25.15 | 2 | 1 | 3 | |||||||||
| 9 Jun | 5355.50 | 174 | 0 (0.00%) | 26.74 | 1 | 0 | 2 | |||||||||
| 8 Jun | 5356.50 | 174 | 28 (19.18%) | 26.74 | 1 | 1 | 2 | |||||||||
| 5 Jun | 5251.50 | 146.15 | 16.15 (12.42%) | 26.39 | 1 | 0 | 1 | |||||||||
| 4 Jun | 5276.50 | 130 | 0 (0.00%) | 24.76 | 2 | 0 | 1 | |||||||||
| 3 Jun | 5274.00 | 130 | -184 (-58.60%) | 24.76 | 2 | 1 | 1 | |||||||||
For Alkem Laboratories Ltd. - strike price 5500 expiring on 28JUL2026
Delta for 5500 CE is 0.5
Historical price for 5500 CE is as follows
On 23 Jun ALKEM was trading at 5452.00. The strike last trading price was 160, which was 35 higher than the previous day. The implied volatity was 24.97, the open interest changed by 61 which increased total open position to 72
On 22 Jun ALKEM was trading at 5367.00. The strike last trading price was 125, which was -10 lower than the previous day. The implied volatity was 25.34, the open interest changed by 1 which increased total open position to 9
On 19 Jun ALKEM was trading at 5373.50. The strike last trading price was 135, which was 0 lower than the previous day. The implied volatity was 25.07, the open interest changed by 0 which decreased total open position to 8
On 18 Jun ALKEM was trading at 5372.00. The strike last trading price was 135, which was -2 lower than the previous day. The implied volatity was 25.07, the open interest changed by 0 which decreased total open position to 7
On 17 Jun ALKEM was trading at 5347.50. The strike last trading price was 135, which was 3 higher than the previous day. The implied volatity was 25.59, the open interest changed by 2 which increased total open position to 7
On 16 Jun ALKEM was trading at 5348.00. The strike last trading price was 132.5, which was 0.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 15 Jun ALKEM was trading at 5334.00. The strike last trading price was 160, which was 0 lower than the previous day. The implied volatity was 29.25, the open interest changed by 1 which increased total open position to 5
On 12 Jun ALKEM was trading at 5298.00. The strike last trading price was 160, which was 0 lower than the previous day. The implied volatity was 29.25, the open interest changed by 1 which increased total open position to 4
On 11 Jun ALKEM was trading at 5301.50. The strike last trading price was 160, which was 0 lower than the previous day. The implied volatity was 25.15, the open interest changed by 0 which decreased total open position to 3
On 10 Jun ALKEM was trading at 5299.50. The strike last trading price was 160, which was -14 lower than the previous day. The implied volatity was 25.15, the open interest changed by 1 which increased total open position to 3
On 9 Jun ALKEM was trading at 5355.50. The strike last trading price was 174, which was 0 lower than the previous day. The implied volatity was 26.74, the open interest changed by 0 which decreased total open position to 2
On 8 Jun ALKEM was trading at 5356.50. The strike last trading price was 174, which was 28 higher than the previous day. The implied volatity was 26.74, the open interest changed by 1 which increased total open position to 2
On 5 Jun ALKEM was trading at 5251.50. The strike last trading price was 146.15, which was 16.15 higher than the previous day. The implied volatity was 26.39, the open interest changed by 0 which decreased total open position to 1
On 4 Jun ALKEM was trading at 5276.50. The strike last trading price was 130, which was 0 lower than the previous day. The implied volatity was 24.76, the open interest changed by 0 which decreased total open position to 1
On 3 Jun ALKEM was trading at 5274.00. The strike last trading price was 130, which was -184 lower than the previous day. The implied volatity was 24.76, the open interest changed by 1 which increased total open position to 1
| ALKEM 28-Jul-2026 (35d) 5500 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.5
Vega: 0.07
Theta: -1.78
Gamma: 0.00099
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 23 Jun | 5452.00 | 171.05 | -43.95 (-20.44%) | 23.76 | 36 | 22 | 27 |
| 22 Jun | 5367.00 | 215 | -20 (-8.51%) | 22.84 | 4 | 2 | 3 |
| 19 Jun | 5373.50 | 235 | 235 | - | 1 | 0 | 1 |
| 18 Jun | 5372.00 | 235 | 235 (-25.69%) | 23.54 | 1 | 0 | 1 |
| 17 Jun | 5347.50 | 235 | -81.25 (-25.69%) | 23.54 | 1 | 0 | 0 |
| 16 Jun | 5348.00 | 0 | 0 | - | 0 | 0 | 0 |
| 15 Jun | 5334.00 | 0 | 0 | - | 0 | 0 | 0 |
| 12 Jun | 5298.00 | 0 | 0 | - | 0 | 0 | 0 |
| 11 Jun | 5301.50 | 0 | 0 | - | 0 | 0 | 0 |
| 10 Jun | 5299.50 | 0 | 0 | - | 0 | 0 | 0 |
| 9 Jun | 5355.50 | 0 | 0 | - | 0 | 0 | 0 |
| 8 Jun | 5356.50 | 0 | 0 | - | 0 | 0 | 0 |
| 5 Jun | 5251.50 | 0 | 0 | - | 0 | 0 | 0 |
| 4 Jun | 5276.50 | 0 | 0 | - | 0 | 0 | 0 |
| 3 Jun | 5274.00 | 0 | 0 | - | 0 | 0 | 0 |
For Alkem Laboratories Ltd. - strike price 5500 expiring on 28JUL2026
Delta for 5500 PE is -0.5
Historical price for 5500 PE is as follows
On 23 Jun ALKEM was trading at 5452.00. The strike last trading price was 171.05, which was -43.95 lower than the previous day. The implied volatity was 23.76, the open interest changed by 22 which increased total open position to 27
On 22 Jun ALKEM was trading at 5367.00. The strike last trading price was 215, which was -20 lower than the previous day. The implied volatity was 22.84, the open interest changed by 2 which increased total open position to 3
On 19 Jun ALKEM was trading at 5373.50. The strike last trading price was 235, which was 235 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 18 Jun ALKEM was trading at 5372.00. The strike last trading price was 235, which was 235 higher than the previous day. The implied volatity was 23.54, the open interest changed by 0 which decreased total open position to 1
On 17 Jun ALKEM was trading at 5347.50. The strike last trading price was 235, which was -81.25 lower than the previous day. The implied volatity was 23.54, the open interest changed by 0 which decreased total open position to 0
On 16 Jun ALKEM was trading at 5348.00. 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 15 Jun ALKEM was trading at 5334.00. 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 12 Jun ALKEM was trading at 5298.00. 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 11 Jun ALKEM was trading at 5301.50. 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 10 Jun ALKEM was trading at 5299.50. 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 9 Jun ALKEM was trading at 5355.50. 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 8 Jun ALKEM was trading at 5356.50. 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 5 Jun ALKEM was trading at 5251.50. 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 4 Jun ALKEM was trading at 5276.50. 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 3 Jun ALKEM was trading at 5274.00. 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
