ALKEM
Alkem Laboratories Ltd.
Historical option data for ALKEM
21 Nov 2024 04:11 PM IST
| ALKEM 28NOV2024 5500 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 | 102.9 | 10.05 | - | 4,087 | -80 | 623 | |||
| 20 Nov | 5529.80 | 92.85 | 0.00 | 19.09 | 1,760 | 42 | 703 | |||
| 19 Nov | 5529.80 | 92.85 | 2.85 | 19.09 | 1,760 | 42 | 703 | |||
| 18 Nov | 5515.15 | 90 | -23.20 | 18.76 | 1,001 | -45 | 670 | |||
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| 14 Nov | 5524.95 | 113.2 | -81.65 | 22.44 | 3,331 | -449 | 720 | |||
| 13 Nov | 5571.20 | 194.85 | 36.80 | 32.89 | 9,495 | 1,017 | 1,171 | |||
| 12 Nov | 5503.40 | 158.05 | -76.95 | 32.54 | 251 | 134 | 154 | |||
| 11 Nov | 5623.85 | 235 | -53.55 | 35.24 | 66 | 1 | 19 | |||
| 8 Nov | 5706.50 | 288.55 | -31.45 | 28.77 | 9 | 1 | 16 | |||
| 7 Nov | 5723.80 | 320 | -404.70 | 30.75 | 20 | 15 | 15 | |||
| 6 Nov | 5853.80 | 724.7 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 5670.35 | 724.7 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 5798.30 | 724.7 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Nov | 5805.25 | 724.7 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 5779.25 | 724.7 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 5795.60 | 724.7 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 5928.30 | 724.7 | - | 0 | 0 | 0 | ||||
For Alkem Laboratories Ltd. - strike price 5500 expiring on 28NOV2024
Delta for 5500 CE is -
Historical price for 5500 CE is as follows
On 21 Nov ALKEM was trading at 5604.75. The strike last trading price was 102.9, which was 10.05 higher than the previous day. The implied volatity was -, the open interest changed by -80 which decreased total open position to 623
On 20 Nov ALKEM was trading at 5529.80. The strike last trading price was 92.85, which was 0.00 lower than the previous day. The implied volatity was 19.09, the open interest changed by 42 which increased total open position to 703
On 19 Nov ALKEM was trading at 5529.80. The strike last trading price was 92.85, which was 2.85 higher than the previous day. The implied volatity was 19.09, the open interest changed by 42 which increased total open position to 703
On 18 Nov ALKEM was trading at 5515.15. The strike last trading price was 90, which was -23.20 lower than the previous day. The implied volatity was 18.76, the open interest changed by -45 which decreased total open position to 670
On 14 Nov ALKEM was trading at 5524.95. The strike last trading price was 113.2, which was -81.65 lower than the previous day. The implied volatity was 22.44, the open interest changed by -449 which decreased total open position to 720
On 13 Nov ALKEM was trading at 5571.20. The strike last trading price was 194.85, which was 36.80 higher than the previous day. The implied volatity was 32.89, the open interest changed by 1017 which increased total open position to 1171
On 12 Nov ALKEM was trading at 5503.40. The strike last trading price was 158.05, which was -76.95 lower than the previous day. The implied volatity was 32.54, the open interest changed by 134 which increased total open position to 154
On 11 Nov ALKEM was trading at 5623.85. The strike last trading price was 235, which was -53.55 lower than the previous day. The implied volatity was 35.24, the open interest changed by 1 which increased total open position to 19
On 8 Nov ALKEM was trading at 5706.50. The strike last trading price was 288.55, which was -31.45 lower than the previous day. The implied volatity was 28.77, the open interest changed by 1 which increased total open position to 16
On 7 Nov ALKEM was trading at 5723.80. The strike last trading price was 320, which was -404.70 lower than the previous day. The implied volatity was 30.75, the open interest changed by 15 which increased total open position to 15
On 6 Nov ALKEM was trading at 5853.80. The strike last trading price was 724.7, 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 724.7, 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 724.7, 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 724.7, 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 724.7, 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 724.7, 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 724.7, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| ALKEM 28NOV2024 5500 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.30
Vega: 2.72
Theta: -5.55
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 5604.75 | 47.9 | -28.10 | 31.09 | 1,318 | -96 | 878 |
| 20 Nov | 5529.80 | 76 | 0.00 | 28.47 | 1,545 | 120 | 987 |
| 19 Nov | 5529.80 | 76 | -14.00 | 28.47 | 1,545 | 133 | 987 |
| 18 Nov | 5515.15 | 90 | 7.90 | 26.78 | 926 | -13 | 854 |
| 14 Nov | 5524.95 | 82.1 | -30.15 | 22.66 | 2,661 | -149 | 887 |
| 13 Nov | 5571.20 | 112.25 | -71.45 | 34.07 | 7,192 | 424 | 1,029 |
| 12 Nov | 5503.40 | 183.7 | 61.85 | 42.01 | 1,142 | 212 | 602 |
| 11 Nov | 5623.85 | 121.85 | 26.85 | 36.86 | 1,541 | 268 | 390 |
| 8 Nov | 5706.50 | 95 | -9.95 | 35.75 | 198 | 16 | 123 |
| 7 Nov | 5723.80 | 104.95 | 42.95 | 38.66 | 171 | -13 | 108 |
| 6 Nov | 5853.80 | 62 | -58.40 | 35.76 | 141 | 49 | 121 |
| 5 Nov | 5670.35 | 120.4 | 29.90 | 36.46 | 155 | 5 | 72 |
| 4 Nov | 5798.30 | 90.5 | -0.85 | 37.56 | 31 | 21 | 67 |
| 1 Nov | 5805.25 | 91.35 | 1.35 | 33.85 | 1 | 0 | 45 |
| 31 Oct | 5779.25 | 90 | 15.40 | - | 48 | 29 | 45 |
| 30 Oct | 5795.60 | 74.6 | -4.40 | - | 8 | 0 | 8 |
| 29 Oct | 5928.30 | 79 | - | 28 | 7 | 7 | |
For Alkem Laboratories Ltd. - strike price 5500 expiring on 28NOV2024
Delta for 5500 PE is -0.30
Historical price for 5500 PE is as follows
On 21 Nov ALKEM was trading at 5604.75. The strike last trading price was 47.9, which was -28.10 lower than the previous day. The implied volatity was 31.09, the open interest changed by -96 which decreased total open position to 878
On 20 Nov ALKEM was trading at 5529.80. The strike last trading price was 76, which was 0.00 lower than the previous day. The implied volatity was 28.47, the open interest changed by 120 which increased total open position to 987
On 19 Nov ALKEM was trading at 5529.80. The strike last trading price was 76, which was -14.00 lower than the previous day. The implied volatity was 28.47, the open interest changed by 133 which increased total open position to 987
On 18 Nov ALKEM was trading at 5515.15. The strike last trading price was 90, which was 7.90 higher than the previous day. The implied volatity was 26.78, the open interest changed by -13 which decreased total open position to 854
On 14 Nov ALKEM was trading at 5524.95. The strike last trading price was 82.1, which was -30.15 lower than the previous day. The implied volatity was 22.66, the open interest changed by -149 which decreased total open position to 887
On 13 Nov ALKEM was trading at 5571.20. The strike last trading price was 112.25, which was -71.45 lower than the previous day. The implied volatity was 34.07, the open interest changed by 424 which increased total open position to 1029
On 12 Nov ALKEM was trading at 5503.40. The strike last trading price was 183.7, which was 61.85 higher than the previous day. The implied volatity was 42.01, the open interest changed by 212 which increased total open position to 602
On 11 Nov ALKEM was trading at 5623.85. The strike last trading price was 121.85, which was 26.85 higher than the previous day. The implied volatity was 36.86, the open interest changed by 268 which increased total open position to 390
On 8 Nov ALKEM was trading at 5706.50. The strike last trading price was 95, which was -9.95 lower than the previous day. The implied volatity was 35.75, the open interest changed by 16 which increased total open position to 123
On 7 Nov ALKEM was trading at 5723.80. The strike last trading price was 104.95, which was 42.95 higher than the previous day. The implied volatity was 38.66, the open interest changed by -13 which decreased total open position to 108
On 6 Nov ALKEM was trading at 5853.80. The strike last trading price was 62, which was -58.40 lower than the previous day. The implied volatity was 35.76, the open interest changed by 49 which increased total open position to 121
On 5 Nov ALKEM was trading at 5670.35. The strike last trading price was 120.4, which was 29.90 higher than the previous day. The implied volatity was 36.46, the open interest changed by 5 which increased total open position to 72
On 4 Nov ALKEM was trading at 5798.30. The strike last trading price was 90.5, which was -0.85 lower than the previous day. The implied volatity was 37.56, the open interest changed by 21 which increased total open position to 67
On 1 Nov ALKEM was trading at 5805.25. The strike last trading price was 91.35, which was 1.35 higher than the previous day. The implied volatity was 33.85, the open interest changed by 0 which decreased total open position to 45
On 31 Oct ALKEM was trading at 5779.25. The strike last trading price was 90, which was 15.40 higher 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 74.6, which was -4.40 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 79, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
