ALKEM
Alkem Laboratories Ltd.
Historical option data for ALKEM
04 Mar 2026 04:11 PM IST
| ALKEM 30-MAR-2026 5550 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.46
Vega: 5.78
Theta: -3.45
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 4 Mar | 5466.50 | 122.8 | -51.3 | 25.13 | 22 | 11 | 31 | |||||||||
| 2 Mar | 5566.00 | 172.65 | -96.05 | 21.52 | 36 | 10 | 20 | |||||||||
| 27 Feb | 5639.50 | 268.7 | 74.7 | - | 7 | 0 | 10 | |||||||||
| 26 Feb | 5752.00 | 268.7 | 74.7 | 12.34 | 7 | 2 | 11 | |||||||||
| 25 Feb | 5625.00 | 194 | 73.3 | 15.76 | 80 | 6 | 9 | |||||||||
| 24 Feb | 5495.50 | 111.95 | -277.55 | - | 0 | 0 | 3 | |||||||||
| 23 Feb | 5490.50 | 111.95 | -277.55 | 17.23 | 4 | 0 | 0 | |||||||||
| 20 Feb | 5392.00 | 389.5 | 0 | 1.48 | 0 | 0 | 0 | |||||||||
| 19 Feb | 5377.00 | 389.5 | 0 | 1.71 | 0 | 0 | 0 | |||||||||
| 18 Feb | 5464.00 | 389.5 | 0 | 0.55 | 0 | 0 | 0 | |||||||||
| 17 Feb | 5456.50 | 389.5 | 0 | 0.44 | 0 | 0 | 0 | |||||||||
| 16 Feb | 5480.50 | 389.5 | 0 | 0.15 | 0 | 0 | 0 | |||||||||
| 13 Feb | 5402.50 | 389.5 | 0 | 1.15 | 0 | 0 | 0 | |||||||||
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| 12 Feb | 5870.50 | 389.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Feb | 5890.00 | 389.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Feb | 5811.50 | 389.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Feb | 5750.50 | 389.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Feb | 5684.00 | 389.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Feb | 5662.50 | 389.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Feb | 5653.50 | 389.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Feb | 5702.50 | 389.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Feb | 5521.50 | 389.5 | 0 | 0.09 | 0 | 0 | 0 | |||||||||
| 1 Feb | 5565.00 | 389.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Jan | 5677.50 | 389.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Jan | 5713.00 | 389.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 28 Jan | 5722.50 | 389.5 | 0 | - | 0 | 0 | 0 | |||||||||
For Alkem Laboratories Ltd. - strike price 5550 expiring on 30MAR2026
Delta for 5550 CE is 0.46
Historical price for 5550 CE is as follows
On 4 Mar ALKEM was trading at 5466.50. The strike last trading price was 122.8, which was -51.3 lower than the previous day. The implied volatity was 25.13, the open interest changed by 11 which increased total open position to 31
On 2 Mar ALKEM was trading at 5566.00. The strike last trading price was 172.65, which was -96.05 lower than the previous day. The implied volatity was 21.52, the open interest changed by 10 which increased total open position to 20
On 27 Feb ALKEM was trading at 5639.50. The strike last trading price was 268.7, which was 74.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10
On 26 Feb ALKEM was trading at 5752.00. The strike last trading price was 268.7, which was 74.7 higher than the previous day. The implied volatity was 12.34, the open interest changed by 2 which increased total open position to 11
On 25 Feb ALKEM was trading at 5625.00. The strike last trading price was 194, which was 73.3 higher than the previous day. The implied volatity was 15.76, the open interest changed by 6 which increased total open position to 9
On 24 Feb ALKEM was trading at 5495.50. The strike last trading price was 111.95, which was -277.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 23 Feb ALKEM was trading at 5490.50. The strike last trading price was 111.95, which was -277.55 lower than the previous day. The implied volatity was 17.23, the open interest changed by 0 which decreased total open position to 0
On 20 Feb ALKEM was trading at 5392.00. The strike last trading price was 389.5, which was 0 lower than the previous day. The implied volatity was 1.48, the open interest changed by 0 which decreased total open position to 0
On 19 Feb ALKEM was trading at 5377.00. The strike last trading price was 389.5, which was 0 lower than the previous day. The implied volatity was 1.71, the open interest changed by 0 which decreased total open position to 0
On 18 Feb ALKEM was trading at 5464.00. The strike last trading price was 389.5, which was 0 lower than the previous day. The implied volatity was 0.55, the open interest changed by 0 which decreased total open position to 0
On 17 Feb ALKEM was trading at 5456.50. The strike last trading price was 389.5, which was 0 lower than the previous day. The implied volatity was 0.44, the open interest changed by 0 which decreased total open position to 0
On 16 Feb ALKEM was trading at 5480.50. The strike last trading price was 389.5, which was 0 lower than the previous day. The implied volatity was 0.15, the open interest changed by 0 which decreased total open position to 0
On 13 Feb ALKEM was trading at 5402.50. The strike last trading price was 389.5, which was 0 lower than the previous day. The implied volatity was 1.15, the open interest changed by 0 which decreased total open position to 0
On 12 Feb ALKEM was trading at 5870.50. The strike last trading price was 389.5, 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 Feb ALKEM was trading at 5890.00. The strike last trading price was 389.5, 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 Feb ALKEM was trading at 5811.50. The strike last trading price was 389.5, 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 Feb ALKEM was trading at 5750.50. The strike last trading price was 389.5, 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 6 Feb ALKEM was trading at 5684.00. The strike last trading price was 389.5, 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 Feb ALKEM was trading at 5662.50. The strike last trading price was 389.5, 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 Feb ALKEM was trading at 5653.50. The strike last trading price was 389.5, 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 Feb ALKEM was trading at 5702.50. The strike last trading price was 389.5, 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 2 Feb ALKEM was trading at 5521.50. The strike last trading price was 389.5, which was 0 lower than the previous day. The implied volatity was 0.09, the open interest changed by 0 which decreased total open position to 0
On 1 Feb ALKEM was trading at 5565.00. The strike last trading price was 389.5, 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 30 Jan ALKEM was trading at 5677.50. The strike last trading price was 389.5, 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 29 Jan ALKEM was trading at 5713.00. The strike last trading price was 389.5, 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 28 Jan ALKEM was trading at 5722.50. The strike last trading price was 389.5, 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 30MAR2026 5550 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.53
Vega: 5.79
Theta: -2.25
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 4 Mar | 5466.50 | 189.3 | 69.35 | 27.87 | 3 | 0 | 34 |
| 2 Mar | 5566.00 | 117.3 | 26.35 | 24.78 | 84 | 13 | 34 |
| 27 Feb | 5639.50 | 90.55 | -72.45 | 21.75 | 36 | 16 | 17 |
| 26 Feb | 5752.00 | 163 | 35.55 | - | 0 | 0 | 1 |
| 25 Feb | 5625.00 | 163 | 35.55 | 34.21 | 1 | 0 | 0 |
| 24 Feb | 5495.50 | 127.45 | 0 | 0.08 | 0 | 0 | 0 |
| 23 Feb | 5490.50 | 127.45 | 0 | 0.02 | 0 | 0 | 0 |
| 20 Feb | 5392.00 | 127.45 | 0 | - | 0 | 0 | 0 |
| 19 Feb | 5377.00 | 127.45 | 0 | - | 0 | 0 | 0 |
| 18 Feb | 5464.00 | 127.45 | 0 | - | 0 | 0 | 0 |
| 17 Feb | 5456.50 | 127.45 | 0 | - | 0 | 0 | 0 |
| 16 Feb | 5480.50 | 127.45 | 0 | 0.04 | 0 | 0 | 0 |
| 13 Feb | 5402.50 | 127.45 | 0 | 0.69 | 0 | 0 | 0 |
| 12 Feb | 5870.50 | 127.45 | 0 | 4.68 | 0 | 0 | 0 |
| 11 Feb | 5890.00 | 127.45 | 0 | 4.88 | 0 | 0 | 0 |
| 10 Feb | 5811.50 | 127.45 | 0 | 3.85 | 0 | 0 | 0 |
| 9 Feb | 5750.50 | 127.45 | 0 | 3.2 | 0 | 0 | 0 |
| 6 Feb | 5684.00 | 127.45 | 0 | 2.28 | 0 | 0 | 0 |
| 5 Feb | 5662.50 | 127.45 | 0 | 2.37 | 0 | 0 | 0 |
| 4 Feb | 5653.50 | 127.45 | 0 | 2.18 | 0 | 0 | 0 |
| 3 Feb | 5702.50 | 127.45 | 0 | 2.57 | 0 | 0 | 0 |
| 2 Feb | 5521.50 | 127.45 | 0 | 0.87 | 0 | 0 | 0 |
| 1 Feb | 5565.00 | 127.45 | 0 | 1.23 | 0 | 0 | 0 |
| 30 Jan | 5677.50 | 127.45 | 0 | 2.38 | 0 | 0 | 0 |
| 29 Jan | 5713.00 | 127.45 | 0 | 2.73 | 0 | 0 | 0 |
| 28 Jan | 5722.50 | 127.45 | 0 | 3.12 | 0 | 0 | 0 |
For Alkem Laboratories Ltd. - strike price 5550 expiring on 30MAR2026
Delta for 5550 PE is -0.53
Historical price for 5550 PE is as follows
On 4 Mar ALKEM was trading at 5466.50. The strike last trading price was 189.3, which was 69.35 higher than the previous day. The implied volatity was 27.87, the open interest changed by 0 which decreased total open position to 34
On 2 Mar ALKEM was trading at 5566.00. The strike last trading price was 117.3, which was 26.35 higher than the previous day. The implied volatity was 24.78, the open interest changed by 13 which increased total open position to 34
On 27 Feb ALKEM was trading at 5639.50. The strike last trading price was 90.55, which was -72.45 lower than the previous day. The implied volatity was 21.75, the open interest changed by 16 which increased total open position to 17
On 26 Feb ALKEM was trading at 5752.00. The strike last trading price was 163, which was 35.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 25 Feb ALKEM was trading at 5625.00. The strike last trading price was 163, which was 35.55 higher than the previous day. The implied volatity was 34.21, the open interest changed by 0 which decreased total open position to 0
On 24 Feb ALKEM was trading at 5495.50. The strike last trading price was 127.45, which was 0 lower than the previous day. The implied volatity was 0.08, the open interest changed by 0 which decreased total open position to 0
On 23 Feb ALKEM was trading at 5490.50. The strike last trading price was 127.45, which was 0 lower than the previous day. The implied volatity was 0.02, the open interest changed by 0 which decreased total open position to 0
On 20 Feb ALKEM was trading at 5392.00. The strike last trading price was 127.45, 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 19 Feb ALKEM was trading at 5377.00. The strike last trading price was 127.45, 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 Feb ALKEM was trading at 5464.00. The strike last trading price was 127.45, 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 17 Feb ALKEM was trading at 5456.50. The strike last trading price was 127.45, 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 16 Feb ALKEM was trading at 5480.50. The strike last trading price was 127.45, which was 0 lower than the previous day. The implied volatity was 0.04, the open interest changed by 0 which decreased total open position to 0
On 13 Feb ALKEM was trading at 5402.50. The strike last trading price was 127.45, which was 0 lower than the previous day. The implied volatity was 0.69, the open interest changed by 0 which decreased total open position to 0
On 12 Feb ALKEM was trading at 5870.50. The strike last trading price was 127.45, which was 0 lower than the previous day. The implied volatity was 4.68, the open interest changed by 0 which decreased total open position to 0
On 11 Feb ALKEM was trading at 5890.00. The strike last trading price was 127.45, which was 0 lower than the previous day. The implied volatity was 4.88, the open interest changed by 0 which decreased total open position to 0
On 10 Feb ALKEM was trading at 5811.50. The strike last trading price was 127.45, which was 0 lower than the previous day. The implied volatity was 3.85, the open interest changed by 0 which decreased total open position to 0
On 9 Feb ALKEM was trading at 5750.50. The strike last trading price was 127.45, which was 0 lower than the previous day. The implied volatity was 3.2, the open interest changed by 0 which decreased total open position to 0
On 6 Feb ALKEM was trading at 5684.00. The strike last trading price was 127.45, which was 0 lower than the previous day. The implied volatity was 2.28, the open interest changed by 0 which decreased total open position to 0
On 5 Feb ALKEM was trading at 5662.50. The strike last trading price was 127.45, which was 0 lower than the previous day. The implied volatity was 2.37, the open interest changed by 0 which decreased total open position to 0
On 4 Feb ALKEM was trading at 5653.50. The strike last trading price was 127.45, which was 0 lower than the previous day. The implied volatity was 2.18, the open interest changed by 0 which decreased total open position to 0
On 3 Feb ALKEM was trading at 5702.50. The strike last trading price was 127.45, which was 0 lower than the previous day. The implied volatity was 2.57, the open interest changed by 0 which decreased total open position to 0
On 2 Feb ALKEM was trading at 5521.50. The strike last trading price was 127.45, which was 0 lower than the previous day. The implied volatity was 0.87, the open interest changed by 0 which decreased total open position to 0
On 1 Feb ALKEM was trading at 5565.00. The strike last trading price was 127.45, which was 0 lower than the previous day. The implied volatity was 1.23, the open interest changed by 0 which decreased total open position to 0
On 30 Jan ALKEM was trading at 5677.50. The strike last trading price was 127.45, which was 0 lower than the previous day. The implied volatity was 2.38, the open interest changed by 0 which decreased total open position to 0
On 29 Jan ALKEM was trading at 5713.00. The strike last trading price was 127.45, which was 0 lower than the previous day. The implied volatity was 2.73, the open interest changed by 0 which decreased total open position to 0
On 28 Jan ALKEM was trading at 5722.50. The strike last trading price was 127.45, which was 0 lower than the previous day. The implied volatity was 3.12, the open interest changed by 0 which decreased total open position to 0
