ALKEM
Alkem Laboratories Ltd.
Historical option data for ALKEM
21 Nov 2024 04:11 PM IST
| ALKEM 28NOV2024 5600 CE | ||||||||||
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Delta: 0.56
Vega: 3.06
Theta: -4.10
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 5604.75 | 55.25 | 7.55 | 14.87 | 6,699 | 107 | 596 | |||
| 20 Nov | 5529.80 | 47.7 | 0.00 | 20.60 | 2,903 | -83 | 488 | |||
| 19 Nov | 5529.80 | 47.7 | 0.10 | 20.60 | 2,903 | -84 | 488 | |||
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| 18 Nov | 5515.15 | 47.6 | -14.45 | 22.79 | 1,220 | -4 | 594 | |||
| 14 Nov | 5524.95 | 62.05 | -80.70 | 21.22 | 5,029 | -369 | 599 | |||
| 13 Nov | 5571.20 | 142.75 | 30.10 | 32.99 | 8,290 | 671 | 952 | |||
| 12 Nov | 5503.40 | 112.65 | -67.35 | 32.47 | 1,189 | 164 | 280 | |||
| 11 Nov | 5623.85 | 180 | -48.00 | 35.22 | 394 | 80 | 111 | |||
| 8 Nov | 5706.50 | 228 | -24.65 | 29.91 | 23 | 13 | 30 | |||
| 7 Nov | 5723.80 | 252.65 | -33.35 | 30.67 | 32 | 9 | 16 | |||
| 6 Nov | 5853.80 | 286 | 31.00 | - | 8 | 3 | 8 | |||
| 5 Nov | 5670.35 | 255 | -399.65 | 36.29 | 11 | 4 | 4 | |||
| 4 Nov | 5798.30 | 654.65 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Nov | 5805.25 | 654.65 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 5779.25 | 654.65 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 5795.60 | 654.65 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 5928.30 | 654.65 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 6052.80 | 654.65 | 654.65 | - | 0 | 0 | 0 | |||
| 24 Sept | 6046.80 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Sept | 6086.75 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Sept | 6073.65 | 0 | - | 0 | 0 | 0 | ||||
For Alkem Laboratories Ltd. - strike price 5600 expiring on 28NOV2024
Delta for 5600 CE is 0.56
Historical price for 5600 CE is as follows
On 21 Nov ALKEM was trading at 5604.75. The strike last trading price was 55.25, which was 7.55 higher than the previous day. The implied volatity was 14.87, the open interest changed by 107 which increased total open position to 596
On 20 Nov ALKEM was trading at 5529.80. The strike last trading price was 47.7, which was 0.00 lower than the previous day. The implied volatity was 20.60, the open interest changed by -83 which decreased total open position to 488
On 19 Nov ALKEM was trading at 5529.80. The strike last trading price was 47.7, which was 0.10 higher than the previous day. The implied volatity was 20.60, the open interest changed by -84 which decreased total open position to 488
On 18 Nov ALKEM was trading at 5515.15. The strike last trading price was 47.6, which was -14.45 lower than the previous day. The implied volatity was 22.79, the open interest changed by -4 which decreased total open position to 594
On 14 Nov ALKEM was trading at 5524.95. The strike last trading price was 62.05, which was -80.70 lower than the previous day. The implied volatity was 21.22, the open interest changed by -369 which decreased total open position to 599
On 13 Nov ALKEM was trading at 5571.20. The strike last trading price was 142.75, which was 30.10 higher than the previous day. The implied volatity was 32.99, the open interest changed by 671 which increased total open position to 952
On 12 Nov ALKEM was trading at 5503.40. The strike last trading price was 112.65, which was -67.35 lower than the previous day. The implied volatity was 32.47, the open interest changed by 164 which increased total open position to 280
On 11 Nov ALKEM was trading at 5623.85. The strike last trading price was 180, which was -48.00 lower than the previous day. The implied volatity was 35.22, the open interest changed by 80 which increased total open position to 111
On 8 Nov ALKEM was trading at 5706.50. The strike last trading price was 228, which was -24.65 lower than the previous day. The implied volatity was 29.91, the open interest changed by 13 which increased total open position to 30
On 7 Nov ALKEM was trading at 5723.80. The strike last trading price was 252.65, which was -33.35 lower than the previous day. The implied volatity was 30.67, the open interest changed by 9 which increased total open position to 16
On 6 Nov ALKEM was trading at 5853.80. The strike last trading price was 286, which was 31.00 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 8
On 5 Nov ALKEM was trading at 5670.35. The strike last trading price was 255, which was -399.65 lower than the previous day. The implied volatity was 36.29, the open interest changed by 4 which increased total open position to 4
On 4 Nov ALKEM was trading at 5798.30. The strike last trading price was 654.65, 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 654.65, 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 654.65, 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 654.65, 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 654.65, 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 Sept ALKEM was trading at 6052.80. The strike last trading price was 654.65, which was 654.65 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Sept ALKEM was trading at 6046.80. The strike last trading price was 0, 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 20 Sept ALKEM was trading at 6086.75. The strike last trading price was 0, 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 2 Sept ALKEM was trading at 6073.65. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| ALKEM 28NOV2024 5600 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.46
Vega: 3.09
Theta: -7.07
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 5604.75 | 101.15 | -24.55 | 35.46 | 1,477 | 72 | 363 |
| 20 Nov | 5529.80 | 125.7 | 0.00 | 28.09 | 524 | -34 | 290 |
| 19 Nov | 5529.80 | 125.7 | -18.30 | 28.09 | 524 | -35 | 290 |
| 18 Nov | 5515.15 | 144 | 14.25 | 26.09 | 291 | -37 | 325 |
| 14 Nov | 5524.95 | 129.75 | -31.25 | 21.25 | 1,170 | 60 | 365 |
| 13 Nov | 5571.20 | 161 | -74.95 | 34.41 | 1,896 | -62 | 302 |
| 12 Nov | 5503.40 | 235.95 | 54.95 | 41.60 | 902 | 118 | 364 |
| 11 Nov | 5623.85 | 181 | 48.30 | 39.81 | 723 | 187 | 243 |
| 8 Nov | 5706.50 | 132.7 | -9.25 | 35.93 | 72 | 15 | 51 |
| 7 Nov | 5723.80 | 141.95 | 55.90 | 38.77 | 189 | 26 | 36 |
| 6 Nov | 5853.80 | 86.05 | -21.70 | 35.29 | 16 | 8 | 9 |
| 5 Nov | 5670.35 | 107.75 | 0.00 | 0.00 | 0 | 0 | 0 |
| 4 Nov | 5798.30 | 107.75 | 0.00 | 0.00 | 0 | 0 | 0 |
| 1 Nov | 5805.25 | 107.75 | 0.00 | 0.00 | 0 | 0 | 0 |
| 31 Oct | 5779.25 | 107.75 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 5795.60 | 107.75 | 16.60 | - | 1 | 0 | 1 |
| 29 Oct | 5928.30 | 91.15 | -63.45 | - | 1 | 0 | 0 |
| 30 Sept | 6052.80 | 154.6 | 154.60 | - | 0 | 0 | 0 |
| 24 Sept | 6046.80 | 0 | 0.00 | - | 0 | 0 | 0 |
| 20 Sept | 6086.75 | 0 | 0.00 | - | 0 | 0 | 0 |
| 2 Sept | 6073.65 | 0 | - | 0 | 0 | 0 | |
For Alkem Laboratories Ltd. - strike price 5600 expiring on 28NOV2024
Delta for 5600 PE is -0.46
Historical price for 5600 PE is as follows
On 21 Nov ALKEM was trading at 5604.75. The strike last trading price was 101.15, which was -24.55 lower than the previous day. The implied volatity was 35.46, the open interest changed by 72 which increased total open position to 363
On 20 Nov ALKEM was trading at 5529.80. The strike last trading price was 125.7, which was 0.00 lower than the previous day. The implied volatity was 28.09, the open interest changed by -34 which decreased total open position to 290
On 19 Nov ALKEM was trading at 5529.80. The strike last trading price was 125.7, which was -18.30 lower than the previous day. The implied volatity was 28.09, the open interest changed by -35 which decreased total open position to 290
On 18 Nov ALKEM was trading at 5515.15. The strike last trading price was 144, which was 14.25 higher than the previous day. The implied volatity was 26.09, the open interest changed by -37 which decreased total open position to 325
On 14 Nov ALKEM was trading at 5524.95. The strike last trading price was 129.75, which was -31.25 lower than the previous day. The implied volatity was 21.25, the open interest changed by 60 which increased total open position to 365
On 13 Nov ALKEM was trading at 5571.20. The strike last trading price was 161, which was -74.95 lower than the previous day. The implied volatity was 34.41, the open interest changed by -62 which decreased total open position to 302
On 12 Nov ALKEM was trading at 5503.40. The strike last trading price was 235.95, which was 54.95 higher than the previous day. The implied volatity was 41.60, the open interest changed by 118 which increased total open position to 364
On 11 Nov ALKEM was trading at 5623.85. The strike last trading price was 181, which was 48.30 higher than the previous day. The implied volatity was 39.81, the open interest changed by 187 which increased total open position to 243
On 8 Nov ALKEM was trading at 5706.50. The strike last trading price was 132.7, which was -9.25 lower than the previous day. The implied volatity was 35.93, the open interest changed by 15 which increased total open position to 51
On 7 Nov ALKEM was trading at 5723.80. The strike last trading price was 141.95, which was 55.90 higher than the previous day. The implied volatity was 38.77, the open interest changed by 26 which increased total open position to 36
On 6 Nov ALKEM was trading at 5853.80. The strike last trading price was 86.05, which was -21.70 lower than the previous day. The implied volatity was 35.29, the open interest changed by 8 which increased total open position to 9
On 5 Nov ALKEM was trading at 5670.35. The strike last trading price was 107.75, 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 4 Nov ALKEM was trading at 5798.30. The strike last trading price was 107.75, 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 1 Nov ALKEM was trading at 5805.25. The strike last trading price was 107.75, 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 31 Oct ALKEM was trading at 5779.25. The strike last trading price was 107.75, 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 107.75, which was 16.60 higher 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 91.15, which was -63.45 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Sept ALKEM was trading at 6052.80. The strike last trading price was 154.6, which was 154.60 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Sept ALKEM was trading at 6046.80. The strike last trading price was 0, 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 20 Sept ALKEM was trading at 6086.75. The strike last trading price was 0, 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 2 Sept ALKEM was trading at 6073.65. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
