ALKEM
Alkem Laboratories Ltd.
Historical option data for ALKEM
20 Dec 2024 04:11 PM IST
| ALKEM 26DEC2024 5700 CE | ||||||||||
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Delta: 0.11
Vega: 1.28
Theta: -3.32
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 5427.50 | 10.4 | -7.80 | 29.56 | 1,044 | -120 | 534 | |||
| 19 Dec | 5494.25 | 18.2 | -5.25 | 27.84 | 966 | 54 | 654 | |||
| 18 Dec | 5493.25 | 23.45 | 7.15 | 27.20 | 4,983 | -43 | 598 | |||
| 17 Dec | 5391.65 | 16.3 | -5.10 | 28.97 | 581 | -45 | 639 | |||
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| 16 Dec | 5442.80 | 21.4 | 7.40 | 28.12 | 804 | 138 | 687 | |||
| 13 Dec | 5372.55 | 14 | -13.75 | 24.76 | 281 | 40 | 550 | |||
| 12 Dec | 5435.25 | 27.75 | -9.45 | 25.44 | 400 | 26 | 511 | |||
| 11 Dec | 5489.95 | 37.2 | -7.75 | 23.31 | 242 | -16 | 487 | |||
| 10 Dec | 5459.45 | 44.95 | -10.00 | 26.56 | 346 | 27 | 502 | |||
| 9 Dec | 5484.60 | 54.95 | -9.70 | 25.87 | 382 | 21 | 478 | |||
| 6 Dec | 5505.40 | 64.65 | -48.45 | 24.05 | 728 | 53 | 456 | |||
| 5 Dec | 5643.95 | 113.1 | -14.05 | 23.08 | 528 | 65 | 403 | |||
| 4 Dec | 5672.70 | 127.15 | 7.25 | 23.44 | 838 | 45 | 339 | |||
| 3 Dec | 5637.35 | 119.9 | -37.45 | 24.11 | 459 | 43 | 292 | |||
| 2 Dec | 5692.75 | 157.35 | 22.80 | 24.09 | 1,465 | 25 | 251 | |||
| 29 Nov | 5642.45 | 134.55 | 61.20 | 23.73 | 1,086 | 129 | 221 | |||
| 28 Nov | 5457.15 | 73.35 | -9.65 | 23.54 | 94 | 47 | 93 | |||
| 27 Nov | 5449.85 | 83 | -2.00 | 25.86 | 57 | 24 | 39 | |||
| 26 Nov | 5484.40 | 85 | -10.50 | 24.37 | 18 | 9 | 14 | |||
| 25 Nov | 5478.30 | 95.5 | -252.75 | 27.62 | 19 | 5 | 5 | |||
| 22 Nov | 5583.35 | 348.25 | 0.00 | 0.69 | 0 | 0 | 0 | |||
| 21 Nov | 5604.75 | 348.25 | 0.00 | 0.75 | 0 | 0 | 0 | |||
| 20 Nov | 5529.80 | 348.25 | 0.00 | 1.68 | 0 | 0 | 0 | |||
| 19 Nov | 5529.80 | 348.25 | 0.00 | 1.68 | 0 | 0 | 0 | |||
| 18 Nov | 5515.15 | 348.25 | 0.00 | 2.05 | 0 | 0 | 0 | |||
| 14 Nov | 5524.95 | 348.25 | 0.00 | 1.74 | 0 | 0 | 0 | |||
| 13 Nov | 5571.20 | 348.25 | 0.00 | 0.95 | 0 | 0 | 0 | |||
| 12 Nov | 5503.40 | 348.25 | 0.00 | 1.93 | 0 | 0 | 0 | |||
| 11 Nov | 5623.85 | 348.25 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 5798.30 | 348.25 | - | 0 | 0 | 0 | ||||
For Alkem Laboratories Ltd. - strike price 5700 expiring on 26DEC2024
Delta for 5700 CE is 0.11
Historical price for 5700 CE is as follows
On 20 Dec ALKEM was trading at 5427.50. The strike last trading price was 10.4, which was -7.80 lower than the previous day. The implied volatity was 29.56, the open interest changed by -120 which decreased total open position to 534
On 19 Dec ALKEM was trading at 5494.25. The strike last trading price was 18.2, which was -5.25 lower than the previous day. The implied volatity was 27.84, the open interest changed by 54 which increased total open position to 654
On 18 Dec ALKEM was trading at 5493.25. The strike last trading price was 23.45, which was 7.15 higher than the previous day. The implied volatity was 27.20, the open interest changed by -43 which decreased total open position to 598
On 17 Dec ALKEM was trading at 5391.65. The strike last trading price was 16.3, which was -5.10 lower than the previous day. The implied volatity was 28.97, the open interest changed by -45 which decreased total open position to 639
On 16 Dec ALKEM was trading at 5442.80. The strike last trading price was 21.4, which was 7.40 higher than the previous day. The implied volatity was 28.12, the open interest changed by 138 which increased total open position to 687
On 13 Dec ALKEM was trading at 5372.55. The strike last trading price was 14, which was -13.75 lower than the previous day. The implied volatity was 24.76, the open interest changed by 40 which increased total open position to 550
On 12 Dec ALKEM was trading at 5435.25. The strike last trading price was 27.75, which was -9.45 lower than the previous day. The implied volatity was 25.44, the open interest changed by 26 which increased total open position to 511
On 11 Dec ALKEM was trading at 5489.95. The strike last trading price was 37.2, which was -7.75 lower than the previous day. The implied volatity was 23.31, the open interest changed by -16 which decreased total open position to 487
On 10 Dec ALKEM was trading at 5459.45. The strike last trading price was 44.95, which was -10.00 lower than the previous day. The implied volatity was 26.56, the open interest changed by 27 which increased total open position to 502
On 9 Dec ALKEM was trading at 5484.60. The strike last trading price was 54.95, which was -9.70 lower than the previous day. The implied volatity was 25.87, the open interest changed by 21 which increased total open position to 478
On 6 Dec ALKEM was trading at 5505.40. The strike last trading price was 64.65, which was -48.45 lower than the previous day. The implied volatity was 24.05, the open interest changed by 53 which increased total open position to 456
On 5 Dec ALKEM was trading at 5643.95. The strike last trading price was 113.1, which was -14.05 lower than the previous day. The implied volatity was 23.08, the open interest changed by 65 which increased total open position to 403
On 4 Dec ALKEM was trading at 5672.70. The strike last trading price was 127.15, which was 7.25 higher than the previous day. The implied volatity was 23.44, the open interest changed by 45 which increased total open position to 339
On 3 Dec ALKEM was trading at 5637.35. The strike last trading price was 119.9, which was -37.45 lower than the previous day. The implied volatity was 24.11, the open interest changed by 43 which increased total open position to 292
On 2 Dec ALKEM was trading at 5692.75. The strike last trading price was 157.35, which was 22.80 higher than the previous day. The implied volatity was 24.09, the open interest changed by 25 which increased total open position to 251
On 29 Nov ALKEM was trading at 5642.45. The strike last trading price was 134.55, which was 61.20 higher than the previous day. The implied volatity was 23.73, the open interest changed by 129 which increased total open position to 221
On 28 Nov ALKEM was trading at 5457.15. The strike last trading price was 73.35, which was -9.65 lower than the previous day. The implied volatity was 23.54, the open interest changed by 47 which increased total open position to 93
On 27 Nov ALKEM was trading at 5449.85. The strike last trading price was 83, which was -2.00 lower than the previous day. The implied volatity was 25.86, the open interest changed by 24 which increased total open position to 39
On 26 Nov ALKEM was trading at 5484.40. The strike last trading price was 85, which was -10.50 lower than the previous day. The implied volatity was 24.37, the open interest changed by 9 which increased total open position to 14
On 25 Nov ALKEM was trading at 5478.30. The strike last trading price was 95.5, which was -252.75 lower than the previous day. The implied volatity was 27.62, the open interest changed by 5 which increased total open position to 5
On 22 Nov ALKEM was trading at 5583.35. The strike last trading price was 348.25, which was 0.00 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 21 Nov ALKEM was trading at 5604.75. The strike last trading price was 348.25, which was 0.00 lower than the previous day. The implied volatity was 0.75, 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 348.25, which was 0.00 lower than the previous day. The implied volatity was 1.68, 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 348.25, which was 0.00 lower than the previous day. The implied volatity was 1.68, 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 348.25, which was 0.00 lower than the previous day. The implied volatity was 2.05, the open interest changed by 0 which decreased total open position to 0
On 14 Nov ALKEM was trading at 5524.95. The strike last trading price was 348.25, which was 0.00 lower than the previous day. The implied volatity was 1.74, the open interest changed by 0 which decreased total open position to 0
On 13 Nov ALKEM was trading at 5571.20. The strike last trading price was 348.25, which was 0.00 lower than the previous day. The implied volatity was 0.95, the open interest changed by 0 which decreased total open position to 0
On 12 Nov ALKEM was trading at 5503.40. The strike last trading price was 348.25, which was 0.00 lower than the previous day. The implied volatity was 1.93, 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 348.25, 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 348.25, 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 5700 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.89
Vega: 1.31
Theta: -1.86
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 5427.50 | 276.5 | 50.75 | 29.92 | 26 | 6 | 184 |
| 19 Dec | 5494.25 | 225.75 | -6.10 | 24.48 | 13 | -2 | 179 |
| 18 Dec | 5493.25 | 231.85 | -85.15 | 31.61 | 51 | -4 | 181 |
| 17 Dec | 5391.65 | 317 | 49.30 | 36.52 | 8 | 2 | 185 |
| 16 Dec | 5442.80 | 267.7 | -49.50 | 21.29 | 2 | -1 | 183 |
| 13 Dec | 5372.55 | 317.2 | 46.05 | 17.80 | 31 | 0 | 184 |
| 12 Dec | 5435.25 | 271.15 | 41.50 | 23.39 | 26 | -6 | 184 |
| 11 Dec | 5489.95 | 229.65 | -43.15 | 24.94 | 18 | -3 | 190 |
| 10 Dec | 5459.45 | 272.8 | 38.15 | 30.30 | 18 | -3 | 193 |
| 9 Dec | 5484.60 | 234.65 | 12.65 | 26.16 | 42 | -20 | 193 |
| 6 Dec | 5505.40 | 222 | 82.85 | 25.65 | 163 | -38 | 213 |
| 5 Dec | 5643.95 | 139.15 | -4.85 | 23.40 | 241 | 25 | 253 |
| 4 Dec | 5672.70 | 144 | -5.65 | 25.45 | 111 | 36 | 230 |
| 3 Dec | 5637.35 | 149.65 | 18.80 | 23.32 | 247 | 32 | 192 |
| 2 Dec | 5692.75 | 130.85 | -42.15 | 25.31 | 531 | 70 | 160 |
| 29 Nov | 5642.45 | 173 | -142.00 | 26.39 | 200 | 71 | 89 |
| 28 Nov | 5457.15 | 315 | 15.00 | 35.02 | 3 | 0 | 15 |
| 27 Nov | 5449.85 | 300 | 0.00 | 30.04 | 2 | 0 | 13 |
| 26 Nov | 5484.40 | 300 | 15.00 | 32.08 | 8 | 6 | 12 |
| 25 Nov | 5478.30 | 285 | 0.00 | 0.00 | 0 | 0 | 0 |
| 22 Nov | 5583.35 | 285 | -28.95 | 38.57 | 2 | 0 | 5 |
| 21 Nov | 5604.75 | 313.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 20 Nov | 5529.80 | 313.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Nov | 5529.80 | 313.95 | 0.00 | 0.00 | 0 | 3 | 0 |
| 18 Nov | 5515.15 | 313.95 | 33.95 | 33.01 | 4 | 0 | 2 |
| 14 Nov | 5524.95 | 280 | 52.70 | 28.17 | 2 | 0 | 2 |
| 13 Nov | 5571.20 | 227.3 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Nov | 5503.40 | 227.3 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Nov | 5623.85 | 227.3 | 21.65 | 0.00 | 0 | 0 | 0 |
| 4 Nov | 5798.30 | 205.65 | 2.13 | 0 | 0 | 0 | |
For Alkem Laboratories Ltd. - strike price 5700 expiring on 26DEC2024
Delta for 5700 PE is -0.89
Historical price for 5700 PE is as follows
On 20 Dec ALKEM was trading at 5427.50. The strike last trading price was 276.5, which was 50.75 higher than the previous day. The implied volatity was 29.92, the open interest changed by 6 which increased total open position to 184
On 19 Dec ALKEM was trading at 5494.25. The strike last trading price was 225.75, which was -6.10 lower than the previous day. The implied volatity was 24.48, the open interest changed by -2 which decreased total open position to 179
On 18 Dec ALKEM was trading at 5493.25. The strike last trading price was 231.85, which was -85.15 lower than the previous day. The implied volatity was 31.61, the open interest changed by -4 which decreased total open position to 181
On 17 Dec ALKEM was trading at 5391.65. The strike last trading price was 317, which was 49.30 higher than the previous day. The implied volatity was 36.52, the open interest changed by 2 which increased total open position to 185
On 16 Dec ALKEM was trading at 5442.80. The strike last trading price was 267.7, which was -49.50 lower than the previous day. The implied volatity was 21.29, the open interest changed by -1 which decreased total open position to 183
On 13 Dec ALKEM was trading at 5372.55. The strike last trading price was 317.2, which was 46.05 higher than the previous day. The implied volatity was 17.80, the open interest changed by 0 which decreased total open position to 184
On 12 Dec ALKEM was trading at 5435.25. The strike last trading price was 271.15, which was 41.50 higher than the previous day. The implied volatity was 23.39, the open interest changed by -6 which decreased total open position to 184
On 11 Dec ALKEM was trading at 5489.95. The strike last trading price was 229.65, which was -43.15 lower than the previous day. The implied volatity was 24.94, the open interest changed by -3 which decreased total open position to 190
On 10 Dec ALKEM was trading at 5459.45. The strike last trading price was 272.8, which was 38.15 higher than the previous day. The implied volatity was 30.30, the open interest changed by -3 which decreased total open position to 193
On 9 Dec ALKEM was trading at 5484.60. The strike last trading price was 234.65, which was 12.65 higher than the previous day. The implied volatity was 26.16, the open interest changed by -20 which decreased total open position to 193
On 6 Dec ALKEM was trading at 5505.40. The strike last trading price was 222, which was 82.85 higher than the previous day. The implied volatity was 25.65, the open interest changed by -38 which decreased total open position to 213
On 5 Dec ALKEM was trading at 5643.95. The strike last trading price was 139.15, which was -4.85 lower than the previous day. The implied volatity was 23.40, the open interest changed by 25 which increased total open position to 253
On 4 Dec ALKEM was trading at 5672.70. The strike last trading price was 144, which was -5.65 lower than the previous day. The implied volatity was 25.45, the open interest changed by 36 which increased total open position to 230
On 3 Dec ALKEM was trading at 5637.35. The strike last trading price was 149.65, which was 18.80 higher than the previous day. The implied volatity was 23.32, the open interest changed by 32 which increased total open position to 192
On 2 Dec ALKEM was trading at 5692.75. The strike last trading price was 130.85, which was -42.15 lower than the previous day. The implied volatity was 25.31, the open interest changed by 70 which increased total open position to 160
On 29 Nov ALKEM was trading at 5642.45. The strike last trading price was 173, which was -142.00 lower than the previous day. The implied volatity was 26.39, the open interest changed by 71 which increased total open position to 89
On 28 Nov ALKEM was trading at 5457.15. The strike last trading price was 315, which was 15.00 higher than the previous day. The implied volatity was 35.02, the open interest changed by 0 which decreased total open position to 15
On 27 Nov ALKEM was trading at 5449.85. The strike last trading price was 300, which was 0.00 lower than the previous day. The implied volatity was 30.04, the open interest changed by 0 which decreased total open position to 13
On 26 Nov ALKEM was trading at 5484.40. The strike last trading price was 300, which was 15.00 higher than the previous day. The implied volatity was 32.08, the open interest changed by 6 which increased total open position to 12
On 25 Nov ALKEM was trading at 5478.30. The strike last trading price was 285, 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 22 Nov ALKEM was trading at 5583.35. The strike last trading price was 285, which was -28.95 lower than the previous day. The implied volatity was 38.57, the open interest changed by 0 which decreased total open position to 5
On 21 Nov ALKEM was trading at 5604.75. The strike last trading price was 313.95, 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 313.95, 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 313.95, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 18 Nov ALKEM was trading at 5515.15. The strike last trading price was 313.95, which was 33.95 higher than the previous day. The implied volatity was 33.01, the open interest changed by 0 which decreased total open position to 2
On 14 Nov ALKEM was trading at 5524.95. The strike last trading price was 280, which was 52.70 higher than the previous day. The implied volatity was 28.17, the open interest changed by 0 which decreased total open position to 2
On 13 Nov ALKEM was trading at 5571.20. The strike last trading price was 227.3, 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 12 Nov ALKEM was trading at 5503.40. The strike last trading price was 227.3, 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 227.3, which was 21.65 higher 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 205.65, which was lower than the previous day. The implied volatity was 2.13, the open interest changed by 0 which decreased total open position to 0
