ALKEM
Alkem Laboratories Ltd.
Historical option data for ALKEM
21 Nov 2024 04:11 PM IST
| ALKEM 28NOV2024 5700 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.31
Vega: 2.75
Theta: -4.56
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 5604.75 | 31.95 | 10.00 | 20.83 | 3,433 | 85 | 633 | |||
| 20 Nov | 5529.80 | 21.95 | 0.00 | 21.22 | 961 | 25 | 546 | |||
| 19 Nov | 5529.80 | 21.95 | -1.45 | 21.22 | 961 | 23 | 546 | |||
| 18 Nov | 5515.15 | 23.4 | -10.90 | 23.30 | 625 | 25 | 523 | |||
| 14 Nov | 5524.95 | 34.3 | -63.25 | 21.85 | 2,194 | -90 | 499 | |||
| 13 Nov | 5571.20 | 97.55 | 17.45 | 32.25 | 6,214 | 15 | 589 | |||
| 12 Nov | 5503.40 | 80.1 | -51.25 | 33.06 | 1,538 | 70 | 572 | |||
| 11 Nov | 5623.85 | 131.35 | -35.65 | 34.58 | 1,739 | 236 | 502 | |||
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| 8 Nov | 5706.50 | 167 | -33.00 | 28.95 | 444 | 53 | 267 | |||
| 7 Nov | 5723.80 | 200 | -78.40 | 31.64 | 550 | -31 | 213 | |||
| 6 Nov | 5853.80 | 278.4 | 74.15 | 29.81 | 244 | -20 | 245 | |||
| 5 Nov | 5670.35 | 204.25 | -69.20 | 36.40 | 512 | 232 | 252 | |||
| 4 Nov | 5798.30 | 273.45 | -18.55 | 34.51 | 74 | 17 | 21 | |||
| 1 Nov | 5805.25 | 292 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 31 Oct | 5779.25 | 292 | 0.00 | - | 0 | 3 | 0 | |||
| 30 Oct | 5795.60 | 292 | -139.00 | - | 3 | 2 | 3 | |||
| 29 Oct | 5928.30 | 431 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 6039.55 | 431 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 5942.55 | 431 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 5960.95 | 431 | 0.00 | - | 0 | 1 | 0 | |||
| 23 Oct | 5854.55 | 431 | -157.95 | - | 1 | 0 | 0 | |||
| 22 Oct | 6110.25 | 588.95 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 6158.35 | 588.95 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 6023.00 | 588.95 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 6094.30 | 588.95 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 6191.30 | 588.95 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 6137.10 | 588.95 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 6160.25 | 588.95 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 6194.15 | 588.95 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 6159.30 | 588.95 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 6151.25 | 588.95 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 6052.80 | 588.95 | 588.95 | - | 0 | 0 | 0 | |||
| 26 Sept | 6197.15 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Sept | 6046.80 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Sept | 6086.75 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Sept | 6136.85 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Sept | 6108.75 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Sept | 6073.65 | 0 | - | 0 | 0 | 0 | ||||
For Alkem Laboratories Ltd. - strike price 5700 expiring on 28NOV2024
Delta for 5700 CE is 0.31
Historical price for 5700 CE is as follows
On 21 Nov ALKEM was trading at 5604.75. The strike last trading price was 31.95, which was 10.00 higher than the previous day. The implied volatity was 20.83, the open interest changed by 85 which increased total open position to 633
On 20 Nov ALKEM was trading at 5529.80. The strike last trading price was 21.95, which was 0.00 lower than the previous day. The implied volatity was 21.22, the open interest changed by 25 which increased total open position to 546
On 19 Nov ALKEM was trading at 5529.80. The strike last trading price was 21.95, which was -1.45 lower than the previous day. The implied volatity was 21.22, the open interest changed by 23 which increased total open position to 546
On 18 Nov ALKEM was trading at 5515.15. The strike last trading price was 23.4, which was -10.90 lower than the previous day. The implied volatity was 23.30, the open interest changed by 25 which increased total open position to 523
On 14 Nov ALKEM was trading at 5524.95. The strike last trading price was 34.3, which was -63.25 lower than the previous day. The implied volatity was 21.85, the open interest changed by -90 which decreased total open position to 499
On 13 Nov ALKEM was trading at 5571.20. The strike last trading price was 97.55, which was 17.45 higher than the previous day. The implied volatity was 32.25, the open interest changed by 15 which increased total open position to 589
On 12 Nov ALKEM was trading at 5503.40. The strike last trading price was 80.1, which was -51.25 lower than the previous day. The implied volatity was 33.06, the open interest changed by 70 which increased total open position to 572
On 11 Nov ALKEM was trading at 5623.85. The strike last trading price was 131.35, which was -35.65 lower than the previous day. The implied volatity was 34.58, the open interest changed by 236 which increased total open position to 502
On 8 Nov ALKEM was trading at 5706.50. The strike last trading price was 167, which was -33.00 lower than the previous day. The implied volatity was 28.95, the open interest changed by 53 which increased total open position to 267
On 7 Nov ALKEM was trading at 5723.80. The strike last trading price was 200, which was -78.40 lower than the previous day. The implied volatity was 31.64, the open interest changed by -31 which decreased total open position to 213
On 6 Nov ALKEM was trading at 5853.80. The strike last trading price was 278.4, which was 74.15 higher than the previous day. The implied volatity was 29.81, the open interest changed by -20 which decreased total open position to 245
On 5 Nov ALKEM was trading at 5670.35. The strike last trading price was 204.25, which was -69.20 lower than the previous day. The implied volatity was 36.40, the open interest changed by 232 which increased total open position to 252
On 4 Nov ALKEM was trading at 5798.30. The strike last trading price was 273.45, which was -18.55 lower than the previous day. The implied volatity was 34.51, the open interest changed by 17 which increased total open position to 21
On 1 Nov ALKEM was trading at 5805.25. The strike last trading price was 292, 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 292, 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 292, which was -139.00 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 431, 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 28 Oct ALKEM was trading at 6039.55. The strike last trading price was 431, 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 25 Oct ALKEM was trading at 5942.55. The strike last trading price was 431, 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 24 Oct ALKEM was trading at 5960.95. The strike last trading price was 431, 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 23 Oct ALKEM was trading at 5854.55. The strike last trading price was 431, which was -157.95 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct ALKEM was trading at 6110.25. The strike last trading price was 588.95, 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 21 Oct ALKEM was trading at 6158.35. The strike last trading price was 588.95, 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 17 Oct ALKEM was trading at 6023.00. The strike last trading price was 588.95, 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 16 Oct ALKEM was trading at 6094.30. The strike last trading price was 588.95, 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 11 Oct ALKEM was trading at 6191.30. The strike last trading price was 588.95, 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 10 Oct ALKEM was trading at 6137.10. The strike last trading price was 588.95, 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 7 Oct ALKEM was trading at 6160.25. The strike last trading price was 588.95, 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 4 Oct ALKEM was trading at 6194.15. The strike last trading price was 588.95, 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 3 Oct ALKEM was trading at 6159.30. The strike last trading price was 588.95, 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 1 Oct ALKEM was trading at 6151.25. The strike last trading price was 588.95, 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 588.95, which was 588.95 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 26 Sept ALKEM was trading at 6197.15. 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 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 19 Sept ALKEM was trading at 6136.85. 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 3 Sept ALKEM was trading at 6108.75. 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 5700 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.59
Vega: 3.03
Theta: -8.30
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 5604.75 | 178.65 | -25.35 | 42.78 | 179 | -2 | 142 |
| 20 Nov | 5529.80 | 204 | 0.00 | 31.87 | 41 | 2 | 147 |
| 19 Nov | 5529.80 | 204 | -4.00 | 31.87 | 41 | 5 | 147 |
| 18 Nov | 5515.15 | 208 | 7.95 | 23.20 | 12 | 0 | 143 |
| 14 Nov | 5524.95 | 200.05 | -19.95 | 21.43 | 293 | -13 | 143 |
| 13 Nov | 5571.20 | 220 | -81.40 | 34.78 | 548 | -77 | 155 |
| 12 Nov | 5503.40 | 301.4 | 84.65 | 42.37 | 405 | 25 | 235 |
| 11 Nov | 5623.85 | 216.75 | 39.75 | 36.02 | 621 | 10 | 210 |
| 8 Nov | 5706.50 | 177 | -5.20 | 35.78 | 269 | -14 | 200 |
| 7 Nov | 5723.80 | 182.2 | 65.20 | 38.10 | 1,080 | 59 | 215 |
| 6 Nov | 5853.80 | 117 | -90.00 | 34.90 | 335 | 52 | 156 |
| 5 Nov | 5670.35 | 207 | 47.10 | 36.15 | 424 | 34 | 103 |
| 4 Nov | 5798.30 | 159.9 | -7.45 | 37.32 | 120 | -14 | 69 |
| 1 Nov | 5805.25 | 167.35 | 2.35 | 34.18 | 9 | 0 | 80 |
| 31 Oct | 5779.25 | 165 | -1.00 | - | 97 | 2 | 81 |
| 30 Oct | 5795.60 | 166 | 66.00 | - | 77 | 20 | 78 |
| 29 Oct | 5928.30 | 100 | 19.00 | - | 64 | 26 | 59 |
| 28 Oct | 6039.55 | 81 | -48.80 | - | 6 | -1 | 32 |
| 25 Oct | 5942.55 | 129.8 | 10.80 | - | 6 | 1 | 33 |
| 24 Oct | 5960.95 | 119 | -41.15 | - | 9 | 1 | 31 |
| 23 Oct | 5854.55 | 160.15 | 90.15 | - | 17 | 8 | 30 |
| 22 Oct | 6110.25 | 70 | -11.80 | - | 3 | 2 | 22 |
| 21 Oct | 6158.35 | 81.8 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 6023.00 | 81.8 | 16.80 | - | 1 | 0 | 20 |
| 16 Oct | 6094.30 | 65 | -13.05 | - | 6 | 1 | 15 |
| 11 Oct | 6191.30 | 78.05 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 6137.10 | 78.05 | -109.10 | - | 1 | 0 | 14 |
| 7 Oct | 6160.25 | 187.15 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 6194.15 | 187.15 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 6159.30 | 187.15 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 6151.25 | 187.15 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 6052.80 | 187.15 | 187.15 | - | 0 | 0 | 0 |
| 26 Sept | 6197.15 | 0 | 0.00 | - | 0 | 0 | 0 |
| 24 Sept | 6046.80 | 0 | 0.00 | - | 0 | 0 | 0 |
| 20 Sept | 6086.75 | 0 | 0.00 | - | 0 | 0 | 0 |
| 19 Sept | 6136.85 | 0 | 0.00 | - | 0 | 0 | 0 |
| 3 Sept | 6108.75 | 0 | 0.00 | - | 0 | 0 | 0 |
| 2 Sept | 6073.65 | 0 | - | 0 | 0 | 0 | |
For Alkem Laboratories Ltd. - strike price 5700 expiring on 28NOV2024
Delta for 5700 PE is -0.59
Historical price for 5700 PE is as follows
On 21 Nov ALKEM was trading at 5604.75. The strike last trading price was 178.65, which was -25.35 lower than the previous day. The implied volatity was 42.78, the open interest changed by -2 which decreased total open position to 142
On 20 Nov ALKEM was trading at 5529.80. The strike last trading price was 204, which was 0.00 lower than the previous day. The implied volatity was 31.87, the open interest changed by 2 which increased total open position to 147
On 19 Nov ALKEM was trading at 5529.80. The strike last trading price was 204, which was -4.00 lower than the previous day. The implied volatity was 31.87, the open interest changed by 5 which increased total open position to 147
On 18 Nov ALKEM was trading at 5515.15. The strike last trading price was 208, which was 7.95 higher than the previous day. The implied volatity was 23.20, the open interest changed by 0 which decreased total open position to 143
On 14 Nov ALKEM was trading at 5524.95. The strike last trading price was 200.05, which was -19.95 lower than the previous day. The implied volatity was 21.43, the open interest changed by -13 which decreased total open position to 143
On 13 Nov ALKEM was trading at 5571.20. The strike last trading price was 220, which was -81.40 lower than the previous day. The implied volatity was 34.78, the open interest changed by -77 which decreased total open position to 155
On 12 Nov ALKEM was trading at 5503.40. The strike last trading price was 301.4, which was 84.65 higher than the previous day. The implied volatity was 42.37, the open interest changed by 25 which increased total open position to 235
On 11 Nov ALKEM was trading at 5623.85. The strike last trading price was 216.75, which was 39.75 higher than the previous day. The implied volatity was 36.02, the open interest changed by 10 which increased total open position to 210
On 8 Nov ALKEM was trading at 5706.50. The strike last trading price was 177, which was -5.20 lower than the previous day. The implied volatity was 35.78, the open interest changed by -14 which decreased total open position to 200
On 7 Nov ALKEM was trading at 5723.80. The strike last trading price was 182.2, which was 65.20 higher than the previous day. The implied volatity was 38.10, the open interest changed by 59 which increased total open position to 215
On 6 Nov ALKEM was trading at 5853.80. The strike last trading price was 117, which was -90.00 lower than the previous day. The implied volatity was 34.90, the open interest changed by 52 which increased total open position to 156
On 5 Nov ALKEM was trading at 5670.35. The strike last trading price was 207, which was 47.10 higher than the previous day. The implied volatity was 36.15, the open interest changed by 34 which increased total open position to 103
On 4 Nov ALKEM was trading at 5798.30. The strike last trading price was 159.9, which was -7.45 lower than the previous day. The implied volatity was 37.32, the open interest changed by -14 which decreased total open position to 69
On 1 Nov ALKEM was trading at 5805.25. The strike last trading price was 167.35, which was 2.35 higher than the previous day. The implied volatity was 34.18, the open interest changed by 0 which decreased total open position to 80
On 31 Oct ALKEM was trading at 5779.25. The strike last trading price was 165, which was -1.00 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 166, which was 66.00 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 100, which was 19.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct ALKEM was trading at 6039.55. The strike last trading price was 81, which was -48.80 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct ALKEM was trading at 5942.55. The strike last trading price was 129.8, which was 10.80 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct ALKEM was trading at 5960.95. The strike last trading price was 119, which was -41.15 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct ALKEM was trading at 5854.55. The strike last trading price was 160.15, which was 90.15 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct ALKEM was trading at 6110.25. The strike last trading price was 70, which was -11.80 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 21 Oct ALKEM was trading at 6158.35. The strike last trading price was 81.8, 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 17 Oct ALKEM was trading at 6023.00. The strike last trading price was 81.8, which was 16.80 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 16 Oct ALKEM was trading at 6094.30. The strike last trading price was 65, which was -13.05 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 11 Oct ALKEM was trading at 6191.30. The strike last trading price was 78.05, 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 10 Oct ALKEM was trading at 6137.10. The strike last trading price was 78.05, which was -109.10 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 7 Oct ALKEM was trading at 6160.25. The strike last trading price was 187.15, 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 4 Oct ALKEM was trading at 6194.15. The strike last trading price was 187.15, 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 3 Oct ALKEM was trading at 6159.30. The strike last trading price was 187.15, 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 1 Oct ALKEM was trading at 6151.25. The strike last trading price was 187.15, 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 187.15, which was 187.15 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 26 Sept ALKEM was trading at 6197.15. 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 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 19 Sept ALKEM was trading at 6136.85. 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 3 Sept ALKEM was trading at 6108.75. 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
