ALKEM
Alkem Laboratories Ltd.
Historical option data for ALKEM
03 Dec 2024 04:11 PM IST
| ALKEM 26DEC2024 5700 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.47
Vega: 5.62
Theta: -3.64
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 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 | |||
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| 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 0.47
Historical price for 5700 CE is as follows
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: -0.53
Vega: 5.62
Theta: -1.99
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 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 -0.53
Historical price for 5700 PE is as follows
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
