ALKEM
Alkem Laboratories Ltd.
Historical option data for ALKEM
21 Nov 2024 04:11 PM IST
ALKEM 28NOV2024 5800 CE | ||||||||||
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Delta: 0.17
Vega: 1.98
Theta: -3.66
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
21 Nov | 5604.75 | 17 | 5.35 | 24.02 | 2,278 | 29 | 563 | |||
20 Nov | 5529.80 | 11.65 | 0.00 | 23.49 | 941 | 49 | 528 | |||
19 Nov | 5529.80 | 11.65 | -0.70 | 23.49 | 941 | 43 | 528 | |||
18 Nov | 5515.15 | 12.35 | -7.25 | 24.87 | 800 | -8 | 490 | |||
14 Nov | 5524.95 | 19.6 | -45.65 | 23.14 | 1,150 | -33 | 500 | |||
13 Nov | 5571.20 | 65.25 | 9.30 | 32.14 | 3,395 | 11 | 535 | |||
12 Nov | 5503.40 | 55.95 | -37.40 | 33.66 | 872 | -8 | 541 | |||
11 Nov | 5623.85 | 93.35 | -32.15 | 34.25 | 2,931 | 121 | 546 | |||
8 Nov | 5706.50 | 125.5 | -26.50 | 29.80 | 834 | 20 | 424 | |||
7 Nov | 5723.80 | 152 | -67.20 | 31.73 | 1,306 | -11 | 403 | |||
6 Nov | 5853.80 | 219.2 | 61.75 | 30.13 | 1,157 | 138 | 417 | |||
5 Nov | 5670.35 | 157.45 | -60.75 | 35.87 | 549 | 81 | 278 | |||
4 Nov | 5798.30 | 218.2 | 4.20 | 34.32 | 270 | 126 | 197 | |||
1 Nov | 5805.25 | 214 | -16.00 | 34.82 | 4 | -1 | 71 | |||
31 Oct | 5779.25 | 230 | -6.25 | - | 85 | 25 | 72 | |||
30 Oct | 5795.60 | 236.25 | -33.75 | - | 59 | 40 | 45 | |||
29 Oct | 5928.30 | 270 | -257.50 | - | 7 | 5 | 5 | |||
28 Oct | 6039.55 | 527.5 | 0.00 | - | 0 | 0 | 0 | |||
25 Oct | 5942.55 | 527.5 | 0.00 | - | 0 | 0 | 0 | |||
24 Oct | 5960.95 | 527.5 | 0.00 | - | 0 | 0 | 0 | |||
23 Oct | 5854.55 | 527.5 | 0.00 | - | 0 | 0 | 0 | |||
22 Oct | 6110.25 | 527.5 | 0.00 | - | 0 | 0 | 0 | |||
21 Oct | 6158.35 | 527.5 | 0.00 | - | 0 | 0 | 0 | |||
18 Oct | 6132.75 | 527.5 | 0.00 | - | 0 | 0 | 0 | |||
17 Oct | 6023.00 | 527.5 | 0.00 | - | 0 | 0 | 0 | |||
16 Oct | 6094.30 | 527.5 | 0.00 | - | 0 | 0 | 0 | |||
11 Oct | 6191.30 | 527.5 | 0.00 | - | 0 | 0 | 0 | |||
10 Oct | 6137.10 | 527.5 | 0.00 | - | 0 | 0 | 0 | |||
8 Oct | 6250.85 | 527.5 | 0.00 | - | 0 | 0 | 0 | |||
7 Oct | 6160.25 | 527.5 | 0.00 | - | 0 | 0 | 0 | |||
4 Oct | 6194.15 | 527.5 | 0.00 | - | 0 | 0 | 0 | |||
3 Oct | 6159.30 | 527.5 | 0.00 | - | 0 | 0 | 0 | |||
1 Oct | 6151.25 | 527.5 | 0.00 | - | 0 | 0 | 0 | |||
30 Sept | 6052.80 | 527.5 | 527.50 | - | 0 | 0 | 0 | |||
26 Sept | 6197.15 | 0 | 0.00 | - | 0 | 0 | 0 | |||
25 Sept | 6226.65 | 0 | 0.00 | - | 0 | 0 | 0 | |||
24 Sept | 6046.80 | 0 | 0.00 | - | 0 | 0 | 0 | |||
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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 5800 expiring on 28NOV2024
Delta for 5800 CE is 0.17
Historical price for 5800 CE is as follows
On 21 Nov ALKEM was trading at 5604.75. The strike last trading price was 17, which was 5.35 higher than the previous day. The implied volatity was 24.02, the open interest changed by 29 which increased total open position to 563
On 20 Nov ALKEM was trading at 5529.80. The strike last trading price was 11.65, which was 0.00 lower than the previous day. The implied volatity was 23.49, the open interest changed by 49 which increased total open position to 528
On 19 Nov ALKEM was trading at 5529.80. The strike last trading price was 11.65, which was -0.70 lower than the previous day. The implied volatity was 23.49, the open interest changed by 43 which increased total open position to 528
On 18 Nov ALKEM was trading at 5515.15. The strike last trading price was 12.35, which was -7.25 lower than the previous day. The implied volatity was 24.87, the open interest changed by -8 which decreased total open position to 490
On 14 Nov ALKEM was trading at 5524.95. The strike last trading price was 19.6, which was -45.65 lower than the previous day. The implied volatity was 23.14, the open interest changed by -33 which decreased total open position to 500
On 13 Nov ALKEM was trading at 5571.20. The strike last trading price was 65.25, which was 9.30 higher than the previous day. The implied volatity was 32.14, the open interest changed by 11 which increased total open position to 535
On 12 Nov ALKEM was trading at 5503.40. The strike last trading price was 55.95, which was -37.40 lower than the previous day. The implied volatity was 33.66, the open interest changed by -8 which decreased total open position to 541
On 11 Nov ALKEM was trading at 5623.85. The strike last trading price was 93.35, which was -32.15 lower than the previous day. The implied volatity was 34.25, the open interest changed by 121 which increased total open position to 546
On 8 Nov ALKEM was trading at 5706.50. The strike last trading price was 125.5, which was -26.50 lower than the previous day. The implied volatity was 29.80, the open interest changed by 20 which increased total open position to 424
On 7 Nov ALKEM was trading at 5723.80. The strike last trading price was 152, which was -67.20 lower than the previous day. The implied volatity was 31.73, the open interest changed by -11 which decreased total open position to 403
On 6 Nov ALKEM was trading at 5853.80. The strike last trading price was 219.2, which was 61.75 higher than the previous day. The implied volatity was 30.13, the open interest changed by 138 which increased total open position to 417
On 5 Nov ALKEM was trading at 5670.35. The strike last trading price was 157.45, which was -60.75 lower than the previous day. The implied volatity was 35.87, the open interest changed by 81 which increased total open position to 278
On 4 Nov ALKEM was trading at 5798.30. The strike last trading price was 218.2, which was 4.20 higher than the previous day. The implied volatity was 34.32, the open interest changed by 126 which increased total open position to 197
On 1 Nov ALKEM was trading at 5805.25. The strike last trading price was 214, which was -16.00 lower than the previous day. The implied volatity was 34.82, the open interest changed by -1 which decreased total open position to 71
On 31 Oct ALKEM was trading at 5779.25. The strike last trading price was 230, which was -6.25 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 236.25, which was -33.75 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 270, which was -257.50 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 527.5, 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 527.5, 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 527.5, 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 527.5, 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 22 Oct ALKEM was trading at 6110.25. The strike last trading price was 527.5, 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 527.5, 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 18 Oct ALKEM was trading at 6132.75. The strike last trading price was 527.5, 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 527.5, 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 527.5, 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 527.5, 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 527.5, 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 8 Oct ALKEM was trading at 6250.85. The strike last trading price was 527.5, 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 527.5, 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 527.5, 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 527.5, 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 527.5, 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 527.5, which was 527.50 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 25 Sept ALKEM was trading at 6226.65. 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 5800 PE | |||||||
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Delta: -0.68
Vega: 2.78
Theta: -8.09
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
21 Nov | 5604.75 | 254.7 | -54.25 | 46.36 | 67 | -37 | 126 |
20 Nov | 5529.80 | 308.95 | 0.00 | 0.00 | 0 | 0 | 0 |
19 Nov | 5529.80 | 308.95 | 0.00 | 0.00 | 0 | -4 | 0 |
18 Nov | 5515.15 | 308.95 | 37.95 | 30.77 | 6 | -3 | 164 |
14 Nov | 5524.95 | 271 | -18.80 | 15.35 | 77 | -1 | 168 |
13 Nov | 5571.20 | 289.8 | -84.80 | 35.55 | 97 | -13 | 169 |
12 Nov | 5503.40 | 374.6 | 99.40 | 43.38 | 57 | 22 | 196 |
11 Nov | 5623.85 | 275.2 | 43.20 | 35.09 | 164 | -18 | 174 |
8 Nov | 5706.50 | 232 | -4.75 | 36.09 | 166 | -12 | 192 |
7 Nov | 5723.80 | 236.75 | 86.70 | 38.69 | 574 | 6 | 204 |
6 Nov | 5853.80 | 150.05 | -115.85 | 33.58 | 241 | 31 | 200 |
5 Nov | 5670.35 | 265.9 | 61.00 | 36.74 | 211 | -15 | 170 |
4 Nov | 5798.30 | 204.9 | -11.15 | 37.18 | 69 | 4 | 185 |
1 Nov | 5805.25 | 216.05 | 12.45 | 34.26 | 13 | 0 | 181 |
31 Oct | 5779.25 | 203.6 | 3.45 | - | 184 | 83 | 180 |
30 Oct | 5795.60 | 200.15 | 79.65 | - | 184 | 29 | 93 |
29 Oct | 5928.30 | 120.5 | -38.50 | - | 63 | 57 | 64 |
28 Oct | 6039.55 | 159 | 0.00 | - | 0 | 0 | 0 |
25 Oct | 5942.55 | 159 | 0.00 | - | 0 | 3 | 0 |
24 Oct | 5960.95 | 159 | 58.00 | - | 7 | 3 | 7 |
23 Oct | 5854.55 | 101 | 0.00 | - | 0 | 0 | 0 |
22 Oct | 6110.25 | 101 | 0.00 | - | 0 | 0 | 0 |
21 Oct | 6158.35 | 101 | 0.00 | - | 0 | 2 | 0 |
18 Oct | 6132.75 | 101 | 0.00 | - | 2 | 1 | 3 |
17 Oct | 6023.00 | 101 | 0.00 | - | 0 | 2 | 0 |
16 Oct | 6094.30 | 101 | -122.90 | - | 2 | 1 | 1 |
11 Oct | 6191.30 | 223.9 | 0.00 | - | 0 | 0 | 0 |
10 Oct | 6137.10 | 223.9 | 0.00 | - | 0 | 0 | 0 |
8 Oct | 6250.85 | 223.9 | 0.00 | - | 0 | 0 | 0 |
7 Oct | 6160.25 | 223.9 | 0.00 | - | 0 | 0 | 0 |
4 Oct | 6194.15 | 223.9 | 0.00 | - | 0 | 0 | 0 |
3 Oct | 6159.30 | 223.9 | 0.00 | - | 0 | 0 | 0 |
1 Oct | 6151.25 | 223.9 | 0.00 | - | 0 | 0 | 0 |
30 Sept | 6052.80 | 223.9 | 0.00 | - | 0 | 0 | 0 |
26 Sept | 6197.15 | 223.9 | 0.00 | - | 0 | 0 | 0 |
25 Sept | 6226.65 | 223.9 | 0.00 | - | 0 | 0 | 0 |
24 Sept | 6046.80 | 223.9 | 0.00 | - | 0 | 0 | 0 |
20 Sept | 6086.75 | 223.9 | 223.90 | - | 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 5800 expiring on 28NOV2024
Delta for 5800 PE is -0.68
Historical price for 5800 PE is as follows
On 21 Nov ALKEM was trading at 5604.75. The strike last trading price was 254.7, which was -54.25 lower than the previous day. The implied volatity was 46.36, the open interest changed by -37 which decreased total open position to 126
On 20 Nov ALKEM was trading at 5529.80. The strike last trading price was 308.95, 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 308.95, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -4 which decreased total open position to 0
On 18 Nov ALKEM was trading at 5515.15. The strike last trading price was 308.95, which was 37.95 higher than the previous day. The implied volatity was 30.77, the open interest changed by -3 which decreased total open position to 164
On 14 Nov ALKEM was trading at 5524.95. The strike last trading price was 271, which was -18.80 lower than the previous day. The implied volatity was 15.35, the open interest changed by -1 which decreased total open position to 168
On 13 Nov ALKEM was trading at 5571.20. The strike last trading price was 289.8, which was -84.80 lower than the previous day. The implied volatity was 35.55, the open interest changed by -13 which decreased total open position to 169
On 12 Nov ALKEM was trading at 5503.40. The strike last trading price was 374.6, which was 99.40 higher than the previous day. The implied volatity was 43.38, the open interest changed by 22 which increased total open position to 196
On 11 Nov ALKEM was trading at 5623.85. The strike last trading price was 275.2, which was 43.20 higher than the previous day. The implied volatity was 35.09, the open interest changed by -18 which decreased total open position to 174
On 8 Nov ALKEM was trading at 5706.50. The strike last trading price was 232, which was -4.75 lower than the previous day. The implied volatity was 36.09, the open interest changed by -12 which decreased total open position to 192
On 7 Nov ALKEM was trading at 5723.80. The strike last trading price was 236.75, which was 86.70 higher than the previous day. The implied volatity was 38.69, the open interest changed by 6 which increased total open position to 204
On 6 Nov ALKEM was trading at 5853.80. The strike last trading price was 150.05, which was -115.85 lower than the previous day. The implied volatity was 33.58, the open interest changed by 31 which increased total open position to 200
On 5 Nov ALKEM was trading at 5670.35. The strike last trading price was 265.9, which was 61.00 higher than the previous day. The implied volatity was 36.74, the open interest changed by -15 which decreased total open position to 170
On 4 Nov ALKEM was trading at 5798.30. The strike last trading price was 204.9, which was -11.15 lower than the previous day. The implied volatity was 37.18, the open interest changed by 4 which increased total open position to 185
On 1 Nov ALKEM was trading at 5805.25. The strike last trading price was 216.05, which was 12.45 higher than the previous day. The implied volatity was 34.26, the open interest changed by 0 which decreased total open position to 181
On 31 Oct ALKEM was trading at 5779.25. The strike last trading price was 203.6, which was 3.45 higher 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 200.15, which was 79.65 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 120.5, which was -38.50 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 159, 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 159, 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 159, which was 58.00 higher 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 101, 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 22 Oct ALKEM was trading at 6110.25. The strike last trading price was 101, 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 101, 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 18 Oct ALKEM was trading at 6132.75. The strike last trading price was 101, 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 101, 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 101, which was -122.90 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 223.9, 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 223.9, 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 8 Oct ALKEM was trading at 6250.85. The strike last trading price was 223.9, 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 223.9, 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 223.9, 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 223.9, 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 223.9, 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 223.9, 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 26 Sept ALKEM was trading at 6197.15. The strike last trading price was 223.9, 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 Sept ALKEM was trading at 6226.65. The strike last trading price was 223.9, 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 223.9, 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 223.9, which was 223.90 higher 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