ALKEM
Alkem Laboratories Ltd.
Historical option data for ALKEM
20 Dec 2024 04:11 PM IST
ALKEM 26DEC2024 5900 CE | ||||||||||
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Delta: 0.03
Vega: 0.47
Theta: -1.38
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
20 Dec | 5427.50 | 2.7 | -5.40 | 33.77 | 612 | -9 | 288 | |||
19 Dec | 5494.25 | 8.1 | -1.60 | 35.05 | 351 | 57 | 295 | |||
18 Dec | 5493.25 | 9.7 | 3.05 | 33.16 | 1,441 | -32 | 240 | |||
17 Dec | 5391.65 | 6.65 | -1.80 | 33.79 | 63 | 15 | 273 | |||
16 Dec | 5442.80 | 8.45 | 2.55 | 32.27 | 212 | 28 | 248 | |||
13 Dec | 5372.55 | 5.9 | -4.90 | 28.84 | 103 | 8 | 220 | |||
12 Dec | 5435.25 | 10.8 | -1.35 | 28.36 | 93 | -12 | 212 | |||
11 Dec | 5489.95 | 12.15 | -3.45 | 25.07 | 112 | -40 | 219 | |||
10 Dec | 5459.45 | 15.6 | -4.90 | 27.33 | 114 | -6 | 258 | |||
9 Dec | 5484.60 | 20.5 | -7.30 | 26.82 | 286 | 31 | 264 | |||
6 Dec | 5505.40 | 27.8 | -22.65 | 25.79 | 308 | 116 | 234 | |||
5 Dec | 5643.95 | 50.45 | -9.55 | 24.23 | 125 | 22 | 118 | |||
4 Dec | 5672.70 | 60 | 6.45 | 24.63 | 99 | -8 | 96 | |||
3 Dec | 5637.35 | 53.55 | -22.10 | 24.39 | 102 | 25 | 105 | |||
2 Dec | 5692.75 | 75.65 | 11.10 | 24.25 | 346 | 8 | 79 | |||
29 Nov | 5642.45 | 64.55 | 29.55 | 24.03 | 307 | 45 | 70 | |||
28 Nov | 5457.15 | 35 | -3.00 | 24.87 | 34 | 18 | 25 | |||
27 Nov | 5449.85 | 38 | -7.55 | 26.00 | 5 | 2 | 6 | |||
26 Nov | 5484.40 | 45.55 | -33.45 | 26.19 | 5 | 1 | 2 | |||
25 Nov | 5478.30 | 79 | 0.00 | 0.00 | 0 | 0 | 0 | |||
22 Nov | 5583.35 | 79 | 0.00 | 0.00 | 0 | 0 | 0 | |||
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21 Nov | 5604.75 | 79 | -71.00 | 24.35 | 1 | 0 | 1 | |||
20 Nov | 5529.80 | 150 | 0.00 | 0.00 | 0 | 0 | 0 | |||
19 Nov | 5529.80 | 150 | 0.00 | 0.00 | 0 | 0 | 0 | |||
18 Nov | 5515.15 | 150 | 0.00 | 0.00 | 0 | 0 | 0 | |||
14 Nov | 5524.95 | 150 | 0.00 | 0.00 | 0 | 0 | 0 | |||
13 Nov | 5571.20 | 150 | 0.00 | 0.00 | 0 | 0 | 0 | |||
12 Nov | 5503.40 | 150 | 0.00 | 0.00 | 0 | 0 | 0 | |||
11 Nov | 5623.85 | 150 | -98.95 | 0.00 | 0 | 0 | 0 | |||
4 Nov | 5798.30 | 248.95 | 0.24 | 0 | 0 | 0 |
For Alkem Laboratories Ltd. - strike price 5900 expiring on 26DEC2024
Delta for 5900 CE is 0.03
Historical price for 5900 CE is as follows
On 20 Dec ALKEM was trading at 5427.50. The strike last trading price was 2.7, which was -5.40 lower than the previous day. The implied volatity was 33.77, the open interest changed by -9 which decreased total open position to 288
On 19 Dec ALKEM was trading at 5494.25. The strike last trading price was 8.1, which was -1.60 lower than the previous day. The implied volatity was 35.05, the open interest changed by 57 which increased total open position to 295
On 18 Dec ALKEM was trading at 5493.25. The strike last trading price was 9.7, which was 3.05 higher than the previous day. The implied volatity was 33.16, the open interest changed by -32 which decreased total open position to 240
On 17 Dec ALKEM was trading at 5391.65. The strike last trading price was 6.65, which was -1.80 lower than the previous day. The implied volatity was 33.79, the open interest changed by 15 which increased total open position to 273
On 16 Dec ALKEM was trading at 5442.80. The strike last trading price was 8.45, which was 2.55 higher than the previous day. The implied volatity was 32.27, the open interest changed by 28 which increased total open position to 248
On 13 Dec ALKEM was trading at 5372.55. The strike last trading price was 5.9, which was -4.90 lower than the previous day. The implied volatity was 28.84, the open interest changed by 8 which increased total open position to 220
On 12 Dec ALKEM was trading at 5435.25. The strike last trading price was 10.8, which was -1.35 lower than the previous day. The implied volatity was 28.36, the open interest changed by -12 which decreased total open position to 212
On 11 Dec ALKEM was trading at 5489.95. The strike last trading price was 12.15, which was -3.45 lower than the previous day. The implied volatity was 25.07, the open interest changed by -40 which decreased total open position to 219
On 10 Dec ALKEM was trading at 5459.45. The strike last trading price was 15.6, which was -4.90 lower than the previous day. The implied volatity was 27.33, the open interest changed by -6 which decreased total open position to 258
On 9 Dec ALKEM was trading at 5484.60. The strike last trading price was 20.5, which was -7.30 lower than the previous day. The implied volatity was 26.82, the open interest changed by 31 which increased total open position to 264
On 6 Dec ALKEM was trading at 5505.40. The strike last trading price was 27.8, which was -22.65 lower than the previous day. The implied volatity was 25.79, the open interest changed by 116 which increased total open position to 234
On 5 Dec ALKEM was trading at 5643.95. The strike last trading price was 50.45, which was -9.55 lower than the previous day. The implied volatity was 24.23, the open interest changed by 22 which increased total open position to 118
On 4 Dec ALKEM was trading at 5672.70. The strike last trading price was 60, which was 6.45 higher than the previous day. The implied volatity was 24.63, the open interest changed by -8 which decreased total open position to 96
On 3 Dec ALKEM was trading at 5637.35. The strike last trading price was 53.55, which was -22.10 lower than the previous day. The implied volatity was 24.39, the open interest changed by 25 which increased total open position to 105
On 2 Dec ALKEM was trading at 5692.75. The strike last trading price was 75.65, which was 11.10 higher than the previous day. The implied volatity was 24.25, the open interest changed by 8 which increased total open position to 79
On 29 Nov ALKEM was trading at 5642.45. The strike last trading price was 64.55, which was 29.55 higher than the previous day. The implied volatity was 24.03, the open interest changed by 45 which increased total open position to 70
On 28 Nov ALKEM was trading at 5457.15. The strike last trading price was 35, which was -3.00 lower than the previous day. The implied volatity was 24.87, the open interest changed by 18 which increased total open position to 25
On 27 Nov ALKEM was trading at 5449.85. The strike last trading price was 38, which was -7.55 lower than the previous day. The implied volatity was 26.00, the open interest changed by 2 which increased total open position to 6
On 26 Nov ALKEM was trading at 5484.40. The strike last trading price was 45.55, which was -33.45 lower than the previous day. The implied volatity was 26.19, the open interest changed by 1 which increased total open position to 2
On 25 Nov ALKEM was trading at 5478.30. The strike last trading price was 79, 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 79, 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 21 Nov ALKEM was trading at 5604.75. The strike last trading price was 79, which was -71.00 lower than the previous day. The implied volatity was 24.35, the open interest changed by 0 which decreased total open position to 1
On 20 Nov ALKEM was trading at 5529.80. The strike last trading price was 150, 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 150, 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 18 Nov ALKEM was trading at 5515.15. The strike last trading price was 150, 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 14 Nov ALKEM was trading at 5524.95. The strike last trading price was 150, 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 13 Nov ALKEM was trading at 5571.20. The strike last trading price was 150, 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 150, 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 150, which was -98.95 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 248.95, which was lower than the previous day. The implied volatity was 0.24, the open interest changed by 0 which decreased total open position to 0
ALKEM 26DEC2024 5900 PE | |||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
20 Dec | 5427.50 | 379.8 | -6.55 | - | 3 | 0 | 7 |
19 Dec | 5494.25 | 386.35 | 0.00 | 0.00 | 0 | 0 | 0 |
18 Dec | 5493.25 | 386.35 | 0.00 | 0.00 | 0 | 0 | 0 |
17 Dec | 5391.65 | 386.35 | 0.00 | 0.00 | 0 | 0 | 0 |
16 Dec | 5442.80 | 386.35 | 0.00 | 0.00 | 0 | 0 | 0 |
13 Dec | 5372.55 | 386.35 | 0.00 | 0.00 | 0 | 0 | 0 |
12 Dec | 5435.25 | 386.35 | 0.00 | 0.00 | 0 | 0 | 0 |
11 Dec | 5489.95 | 386.35 | 0.00 | 0.00 | 0 | 0 | 0 |
10 Dec | 5459.45 | 386.35 | 0.00 | 0.00 | 0 | 0 | 0 |
9 Dec | 5484.60 | 386.35 | 0.00 | 0.00 | 0 | 0 | 0 |
6 Dec | 5505.40 | 386.35 | 87.55 | 28.71 | 2 | 1 | 8 |
5 Dec | 5643.95 | 298.8 | -1.20 | 29.72 | 7 | 1 | 9 |
4 Dec | 5672.70 | 300 | 0.00 | 0.00 | 0 | 0 | 0 |
3 Dec | 5637.35 | 300 | 0.00 | 0.00 | 0 | 0 | 0 |
2 Dec | 5692.75 | 300 | 0.00 | 0.00 | 0 | 2 | 0 |
29 Nov | 5642.45 | 300 | -165.00 | 26.78 | 7 | 0 | 6 |
28 Nov | 5457.15 | 465 | 0.00 | 0.00 | 0 | 2 | 0 |
27 Nov | 5449.85 | 465 | 15.00 | 33.76 | 2 | 0 | 4 |
26 Nov | 5484.40 | 450 | 145.80 | 33.76 | 4 | 2 | 2 |
25 Nov | 5478.30 | 304.2 | 0.00 | - | 0 | 0 | 0 |
22 Nov | 5583.35 | 304.2 | 0.00 | - | 0 | 0 | 0 |
21 Nov | 5604.75 | 304.2 | 0.00 | - | 0 | 0 | 0 |
20 Nov | 5529.80 | 304.2 | 0.00 | - | 0 | 0 | 0 |
19 Nov | 5529.80 | 304.2 | 0.00 | - | 0 | 0 | 0 |
18 Nov | 5515.15 | 304.2 | 0.00 | - | 0 | 0 | 0 |
14 Nov | 5524.95 | 304.2 | 0.00 | - | 0 | 0 | 0 |
13 Nov | 5571.20 | 304.2 | 0.00 | - | 0 | 0 | 0 |
12 Nov | 5503.40 | 304.2 | 0.00 | - | 0 | 0 | 0 |
11 Nov | 5623.85 | 304.2 | 0.00 | - | 0 | 0 | 0 |
4 Nov | 5798.30 | 304.2 | - | 0 | 0 | 0 |
For Alkem Laboratories Ltd. - strike price 5900 expiring on 26DEC2024
Delta for 5900 PE is -
Historical price for 5900 PE is as follows
On 20 Dec ALKEM was trading at 5427.50. The strike last trading price was 379.8, which was -6.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 19 Dec ALKEM was trading at 5494.25. The strike last trading price was 386.35, 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 18 Dec ALKEM was trading at 5493.25. The strike last trading price was 386.35, 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 17 Dec ALKEM was trading at 5391.65. The strike last trading price was 386.35, 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 16 Dec ALKEM was trading at 5442.80. The strike last trading price was 386.35, 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 13 Dec ALKEM was trading at 5372.55. The strike last trading price was 386.35, 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 Dec ALKEM was trading at 5435.25. The strike last trading price was 386.35, 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 Dec ALKEM was trading at 5489.95. The strike last trading price was 386.35, 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 10 Dec ALKEM was trading at 5459.45. The strike last trading price was 386.35, 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 9 Dec ALKEM was trading at 5484.60. The strike last trading price was 386.35, 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 6 Dec ALKEM was trading at 5505.40. The strike last trading price was 386.35, which was 87.55 higher than the previous day. The implied volatity was 28.71, the open interest changed by 1 which increased total open position to 8
On 5 Dec ALKEM was trading at 5643.95. The strike last trading price was 298.8, which was -1.20 lower than the previous day. The implied volatity was 29.72, the open interest changed by 1 which increased total open position to 9
On 4 Dec ALKEM was trading at 5672.70. The strike last trading price was 300, 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 3 Dec ALKEM was trading at 5637.35. The strike last trading price was 300, 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 2 Dec ALKEM was trading at 5692.75. The strike last trading price was 300, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 29 Nov ALKEM was trading at 5642.45. The strike last trading price was 300, which was -165.00 lower than the previous day. The implied volatity was 26.78, the open interest changed by 0 which decreased total open position to 6
On 28 Nov ALKEM was trading at 5457.15. The strike last trading price was 465, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 27 Nov ALKEM was trading at 5449.85. The strike last trading price was 465, which was 15.00 higher than the previous day. The implied volatity was 33.76, the open interest changed by 0 which decreased total open position to 4
On 26 Nov ALKEM was trading at 5484.40. The strike last trading price was 450, which was 145.80 higher than the previous day. The implied volatity was 33.76, the open interest changed by 2 which increased total open position to 2
On 25 Nov ALKEM was trading at 5478.30. The strike last trading price was 304.2, 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 22 Nov ALKEM was trading at 5583.35. The strike last trading price was 304.2, 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 21 Nov ALKEM was trading at 5604.75. The strike last trading price was 304.2, 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 20 Nov ALKEM was trading at 5529.80. The strike last trading price was 304.2, 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 19 Nov ALKEM was trading at 5529.80. The strike last trading price was 304.2, 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 18 Nov ALKEM was trading at 5515.15. The strike last trading price was 304.2, 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 14 Nov ALKEM was trading at 5524.95. The strike last trading price was 304.2, 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 13 Nov ALKEM was trading at 5571.20. The strike last trading price was 304.2, 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 12 Nov ALKEM was trading at 5503.40. The strike last trading price was 304.2, 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 11 Nov ALKEM was trading at 5623.85. The strike last trading price was 304.2, 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 304.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0