KEI
Kei Industries Ltd.
Historical option data for KEI
21 Sep 2025 04:14 PM IST
| KEI 30SEP2025 3700 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 4200.00 | 406.7 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 14 Sept | 4125.90 | 406.7 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 17 Aug | 3814.10 | 487.9 | 0 | - | 0 | 0 | 0 | |||||||||
For Kei Industries Ltd. - strike price 3700 expiring on 30SEP2025
Delta for 3700 CE is 0.00
Historical price for 3700 CE is as follows
On 21 Sept KEI was trading at 4200.00. The strike last trading price was 406.7, which was 0 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 Sept KEI was trading at 4125.90. The strike last trading price was 406.7, which was 0 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 Aug KEI was trading at 3814.10. The strike last trading price was 487.9, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| KEI 30SEP2025 3700 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.03
Vega: 0.45
Theta: -0.77
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 4200.00 | 3 | -1.4 | 39.13 | 31 | -4 | 75 |
| 14 Sept | 4125.90 | 6.55 | -4.8 | 32.43 | 124 | 33 | 71 |
| 17 Aug | 3814.10 | 354.1 | 0 | 3.06 | 0 | 0 | 0 |
For Kei Industries Ltd. - strike price 3700 expiring on 30SEP2025
Delta for 3700 PE is -0.03
Historical price for 3700 PE is as follows
On 21 Sept KEI was trading at 4200.00. The strike last trading price was 3, which was -1.4 lower than the previous day. The implied volatity was 39.13, the open interest changed by -4 which decreased total open position to 75
On 14 Sept KEI was trading at 4125.90. The strike last trading price was 6.55, which was -4.8 lower than the previous day. The implied volatity was 32.43, the open interest changed by 33 which increased total open position to 71
On 17 Aug KEI was trading at 3814.10. The strike last trading price was 354.1, which was 0 lower than the previous day. The implied volatity was 3.06, the open interest changed by 0 which decreased total open position to 0
