KEI
Kei Industries Ltd.
Historical option data for KEI
21 Sep 2025 04:14 PM IST
| KEI 30SEP2025 3800 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 | 382 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 14 Sept | 4125.90 | 310 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 17 Aug | 3814.10 | 441.1 | 0 | - | 0 | 0 | 0 | |||||||||
For Kei Industries Ltd. - strike price 3800 expiring on 30SEP2025
Delta for 3800 CE is 0.00
Historical price for 3800 CE is as follows
On 21 Sept KEI was trading at 4200.00. The strike last trading price was 382, 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 310, 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 441.1, 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 3800 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.04
Vega: 0.65
Theta: -0.97
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 4200.00 | 4.35 | -2.3 | 34.52 | 95 | -7 | 176 |
| 14 Sept | 4125.90 | 13.6 | -8.65 | 31.52 | 59 | -5 | 160 |
| 17 Aug | 3814.10 | 405.75 | 0 | 1.13 | 0 | 0 | 0 |
For Kei Industries Ltd. - strike price 3800 expiring on 30SEP2025
Delta for 3800 PE is -0.04
Historical price for 3800 PE is as follows
On 21 Sept KEI was trading at 4200.00. The strike last trading price was 4.35, which was -2.3 lower than the previous day. The implied volatity was 34.52, the open interest changed by -7 which decreased total open position to 176
On 14 Sept KEI was trading at 4125.90. The strike last trading price was 13.6, which was -8.65 lower than the previous day. The implied volatity was 31.52, the open interest changed by -5 which decreased total open position to 160
On 17 Aug KEI was trading at 3814.10. The strike last trading price was 405.75, which was 0 lower than the previous day. The implied volatity was 1.13, the open interest changed by 0 which decreased total open position to 0
