KEI
Kei Industries Ltd.
Historical option data for KEI
21 Sep 2025 04:14 PM IST
| KEI 30SEP2025 3850 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 4200.00 | 330.75 | -6.05 | 0.00 | 0 | 0 | 0 | |||||||||
| 14 Sept | 4125.90 | 284.95 | 5.4 | - | 5 | 0 | 49 | |||||||||
|
|
||||||||||||||||
| 17 Aug | 3814.10 | 345.85 | 0 | - | 0 | 0 | 0 | |||||||||
For Kei Industries Ltd. - strike price 3850 expiring on 30SEP2025
Delta for 3850 CE is 0.00
Historical price for 3850 CE is as follows
On 21 Sept KEI was trading at 4200.00. The strike last trading price was 330.75, which was -6.05 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 284.95, which was 5.4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 49
On 17 Aug KEI was trading at 3814.10. The strike last trading price was 345.85, 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 3850 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.06
Vega: 0.82
Theta: -1.15
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 4200.00 | 5.75 | -6.1 | 32.72 | 13 | 6 | 50 |
| 14 Sept | 4125.90 | 18.05 | -9.4 | 30.52 | 40 | 16 | 52 |
| 17 Aug | 3814.10 | 175 | 0 | 0.00 | 0 | 0 | 0 |
For Kei Industries Ltd. - strike price 3850 expiring on 30SEP2025
Delta for 3850 PE is -0.06
Historical price for 3850 PE is as follows
On 21 Sept KEI was trading at 4200.00. The strike last trading price was 5.75, which was -6.1 lower than the previous day. The implied volatity was 32.72, the open interest changed by 6 which increased total open position to 50
On 14 Sept KEI was trading at 4125.90. The strike last trading price was 18.05, which was -9.4 lower than the previous day. The implied volatity was 30.52, the open interest changed by 16 which increased total open position to 52
On 17 Aug KEI was trading at 3814.10. The strike last trading price was 175, 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
