KEI
Kei Industries Ltd.
Historical option data for KEI
21 Sep 2025 04:14 PM IST
| KEI 30SEP2025 3900 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.83
Vega: 1.84
Theta: -4.88
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 4200.00 | 340 | 58.6 | 47.96 | 2 | -1 | 82 | |||||||||
| 14 Sept | 4125.90 | 275.5 | 48.15 | 30.15 | 17 | -5 | 96 | |||||||||
| 17 Aug | 3814.10 | 397.95 | 0 | 0.86 | 0 | 0 | 0 | |||||||||
For Kei Industries Ltd. - strike price 3900 expiring on 30SEP2025
Delta for 3900 CE is 0.83
Historical price for 3900 CE is as follows
On 21 Sept KEI was trading at 4200.00. The strike last trading price was 340, which was 58.6 higher than the previous day. The implied volatity was 47.96, the open interest changed by -1 which decreased total open position to 82
On 14 Sept KEI was trading at 4125.90. The strike last trading price was 275.5, which was 48.15 higher than the previous day. The implied volatity was 30.15, the open interest changed by -5 which decreased total open position to 96
On 17 Aug KEI was trading at 3814.10. The strike last trading price was 397.95, which was 0 lower than the previous day. The implied volatity was 0.86, the open interest changed by 0 which decreased total open position to 0
| KEI 30SEP2025 3900 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.08
Vega: 1.05
Theta: -1.40
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 4200.00 | 8 | -3.55 | 31.24 | 108 | -2 | 109 |
| 14 Sept | 4125.90 | 24.6 | -12.8 | 29.83 | 91 | 22 | 150 |
| 17 Aug | 3814.10 | 460.95 | 0 | - | 0 | 0 | 0 |
For Kei Industries Ltd. - strike price 3900 expiring on 30SEP2025
Delta for 3900 PE is -0.08
Historical price for 3900 PE is as follows
On 21 Sept KEI was trading at 4200.00. The strike last trading price was 8, which was -3.55 lower than the previous day. The implied volatity was 31.24, the open interest changed by -2 which decreased total open position to 109
On 14 Sept KEI was trading at 4125.90. The strike last trading price was 24.6, which was -12.8 lower than the previous day. The implied volatity was 29.83, the open interest changed by 22 which increased total open position to 150
On 17 Aug KEI was trading at 3814.10. The strike last trading price was 460.95, 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
