KEI
Kei Industries Ltd.
Historical option data for KEI
21 Sep 2025 04:14 PM IST
| KEI 30SEP2025 3950 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
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 | 256.75 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 14 Sept | 4125.90 | 194.7 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 17 Aug | 3814.10 | 301.4 | 0 | 1.74 | 0 | 0 | 0 | |||||||||
For Kei Industries Ltd. - strike price 3950 expiring on 30SEP2025
Delta for 3950 CE is 0.00
Historical price for 3950 CE is as follows
On 21 Sept KEI was trading at 4200.00. The strike last trading price was 256.75, 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 194.7, 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 301.4, which was 0 lower than the previous day. The implied volatity was 1.74, the open interest changed by 0 which decreased total open position to 0
| KEI 30SEP2025 3950 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.10
Vega: 1.30
Theta: -1.61
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 4200.00 | 10.6 | -6.2 | 29.31 | 97 | 24 | 104 |
| 14 Sept | 4125.90 | 33.4 | -14.5 | 29.25 | 64 | -21 | 50 |
| 17 Aug | 3814.10 | 367.15 | 0 | - | 0 | 0 | 0 |
For Kei Industries Ltd. - strike price 3950 expiring on 30SEP2025
Delta for 3950 PE is -0.10
Historical price for 3950 PE is as follows
On 21 Sept KEI was trading at 4200.00. The strike last trading price was 10.6, which was -6.2 lower than the previous day. The implied volatity was 29.31, the open interest changed by 24 which increased total open position to 104
On 14 Sept KEI was trading at 4125.90. The strike last trading price was 33.4, which was -14.5 lower than the previous day. The implied volatity was 29.25, the open interest changed by -21 which decreased total open position to 50
On 17 Aug KEI was trading at 3814.10. The strike last trading price was 367.15, 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
