KEI
Kei Industries Ltd.
Historical option data for KEI
21 Sep 2025 04:14 PM IST
| KEI 30SEP2025 4000 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.82
Vega: 1.93
Theta: -3.81
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 4200.00 | 232.25 | 33.6 | 33.37 | 62 | -9 | 158 | |||||||||
| 14 Sept | 4125.90 | 194.95 | 29.45 | 28.53 | 66 | -14 | 200 | |||||||||
| 17 Aug | 3814.10 | 358.25 | 0 | 2.65 | 0 | 0 | 0 | |||||||||
For Kei Industries Ltd. - strike price 4000 expiring on 30SEP2025
Delta for 4000 CE is 0.82
Historical price for 4000 CE is as follows
On 21 Sept KEI was trading at 4200.00. The strike last trading price was 232.25, which was 33.6 higher than the previous day. The implied volatity was 33.37, the open interest changed by -9 which decreased total open position to 158
On 14 Sept KEI was trading at 4125.90. The strike last trading price was 194.95, which was 29.45 higher than the previous day. The implied volatity was 28.53, the open interest changed by -14 which decreased total open position to 200
On 17 Aug KEI was trading at 3814.10. The strike last trading price was 358.25, which was 0 lower than the previous day. The implied volatity was 2.65, the open interest changed by 0 which decreased total open position to 0
| KEI 30SEP2025 4000 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.15
Vega: 1.66
Theta: -1.97
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 4200.00 | 15.75 | -7.6 | 28.30 | 345 | 0 | 269 |
| 14 Sept | 4125.90 | 45 | -19.75 | 28.77 | 345 | -37 | 172 |
| 17 Aug | 3814.10 | 519.7 | 0 | - | 0 | 0 | 0 |
For Kei Industries Ltd. - strike price 4000 expiring on 30SEP2025
Delta for 4000 PE is -0.15
Historical price for 4000 PE is as follows
On 21 Sept KEI was trading at 4200.00. The strike last trading price was 15.75, which was -7.6 lower than the previous day. The implied volatity was 28.30, the open interest changed by 0 which decreased total open position to 269
On 14 Sept KEI was trading at 4125.90. The strike last trading price was 45, which was -19.75 lower than the previous day. The implied volatity was 28.77, the open interest changed by -37 which decreased total open position to 172
On 17 Aug KEI was trading at 3814.10. The strike last trading price was 519.7, 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
