KEI
Kei Industries Ltd.
Historical option data for KEI
21 Sep 2025 04:14 PM IST
| KEI 30SEP2025 4050 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.75
Vega: 2.31
Theta: -4.39
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 4200.00 | 195.45 | 36.65 | 34.05 | 26 | -4 | 58 | |||||||||
| 14 Sept | 4125.90 | 167.1 | 33.7 | 30.24 | 92 | 10 | 52 | |||||||||
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| 17 Aug | 3814.10 | 261.45 | 0 | 3.53 | 0 | 0 | 0 | |||||||||
For Kei Industries Ltd. - strike price 4050 expiring on 30SEP2025
Delta for 4050 CE is 0.75
Historical price for 4050 CE is as follows
On 21 Sept KEI was trading at 4200.00. The strike last trading price was 195.45, which was 36.65 higher than the previous day. The implied volatity was 34.05, the open interest changed by -4 which decreased total open position to 58
On 14 Sept KEI was trading at 4125.90. The strike last trading price was 167.1, which was 33.7 higher than the previous day. The implied volatity was 30.24, the open interest changed by 10 which increased total open position to 52
On 17 Aug KEI was trading at 3814.10. The strike last trading price was 261.45, which was 0 lower than the previous day. The implied volatity was 3.53, the open interest changed by 0 which decreased total open position to 0
| KEI 30SEP2025 4050 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.20
Vega: 2.03
Theta: -2.25
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 4200.00 | 22.2 | -12.8 | 26.84 | 143 | 23 | 180 |
| 14 Sept | 4125.90 | 60 | -24.65 | 28.41 | 149 | 8 | 59 |
| 17 Aug | 3814.10 | 426.2 | 0 | - | 0 | 0 | 0 |
For Kei Industries Ltd. - strike price 4050 expiring on 30SEP2025
Delta for 4050 PE is -0.20
Historical price for 4050 PE is as follows
On 21 Sept KEI was trading at 4200.00. The strike last trading price was 22.2, which was -12.8 lower than the previous day. The implied volatity was 26.84, the open interest changed by 23 which increased total open position to 180
On 14 Sept KEI was trading at 4125.90. The strike last trading price was 60, which was -24.65 lower than the previous day. The implied volatity was 28.41, the open interest changed by 8 which increased total open position to 59
On 17 Aug KEI was trading at 3814.10. The strike last trading price was 426.2, 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
