KEI
Kei Industries Ltd.
Historical option data for KEI
28 Sep 2025 10:09 PM IST
| KEI 28-OCT-2025 4100 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.52
Vega: 4.79
Theta: -3.01
Gamma: 0.00
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 28 Sept | 4049.30 | 157.05 | -47.95 | 33.18 | 92 | 18 | 45 | |||||||||
| 21 Sept | 4200.00 | 259.95 | 89.95 | 33.28 | 2 | 0 | 8 | |||||||||
|
|
||||||||||||||||
| 14 Sept | 4125.90 | 200 | 17.75 | 26.83 | 9 | -4 | 1 | |||||||||
| 17 Aug | 3814.10 | 0 | 0 | 3.03 | 0 | 0 | 0 | |||||||||
For Kei Industries Ltd. - strike price 4100 expiring on 28OCT2025
Delta for 4100 CE is 0.52
Historical price for 4100 CE is as follows
On 28 Sept KEI was trading at 4049.30. The strike last trading price was 157.05, which was -47.95 lower than the previous day. The implied volatity was 33.18, the open interest changed by 18 which increased total open position to 45
On 21 Sept KEI was trading at 4200.00. The strike last trading price was 259.95, which was 89.95 higher than the previous day. The implied volatity was 33.28, the open interest changed by 0 which decreased total open position to 8
On 14 Sept KEI was trading at 4125.90. The strike last trading price was 200, which was 17.75 higher than the previous day. The implied volatity was 26.83, the open interest changed by -4 which decreased total open position to 1
On 17 Aug KEI was trading at 3814.10. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 3.03, the open interest changed by 0 which decreased total open position to 0
| KEI 28OCT2025 4100 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.48
Vega: 4.79
Theta: -2.04
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 4049.30 | 170.1 | 47.1 | 35.02 | 85 | 4 | 91 |
| 21 Sept | 4200.00 | 113.8 | -6.3 | 32.45 | 8 | -6 | 16 |
| 14 Sept | 4125.90 | 188.7 | 0 | 0.00 | 0 | 0 | 0 |
| 17 Aug | 3814.10 | 0 | 0 | - | 0 | 0 | 0 |
For Kei Industries Ltd. - strike price 4100 expiring on 28OCT2025
Delta for 4100 PE is -0.48
Historical price for 4100 PE is as follows
On 28 Sept KEI was trading at 4049.30. The strike last trading price was 170.1, which was 47.1 higher than the previous day. The implied volatity was 35.02, the open interest changed by 4 which increased total open position to 91
On 21 Sept KEI was trading at 4200.00. The strike last trading price was 113.8, which was -6.3 lower than the previous day. The implied volatity was 32.45, the open interest changed by -6 which decreased total open position to 16
On 14 Sept KEI was trading at 4125.90. The strike last trading price was 188.7, 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 0, 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
