KEI
Kei Industries Ltd.
Historical option data for KEI
21 Sep 2025 04:14 PM IST
| KEI 30SEP2025 4100 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.71
Vega: 2.49
Theta: -3.98
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 4200.00 | 146 | 24.65 | 28.27 | 766 | -117 | 280 | |||||||||
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| 14 Sept | 4125.90 | 131 | 26.3 | 28.44 | 874 | -132 | 523 | |||||||||
For Kei Industries Ltd. - strike price 4100 expiring on 30SEP2025
Delta for 4100 CE is 0.71
Historical price for 4100 CE is as follows
On 21 Sept KEI was trading at 4200.00. The strike last trading price was 146, which was 24.65 higher than the previous day. The implied volatity was 28.27, the open interest changed by -117 which decreased total open position to 280
On 14 Sept KEI was trading at 4125.90. The strike last trading price was 131, which was 26.3 higher than the previous day. The implied volatity was 28.44, the open interest changed by -132 which decreased total open position to 523
| KEI 30SEP2025 4100 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.28
Vega: 2.45
Theta: -2.65
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 4200.00 | 34.6 | -15.5 | 26.75 | 653 | 8 | 313 |
| 14 Sept | 4125.90 | 79 | -26.95 | 28.20 | 215 | -20 | 215 |
For Kei Industries Ltd. - strike price 4100 expiring on 30SEP2025
Delta for 4100 PE is -0.28
Historical price for 4100 PE is as follows
On 21 Sept KEI was trading at 4200.00. The strike last trading price was 34.6, which was -15.5 lower than the previous day. The implied volatity was 26.75, the open interest changed by 8 which increased total open position to 313
On 14 Sept KEI was trading at 4125.90. The strike last trading price was 79, which was -26.95 lower than the previous day. The implied volatity was 28.20, the open interest changed by -20 which decreased total open position to 215
