KEI
Kei Industries Ltd.
Historical option data for KEI
28 Sep 2025 10:09 PM IST
| KEI 28OCT2025 4150 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.48
Vega: 4.79
Theta: -3.50
Gamma: 0.00
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 28 Sept | 4049.30 | 168.6 | -15.45 | 40.27 | 15 | 4 | 12 | |||||||||
|
|
||||||||||||||||
| 21 Sept | 4200.00 | 177.85 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Kei Industries Ltd. - strike price 4150 expiring on 28OCT2025
Delta for 4150 CE is 0.48
Historical price for 4150 CE is as follows
On 28 Sept KEI was trading at 4049.30. The strike last trading price was 168.6, which was -15.45 lower than the previous day. The implied volatity was 40.27, the open interest changed by 4 which increased total open position to 12
On 21 Sept KEI was trading at 4200.00. The strike last trading price was 177.85, 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
| KEI 28OCT2025 4150 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.53
Vega: 4.78
Theta: -1.90
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 4049.30 | 192.55 | 46.55 | 34.04 | 21 | 5 | 33 |
| 21 Sept | 4200.00 | 125 | -12.25 | 30.66 | 15 | 0 | 18 |
For Kei Industries Ltd. - strike price 4150 expiring on 28OCT2025
Delta for 4150 PE is -0.53
Historical price for 4150 PE is as follows
On 28 Sept KEI was trading at 4049.30. The strike last trading price was 192.55, which was 46.55 higher than the previous day. The implied volatity was 34.04, the open interest changed by 5 which increased total open position to 33
On 21 Sept KEI was trading at 4200.00. The strike last trading price was 125, which was -12.25 lower than the previous day. The implied volatity was 30.66, the open interest changed by 0 which decreased total open position to 18
