KEI
Kei Industries Ltd.
Historical option data for KEI
21 Sep 2025 04:14 PM IST
| KEI 30SEP2025 4150 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.62
Vega: 2.77
Theta: -4.28
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 4200.00 | 114.45 | 20.75 | 28.54 | 823 | -91 | 128 | |||||||||
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| 14 Sept | 4125.90 | 105 | 23.55 | 28.51 | 416 | 44 | 152 | |||||||||
For Kei Industries Ltd. - strike price 4150 expiring on 30SEP2025
Delta for 4150 CE is 0.62
Historical price for 4150 CE is as follows
On 21 Sept KEI was trading at 4200.00. The strike last trading price was 114.45, which was 20.75 higher than the previous day. The implied volatity was 28.54, the open interest changed by -91 which decreased total open position to 128
On 14 Sept KEI was trading at 4125.90. The strike last trading price was 105, which was 23.55 higher than the previous day. The implied volatity was 28.51, the open interest changed by 44 which increased total open position to 152
| KEI 30SEP2025 4150 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.37
Vega: 2.75
Theta: -2.79
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 4200.00 | 49.15 | -21.55 | 25.82 | 351 | 10 | 79 |
| 14 Sept | 4125.90 | 125.65 | 0.5 | 0.00 | 0 | 0 | 0 |
For Kei Industries Ltd. - strike price 4150 expiring on 30SEP2025
Delta for 4150 PE is -0.37
Historical price for 4150 PE is as follows
On 21 Sept KEI was trading at 4200.00. The strike last trading price was 49.15, which was -21.55 lower than the previous day. The implied volatity was 25.82, the open interest changed by 10 which increased total open position to 79
On 14 Sept KEI was trading at 4125.90. The strike last trading price was 125.65, which was 0.5 higher than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
