KEI
Kei Industries Ltd.
Historical option data for KEI
28 Sep 2025 10:09 PM IST
| KEI 28-OCT-2025 4200 CE | ||||||||||||||||
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Delta: 0.41
Vega: 4.68
Theta: -2.71
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 28 Sept | 4049.30 | 105.8 | -44.4 | 31.29 | 241 | 39 | 172 | |||||||||
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| 21 Sept | 4200.00 | 177.55 | 15.85 | 28.80 | 8 | 1 | 15 | |||||||||
| 17 Aug | 3814.10 | 0 | 0 | 4.12 | 0 | 0 | 0 | |||||||||
For Kei Industries Ltd. - strike price 4200 expiring on 28OCT2025
Delta for 4200 CE is 0.41
Historical price for 4200 CE is as follows
On 28 Sept KEI was trading at 4049.30. The strike last trading price was 105.8, which was -44.4 lower than the previous day. The implied volatity was 31.29, the open interest changed by 39 which increased total open position to 172
On 21 Sept KEI was trading at 4200.00. The strike last trading price was 177.55, which was 15.85 higher than the previous day. The implied volatity was 28.80, the open interest changed by 1 which increased total open position to 15
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 4.12, the open interest changed by 0 which decreased total open position to 0
| KEI 28OCT2025 4200 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.58
Vega: 4.70
Theta: -1.76
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 4049.30 | 220.15 | 43.2 | 33.64 | 18 | 10 | 52 |
| 21 Sept | 4200.00 | 181 | -29.95 | 36.76 | 1 | -1 | 13 |
| 17 Aug | 3814.10 | 0 | 0 | - | 0 | 0 | 0 |
For Kei Industries Ltd. - strike price 4200 expiring on 28OCT2025
Delta for 4200 PE is -0.58
Historical price for 4200 PE is as follows
On 28 Sept KEI was trading at 4049.30. The strike last trading price was 220.15, which was 43.2 higher than the previous day. The implied volatity was 33.64, the open interest changed by 10 which increased total open position to 52
On 21 Sept KEI was trading at 4200.00. The strike last trading price was 181, which was -29.95 lower than the previous day. The implied volatity was 36.76, the open interest changed by -1 which decreased total open position to 13
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
