KEI
Kei Industries Ltd.
Historical option data for KEI
21 Sep 2025 04:14 PM IST
| KEI 30SEP2025 4200 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.53
Vega: 2.90
Theta: -4.26
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 4200.00 | 85 | 17.4 | 27.90 | 4,833 | 69 | 839 | |||||||||
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| 14 Sept | 4125.90 | 78.85 | 17.2 | 27.50 | 889 | 25 | 299 | |||||||||
For Kei Industries Ltd. - strike price 4200 expiring on 30SEP2025
Delta for 4200 CE is 0.53
Historical price for 4200 CE is as follows
On 21 Sept KEI was trading at 4200.00. The strike last trading price was 85, which was 17.4 higher than the previous day. The implied volatity was 27.90, the open interest changed by 69 which increased total open position to 839
On 14 Sept KEI was trading at 4125.90. The strike last trading price was 78.85, which was 17.2 higher than the previous day. The implied volatity was 27.50, the open interest changed by 25 which increased total open position to 299
| KEI 30SEP2025 4200 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.47
Vega: 2.90
Theta: -3.06
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 4200.00 | 76 | -20.75 | 27.53 | 382 | 62 | 165 |
| 14 Sept | 4125.90 | 124.5 | -36.35 | 26.75 | 21 | -2 | 41 |
For Kei Industries Ltd. - strike price 4200 expiring on 30SEP2025
Delta for 4200 PE is -0.47
Historical price for 4200 PE is as follows
On 21 Sept KEI was trading at 4200.00. The strike last trading price was 76, which was -20.75 lower than the previous day. The implied volatity was 27.53, the open interest changed by 62 which increased total open position to 165
On 14 Sept KEI was trading at 4125.90. The strike last trading price was 124.5, which was -36.35 lower than the previous day. The implied volatity was 26.75, the open interest changed by -2 which decreased total open position to 41
