KEI
Kei Industries Ltd.
Historical option data for KEI
21 Sep 2025 04:14 PM IST
| KEI 30SEP2025 4250 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.43
Vega: 2.86
Theta: -4.18
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 4200.00 | 63.85 | 15.6 | 28.47 | 1,009 | 91 | 196 | |||||||||
| 14 Sept | 4125.90 | 61.95 | 15.4 | 28.01 | 116 | -1 | 101 | |||||||||
For Kei Industries Ltd. - strike price 4250 expiring on 30SEP2025
Delta for 4250 CE is 0.43
Historical price for 4250 CE is as follows
On 21 Sept KEI was trading at 4200.00. The strike last trading price was 63.85, which was 15.6 higher than the previous day. The implied volatity was 28.47, the open interest changed by 91 which increased total open position to 196
On 14 Sept KEI was trading at 4125.90. The strike last trading price was 61.95, which was 15.4 higher than the previous day. The implied volatity was 28.01, the open interest changed by -1 which decreased total open position to 101
| KEI 30SEP2025 4250 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.58
Vega: 2.85
Theta: -2.62
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 4200.00 | 97.5 | -30.65 | 25.58 | 45 | 11 | 25 |
| 14 Sept | 4125.90 | 154.7 | -62.8 | 26.45 | 5 | 0 | 14 |
For Kei Industries Ltd. - strike price 4250 expiring on 30SEP2025
Delta for 4250 PE is -0.58
Historical price for 4250 PE is as follows
On 21 Sept KEI was trading at 4200.00. The strike last trading price was 97.5, which was -30.65 lower than the previous day. The implied volatity was 25.58, the open interest changed by 11 which increased total open position to 25
On 14 Sept KEI was trading at 4125.90. The strike last trading price was 154.7, which was -62.8 lower than the previous day. The implied volatity was 26.45, the open interest changed by 0 which decreased total open position to 14
