KEI
Kei Industries Ltd.
Historical option data for KEI
28 Sep 2025 10:09 PM IST
| KEI 28-OCT-2025 4250 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.36
Vega: 4.51
Theta: -2.61
Gamma: 0.00
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
|
|
||||||||||||||||
| 28 Sept | 4049.30 | 90.05 | -99.35 | 31.66 | 14 | 12 | 6 | |||||||||
| 21 Sept | 4200.00 | 189.4 | 0 | 0.22 | 0 | 0 | 0 | |||||||||
For Kei Industries Ltd. - strike price 4250 expiring on 28OCT2025
Delta for 4250 CE is 0.36
Historical price for 4250 CE is as follows
On 28 Sept KEI was trading at 4049.30. The strike last trading price was 90.05, which was -99.35 lower than the previous day. The implied volatity was 31.66, the open interest changed by 12 which increased total open position to 6
On 21 Sept KEI was trading at 4200.00. The strike last trading price was 189.4, which was 0 lower than the previous day. The implied volatity was 0.22, the open interest changed by 0 which decreased total open position to 0
| KEI 28OCT2025 4250 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.61
Vega: 4.61
Theta: -1.93
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 4049.30 | 268.35 | 27.95 | 37.22 | 5 | 1 | 9 |
| 21 Sept | 4200.00 | 193.75 | 0 | 34.45 | 2 | -2 | 4 |
For Kei Industries Ltd. - strike price 4250 expiring on 28OCT2025
Delta for 4250 PE is -0.61
Historical price for 4250 PE is as follows
On 28 Sept KEI was trading at 4049.30. The strike last trading price was 268.35, which was 27.95 higher than the previous day. The implied volatity was 37.22, the open interest changed by 1 which increased total open position to 9
On 21 Sept KEI was trading at 4200.00. The strike last trading price was 193.75, which was 0 lower than the previous day. The implied volatity was 34.45, the open interest changed by -2 which decreased total open position to 4
