KEI
Kei Industries Ltd.
Historical option data for KEI
21 Sep 2025 04:14 PM IST
| KEI 30SEP2025 4300 CE | ||||||||||||||||
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Delta: 0.34
Vega: 2.68
Theta: -3.91
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 4200.00 | 47 | 13.45 | 28.99 | 3,458 | 177 | 995 | |||||||||
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| 14 Sept | 4125.90 | 46 | 11.85 | 27.81 | 771 | 15 | 842 | |||||||||
For Kei Industries Ltd. - strike price 4300 expiring on 30SEP2025
Delta for 4300 CE is 0.34
Historical price for 4300 CE is as follows
On 21 Sept KEI was trading at 4200.00. The strike last trading price was 47, which was 13.45 higher than the previous day. The implied volatity was 28.99, the open interest changed by 177 which increased total open position to 995
On 14 Sept KEI was trading at 4125.90. The strike last trading price was 46, which was 11.85 higher than the previous day. The implied volatity was 27.81, the open interest changed by 15 which increased total open position to 842
| KEI 30SEP2025 4300 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.67
Vega: 2.63
Theta: -2.38
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 4200.00 | 132.6 | -29.9 | 26.67 | 74 | 1 | 506 |
| 14 Sept | 4125.90 | 191.8 | -30.45 | 27.16 | 14 | 0 | 505 |
For Kei Industries Ltd. - strike price 4300 expiring on 30SEP2025
Delta for 4300 PE is -0.67
Historical price for 4300 PE is as follows
On 21 Sept KEI was trading at 4200.00. The strike last trading price was 132.6, which was -29.9 lower than the previous day. The implied volatity was 26.67, the open interest changed by 1 which increased total open position to 506
On 14 Sept KEI was trading at 4125.90. The strike last trading price was 191.8, which was -30.45 lower than the previous day. The implied volatity was 27.16, the open interest changed by 0 which decreased total open position to 505
