KEI
Kei Industries Ltd.
Historical option data for KEI
28 Sep 2025 10:09 PM IST
| KEI 28-OCT-2025 4300 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.32
Vega: 4.30
Theta: -2.47
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 28 Sept | 4049.30 | 75.5 | -47.9 | 31.82 | 79 | 51 | 41 | |||||||||
| 21 Sept | 4200.00 | 251.5 | 0 | 1.13 | 0 | 0 | 0 | |||||||||
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| 17 Aug | 3814.10 | 0 | 0 | 5.32 | 0 | 0 | 0 | |||||||||
For Kei Industries Ltd. - strike price 4300 expiring on 28OCT2025
Delta for 4300 CE is 0.32
Historical price for 4300 CE is as follows
On 28 Sept KEI was trading at 4049.30. The strike last trading price was 75.5, which was -47.9 lower than the previous day. The implied volatity was 31.82, the open interest changed by 51 which increased total open position to 41
On 21 Sept KEI was trading at 4200.00. The strike last trading price was 251.5, which was 0 lower than the previous day. The implied volatity was 1.13, the open interest changed by 0 which decreased total open position to 0
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 5.32, the open interest changed by 0 which decreased total open position to 0
| KEI 28OCT2025 4300 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 4049.30 | 300 | 0 | 0.00 | 0 | 0 | 0 |
| 21 Sept | 4200.00 | 229.45 | -79.55 | 36.05 | 4 | -1 | 13 |
| 17 Aug | 3814.10 | 0 | 0 | - | 0 | 0 | 0 |
For Kei Industries Ltd. - strike price 4300 expiring on 28OCT2025
Delta for 4300 PE is 0.00
Historical price for 4300 PE is as follows
On 28 Sept KEI was trading at 4049.30. The strike last trading price was 300, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 21 Sept KEI was trading at 4200.00. The strike last trading price was 229.45, which was -79.55 lower than the previous day. The implied volatity was 36.05, 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
