KEI
Kei Industries Ltd.
Historical option data for KEI
21 Sep 2025 04:14 PM IST
| KEI 30SEP2025 4400 CE | ||||||||||||||||
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Delta: 0.21
Vega: 2.07
Theta: -3.09
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 4200.00 | 24.95 | 8.5 | 30.33 | 644 | 28 | 179 | |||||||||
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| 14 Sept | 4125.90 | 230.95 | 0 | 6.60 | 0 | 0 | 0 | |||||||||
For Kei Industries Ltd. - strike price 4400 expiring on 30SEP2025
Delta for 4400 CE is 0.21
Historical price for 4400 CE is as follows
On 21 Sept KEI was trading at 4200.00. The strike last trading price was 24.95, which was 8.5 higher than the previous day. The implied volatity was 30.33, the open interest changed by 28 which increased total open position to 179
On 14 Sept KEI was trading at 4125.90. The strike last trading price was 230.95, which was 0 lower than the previous day. The implied volatity was 6.60, the open interest changed by 0 which decreased total open position to 0
| KEI 30SEP2025 4400 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 4200.00 | 189 | -67.55 | - | 17 | 4 | 5 |
| 14 Sept | 4125.90 | 786 | 0 | - | 0 | 0 | 0 |
For Kei Industries Ltd. - strike price 4400 expiring on 30SEP2025
Delta for 4400 PE is -
Historical price for 4400 PE is as follows
On 21 Sept KEI was trading at 4200.00. The strike last trading price was 189, which was -67.55 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 5
On 14 Sept KEI was trading at 4125.90. The strike last trading price was 786, 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
