KEI
Kei Industries Ltd.
Historical option data for KEI
21 Sep 2025 04:14 PM IST
| KEI 30SEP2025 4500 CE | ||||||||||||||||
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Delta: 0.12
Vega: 1.44
Theta: -2.23
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 4200.00 | 13.2 | 4 | 31.93 | 507 | -38 | 197 | |||||||||
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| 14 Sept | 4125.90 | 15.9 | 4.4 | 30.09 | 310 | 18 | 295 | |||||||||
For Kei Industries Ltd. - strike price 4500 expiring on 30SEP2025
Delta for 4500 CE is 0.12
Historical price for 4500 CE is as follows
On 21 Sept KEI was trading at 4200.00. The strike last trading price was 13.2, which was 4 higher than the previous day. The implied volatity was 31.93, the open interest changed by -38 which decreased total open position to 197
On 14 Sept KEI was trading at 4125.90. The strike last trading price was 15.9, which was 4.4 higher than the previous day. The implied volatity was 30.09, the open interest changed by 18 which increased total open position to 295
| KEI 30SEP2025 4500 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 | 277.5 | -49.35 | - | 1 | -1 | 3 |
| 14 Sept | 4125.90 | 859.7 | 0 | - | 0 | 0 | 0 |
For Kei Industries Ltd. - strike price 4500 expiring on 30SEP2025
Delta for 4500 PE is -
Historical price for 4500 PE is as follows
On 21 Sept KEI was trading at 4200.00. The strike last trading price was 277.5, which was -49.35 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 3
On 14 Sept KEI was trading at 4125.90. The strike last trading price was 859.7, 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
