KEI
Kei Industries Ltd.
2890.85
49.75 (1.75%)
Option Chain for KEI
21 Mar 2025 01:24 PM IST
Note:- Click on the strike price to open the historical data.
| Call |
|
Put
Lot Size : 150 |
||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Delta | OI | Change OI | Vol | IV | Ltp | Change | Change | Ltp | IV | Vol | Change OI | OI | Delta | |
| 0.00 | 0 | 0 | 0 | 0.00 | 831.75 | 0.00 | 2400 | -4.55 | 1.95 | - | 1,434 | -191 | 661 | - |
| - | 29 | -1 | 7 | - | 383.30 | 29.30 | 2500 | -7.85 | 2.65 | 60.88 | 2,605 | -52 | 1,388 | -0.03 |
| 0.88 | 22 | 12 | 40 | 74.19 | 309.00 | 38.60 | 2600 | -14.45 | 5.75 | 55.06 | 3,534 | 68 | 1,237 | -0.06 |
| 0.85 | 233 | -126 | 727 | 53.03 | 207.05 | 2.65 | 2700 | -26.10 | 13.10 | 49.77 | 5,699 | 39 | 1,705 | -0.14 |
|
|
||||||||||||||
| 0.71 | 933 | -25 | 3,094 | 47.28 | 124.50 | -4.50 | 2800 | -36.70 | 33.95 | 48.19 | 8,318 | 632 | 2,483 | -0.29 |
| 0.50 | 2,668 | 949 | 12,828 | 50.76 | 71.60 | -6.60 | 2900 | -40.80 | 78.65 | 50.04 | 5,094 | 36 | 930 | -0.50 |
| 0.31 | 5,996 | 2,858 | 23,972 | 54.34 | 39.35 | -5.30 | 3000 | -41.35 | 144.00 | 51.82 | 807 | 29 | 508 | -0.70 |
| 0.17 | 4,028 | 1,157 | 12,053 | 55.40 | 18.80 | -4.15 | 3100 | -54.60 | 219.00 | 44.32 | 277 | -34 | 536 | -0.88 |
| 0.10 | 2,810 | 57 | 8,831 | 59.31 | 10.10 | -2.75 | 3200 | -49.90 | 312.00 | 48.81 | 114 | 3 | 633 | -0.94 |
| 0.05 | 2,247 | 371 | 4,742 | 62.63 | 5.25 | -1.75 | 3300 | -35.65 | 421.50 | - | 27 | -11 | 282 | - |
| - | 3,393 | 85 | 2,297 | - | 3.35 | -0.85 | 3400 | 0.00 | 574.70 | 0.00 | 0 | -21 | 0 | 0.00 |
| - | 2,832 | 90 | 1,465 | - | 2.00 | -0.75 | 3500 | -37.15 | 600.00 | - | 2 | 0 | 73 | - |
| - | 576 | -22 | 93 | - | 1.60 | -0.25 | 3600 | 0.00 | 586.35 | 0.00 | 0 | 0 | 0 | 0.00 |
| - | 418 | -73 | 173 | - | 1.25 | -0.30 | 3700 | -94.45 | 820.55 | - | 14 | 4 | 39 | - |
| - | 298 | -16 | 58 | - | 1.00 | -0.40 | 3800 | 0.00 | 634.25 | 0.00 | 0 | 0 | 0 | 0.00 |
| - | 157 | -1 | 15 | - | 1.10 | -0.60 | 3900 | 0.00 | 898.30 | 0.00 | 0 | 3 | 0 | 0.00 |
| - | 792 | 0 | 108 | - | 0.80 | -0.10 | 4000 | 0.00 | 1162.85 | 0.00 | 0 | 1 | 0 | 0.00 |
| - | 25 | 0 | 10 | - | 1.10 | 0.35 | 4100 | 0.00 | 340.25 | 0.00 | 0 | 0 | 0 | 0.00 |
| - | 80 | 0 | 2 | - | 0.95 | 0.40 | 4200 | 0.00 | 288.75 | 0.00 | 0 | 0 | 0 | 0.00 |
| - | 56 | 0 | 1 | - | 0.60 | 0.00 | 4300 | 0.00 | 466.15 | 0.00 | 0 | 0 | 0 | 0.00 |
| - | 150 | -1 | 5 | - | 0.40 | -0.60 | 4400 | 0.00 | 1579.00 | 0.00 | 0 | 1 | 0 | 0.00 |
| 0.00 | 0 | 0 | 0 | 0.00 | 0.00 | 0.00 | 4500 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0 | 0.00 |
| - | 79 | 10 | 26 | - | 0.45 | -0.45 | 4600 | 0.00 | 502.40 | 0.00 | 0 | 0 | 0 | 0.00 |
| 27,822 | 10,475 | |||||||||||||
Note
- 10% interest rate is applied while computing implied volatility.
- Volume and Open Interest, displayed in Contracts.
- Highlighted options are in-the-money.
What is an Option Chain?
- An option chain, also known as an option matrix, is a listing of all available option contracts, both puts and calls, for a given security.
- It shows all puts, calls, strike ltp, and pricing information for a single underlying asset within a given maturity period.
How is it Useful?
- The option chain matrix is most useful for the next trading day.
- Trading volume, or the number of contracts that change hands in a given day, indicates how much liquidity there might be for any given option.
- Open interest measures the total number of options outstanding on each strike and maturity, allowing you to gauge the scale of market commitment.
