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[--[65.84.65.76]--]
KEI
Kei Industries Ltd.

2589.85 80.10 (3.19%)

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Historical option data for KEI

08 Apr 2025 04:03 PM IST
KEI 24APR2025 2300 CE
Delta: 0.91
Vega: 0.87
Theta: -1.82
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
8 Apr 2589.85 320.8 56.85 46.49 12 -5 70
7 Apr 2509.75 263.95 -489.95 58.87 103 76 76
4 Apr 2645.10 753.9 0 - 0 0 0
3 Apr 2824.40 753.9 0 - 0 0 0
1 Apr 2829.40 0 0 0.00 0 0 0
28 Mar 2892.85 0 0 0.00 0 0 0
26 Mar 2819.95 0 0 0.00 0 0 0
25 Mar 2835.20 0 0 0.00 0 0 0
24 Mar 2882.65 0 0 0.00 0 0 0
21 Mar 2890.30 0 0 0.00 0 0 0


For Kei Industries Ltd. - strike price 2300 expiring on 24APR2025

Delta for 2300 CE is 0.91

Historical price for 2300 CE is as follows

On 8 Apr KEI was trading at 2589.85. The strike last trading price was 320.8, which was 56.85 higher than the previous day. The implied volatity was 46.49, the open interest changed by -5 which decreased total open position to 70


On 7 Apr KEI was trading at 2509.75. The strike last trading price was 263.95, which was -489.95 lower than the previous day. The implied volatity was 58.87, the open interest changed by 76 which increased total open position to 76


On 4 Apr KEI was trading at 2645.10. The strike last trading price was 753.9, 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


On 3 Apr KEI was trading at 2824.40. The strike last trading price was 753.9, 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


On 1 Apr KEI was trading at 2829.40. The strike last trading price was 0, 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 28 Mar KEI was trading at 2892.85. The strike last trading price was 0, 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 26 Mar KEI was trading at 2819.95. The strike last trading price was 0, 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 25 Mar KEI was trading at 2835.20. The strike last trading price was 0, 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 24 Mar KEI was trading at 2882.65. The strike last trading price was 0, 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 Mar KEI was trading at 2890.30. The strike last trading price was 0, 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


KEI 24APR2025 2300 PE
Delta: -0.13
Vega: 1.16
Theta: -1.97
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
8 Apr 2589.85 21.6 -25.35 57.16 251 -42 100
7 Apr 2509.75 48.9 37.4 63.61 1,334 50 143
4 Apr 2645.10 11.45 8.45 47.52 283 80 94
3 Apr 2824.40 3 -1.15 46.06 7 -1 14
1 Apr 2829.40 0 0 0.00 0 0 0
28 Mar 2892.85 0 0 0.00 0 0 0
26 Mar 2819.95 0 0 0.00 0 0 0
25 Mar 2835.20 0 0 0.00 0 0 0
24 Mar 2882.65 0 0 0.00 0 0 0
21 Mar 2890.30 0 0 0.00 0 0 0


For Kei Industries Ltd. - strike price 2300 expiring on 24APR2025

Delta for 2300 PE is -0.13

Historical price for 2300 PE is as follows

On 8 Apr KEI was trading at 2589.85. The strike last trading price was 21.6, which was -25.35 lower than the previous day. The implied volatity was 57.16, the open interest changed by -42 which decreased total open position to 100


On 7 Apr KEI was trading at 2509.75. The strike last trading price was 48.9, which was 37.4 higher than the previous day. The implied volatity was 63.61, the open interest changed by 50 which increased total open position to 143


On 4 Apr KEI was trading at 2645.10. The strike last trading price was 11.45, which was 8.45 higher than the previous day. The implied volatity was 47.52, the open interest changed by 80 which increased total open position to 94


On 3 Apr KEI was trading at 2824.40. The strike last trading price was 3, which was -1.15 lower than the previous day. The implied volatity was 46.06, the open interest changed by -1 which decreased total open position to 14


On 1 Apr KEI was trading at 2829.40. The strike last trading price was 0, 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 28 Mar KEI was trading at 2892.85. The strike last trading price was 0, 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 26 Mar KEI was trading at 2819.95. The strike last trading price was 0, 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 25 Mar KEI was trading at 2835.20. The strike last trading price was 0, 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 24 Mar KEI was trading at 2882.65. The strike last trading price was 0, 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 Mar KEI was trading at 2890.30. The strike last trading price was 0, 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