KEI
Kei Industries Ltd.
Historical option data for KEI
09 Apr 2025 04:13 PM IST
| KEI 24APR2025 2400 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.80
Vega: 1.48
Theta: -3.18
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 9 Apr | 2599.70 | 247.75 | 7.45 | 54.09 | 3 | 0 | 23 | |||
| 8 Apr | 2600.05 | 240.3 | 45.8 | 49.18 | 18 | -2 | 25 | |||
| 7 Apr | 2509.75 | 195.95 | -55.95 | 59.22 | 65 | 16 | 25 | |||
| 4 Apr | 2645.10 | 251.9 | -215.5 | - | 12 | 8 | 9 | |||
| 3 Apr | 2824.40 | 467.4 | -1136.05 | 65.02 | 1 | 0 | 0 | |||
| 1 Apr | 2829.40 | 1603.45 | 0 | - | 0 | 0 | 0 | |||
| 28 Mar | 2892.85 | 1603.45 | 0 | - | 0 | 0 | 0 | |||
| 27 Mar | 2883.25 | 1603.45 | 0 | - | 0 | 0 | 0 | |||
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| 26 Mar | 2819.95 | 1603.45 | 0 | - | 0 | 0 | 0 | |||
| 25 Mar | 2835.20 | 1603.45 | 0 | - | 0 | 0 | 0 | |||
| 24 Mar | 2882.65 | 1603.45 | 0 | - | 0 | 0 | 0 | |||
| 21 Mar | 2890.30 | 1603.45 | 0 | - | 0 | 0 | 0 | |||
| 20 Mar | 2841.10 | 1603.45 | 0 | - | 0 | 0 | 0 | |||
| 5 Mar | 3287.20 | 1603.45 | 0 | - | 0 | 0 | 0 | |||
For Kei Industries Ltd. - strike price 2400 expiring on 24APR2025
Delta for 2400 CE is 0.80
Historical price for 2400 CE is as follows
On 9 Apr KEI was trading at 2599.70. The strike last trading price was 247.75, which was 7.45 higher than the previous day. The implied volatity was 54.09, the open interest changed by 0 which decreased total open position to 23
On 8 Apr KEI was trading at 2600.05. The strike last trading price was 240.3, which was 45.8 higher than the previous day. The implied volatity was 49.18, the open interest changed by -2 which decreased total open position to 25
On 7 Apr KEI was trading at 2509.75. The strike last trading price was 195.95, which was -55.95 lower than the previous day. The implied volatity was 59.22, the open interest changed by 16 which increased total open position to 25
On 4 Apr KEI was trading at 2645.10. The strike last trading price was 251.9, which was -215.5 lower than the previous day. The implied volatity was -, the open interest changed by 8 which increased total open position to 9
On 3 Apr KEI was trading at 2824.40. The strike last trading price was 467.4, which was -1136.05 lower than the previous day. The implied volatity was 65.02, 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 1603.45, 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 28 Mar KEI was trading at 2892.85. The strike last trading price was 1603.45, 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 27 Mar KEI was trading at 2883.25. The strike last trading price was 1603.45, 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 26 Mar KEI was trading at 2819.95. The strike last trading price was 1603.45, 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 25 Mar KEI was trading at 2835.20. The strike last trading price was 1603.45, 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 24 Mar KEI was trading at 2882.65. The strike last trading price was 1603.45, 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 21 Mar KEI was trading at 2890.30. The strike last trading price was 1603.45, 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 20 Mar KEI was trading at 2841.10. The strike last trading price was 1603.45, 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 5 Mar KEI was trading at 3287.20. The strike last trading price was 1603.45, 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
| KEI 24APR2025 2400 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.21
Vega: 1.52
Theta: -2.71
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 9 Apr | 2599.70 | 37.55 | 0 | 56.48 | 399 | 39 | 838 |
| 8 Apr | 2600.05 | 35.5 | -38.65 | 52.96 | 498 | 16 | 799 |
| 7 Apr | 2509.75 | 76.45 | 54.25 | 61.09 | 2,755 | -2 | 781 |
| 4 Apr | 2645.10 | 21.65 | 13.85 | 45.01 | 1,677 | 396 | 783 |
| 3 Apr | 2824.40 | 8.35 | 0.95 | 46.65 | 251 | -3 | 384 |
| 1 Apr | 2829.40 | 11.05 | -1.25 | 47.87 | 300 | 16 | 399 |
| 28 Mar | 2892.85 | 13.3 | -12.1 | 50.31 | 688 | -103 | 383 |
| 27 Mar | 2883.25 | 24 | -3.95 | 58.72 | 291 | 42 | 482 |
| 26 Mar | 2819.95 | 29.7 | 3.3 | 56.19 | 156 | 36 | 439 |
| 25 Mar | 2835.20 | 27 | 3 | 54.20 | 102 | 25 | 401 |
| 24 Mar | 2882.65 | 23.5 | -3.45 | 55.11 | 257 | 24 | 377 |
| 21 Mar | 2890.30 | 28.3 | -14.1 | 55.37 | 351 | 42 | 352 |
| 20 Mar | 2841.10 | 39 | 15.15 | 59.87 | 794 | 288 | 295 |
| 5 Mar | 3287.20 | 23.85 | 21.45 | - | 9 | 5 | 5 |
For Kei Industries Ltd. - strike price 2400 expiring on 24APR2025
Delta for 2400 PE is -0.21
Historical price for 2400 PE is as follows
On 9 Apr KEI was trading at 2599.70. The strike last trading price was 37.55, which was 0 lower than the previous day. The implied volatity was 56.48, the open interest changed by 39 which increased total open position to 838
On 8 Apr KEI was trading at 2600.05. The strike last trading price was 35.5, which was -38.65 lower than the previous day. The implied volatity was 52.96, the open interest changed by 16 which increased total open position to 799
On 7 Apr KEI was trading at 2509.75. The strike last trading price was 76.45, which was 54.25 higher than the previous day. The implied volatity was 61.09, the open interest changed by -2 which decreased total open position to 781
On 4 Apr KEI was trading at 2645.10. The strike last trading price was 21.65, which was 13.85 higher than the previous day. The implied volatity was 45.01, the open interest changed by 396 which increased total open position to 783
On 3 Apr KEI was trading at 2824.40. The strike last trading price was 8.35, which was 0.95 higher than the previous day. The implied volatity was 46.65, the open interest changed by -3 which decreased total open position to 384
On 1 Apr KEI was trading at 2829.40. The strike last trading price was 11.05, which was -1.25 lower than the previous day. The implied volatity was 47.87, the open interest changed by 16 which increased total open position to 399
On 28 Mar KEI was trading at 2892.85. The strike last trading price was 13.3, which was -12.1 lower than the previous day. The implied volatity was 50.31, the open interest changed by -103 which decreased total open position to 383
On 27 Mar KEI was trading at 2883.25. The strike last trading price was 24, which was -3.95 lower than the previous day. The implied volatity was 58.72, the open interest changed by 42 which increased total open position to 482
On 26 Mar KEI was trading at 2819.95. The strike last trading price was 29.7, which was 3.3 higher than the previous day. The implied volatity was 56.19, the open interest changed by 36 which increased total open position to 439
On 25 Mar KEI was trading at 2835.20. The strike last trading price was 27, which was 3 higher than the previous day. The implied volatity was 54.20, the open interest changed by 25 which increased total open position to 401
On 24 Mar KEI was trading at 2882.65. The strike last trading price was 23.5, which was -3.45 lower than the previous day. The implied volatity was 55.11, the open interest changed by 24 which increased total open position to 377
On 21 Mar KEI was trading at 2890.30. The strike last trading price was 28.3, which was -14.1 lower than the previous day. The implied volatity was 55.37, the open interest changed by 42 which increased total open position to 352
On 20 Mar KEI was trading at 2841.10. The strike last trading price was 39, which was 15.15 higher than the previous day. The implied volatity was 59.87, the open interest changed by 288 which increased total open position to 295
On 5 Mar KEI was trading at 3287.20. The strike last trading price was 23.85, which was 21.45 higher than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 5
