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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 05:53 PM IST
KEI 24APR2025 2550 CE
Delta: 0.62
Vega: 2.08
Theta: -3.41
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
8 Apr 2600.05 132.9 20.95 46.29 356 -44 96
7 Apr 2509.75 118.9 -40.9 60.56 426 133 142
4 Apr 2645.10 159.9 -241.9 36.30 23 8 8
3 Apr 2824.40 401.8 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


For Kei Industries Ltd. - strike price 2550 expiring on 24APR2025

Delta for 2550 CE is 0.62

Historical price for 2550 CE is as follows

On 8 Apr KEI was trading at 2600.05. The strike last trading price was 132.9, which was 20.95 higher than the previous day. The implied volatity was 46.29, the open interest changed by -44 which decreased total open position to 96


On 7 Apr KEI was trading at 2509.75. The strike last trading price was 118.9, which was -40.9 lower than the previous day. The implied volatity was 60.56, the open interest changed by 133 which increased total open position to 142


On 4 Apr KEI was trading at 2645.10. The strike last trading price was 159.9, which was -241.9 lower than the previous day. The implied volatity was 36.30, the open interest changed by 8 which increased total open position to 8


On 3 Apr KEI was trading at 2824.40. The strike last trading price was 401.8, 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


KEI 24APR2025 2550 PE
Delta: -0.39
Vega: 2.09
Theta: -2.92
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
8 Apr 2600.05 77.95 -64.75 49.30 357 63 107
7 Apr 2509.75 143.35 86.9 59.77 212 5 41
4 Apr 2645.10 55.25 33.15 42.97 165 -13 38
3 Apr 2824.40 22.1 1.75 43.78 70 47 50
1 Apr 2829.40 0 0 0.00 0 0 0
28 Mar 2892.85 0 0 0.00 0 0 0


For Kei Industries Ltd. - strike price 2550 expiring on 24APR2025

Delta for 2550 PE is -0.39

Historical price for 2550 PE is as follows

On 8 Apr KEI was trading at 2600.05. The strike last trading price was 77.95, which was -64.75 lower than the previous day. The implied volatity was 49.30, the open interest changed by 63 which increased total open position to 107


On 7 Apr KEI was trading at 2509.75. The strike last trading price was 143.35, which was 86.9 higher than the previous day. The implied volatity was 59.77, the open interest changed by 5 which increased total open position to 41


On 4 Apr KEI was trading at 2645.10. The strike last trading price was 55.25, which was 33.15 higher than the previous day. The implied volatity was 42.97, the open interest changed by -13 which decreased total open position to 38


On 3 Apr KEI was trading at 2824.40. The strike last trading price was 22.1, which was 1.75 higher than the previous day. The implied volatity was 43.78, the open interest changed by 47 which increased total open position to 50


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