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Related Pages for KEI
[--[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
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
KEI 24APR2025 2850 CE
Delta: 0.21
Vega: 1.56
Theta: -2.51
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
8 Apr 2600.05 29.7 -0.1 48.48 153 -4 252
7 Apr 2509.75 30.5 -7 58.79 381 22 258
4 Apr 2645.10 38.4 -65.5 40.81 588 111 236
3 Apr 2824.40 104.3 -47.9 40.14 534 62 122
1 Apr 2829.40 123 -44.5 44.32 84 30 44
28 Mar 2892.85 167.5 -44.3 44.83 18 14 14

For Kei Industries Ltd. - strike price 2850 expiring on 24APR2025

Delta for 2850 CE is 0.21

Historical price for 2850 CE is as follows

On 8 Apr KEI was trading at 2600.05. The strike last trading price was 29.7, which was -0.1 lower than the previous day. The implied volatity was 48.48, the open interest changed by -4 which decreased total open position to 252


On 7 Apr KEI was trading at 2509.75. The strike last trading price was 30.5, which was -7 lower than the previous day. The implied volatity was 58.79, the open interest changed by 22 which increased total open position to 258


On 4 Apr KEI was trading at 2645.10. The strike last trading price was 38.4, which was -65.5 lower than the previous day. The implied volatity was 40.81, the open interest changed by 111 which increased total open position to 236


On 3 Apr KEI was trading at 2824.40. The strike last trading price was 104.3, which was -47.9 lower than the previous day. The implied volatity was 40.14, the open interest changed by 62 which increased total open position to 122


On 1 Apr KEI was trading at 2829.40. The strike last trading price was 123, which was -44.5 lower than the previous day. The implied volatity was 44.32, the open interest changed by 30 which increased total open position to 44


On 28 Mar KEI was trading at 2892.85. The strike last trading price was 167.5, which was -44.3 lower than the previous day. The implied volatity was 44.83, the open interest changed by 14 which increased total open position to 14


KEI 24APR2025 2850 PE
Delta: -0.77
Vega: 1.67
Theta: -2.16
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
8 Apr 2600.05 275.1 -66.9 53.38 3 1 143
7 Apr 2509.75 342 110.2 48.76 7 0 142
4 Apr 2645.10 224 100.25 43.81 90 -20 142
3 Apr 2824.40 124.8 19.05 44.48 479 99 161
1 Apr 2829.40 134 17.95 46.41 42 11 13
28 Mar 2892.85 116 -46.95 45.65 14 2 2

For Kei Industries Ltd. - strike price 2850 expiring on 24APR2025

Delta for 2850 PE is -0.77

Historical price for 2850 PE is as follows

On 8 Apr KEI was trading at 2600.05. The strike last trading price was 275.1, which was -66.9 lower than the previous day. The implied volatity was 53.38, the open interest changed by 1 which increased total open position to 143


On 7 Apr KEI was trading at 2509.75. The strike last trading price was 342, which was 110.2 higher than the previous day. The implied volatity was 48.76, the open interest changed by 0 which decreased total open position to 142


On 4 Apr KEI was trading at 2645.10. The strike last trading price was 224, which was 100.25 higher than the previous day. The implied volatity was 43.81, the open interest changed by -20 which decreased total open position to 142


On 3 Apr KEI was trading at 2824.40. The strike last trading price was 124.8, which was 19.05 higher than the previous day. The implied volatity was 44.48, the open interest changed by 99 which increased total open position to 161


On 1 Apr KEI was trading at 2829.40. The strike last trading price was 134, which was 17.95 higher than the previous day. The implied volatity was 46.41, the open interest changed by 11 which increased total open position to 13


On 28 Mar KEI was trading at 2892.85. The strike last trading price was 116, which was -46.95 lower than the previous day. The implied volatity was 45.65, the open interest changed by 2 which increased total open position to 2