KEI
Kei Industries Ltd.
Historical option data for KEI
04 Apr 2025 10:53 AM IST
| KEI 24APR2025 2900 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.27
Vega: 2.09
Theta: -2.35
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 4 Apr | 2698.00 | 41.2 | -42.25 | 41.93 | 1,047 | 145 | 1,304 | |||
| 3 Apr | 2824.40 | 84.4 | -41.7 | 40.73 | 1,442 | 276 | 1,164 | |||
| 1 Apr | 2829.40 | 104.1 | -35.85 | 45.38 | 1,083 | 153 | 970 | |||
| 28 Mar | 2892.85 | 137.05 | -24.9 | 43.17 | 1,178 | -44 | 817 | |||
| 27 Mar | 2883.25 | 162.7 | 30.2 | 48.48 | 1,278 | -29 | 859 | |||
| 26 Mar | 2819.95 | 131.25 | -12.4 | 49.17 | 936 | 177 | 882 | |||
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| 25 Mar | 2835.20 | 144.05 | -19.05 | 51.11 | 1,858 | 250 | 705 | |||
| 24 Mar | 2882.65 | 165 | 4.35 | 47.69 | 1,043 | 55 | 453 | |||
| 21 Mar | 2890.30 | 158.4 | -3.75 | 44.27 | 1,030 | 167 | 395 | |||
| 20 Mar | 2841.10 | 170 | -160.05 | 48.30 | 959 | 225 | 225 | |||
| 19 Mar | 3283.25 | 330.05 | 0 | - | 0 | 0 | 0 | |||
| 18 Mar | 3265.95 | 330.05 | 0 | - | 0 | 0 | 0 | |||
| 17 Mar | 3124.05 | 330.05 | 0 | - | 0 | 0 | 0 | |||
| 13 Mar | 3053.95 | 330.05 | 0 | - | 0 | 0 | 0 | |||
| 12 Mar | 3065.45 | 330.05 | 0 | - | 0 | 0 | 0 | |||
| 11 Mar | 3028.45 | 330.05 | 0 | - | 0 | 0 | 0 | |||
| 10 Mar | 3030.75 | 330.05 | 0 | - | 0 | 0 | 0 | |||
| 7 Mar | 3223.85 | 330.05 | 0 | - | 0 | 0 | 0 | |||
| 5 Mar | 3287.20 | 330.05 | 0 | - | 0 | 0 | 0 | |||
| 4 Mar | 3140.85 | 330.05 | 0 | - | 0 | 0 | 0 | |||
For Kei Industries Ltd. - strike price 2900 expiring on 24APR2025
Delta for 2900 CE is 0.27
Historical price for 2900 CE is as follows
On 4 Apr KEI was trading at 2698.00. The strike last trading price was 41.2, which was -42.25 lower than the previous day. The implied volatity was 41.93, the open interest changed by 145 which increased total open position to 1304
On 3 Apr KEI was trading at 2824.40. The strike last trading price was 84.4, which was -41.7 lower than the previous day. The implied volatity was 40.73, the open interest changed by 276 which increased total open position to 1164
On 1 Apr KEI was trading at 2829.40. The strike last trading price was 104.1, which was -35.85 lower than the previous day. The implied volatity was 45.38, the open interest changed by 153 which increased total open position to 970
On 28 Mar KEI was trading at 2892.85. The strike last trading price was 137.05, which was -24.9 lower than the previous day. The implied volatity was 43.17, the open interest changed by -44 which decreased total open position to 817
On 27 Mar KEI was trading at 2883.25. The strike last trading price was 162.7, which was 30.2 higher than the previous day. The implied volatity was 48.48, the open interest changed by -29 which decreased total open position to 859
On 26 Mar KEI was trading at 2819.95. The strike last trading price was 131.25, which was -12.4 lower than the previous day. The implied volatity was 49.17, the open interest changed by 177 which increased total open position to 882
On 25 Mar KEI was trading at 2835.20. The strike last trading price was 144.05, which was -19.05 lower than the previous day. The implied volatity was 51.11, the open interest changed by 250 which increased total open position to 705
On 24 Mar KEI was trading at 2882.65. The strike last trading price was 165, which was 4.35 higher than the previous day. The implied volatity was 47.69, the open interest changed by 55 which increased total open position to 453
On 21 Mar KEI was trading at 2890.30. The strike last trading price was 158.4, which was -3.75 lower than the previous day. The implied volatity was 44.27, the open interest changed by 167 which increased total open position to 395
On 20 Mar KEI was trading at 2841.10. The strike last trading price was 170, which was -160.05 lower than the previous day. The implied volatity was 48.30, the open interest changed by 225 which increased total open position to 225
On 19 Mar KEI was trading at 3283.25. The strike last trading price was 330.05, 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 18 Mar KEI was trading at 3265.95. The strike last trading price was 330.05, 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 17 Mar KEI was trading at 3124.05. The strike last trading price was 330.05, 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 13 Mar KEI was trading at 3053.95. The strike last trading price was 330.05, 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 12 Mar KEI was trading at 3065.45. The strike last trading price was 330.05, 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 11 Mar KEI was trading at 3028.45. The strike last trading price was 330.05, 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 10 Mar KEI was trading at 3030.75. The strike last trading price was 330.05, 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 7 Mar KEI was trading at 3223.85. The strike last trading price was 330.05, 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 330.05, 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 4 Mar KEI was trading at 3140.85. The strike last trading price was 330.05, 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 2900 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.69
Vega: 2.25
Theta: -2.33
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 4 Apr | 2698.00 | 249 | 95.65 | 52.09 | 41 | -14 | 593 |
| 3 Apr | 2824.40 | 155.25 | 24.6 | 45.36 | 254 | 24 | 607 |
| 1 Apr | 2829.40 | 166.35 | 24.55 | 48.04 | 233 | 18 | 562 |
| 28 Mar | 2892.85 | 142.25 | -7.7 | 46.24 | 643 | 16 | 544 |
| 27 Mar | 2883.25 | 149.4 | -39.95 | 49.38 | 133 | -30 | 530 |
| 26 Mar | 2819.95 | 192 | 5.8 | 50.86 | 193 | 114 | 556 |
| 25 Mar | 2835.20 | 190.2 | 28.6 | 50.77 | 388 | 174 | 441 |
| 24 Mar | 2882.65 | 160.05 | -19 | 49.41 | 263 | 63 | 265 |
| 21 Mar | 2890.30 | 184.8 | -26.25 | 53.26 | 293 | 36 | 199 |
| 20 Mar | 2841.10 | 200.15 | 137.15 | 56.17 | 458 | 119 | 163 |
| 19 Mar | 3283.25 | 65 | 2 | 0.00 | 0 | -1 | 0 |
| 18 Mar | 3265.95 | 65 | -35 | 52.53 | 8 | 0 | 45 |
| 17 Mar | 3124.05 | 100 | -48.9 | 52.34 | 6 | 4 | 45 |
| 13 Mar | 3053.95 | 148.9 | 0 | 0.00 | 0 | 0 | 0 |
| 12 Mar | 3065.45 | 148.9 | 0 | 57.84 | 1 | 0 | 41 |
| 11 Mar | 3028.45 | 148.9 | 3.9 | 56.12 | 1 | 0 | 40 |
| 10 Mar | 3030.75 | 145 | 32.05 | 52.09 | 47 | 4 | 9 |
| 7 Mar | 3223.85 | 112.95 | -86.3 | 57.55 | 9 | 5 | 5 |
| 5 Mar | 3287.20 | 199.25 | 0 | 8.97 | 0 | 0 | 0 |
| 4 Mar | 3140.85 | 199.25 | 0 | 6.42 | 0 | 0 | 0 |
For Kei Industries Ltd. - strike price 2900 expiring on 24APR2025
Delta for 2900 PE is -0.69
Historical price for 2900 PE is as follows
On 4 Apr KEI was trading at 2698.00. The strike last trading price was 249, which was 95.65 higher than the previous day. The implied volatity was 52.09, the open interest changed by -14 which decreased total open position to 593
On 3 Apr KEI was trading at 2824.40. The strike last trading price was 155.25, which was 24.6 higher than the previous day. The implied volatity was 45.36, the open interest changed by 24 which increased total open position to 607
On 1 Apr KEI was trading at 2829.40. The strike last trading price was 166.35, which was 24.55 higher than the previous day. The implied volatity was 48.04, the open interest changed by 18 which increased total open position to 562
On 28 Mar KEI was trading at 2892.85. The strike last trading price was 142.25, which was -7.7 lower than the previous day. The implied volatity was 46.24, the open interest changed by 16 which increased total open position to 544
On 27 Mar KEI was trading at 2883.25. The strike last trading price was 149.4, which was -39.95 lower than the previous day. The implied volatity was 49.38, the open interest changed by -30 which decreased total open position to 530
On 26 Mar KEI was trading at 2819.95. The strike last trading price was 192, which was 5.8 higher than the previous day. The implied volatity was 50.86, the open interest changed by 114 which increased total open position to 556
On 25 Mar KEI was trading at 2835.20. The strike last trading price was 190.2, which was 28.6 higher than the previous day. The implied volatity was 50.77, the open interest changed by 174 which increased total open position to 441
On 24 Mar KEI was trading at 2882.65. The strike last trading price was 160.05, which was -19 lower than the previous day. The implied volatity was 49.41, the open interest changed by 63 which increased total open position to 265
On 21 Mar KEI was trading at 2890.30. The strike last trading price was 184.8, which was -26.25 lower than the previous day. The implied volatity was 53.26, the open interest changed by 36 which increased total open position to 199
On 20 Mar KEI was trading at 2841.10. The strike last trading price was 200.15, which was 137.15 higher than the previous day. The implied volatity was 56.17, the open interest changed by 119 which increased total open position to 163
On 19 Mar KEI was trading at 3283.25. The strike last trading price was 65, which was 2 higher than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 18 Mar KEI was trading at 3265.95. The strike last trading price was 65, which was -35 lower than the previous day. The implied volatity was 52.53, the open interest changed by 0 which decreased total open position to 45
On 17 Mar KEI was trading at 3124.05. The strike last trading price was 100, which was -48.9 lower than the previous day. The implied volatity was 52.34, the open interest changed by 4 which increased total open position to 45
On 13 Mar KEI was trading at 3053.95. The strike last trading price was 148.9, 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 12 Mar KEI was trading at 3065.45. The strike last trading price was 148.9, which was 0 lower than the previous day. The implied volatity was 57.84, the open interest changed by 0 which decreased total open position to 41
On 11 Mar KEI was trading at 3028.45. The strike last trading price was 148.9, which was 3.9 higher than the previous day. The implied volatity was 56.12, the open interest changed by 0 which decreased total open position to 40
On 10 Mar KEI was trading at 3030.75. The strike last trading price was 145, which was 32.05 higher than the previous day. The implied volatity was 52.09, the open interest changed by 4 which increased total open position to 9
On 7 Mar KEI was trading at 3223.85. The strike last trading price was 112.95, which was -86.3 lower than the previous day. The implied volatity was 57.55, the open interest changed by 5 which increased total open position to 5
On 5 Mar KEI was trading at 3287.20. The strike last trading price was 199.25, which was 0 lower than the previous day. The implied volatity was 8.97, the open interest changed by 0 which decreased total open position to 0
On 4 Mar KEI was trading at 3140.85. The strike last trading price was 199.25, which was 0 lower than the previous day. The implied volatity was 6.42, the open interest changed by 0 which decreased total open position to 0
