KEI
Kei Industries Ltd.
Historical option data for KEI
11 Apr 2025 04:13 PM IST
| KEI 24APR2025 3050 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.08
Vega: 0.71
Theta: -1.57
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 11 Apr | 2607.35 | 9.1 | -2 | 55.49 | 217 | 34 | 200 | |||
| 9 Apr | 2599.70 | 11 | 0.35 | 53.87 | 143 | 17 | 165 | |||
| 8 Apr | 2600.05 | 10.95 | -1.3 | 52.43 | 107 | 26 | 148 | |||
| 7 Apr | 2509.75 | 12.95 | -0.9 | 61.86 | 249 | -5 | 122 | |||
| 4 Apr | 2645.10 | 13.9 | -26.3 | 44.36 | 235 | 49 | 127 | |||
| 3 Apr | 2824.40 | 40.95 | -25.6 | 41.60 | 106 | 4 | 79 | |||
| 1 Apr | 2829.40 | 55.5 | -25.95 | 45.51 | 32 | 20 | 57 | |||
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| 28 Mar | 2892.85 | 80.1 | -46.85 | 43.92 | 54 | 37 | 37 | |||
For Kei Industries Ltd. - strike price 3050 expiring on 24APR2025
Delta for 3050 CE is 0.08
Historical price for 3050 CE is as follows
On 11 Apr KEI was trading at 2607.35. The strike last trading price was 9.1, which was -2 lower than the previous day. The implied volatity was 55.49, the open interest changed by 34 which increased total open position to 200
On 9 Apr KEI was trading at 2599.70. The strike last trading price was 11, which was 0.35 higher than the previous day. The implied volatity was 53.87, the open interest changed by 17 which increased total open position to 165
On 8 Apr KEI was trading at 2600.05. The strike last trading price was 10.95, which was -1.3 lower than the previous day. The implied volatity was 52.43, the open interest changed by 26 which increased total open position to 148
On 7 Apr KEI was trading at 2509.75. The strike last trading price was 12.95, which was -0.9 lower than the previous day. The implied volatity was 61.86, the open interest changed by -5 which decreased total open position to 122
On 4 Apr KEI was trading at 2645.10. The strike last trading price was 13.9, which was -26.3 lower than the previous day. The implied volatity was 44.36, the open interest changed by 49 which increased total open position to 127
On 3 Apr KEI was trading at 2824.40. The strike last trading price was 40.95, which was -25.6 lower than the previous day. The implied volatity was 41.60, the open interest changed by 4 which increased total open position to 79
On 1 Apr KEI was trading at 2829.40. The strike last trading price was 55.5, which was -25.95 lower than the previous day. The implied volatity was 45.51, the open interest changed by 20 which increased total open position to 57
On 28 Mar KEI was trading at 2892.85. The strike last trading price was 80.1, which was -46.85 lower than the previous day. The implied volatity was 43.92, the open interest changed by 37 which increased total open position to 37
| KEI 24APR2025 3050 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 11 Apr | 2607.35 | 445.8 | 0 | 0.00 | 0 | 0 | 0 |
| 9 Apr | 2599.70 | 445.8 | 186.6 | 55.33 | 1 | 0 | 11 |
| 8 Apr | 2600.05 | 259.2 | 0 | 0.00 | 0 | 0 | 0 |
| 7 Apr | 2509.75 | 259.2 | 0 | 0.00 | 0 | 0 | 0 |
| 4 Apr | 2645.10 | 259.2 | 0 | 0.00 | 0 | 10 | 0 |
| 3 Apr | 2824.40 | 259.2 | 25.6 | 46.38 | 17 | 5 | 6 |
| 1 Apr | 2829.40 | 277.05 | 0 | - | 0 | 0 | 0 |
| 28 Mar | 2892.85 | 277.05 | 0 | - | 0 | 0 | 0 |
For Kei Industries Ltd. - strike price 3050 expiring on 24APR2025
Delta for 3050 PE is 0.00
Historical price for 3050 PE is as follows
On 11 Apr KEI was trading at 2607.35. The strike last trading price was 445.8, 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 9 Apr KEI was trading at 2599.70. The strike last trading price was 445.8, which was 186.6 higher than the previous day. The implied volatity was 55.33, the open interest changed by 0 which decreased total open position to 11
On 8 Apr KEI was trading at 2600.05. The strike last trading price was 259.2, 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 7 Apr KEI was trading at 2509.75. The strike last trading price was 259.2, 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 4 Apr KEI was trading at 2645.10. The strike last trading price was 259.2, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 10 which increased total open position to 0
On 3 Apr KEI was trading at 2824.40. The strike last trading price was 259.2, which was 25.6 higher than the previous day. The implied volatity was 46.38, the open interest changed by 5 which increased total open position to 6
On 1 Apr KEI was trading at 2829.40. The strike last trading price was 277.05, 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 28 Mar KEI was trading at 2892.85. The strike last trading price was 277.05, 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
