KEI
Kei Industries Ltd.
Historical option data for KEI
18 Dec 2025 04:13 PM IST
| KEI 30-DEC-2025 3600 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 18 Dec | 4086.80 | 411.85 | -142.25 | - | 0 | 0 | 2 | |||||||||
| 17 Dec | 4106.60 | 411.85 | -142.25 | - | 0 | 0 | 2 | |||||||||
| 16 Dec | 4156.30 | 411.85 | -142.25 | - | 0 | 0 | 2 | |||||||||
| 15 Dec | 4167.90 | 411.85 | -142.25 | - | 0 | 0 | 0 | |||||||||
| 12 Dec | 4067.10 | 411.85 | -142.25 | - | 0 | 0 | 2 | |||||||||
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| 11 Dec | 4057.30 | 411.85 | -142.25 | - | 0 | 0 | 2 | |||||||||
| 10 Dec | 3947.90 | 411.85 | -142.25 | 52.90 | 5 | -1 | 3 | |||||||||
| 9 Dec | 4073.00 | 554.1 | -129.95 | - | 0 | 0 | 0 | |||||||||
| 8 Dec | 4095.20 | 554.1 | -129.95 | - | 0 | 0 | 4 | |||||||||
| 5 Dec | 4163.50 | 554.1 | -129.95 | - | 0 | 0 | 0 | |||||||||
| 4 Dec | 4185.10 | 554.1 | -129.95 | - | 0 | 0 | 0 | |||||||||
| 3 Dec | 4161.60 | 554.1 | -129.95 | - | 0 | 0 | 0 | |||||||||
| 2 Dec | 4184.30 | 554.1 | -129.95 | - | 0 | 0 | 0 | |||||||||
| 1 Dec | 4107.00 | 554.1 | -129.95 | - | 0 | 0 | 0 | |||||||||
| 28 Nov | 4145.60 | 554.1 | -129.95 | - | 0 | 4 | 0 | |||||||||
| 27 Nov | 4135.70 | 554.1 | -129.95 | - | 17 | 5 | 5 | |||||||||
| 26 Nov | 4133.10 | 684.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 25 Nov | 4071.50 | 684.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Nov | 4107.80 | 684.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 Nov | 4080.40 | 684.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Nov | 4167.30 | 684.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Nov | 4119.10 | 684.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 28 Oct | 4063.80 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Oct | 4084.80 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Oct | 4037.20 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Kei Industries Ltd. - strike price 3600 expiring on 30DEC2025
Delta for 3600 CE is -
Historical price for 3600 CE is as follows
On 18 Dec KEI was trading at 4086.80. The strike last trading price was 411.85, which was -142.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 17 Dec KEI was trading at 4106.60. The strike last trading price was 411.85, which was -142.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 16 Dec KEI was trading at 4156.30. The strike last trading price was 411.85, which was -142.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 15 Dec KEI was trading at 4167.90. The strike last trading price was 411.85, which was -142.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Dec KEI was trading at 4067.10. The strike last trading price was 411.85, which was -142.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 11 Dec KEI was trading at 4057.30. The strike last trading price was 411.85, which was -142.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 10 Dec KEI was trading at 3947.90. The strike last trading price was 411.85, which was -142.25 lower than the previous day. The implied volatity was 52.90, the open interest changed by -1 which decreased total open position to 3
On 9 Dec KEI was trading at 4073.00. The strike last trading price was 554.1, which was -129.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 8 Dec KEI was trading at 4095.20. The strike last trading price was 554.1, which was -129.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 5 Dec KEI was trading at 4163.50. The strike last trading price was 554.1, which was -129.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Dec KEI was trading at 4185.10. The strike last trading price was 554.1, which was -129.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Dec KEI was trading at 4161.60. The strike last trading price was 554.1, which was -129.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 2 Dec KEI was trading at 4184.30. The strike last trading price was 554.1, which was -129.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 1 Dec KEI was trading at 4107.00. The strike last trading price was 554.1, which was -129.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 28 Nov KEI was trading at 4145.60. The strike last trading price was 554.1, which was -129.95 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 0
On 27 Nov KEI was trading at 4135.70. The strike last trading price was 554.1, which was -129.95 lower than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 5
On 26 Nov KEI was trading at 4133.10. The strike last trading price was 684.05, 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 25 Nov KEI was trading at 4071.50. The strike last trading price was 684.05, 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 24 Nov KEI was trading at 4107.80. The strike last trading price was 684.05, 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 21 Nov KEI was trading at 4080.40. The strike last trading price was 684.05, 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 20 Nov KEI was trading at 4167.30. The strike last trading price was 684.05, 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 19 Nov KEI was trading at 4119.10. The strike last trading price was 684.05, 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 Oct KEI was trading at 4063.80. The strike last trading price was 0, 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 Oct KEI was trading at 4084.80. The strike last trading price was 0, 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 3 Oct KEI was trading at 4037.20. The strike last trading price was 0, 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 30DEC2025 3600 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.02
Vega: 0.41
Theta: -0.61
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 18 Dec | 4086.80 | 2.45 | 0 | 37.43 | 15 | 0 | 133 |
| 17 Dec | 4106.60 | 2.45 | -0.2 | 36.51 | 61 | 0 | 133 |
| 16 Dec | 4156.30 | 2.65 | -1.05 | - | 0 | 0 | 133 |
| 15 Dec | 4167.90 | 2.65 | -1.05 | 37.33 | 16 | 0 | 133 |
| 12 Dec | 4067.10 | 3.7 | -1.05 | 31.54 | 55 | 1 | 132 |
| 11 Dec | 4057.30 | 4.7 | -10.15 | 31.03 | 42 | -3 | 132 |
| 10 Dec | 3947.90 | 15.9 | 10.15 | 34.04 | 254 | 4 | 138 |
| 9 Dec | 4073.00 | 5.3 | -2.9 | 31.68 | 297 | 34 | 134 |
| 8 Dec | 4095.20 | 8.3 | 4.7 | 34.20 | 180 | -25 | 82 |
| 5 Dec | 4163.50 | 3.6 | 0.05 | 30.61 | 1 | 0 | 107 |
| 4 Dec | 4185.10 | 3.55 | -1.55 | 30.98 | 1 | 0 | 107 |
| 3 Dec | 4161.60 | 5.1 | -0.4 | 31.06 | 2 | 0 | 108 |
| 2 Dec | 4184.30 | 5.5 | -1.8 | 32.60 | 6 | -2 | 108 |
| 1 Dec | 4107.00 | 7.15 | 0.8 | 30.59 | 33 | 21 | 109 |
| 28 Nov | 4145.60 | 6.35 | -0.05 | 30.27 | 3 | 0 | 88 |
| 27 Nov | 4135.70 | 6.4 | -1.65 | 29.49 | 28 | 2 | 90 |
| 26 Nov | 4133.10 | 8.25 | -22.45 | 29.79 | 207 | 86 | 87 |
| 25 Nov | 4071.50 | 30.7 | -136.55 | 38.04 | 1 | 0 | 0 |
| 24 Nov | 4107.80 | 167.25 | 0 | 11.28 | 0 | 0 | 0 |
| 21 Nov | 4080.40 | 167.25 | 0 | 9.82 | 0 | 0 | 0 |
| 20 Nov | 4167.30 | 167.25 | 0 | - | 0 | 0 | 0 |
| 19 Nov | 4119.10 | 167.25 | 0 | 10.36 | 0 | 0 | 0 |
| 28 Oct | 4063.80 | 167.25 | 0 | - | 0 | 0 | 0 |
| 27 Oct | 4084.80 | 167.25 | 0 | - | 0 | 0 | 0 |
| 3 Oct | 4037.20 | 0 | 0 | 6.95 | 0 | 0 | 0 |
For Kei Industries Ltd. - strike price 3600 expiring on 30DEC2025
Delta for 3600 PE is -0.02
Historical price for 3600 PE is as follows
On 18 Dec KEI was trading at 4086.80. The strike last trading price was 2.45, which was 0 lower than the previous day. The implied volatity was 37.43, the open interest changed by 0 which decreased total open position to 133
On 17 Dec KEI was trading at 4106.60. The strike last trading price was 2.45, which was -0.2 lower than the previous day. The implied volatity was 36.51, the open interest changed by 0 which decreased total open position to 133
On 16 Dec KEI was trading at 4156.30. The strike last trading price was 2.65, which was -1.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 133
On 15 Dec KEI was trading at 4167.90. The strike last trading price was 2.65, which was -1.05 lower than the previous day. The implied volatity was 37.33, the open interest changed by 0 which decreased total open position to 133
On 12 Dec KEI was trading at 4067.10. The strike last trading price was 3.7, which was -1.05 lower than the previous day. The implied volatity was 31.54, the open interest changed by 1 which increased total open position to 132
On 11 Dec KEI was trading at 4057.30. The strike last trading price was 4.7, which was -10.15 lower than the previous day. The implied volatity was 31.03, the open interest changed by -3 which decreased total open position to 132
On 10 Dec KEI was trading at 3947.90. The strike last trading price was 15.9, which was 10.15 higher than the previous day. The implied volatity was 34.04, the open interest changed by 4 which increased total open position to 138
On 9 Dec KEI was trading at 4073.00. The strike last trading price was 5.3, which was -2.9 lower than the previous day. The implied volatity was 31.68, the open interest changed by 34 which increased total open position to 134
On 8 Dec KEI was trading at 4095.20. The strike last trading price was 8.3, which was 4.7 higher than the previous day. The implied volatity was 34.20, the open interest changed by -25 which decreased total open position to 82
On 5 Dec KEI was trading at 4163.50. The strike last trading price was 3.6, which was 0.05 higher than the previous day. The implied volatity was 30.61, the open interest changed by 0 which decreased total open position to 107
On 4 Dec KEI was trading at 4185.10. The strike last trading price was 3.55, which was -1.55 lower than the previous day. The implied volatity was 30.98, the open interest changed by 0 which decreased total open position to 107
On 3 Dec KEI was trading at 4161.60. The strike last trading price was 5.1, which was -0.4 lower than the previous day. The implied volatity was 31.06, the open interest changed by 0 which decreased total open position to 108
On 2 Dec KEI was trading at 4184.30. The strike last trading price was 5.5, which was -1.8 lower than the previous day. The implied volatity was 32.60, the open interest changed by -2 which decreased total open position to 108
On 1 Dec KEI was trading at 4107.00. The strike last trading price was 7.15, which was 0.8 higher than the previous day. The implied volatity was 30.59, the open interest changed by 21 which increased total open position to 109
On 28 Nov KEI was trading at 4145.60. The strike last trading price was 6.35, which was -0.05 lower than the previous day. The implied volatity was 30.27, the open interest changed by 0 which decreased total open position to 88
On 27 Nov KEI was trading at 4135.70. The strike last trading price was 6.4, which was -1.65 lower than the previous day. The implied volatity was 29.49, the open interest changed by 2 which increased total open position to 90
On 26 Nov KEI was trading at 4133.10. The strike last trading price was 8.25, which was -22.45 lower than the previous day. The implied volatity was 29.79, the open interest changed by 86 which increased total open position to 87
On 25 Nov KEI was trading at 4071.50. The strike last trading price was 30.7, which was -136.55 lower than the previous day. The implied volatity was 38.04, the open interest changed by 0 which decreased total open position to 0
On 24 Nov KEI was trading at 4107.80. The strike last trading price was 167.25, which was 0 lower than the previous day. The implied volatity was 11.28, the open interest changed by 0 which decreased total open position to 0
On 21 Nov KEI was trading at 4080.40. The strike last trading price was 167.25, which was 0 lower than the previous day. The implied volatity was 9.82, the open interest changed by 0 which decreased total open position to 0
On 20 Nov KEI was trading at 4167.30. The strike last trading price was 167.25, 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 19 Nov KEI was trading at 4119.10. The strike last trading price was 167.25, which was 0 lower than the previous day. The implied volatity was 10.36, the open interest changed by 0 which decreased total open position to 0
On 28 Oct KEI was trading at 4063.80. The strike last trading price was 167.25, 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 Oct KEI was trading at 4084.80. The strike last trading price was 167.25, 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 3 Oct KEI was trading at 4037.20. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 6.95, the open interest changed by 0 which decreased total open position to 0































































































































































































































