KEI
Kei Industries Ltd.
Historical option data for KEI
15 Dec 2025 04:13 PM IST
| KEI 30-DEC-2025 3750 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 15 Dec | 4167.90 | 342 | 4.2 | - | 0 | 0 | 0 | |||||||||
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| 12 Dec | 4067.10 | 342 | 4.2 | - | 0 | 0 | 4 | |||||||||
| 11 Dec | 4057.30 | 342 | 4.2 | 36.17 | 1 | 0 | 4 | |||||||||
| 10 Dec | 3947.90 | 337.8 | -177.7 | - | 0 | 0 | 4 | |||||||||
| 9 Dec | 4073.00 | 337.8 | -177.7 | - | 0 | 0 | 0 | |||||||||
| 8 Dec | 4095.20 | 337.8 | -177.7 | - | 0 | 0 | 4 | |||||||||
| 5 Dec | 4163.50 | 337.8 | -177.7 | - | 0 | 0 | 0 | |||||||||
| 4 Dec | 4185.10 | 337.8 | -177.7 | - | 0 | 0 | 0 | |||||||||
| 3 Dec | 4161.60 | 337.8 | -177.7 | - | 0 | 0 | 0 | |||||||||
| 2 Dec | 4184.30 | 337.8 | -177.7 | - | 0 | 0 | 0 | |||||||||
| 1 Dec | 4107.00 | 337.8 | -177.7 | - | 0 | 0 | 0 | |||||||||
| 28 Nov | 4145.60 | 337.8 | -177.7 | - | 0 | 0 | 0 | |||||||||
| 27 Nov | 4135.70 | 337.8 | -177.7 | - | 0 | 0 | 0 | |||||||||
| 26 Nov | 4133.10 | 337.8 | -177.7 | - | 0 | 4 | 0 | |||||||||
| 25 Nov | 4071.50 | 337.8 | -177.7 | - | 5 | 3 | 3 | |||||||||
| 24 Nov | 4107.80 | 515.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 Nov | 4080.40 | 515.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Nov | 4167.30 | 515.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Nov | 4119.10 | 515.5 | 0 | - | 0 | 0 | 0 | |||||||||
For Kei Industries Ltd. - strike price 3750 expiring on 30DEC2025
Delta for 3750 CE is -
Historical price for 3750 CE is as follows
On 15 Dec KEI was trading at 4167.90. The strike last trading price was 342, which was 4.2 higher 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 342, which was 4.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 11 Dec KEI was trading at 4057.30. The strike last trading price was 342, which was 4.2 higher than the previous day. The implied volatity was 36.17, the open interest changed by 0 which decreased total open position to 4
On 10 Dec KEI was trading at 3947.90. The strike last trading price was 337.8, which was -177.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 9 Dec KEI was trading at 4073.00. The strike last trading price was 337.8, which was -177.7 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 337.8, which was -177.7 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 337.8, which was -177.7 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 337.8, which was -177.7 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 337.8, which was -177.7 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 337.8, which was -177.7 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 337.8, which was -177.7 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 337.8, which was -177.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 27 Nov KEI was trading at 4135.70. The strike last trading price was 337.8, which was -177.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 26 Nov KEI was trading at 4133.10. The strike last trading price was 337.8, which was -177.7 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 0
On 25 Nov KEI was trading at 4071.50. The strike last trading price was 337.8, which was -177.7 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 3
On 24 Nov KEI was trading at 4107.80. The strike last trading price was 515.5, 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 515.5, 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 515.5, 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 515.5, 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 3750 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.05
Vega: 0.81
Theta: -0.82
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 15 Dec | 4167.90 | 5.3 | -8 | 32.29 | 30 | 15 | 70 |
| 12 Dec | 4067.10 | 13.3 | -32.7 | - | 0 | 0 | 55 |
| 11 Dec | 4057.30 | 13.3 | -32.7 | 28.72 | 32 | 4 | 53 |
| 10 Dec | 3947.90 | 43.4 | -118.95 | 33.01 | 60 | 0 | 0 |
| 9 Dec | 4073.00 | 162.35 | 0 | 8.96 | 0 | 0 | 0 |
| 8 Dec | 4095.20 | 162.35 | 0 | 8.89 | 0 | 0 | 0 |
| 5 Dec | 4163.50 | 162.35 | 0 | 10.60 | 0 | 0 | 0 |
| 4 Dec | 4185.10 | 162.35 | 0 | 10.92 | 0 | 0 | 0 |
| 3 Dec | 4161.60 | 162.35 | 0 | 9.57 | 0 | 0 | 0 |
| 2 Dec | 4184.30 | 162.35 | 0 | 10.75 | 0 | 0 | 0 |
| 1 Dec | 4107.00 | 162.35 | 0 | 8.65 | 0 | 0 | 0 |
| 28 Nov | 4145.60 | 162.35 | 0 | 9.12 | 0 | 0 | 0 |
| 27 Nov | 4135.70 | 162.35 | 0 | 8.83 | 0 | 0 | 0 |
| 26 Nov | 4133.10 | 162.35 | 0 | 8.36 | 0 | 0 | 0 |
| 25 Nov | 4071.50 | 162.35 | 0 | 7.17 | 0 | 0 | 0 |
| 24 Nov | 4107.80 | 162.35 | 0 | 7.97 | 0 | 0 | 0 |
| 21 Nov | 4080.40 | 162.35 | 0 | 7.15 | 0 | 0 | 0 |
| 20 Nov | 4167.30 | 162.35 | 0 | - | 0 | 0 | 0 |
| 19 Nov | 4119.10 | 162.35 | 0 | 7.79 | 0 | 0 | 0 |
For Kei Industries Ltd. - strike price 3750 expiring on 30DEC2025
Delta for 3750 PE is -0.05
Historical price for 3750 PE is as follows
On 15 Dec KEI was trading at 4167.90. The strike last trading price was 5.3, which was -8 lower than the previous day. The implied volatity was 32.29, the open interest changed by 15 which increased total open position to 70
On 12 Dec KEI was trading at 4067.10. The strike last trading price was 13.3, which was -32.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 55
On 11 Dec KEI was trading at 4057.30. The strike last trading price was 13.3, which was -32.7 lower than the previous day. The implied volatity was 28.72, the open interest changed by 4 which increased total open position to 53
On 10 Dec KEI was trading at 3947.90. The strike last trading price was 43.4, which was -118.95 lower than the previous day. The implied volatity was 33.01, the open interest changed by 0 which decreased total open position to 0
On 9 Dec KEI was trading at 4073.00. The strike last trading price was 162.35, which was 0 lower than the previous day. The implied volatity was 8.96, 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 162.35, which was 0 lower than the previous day. The implied volatity was 8.89, the open interest changed by 0 which decreased total open position to 0
On 5 Dec KEI was trading at 4163.50. The strike last trading price was 162.35, which was 0 lower than the previous day. The implied volatity was 10.60, 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 162.35, which was 0 lower than the previous day. The implied volatity was 10.92, 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 162.35, which was 0 lower than the previous day. The implied volatity was 9.57, 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 162.35, which was 0 lower than the previous day. The implied volatity was 10.75, 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 162.35, which was 0 lower than the previous day. The implied volatity was 8.65, 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 162.35, which was 0 lower than the previous day. The implied volatity was 9.12, the open interest changed by 0 which decreased total open position to 0
On 27 Nov KEI was trading at 4135.70. The strike last trading price was 162.35, which was 0 lower than the previous day. The implied volatity was 8.83, the open interest changed by 0 which decreased total open position to 0
On 26 Nov KEI was trading at 4133.10. The strike last trading price was 162.35, which was 0 lower than the previous day. The implied volatity was 8.36, 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 162.35, which was 0 lower than the previous day. The implied volatity was 7.17, 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 162.35, which was 0 lower than the previous day. The implied volatity was 7.97, 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 162.35, which was 0 lower than the previous day. The implied volatity was 7.15, 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 162.35, 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 162.35, which was 0 lower than the previous day. The implied volatity was 7.79, the open interest changed by 0 which decreased total open position to 0































































































































































































































