KEI
Kei Industries Ltd.
Historical option data for KEI
12 Dec 2025 04:13 PM IST
| KEI 30-DEC-2025 3900 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 12 Dec | 4067.10 | 204.75 | 79.55 | - | 0 | 0 | 264 | |||||||||
| 11 Dec | 4057.30 | 204.75 | 79.55 | 28.18 | 23 | -3 | 264 | |||||||||
| 10 Dec | 3947.90 | 127.2 | -104.3 | 26.95 | 81 | -13 | 267 | |||||||||
| 9 Dec | 4073.00 | 231.5 | 19.8 | 28.03 | 24 | -6 | 281 | |||||||||
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| 8 Dec | 4095.20 | 211.7 | -95.45 | 18.07 | 53 | -26 | 287 | |||||||||
| 5 Dec | 4163.50 | 307.15 | 19.15 | - | 0 | 0 | 0 | |||||||||
| 4 Dec | 4185.10 | 307.15 | 19.15 | - | 0 | 0 | 0 | |||||||||
| 3 Dec | 4161.60 | 307.15 | 19.15 | - | 0 | -5 | 0 | |||||||||
| 2 Dec | 4184.30 | 307.15 | 19.15 | - | 7 | 0 | 318 | |||||||||
| 1 Dec | 4107.00 | 288 | 70.05 | - | 0 | 0 | 0 | |||||||||
| 28 Nov | 4145.60 | 288 | 70.05 | - | 0 | 0 | 0 | |||||||||
| 27 Nov | 4135.70 | 288 | 70.05 | - | 0 | -19 | 0 | |||||||||
| 26 Nov | 4133.10 | 288 | 70.05 | 23.87 | 34 | -19 | 318 | |||||||||
| 25 Nov | 4071.50 | 208.65 | -40.5 | 14.62 | 440 | 327 | 337 | |||||||||
| 24 Nov | 4107.80 | 249.15 | -255.85 | 10.99 | 10 | 9 | 9 | |||||||||
| 21 Nov | 4080.40 | 505 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Nov | 4167.30 | 505 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Nov | 4119.10 | 505 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Nov | 4032.40 | 505 | 0 | - | 0 | 0 | 0 | |||||||||
| 28 Oct | 4063.80 | 505 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Oct | 4084.80 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Oct | 4125.70 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 Oct | 4143.80 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Oct | 4172.60 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 14 Oct | 4361.80 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Oct | 4311.60 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Oct | 4278.20 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Oct | 4250.80 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 8 Oct | 4254.90 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 Oct | 4201.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Oct | 4131.70 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Oct | 4037.20 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Kei Industries Ltd. - strike price 3900 expiring on 30DEC2025
Delta for 3900 CE is -
Historical price for 3900 CE is as follows
On 12 Dec KEI was trading at 4067.10. The strike last trading price was 204.75, which was 79.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 264
On 11 Dec KEI was trading at 4057.30. The strike last trading price was 204.75, which was 79.55 higher than the previous day. The implied volatity was 28.18, the open interest changed by -3 which decreased total open position to 264
On 10 Dec KEI was trading at 3947.90. The strike last trading price was 127.2, which was -104.3 lower than the previous day. The implied volatity was 26.95, the open interest changed by -13 which decreased total open position to 267
On 9 Dec KEI was trading at 4073.00. The strike last trading price was 231.5, which was 19.8 higher than the previous day. The implied volatity was 28.03, the open interest changed by -6 which decreased total open position to 281
On 8 Dec KEI was trading at 4095.20. The strike last trading price was 211.7, which was -95.45 lower than the previous day. The implied volatity was 18.07, the open interest changed by -26 which decreased total open position to 287
On 5 Dec KEI was trading at 4163.50. The strike last trading price was 307.15, which was 19.15 higher 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 307.15, which was 19.15 higher 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 307.15, which was 19.15 higher than the previous day. The implied volatity was -, the open interest changed by -5 which decreased total open position to 0
On 2 Dec KEI was trading at 4184.30. The strike last trading price was 307.15, which was 19.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 318
On 1 Dec KEI was trading at 4107.00. The strike last trading price was 288, which was 70.05 higher 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 288, which was 70.05 higher 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 288, which was 70.05 higher than the previous day. The implied volatity was -, the open interest changed by -19 which decreased total open position to 0
On 26 Nov KEI was trading at 4133.10. The strike last trading price was 288, which was 70.05 higher than the previous day. The implied volatity was 23.87, the open interest changed by -19 which decreased total open position to 318
On 25 Nov KEI was trading at 4071.50. The strike last trading price was 208.65, which was -40.5 lower than the previous day. The implied volatity was 14.62, the open interest changed by 327 which increased total open position to 337
On 24 Nov KEI was trading at 4107.80. The strike last trading price was 249.15, which was -255.85 lower than the previous day. The implied volatity was 10.99, the open interest changed by 9 which increased total open position to 9
On 21 Nov KEI was trading at 4080.40. The strike last trading price was 505, 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 505, 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 505, 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 Nov KEI was trading at 4032.40. The strike last trading price was 505, 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 505, 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 24 Oct KEI was trading at 4125.70. 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 21 Oct KEI was trading at 4143.80. 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 16 Oct KEI was trading at 4172.60. 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 14 Oct KEI was trading at 4361.80. 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 13 Oct KEI was trading at 4311.60. 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 10 Oct KEI was trading at 4278.20. 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
On 9 Oct KEI was trading at 4250.80. 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 8 Oct KEI was trading at 4254.90. 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 7 Oct KEI was trading at 4201.50. 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 6 Oct KEI was trading at 4131.70. 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 3900 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.19
Vega: 2.48
Theta: -1.65
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 12 Dec | 4067.10 | 27.05 | -6.4 | 27.18 | 37 | 3 | 97 |
| 11 Dec | 4057.30 | 34.1 | -49.25 | 26.24 | 405 | 38 | 98 |
| 10 Dec | 3947.90 | 83.95 | 47.35 | 31.55 | 88 | -22 | 59 |
| 9 Dec | 4073.00 | 36 | -11 | 27.96 | 185 | 1 | 81 |
| 8 Dec | 4095.20 | 48.75 | 26.75 | 31.86 | 105 | 33 | 80 |
| 5 Dec | 4163.50 | 23.6 | 0.25 | 26.96 | 105 | 22 | 46 |
| 4 Dec | 4185.10 | 22.95 | -7.8 | 27.70 | 59 | 0 | 25 |
| 3 Dec | 4161.60 | 30.45 | -253.2 | 28.01 | 52 | 21 | 21 |
| 2 Dec | 4184.30 | 283.65 | 0 | 7.13 | 0 | 0 | 0 |
| 1 Dec | 4107.00 | 283.65 | 0 | 5.45 | 0 | 0 | 0 |
| 28 Nov | 4145.60 | 283.65 | 0 | 6.17 | 0 | 0 | 0 |
| 27 Nov | 4135.70 | 283.65 | 0 | 5.89 | 0 | 0 | 0 |
| 26 Nov | 4133.10 | 283.65 | 0 | 5.42 | 0 | 0 | 0 |
| 25 Nov | 4071.50 | 283.65 | 0 | 4.15 | 0 | 0 | 0 |
| 24 Nov | 4107.80 | 283.65 | 0 | 5.03 | 0 | 0 | 0 |
| 21 Nov | 4080.40 | 283.65 | 0 | 4.19 | 0 | 0 | 0 |
| 20 Nov | 4167.30 | 283.65 | 0 | - | 0 | 0 | 0 |
| 19 Nov | 4119.10 | 283.65 | 0 | 5.07 | 0 | 0 | 0 |
| 10 Nov | 4032.40 | 283.65 | 0 | 3.21 | 0 | 0 | 0 |
| 28 Oct | 4063.80 | 283.65 | 0 | 3.70 | 0 | 0 | 0 |
| 27 Oct | 4084.80 | 283.65 | 0 | - | 0 | 0 | 0 |
| 24 Oct | 4125.70 | 283.65 | 0 | - | 0 | 0 | 0 |
| 21 Oct | 4143.80 | 283.65 | 0 | - | 0 | 0 | 0 |
| 16 Oct | 4172.60 | 283.65 | 0 | - | 0 | 0 | 0 |
| 14 Oct | 4361.80 | 283.65 | 0 | - | 0 | 0 | 0 |
| 13 Oct | 4311.60 | 283.65 | 0 | - | 0 | 0 | 0 |
| 10 Oct | 4278.20 | 283.65 | 0 | - | 0 | 0 | 0 |
| 9 Oct | 4250.80 | 283.65 | 0 | - | 0 | 0 | 0 |
| 8 Oct | 4254.90 | 283.65 | 0 | - | 0 | 0 | 0 |
| 7 Oct | 4201.50 | 283.65 | 0 | - | 0 | 0 | 0 |
| 6 Oct | 4131.70 | 0 | 0 | - | 0 | 0 | 0 |
| 3 Oct | 4037.20 | 0 | 0 | 3.00 | 0 | 0 | 0 |
For Kei Industries Ltd. - strike price 3900 expiring on 30DEC2025
Delta for 3900 PE is -0.19
Historical price for 3900 PE is as follows
On 12 Dec KEI was trading at 4067.10. The strike last trading price was 27.05, which was -6.4 lower than the previous day. The implied volatity was 27.18, the open interest changed by 3 which increased total open position to 97
On 11 Dec KEI was trading at 4057.30. The strike last trading price was 34.1, which was -49.25 lower than the previous day. The implied volatity was 26.24, the open interest changed by 38 which increased total open position to 98
On 10 Dec KEI was trading at 3947.90. The strike last trading price was 83.95, which was 47.35 higher than the previous day. The implied volatity was 31.55, the open interest changed by -22 which decreased total open position to 59
On 9 Dec KEI was trading at 4073.00. The strike last trading price was 36, which was -11 lower than the previous day. The implied volatity was 27.96, the open interest changed by 1 which increased total open position to 81
On 8 Dec KEI was trading at 4095.20. The strike last trading price was 48.75, which was 26.75 higher than the previous day. The implied volatity was 31.86, the open interest changed by 33 which increased total open position to 80
On 5 Dec KEI was trading at 4163.50. The strike last trading price was 23.6, which was 0.25 higher than the previous day. The implied volatity was 26.96, the open interest changed by 22 which increased total open position to 46
On 4 Dec KEI was trading at 4185.10. The strike last trading price was 22.95, which was -7.8 lower than the previous day. The implied volatity was 27.70, the open interest changed by 0 which decreased total open position to 25
On 3 Dec KEI was trading at 4161.60. The strike last trading price was 30.45, which was -253.2 lower than the previous day. The implied volatity was 28.01, the open interest changed by 21 which increased total open position to 21
On 2 Dec KEI was trading at 4184.30. The strike last trading price was 283.65, which was 0 lower than the previous day. The implied volatity was 7.13, 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 283.65, which was 0 lower than the previous day. The implied volatity was 5.45, 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 283.65, which was 0 lower than the previous day. The implied volatity was 6.17, 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 283.65, which was 0 lower than the previous day. The implied volatity was 5.89, 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 283.65, which was 0 lower than the previous day. The implied volatity was 5.42, 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 283.65, which was 0 lower than the previous day. The implied volatity was 4.15, 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 283.65, which was 0 lower than the previous day. The implied volatity was 5.03, 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 283.65, which was 0 lower than the previous day. The implied volatity was 4.19, 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 283.65, 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 283.65, which was 0 lower than the previous day. The implied volatity was 5.07, the open interest changed by 0 which decreased total open position to 0
On 10 Nov KEI was trading at 4032.40. The strike last trading price was 283.65, which was 0 lower than the previous day. The implied volatity was 3.21, 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 283.65, which was 0 lower than the previous day. The implied volatity was 3.70, 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 283.65, 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 Oct KEI was trading at 4125.70. The strike last trading price was 283.65, 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 Oct KEI was trading at 4143.80. The strike last trading price was 283.65, 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 16 Oct KEI was trading at 4172.60. The strike last trading price was 283.65, 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 14 Oct KEI was trading at 4361.80. The strike last trading price was 283.65, 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 Oct KEI was trading at 4311.60. The strike last trading price was 283.65, 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 Oct KEI was trading at 4278.20. The strike last trading price was 283.65, 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 9 Oct KEI was trading at 4250.80. The strike last trading price was 283.65, 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 8 Oct KEI was trading at 4254.90. The strike last trading price was 283.65, 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 Oct KEI was trading at 4201.50. The strike last trading price was 283.65, 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 6 Oct KEI was trading at 4131.70. 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 3.00, the open interest changed by 0 which decreased total open position to 0































































































































































































































