[--[65.84.65.76]--]

KEI

Kei Industries Ltd.
4067.1 +9.80 (0.24%)
L: 4014.3 H: 4088.8

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Historical option data for KEI

12 Dec 2025 04:13 PM IST
KEI 30-DEC-2025 3900 CE
Delta: -
Vega: -
Theta: -
Gamma: -
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
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
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