KEI

Kei Industries Ltd.

4021.1 +15.80 (0.39%)

L: 3940.4 H: 4047.2

Back to Option Chain

Historical option data for KEI
30 Jan 2026 04:13 PM IST

Strike Price

Expiry

Ltp Ltp OI Open Interest (OI) OI Chg Change Open Interest Volume Volume IV IV

Call
Put

Per Lot

KEI 24-FEB-2026 3950 CE
Delta: 0.61 Vega: 4 Theta: -2.66 Gamma: 0
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
30 Jan	4021.10	141.85 ₹ 24,823.75	-11.1 -1942.50	25.41	354 61,950	174 30,450	228 39,900
29 Jan	4005.30	153.45 ₹ 26,853.75	51.7 9047.50	25.27	260 45,500	9 1,575	54 9,450
28 Jan	3879.10	100.8 ₹ 17,640	26.75 4681.25	29.49	78 13,650	-3 -525	46 8,050
27 Jan	3805.20	74.05 ₹ 12,958.75	-10.15 -1776.25	26.96	83 14,525	3 525	51 8,925
23 Jan	3807.20	89 ₹ 15,575	-39 -6825.00	28.74	112 19,600	43 7,525	48 8,400
22 Jan	3848.40	128 ₹ 22,400	-431.8 -75565.00	33.66	8 1,400	5 875	5 875
21 Jan	3939.30	559.8 ₹ 97,965	0 0.00	0.23	0 0	0 0	0 0
20 Jan	4069.90	559.8 ₹ 97,965	0 0.00	-	0 0	0 0	0 0

19 Jan	4318.40	559.8 ₹ 97,965	0 0.00	-	0 0	0 0	0 0

For Kei Industries Ltd. - strike price 3950 expiring on 24FEB2026

Delta for 3950 CE is 0.61

Historical price for 3950 CE is as follows

On 30 Jan KEI was trading at 4021.10. The strike last trading price was 141.85, which was -11.1 lower than the previous day. The implied volatity was 25.41, the open interest changed by 174 which increased total open position to 228

On 29 Jan KEI was trading at 4005.30. The strike last trading price was 153.45, which was 51.7 higher than the previous day. The implied volatity was 25.27, the open interest changed by 9 which increased total open position to 54

On 28 Jan KEI was trading at 3879.10. The strike last trading price was 100.8, which was 26.75 higher than the previous day. The implied volatity was 29.49, the open interest changed by -3 which decreased total open position to 46

On 27 Jan KEI was trading at 3805.20. The strike last trading price was 74.05, which was -10.15 lower than the previous day. The implied volatity was 26.96, the open interest changed by 3 which increased total open position to 51

On 23 Jan KEI was trading at 3807.20. The strike last trading price was 89, which was -39 lower than the previous day. The implied volatity was 28.74, the open interest changed by 43 which increased total open position to 48

On 22 Jan KEI was trading at 3848.40. The strike last trading price was 128, which was -431.8 lower than the previous day. The implied volatity was 33.66, the open interest changed by 5 which increased total open position to 5

On 21 Jan KEI was trading at 3939.30. The strike last trading price was 559.8, which was 0 lower than the previous day. The implied volatity was 0.23, the open interest changed by 0 which decreased total open position to 0

On 20 Jan KEI was trading at 4069.90. The strike last trading price was 559.8, 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 Jan KEI was trading at 4318.40. The strike last trading price was 559.8, 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 24FEB2026 3950 PE
Delta: -0.41 Vega: 4.07 Theta: -2.59 Gamma: 0
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
30 Jan	4021.10	125 ₹ 21,875	0.7 122.50	37.84	217 37,975	131 22,925	148 25,900
29 Jan	4005.30	127 ₹ 22,225	-48 -8400.00	38.19	39 6,825	6 1,050	16 2,800
28 Jan	3879.10	175 ₹ 30,625	-74.45 -13028.75	35.07	5 875	2 350	12 2,100
27 Jan	3805.20	249.45 ₹ 43,653.75	-18.65 -3263.75	-	0 0	0 0	10 1,750
23 Jan	3807.20	249.45 ₹ 43,653.75	-18.65 -3263.75	43.38	36 6,300	8 1,400	10 1,750
22 Jan	3848.40	268.1 ₹ 46,917.5	147.3 25777.50	50.5	2 350	0 0	0 0
21 Jan	3939.30	120.8 ₹ 21,140	0 0.00	0.88	0 0	0 0	0 0
20 Jan	4069.90	120.8 ₹ 21,140	0 0.00	2.98	0 0	0 0	0 0
19 Jan	4318.40	120.8 ₹ 21,140	0 0.00	7.72	0 0	0 0	0 0

For Kei Industries Ltd. - strike price 3950 expiring on 24FEB2026

Delta for 3950 PE is -0.41

Historical price for 3950 PE is as follows

On 30 Jan KEI was trading at 4021.10. The strike last trading price was 125, which was 0.7 higher than the previous day. The implied volatity was 37.84, the open interest changed by 131 which increased total open position to 148

On 29 Jan KEI was trading at 4005.30. The strike last trading price was 127, which was -48 lower than the previous day. The implied volatity was 38.19, the open interest changed by 6 which increased total open position to 16

On 28 Jan KEI was trading at 3879.10. The strike last trading price was 175, which was -74.45 lower than the previous day. The implied volatity was 35.07, the open interest changed by 2 which increased total open position to 12

On 27 Jan KEI was trading at 3805.20. The strike last trading price was 249.45, which was -18.65 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10

On 23 Jan KEI was trading at 3807.20. The strike last trading price was 249.45, which was -18.65 lower than the previous day. The implied volatity was 43.38, the open interest changed by 8 which increased total open position to 10

On 22 Jan KEI was trading at 3848.40. The strike last trading price was 268.1, which was 147.3 higher than the previous day. The implied volatity was 50.5, the open interest changed by 0 which decreased total open position to 0

On 21 Jan KEI was trading at 3939.30. The strike last trading price was 120.8, which was 0 lower than the previous day. The implied volatity was 0.88, the open interest changed by 0 which decreased total open position to 0

On 20 Jan KEI was trading at 4069.90. The strike last trading price was 120.8, which was 0 lower than the previous day. The implied volatity was 2.98, the open interest changed by 0 which decreased total open position to 0

On 19 Jan KEI was trading at 4318.40. The strike last trading price was 120.8, which was 0 lower than the previous day. The implied volatity was 7.72, the open interest changed by 0 which decreased total open position to 0

Related Pages for KEI

KEI

360ONE

ABB

ABCAPITAL

ADANIENSOL

ADANIENT

ADANIGREEN

ADANIPORTS

ALKEM

AMBER

AMBUJACEM

ANGELONE

APLAPOLLO

APOLLOHOSP

ASHOKLEY

ASIANPAINT

ASTRAL

AUBANK

AUROPHARMA

AXISBANK

BAJAJ-AUTO

BAJAJFINSV

BAJAJHLDNG

BAJFINANCE

BANDHANBNK

BANKBARODA

BANKEX

BANKINDIA

BANKNIFTY

BDL

BEL

BHARATFORG

BHARTIARTL

BHEL

BIOCON

BLUESTARCO

BOSCHLTD

BPCL

BRITANNIA

BSE

CAMS

CANBK

CDSL

CGPOWER

CHOLAFIN

CIPLA

COALINDIA

COFORGE

COLPAL

CONCOR

COPPER

CROMPTON

CRUDEOIL

CRUDEOILM

CUMMINSIND

DABUR

DALBHARAT

DELHIVERY

DIVISLAB

DIXON

DLF

DMART

DRREDDY

EICHERMOT

ETERNAL

EURINR

EURUSD

EXIDEIND

FEDERALBNK

FINNIFTY

FORTIS

GAIL

GBPINR

GBPUSD

GLENMARK

GMRAIRPORT

GODREJCP

GODREJPROP

GOLD