KEI

Kei Industries Ltd.

4106.6 -49.70 (-1.20%)

L: 4061.6 H: 4140

Back to Option Chain

Historical option data for KEI
17 Dec 2025 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 30-DEC-2025 3950 CE
Delta: 0.81 Vega: 2.09 Theta: -2.99 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
17 Dec	4106.60	193.75 ₹ 33,906.25	18.4 3220.00	26.41	18 3,150	0 0	68 11,900
16 Dec	4156.30	175.35 ₹ 30,686.25	76.85 13448.75	-	0 0	0 0	68 11,900
15 Dec	4167.90	175.35 ₹ 30,686.25	76.85 13448.75	-	0 0	0 0	0 0
12 Dec	4067.10	175.35 ₹ 30,686.25	76.85 13448.75	-	0 0	0 0	68 11,900
11 Dec	4057.30	175.35 ₹ 30,686.25	76.85 13448.75	29.78	32 5,600	-4 -700	68 11,900
10 Dec	3947.90	97.3 ₹ 17,027.5	-91.15 -15951.25	26.02	15 2,625	2 350	72 12,600
9 Dec	4073.00	188.45 ₹ 32,978.75	27.2 4760.00	25.91	29 5,075	-1 -175	69 12,075
8 Dec	4095.20	161.25 ₹ 28,218.75	-88.9 -15557.50	14.46	14 2,450	-4 -700	70 12,250
5 Dec	4163.50	247.6 ₹ 43,330	63 11025.00	-	0 0	0 0	0 0
4 Dec	4185.10	247.6 ₹ 43,330	63 11025.00	-	0 0	0 0	0 0
3 Dec	4161.60	247.6 ₹ 43,330	63 11025.00	-	0 0	0 0	0 0
2 Dec	4184.30	247.6 ₹ 43,330	63 11025.00	-	0 0	0 0	0 0

1 Dec	4107.00	247.6 ₹ 43,330	63 11025.00	-	0 0	0 0	0 0
28 Nov	4145.60	247.6 ₹ 43,330	63 11025.00	-	0 0	0 0	0 0
27 Nov	4135.70	247.6 ₹ 43,330	63 11025.00	-	0 0	-1 -175	0 0
26 Nov	4133.10	247.6 ₹ 43,330	63 11025.00	23.36	8 1,400	-1 -175	74 12,950
25 Nov	4071.50	180.5 ₹ 31,587.5	-64.85 -11348.75	17.97	130 22,750	63 11,025	71 12,425
24 Nov	4107.80	245.35 ₹ 42,936.25	-153.5 -26862.50	-	0 0	0 0	0 0
21 Nov	4080.40	245.35 ₹ 42,936.25	-153.5 -26862.50	-	0 0	0 0	0 0
20 Nov	4167.30	245.35 ₹ 42,936.25	-153.5 -26862.50	-	0 0	8 1,400	0 0
19 Nov	4119.10	245.35 ₹ 42,936.25	-153.5 -26862.50	-	8 1,400	0 0	0 0
10 Nov	4032.40	398.85 ₹ 69,798.75	0 0.00	-	0 0	0 0	0 0

For Kei Industries Ltd. - strike price 3950 expiring on 30DEC2025

Delta for 3950 CE is 0.81

Historical price for 3950 CE is as follows

On 17 Dec KEI was trading at 4106.60. The strike last trading price was 193.75, which was 18.4 higher than the previous day. The implied volatity was 26.41, the open interest changed by 0 which decreased total open position to 68

On 16 Dec KEI was trading at 4156.30. The strike last trading price was 175.35, which was 76.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 68

On 15 Dec KEI was trading at 4167.90. The strike last trading price was 175.35, which was 76.85 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 175.35, which was 76.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 68

On 11 Dec KEI was trading at 4057.30. The strike last trading price was 175.35, which was 76.85 higher than the previous day. The implied volatity was 29.78, the open interest changed by -4 which decreased total open position to 68

On 10 Dec KEI was trading at 3947.90. The strike last trading price was 97.3, which was -91.15 lower than the previous day. The implied volatity was 26.02, the open interest changed by 2 which increased total open position to 72

On 9 Dec KEI was trading at 4073.00. The strike last trading price was 188.45, which was 27.2 higher than the previous day. The implied volatity was 25.91, the open interest changed by -1 which decreased total open position to 69

On 8 Dec KEI was trading at 4095.20. The strike last trading price was 161.25, which was -88.9 lower than the previous day. The implied volatity was 14.46, the open interest changed by -4 which decreased total open position to 70

On 5 Dec KEI was trading at 4163.50. The strike last trading price was 247.6, which was 63 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 247.6, which was 63 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 247.6, which was 63 higher 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 247.6, which was 63 higher 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 247.6, which was 63 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 247.6, which was 63 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 247.6, which was 63 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 0

On 26 Nov KEI was trading at 4133.10. The strike last trading price was 247.6, which was 63 higher than the previous day. The implied volatity was 23.36, the open interest changed by -1 which decreased total open position to 74

On 25 Nov KEI was trading at 4071.50. The strike last trading price was 180.5, which was -64.85 lower than the previous day. The implied volatity was 17.97, the open interest changed by 63 which increased total open position to 71

On 24 Nov KEI was trading at 4107.80. The strike last trading price was 245.35, which was -153.5 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 245.35, which was -153.5 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 245.35, which was -153.5 lower than the previous day. The implied volatity was -, the open interest changed by 8 which increased total open position to 0

On 19 Nov KEI was trading at 4119.10. The strike last trading price was 245.35, which was -153.5 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 398.85, 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 3950 PE
Delta: -0.19 Vega: 2.10 Theta: -1.93 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
17 Dec	4106.60	22 ₹ 3,850	6.15 1076.25	26.55	383 67,025	37 6,475	221 38,675
16 Dec	4156.30	19.1 ₹ 3,342.5	3 525.00	25.67	77 13,475	-10 -1,750	184 32,200
15 Dec	4167.90	15.65 ₹ 2,738.75	-21.55 -3771.25	25.99	338 59,150	155 27,125	194 33,950
12 Dec	4067.10	37.95 ₹ 6,641.25	-7 -1225.00	26.78	46 8,050	-8 -1,400	39 6,825
11 Dec	4057.30	45.2 ₹ 7,910	-58.9 -10307.50	25.23	187 32,725	-66 -11,550	49 8,575
10 Dec	3947.90	105.75 ₹ 18,506.25	57.7 10097.50	29.30	179 31,325	96 16,800	115 20,125
9 Dec	4073.00	48.05 ₹ 8,408.75	-11.45 -2003.75	27.49	25 4,375	11 1,925	16 2,800
8 Dec	4095.20	59.5 ₹ 10,412.5	-184.1 -32217.50	30.66	13 2,275	6 1,050	6 1,050
5 Dec	4163.50	243.6 ₹ 42,630	0 0.00	5.63	0 0	0 0	0 0
4 Dec	4185.10	243.6 ₹ 42,630	0 0.00	6.09	0 0	0 0	0 0
3 Dec	4161.60	243.6 ₹ 42,630	0 0.00	5.28	0 0	0 0	0 0
2 Dec	4184.30	243.6 ₹ 42,630	0 0.00	6.06	0 0	0 0	0 0
1 Dec	4107.00	243.6 ₹ 42,630	0 0.00	4.39	0 0	0 0	0 0
28 Nov	4145.60	243.6 ₹ 42,630	0 0.00	5.15	0 0	0 0	0 0
27 Nov	4135.70	243.6 ₹ 42,630	0 0.00	4.88	0 0	0 0	0 0
26 Nov	4133.10	243.6 ₹ 42,630	0 0.00	4.41	0 0	0 0	0 0
25 Nov	4071.50	243.6 ₹ 42,630	0 0.00	3.12	0 0	0 0	0 0
24 Nov	4107.80	243.6 ₹ 42,630	0 0.00	4.04	0 0	0 0	0 0
21 Nov	4080.40	243.6 ₹ 42,630	0 0.00	3.29	0 0	0 0	0 0
20 Nov	4167.30	243.6 ₹ 42,630	0 0.00	-	0 0	0 0	0 0
19 Nov	4119.10	243.6 ₹ 42,630	0 0.00	4.13	0 0	0 0	0 0
10 Nov	4032.40	243.6 ₹ 42,630	0 0.00	2.24	0 0	0 0	0 0

For Kei Industries Ltd. - strike price 3950 expiring on 30DEC2025

Delta for 3950 PE is -0.19

Historical price for 3950 PE is as follows

On 17 Dec KEI was trading at 4106.60. The strike last trading price was 22, which was 6.15 higher than the previous day. The implied volatity was 26.55, the open interest changed by 37 which increased total open position to 221

On 16 Dec KEI was trading at 4156.30. The strike last trading price was 19.1, which was 3 higher than the previous day. The implied volatity was 25.67, the open interest changed by -10 which decreased total open position to 184

On 15 Dec KEI was trading at 4167.90. The strike last trading price was 15.65, which was -21.55 lower than the previous day. The implied volatity was 25.99, the open interest changed by 155 which increased total open position to 194

On 12 Dec KEI was trading at 4067.10. The strike last trading price was 37.95, which was -7 lower than the previous day. The implied volatity was 26.78, the open interest changed by -8 which decreased total open position to 39

On 11 Dec KEI was trading at 4057.30. The strike last trading price was 45.2, which was -58.9 lower than the previous day. The implied volatity was 25.23, the open interest changed by -66 which decreased total open position to 49

On 10 Dec KEI was trading at 3947.90. The strike last trading price was 105.75, which was 57.7 higher than the previous day. The implied volatity was 29.30, the open interest changed by 96 which increased total open position to 115

On 9 Dec KEI was trading at 4073.00. The strike last trading price was 48.05, which was -11.45 lower than the previous day. The implied volatity was 27.49, the open interest changed by 11 which increased total open position to 16

On 8 Dec KEI was trading at 4095.20. The strike last trading price was 59.5, which was -184.1 lower than the previous day. The implied volatity was 30.66, the open interest changed by 6 which increased total open position to 6

On 5 Dec KEI was trading at 4163.50. The strike last trading price was 243.6, which was 0 lower than the previous day. The implied volatity was 5.63, 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 243.6, which was 0 lower than the previous day. The implied volatity was 6.09, 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 243.6, which was 0 lower than the previous day. The implied volatity was 5.28, 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 243.6, which was 0 lower than the previous day. The implied volatity was 6.06, 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 243.6, which was 0 lower than the previous day. The implied volatity was 4.39, 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 243.6, which was 0 lower than the previous day. The implied volatity was 5.15, 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 243.6, which was 0 lower than the previous day. The implied volatity was 4.88, 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 243.6, which was 0 lower than the previous day. The implied volatity was 4.41, 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 243.6, which was 0 lower than the previous day. The implied volatity was 3.12, 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 243.6, which was 0 lower than the previous day. The implied volatity was 4.04, 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 243.6, which was 0 lower than the previous day. The implied volatity was 3.29, 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 243.6, 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 243.6, which was 0 lower than the previous day. The implied volatity was 4.13, 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 243.6, which was 0 lower than the previous day. The implied volatity was 2.24, the open interest changed by 0 which decreased total open position to 0

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