KEI
Kei Industries Ltd.
Historical option data for KEI
12 Dec 2024 10:04 AM IST
| KEI 26DEC2024 4000 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 4552.75 | 416.25 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Dec | 4630.95 | 416.25 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Dec | 4559.20 | 416.25 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Dec | 4487.80 | 416.25 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Dec | 4500.35 | 416.25 | 0.00 | - | 0 | 0 | 0 | |||
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| 5 Dec | 4454.00 | 416.25 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Dec | 4420.20 | 416.25 | - | 0 | 0 | 0 | ||||
For Kei Industries Ltd. - strike price 4000 expiring on 26DEC2024
Delta for 4000 CE is -
Historical price for 4000 CE is as follows
On 12 Dec KEI was trading at 4552.75. The strike last trading price was 416.25, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Dec KEI was trading at 4630.95. The strike last trading price was 416.25, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Dec KEI was trading at 4559.20. The strike last trading price was 416.25, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 9 Dec KEI was trading at 4487.80. The strike last trading price was 416.25, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Dec KEI was trading at 4500.35. The strike last trading price was 416.25, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 Dec KEI was trading at 4454.00. The strike last trading price was 416.25, which was 0.00 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 4420.20. The strike last trading price was 416.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| KEI 26DEC2024 4000 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.03
Vega: 0.56
Theta: -0.66
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 4552.75 | 3.35 | -1.15 | 35.64 | 17 | -5 | 174 |
| 11 Dec | 4630.95 | 4.5 | -4.50 | 42.23 | 116 | 44 | 181 |
| 10 Dec | 4559.20 | 9 | -2.35 | 41.55 | 42 | 0 | 138 |
| 9 Dec | 4487.80 | 11.35 | 0.35 | 37.76 | 54 | 19 | 138 |
| 6 Dec | 4500.35 | 11 | -9.85 | 35.44 | 37 | 15 | 120 |
| 5 Dec | 4454.00 | 20.85 | -12.15 | 38.95 | 14 | 4 | 104 |
| 4 Dec | 4420.20 | 33 | 41.33 | 166 | 101 | 101 | |
For Kei Industries Ltd. - strike price 4000 expiring on 26DEC2024
Delta for 4000 PE is -0.03
Historical price for 4000 PE is as follows
On 12 Dec KEI was trading at 4552.75. The strike last trading price was 3.35, which was -1.15 lower than the previous day. The implied volatity was 35.64, the open interest changed by -5 which decreased total open position to 174
On 11 Dec KEI was trading at 4630.95. The strike last trading price was 4.5, which was -4.50 lower than the previous day. The implied volatity was 42.23, the open interest changed by 44 which increased total open position to 181
On 10 Dec KEI was trading at 4559.20. The strike last trading price was 9, which was -2.35 lower than the previous day. The implied volatity was 41.55, the open interest changed by 0 which decreased total open position to 138
On 9 Dec KEI was trading at 4487.80. The strike last trading price was 11.35, which was 0.35 higher than the previous day. The implied volatity was 37.76, the open interest changed by 19 which increased total open position to 138
On 6 Dec KEI was trading at 4500.35. The strike last trading price was 11, which was -9.85 lower than the previous day. The implied volatity was 35.44, the open interest changed by 15 which increased total open position to 120
On 5 Dec KEI was trading at 4454.00. The strike last trading price was 20.85, which was -12.15 lower than the previous day. The implied volatity was 38.95, the open interest changed by 4 which increased total open position to 104
On 4 Dec KEI was trading at 4420.20. The strike last trading price was 33, which was lower than the previous day. The implied volatity was 41.33, the open interest changed by 101 which increased total open position to 101
