[--[65.84.65.76]--]

KEI

Kei Industries Ltd.
4054 -41.20 (-1.01%)
L: 3987 H: 4078.9

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Historical option data for KEI

09 Dec 2025 12:12 PM IST
KEI 30-DEC-2025 4050 CE
Delta: 0.55
Vega: 3.86
Theta: -2.80
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 4051.30 106.45 2.5 24.33 106 47 107
8 Dec 4095.20 103.2 -45.75 18.84 92 32 59
5 Dec 4163.50 148.95 -32.85 13.90 4 3 27
4 Dec 4185.10 182.4 12.35 17.64 14 3 24
3 Dec 4161.60 171.3 -36.7 21.37 12 0 21
2 Dec 4184.30 211 53.55 23.33 26 4 22
1 Dec 4107.00 157.65 -30.2 22.98 9 2 19
28 Nov 4145.60 187.85 6.5 21.31 2 -1 16
27 Nov 4135.70 180 26.4 - 0 -1 0
26 Nov 4133.10 180 26.4 23.67 20 -1 17
25 Nov 4071.50 153.6 -9.95 25.76 1 0 17
24 Nov 4107.80 163.55 -12.05 21.06 17 6 16
21 Nov 4080.40 175.6 -25.9 26.73 1 0 10
20 Nov 4167.30 201.5 -24.5 - 0 0 0
19 Nov 4119.10 201.5 -24.5 - 0 2 0
18 Nov 4125.90 201.5 -24.5 23.90 2 0 8
17 Nov 4150.90 226 22.4 24.85 6 1 4
14 Nov 4112.80 203.6 -14.35 23.92 1 0 2
13 Nov 4113.60 217.95 -130.05 - 0 0 0
11 Nov 4062.70 217.95 -130.05 - 0 0 0
31 Oct 4032.00 217.95 -130.05 - 0 2 0
30 Oct 4109.00 217.95 -130.05 23.12 2 0 0


For Kei Industries Ltd. - strike price 4050 expiring on 30DEC2025

Delta for 4050 CE is 0.55

Historical price for 4050 CE is as follows

On 9 Dec KEI was trading at 4051.30. The strike last trading price was 106.45, which was 2.5 higher than the previous day. The implied volatity was 24.33, the open interest changed by 47 which increased total open position to 107


On 8 Dec KEI was trading at 4095.20. The strike last trading price was 103.2, which was -45.75 lower than the previous day. The implied volatity was 18.84, the open interest changed by 32 which increased total open position to 59


On 5 Dec KEI was trading at 4163.50. The strike last trading price was 148.95, which was -32.85 lower than the previous day. The implied volatity was 13.90, the open interest changed by 3 which increased total open position to 27


On 4 Dec KEI was trading at 4185.10. The strike last trading price was 182.4, which was 12.35 higher than the previous day. The implied volatity was 17.64, the open interest changed by 3 which increased total open position to 24


On 3 Dec KEI was trading at 4161.60. The strike last trading price was 171.3, which was -36.7 lower than the previous day. The implied volatity was 21.37, the open interest changed by 0 which decreased total open position to 21


On 2 Dec KEI was trading at 4184.30. The strike last trading price was 211, which was 53.55 higher than the previous day. The implied volatity was 23.33, the open interest changed by 4 which increased total open position to 22


On 1 Dec KEI was trading at 4107.00. The strike last trading price was 157.65, which was -30.2 lower than the previous day. The implied volatity was 22.98, the open interest changed by 2 which increased total open position to 19


On 28 Nov KEI was trading at 4145.60. The strike last trading price was 187.85, which was 6.5 higher than the previous day. The implied volatity was 21.31, the open interest changed by -1 which decreased total open position to 16


On 27 Nov KEI was trading at 4135.70. The strike last trading price was 180, which was 26.4 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 180, which was 26.4 higher than the previous day. The implied volatity was 23.67, the open interest changed by -1 which decreased total open position to 17


On 25 Nov KEI was trading at 4071.50. The strike last trading price was 153.6, which was -9.95 lower than the previous day. The implied volatity was 25.76, the open interest changed by 0 which decreased total open position to 17


On 24 Nov KEI was trading at 4107.80. The strike last trading price was 163.55, which was -12.05 lower than the previous day. The implied volatity was 21.06, the open interest changed by 6 which increased total open position to 16


On 21 Nov KEI was trading at 4080.40. The strike last trading price was 175.6, which was -25.9 lower than the previous day. The implied volatity was 26.73, the open interest changed by 0 which decreased total open position to 10


On 20 Nov KEI was trading at 4167.30. The strike last trading price was 201.5, which was -24.5 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 201.5, which was -24.5 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0


On 18 Nov KEI was trading at 4125.90. The strike last trading price was 201.5, which was -24.5 lower than the previous day. The implied volatity was 23.90, the open interest changed by 0 which decreased total open position to 8


On 17 Nov KEI was trading at 4150.90. The strike last trading price was 226, which was 22.4 higher than the previous day. The implied volatity was 24.85, the open interest changed by 1 which increased total open position to 4


On 14 Nov KEI was trading at 4112.80. The strike last trading price was 203.6, which was -14.35 lower than the previous day. The implied volatity was 23.92, the open interest changed by 0 which decreased total open position to 2


On 13 Nov KEI was trading at 4113.60. The strike last trading price was 217.95, which was -130.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 11 Nov KEI was trading at 4062.70. The strike last trading price was 217.95, which was -130.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 31 Oct KEI was trading at 4032.00. The strike last trading price was 217.95, which was -130.05 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0


On 30 Oct KEI was trading at 4109.00. The strike last trading price was 217.95, which was -130.05 lower than the previous day. The implied volatity was 23.12, the open interest changed by 0 which decreased total open position to 0


KEI 30DEC2025 4050 PE
Delta: -0.45
Vega: 3.86
Theta: -1.93
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 4051.30 92.85 -7.1 26.86 162 16 85
8 Dec 4095.20 104 44.75 32.28 77 18 69
5 Dec 4163.50 59.25 -9.3 - 0 -1 0
4 Dec 4185.10 59.25 -9.3 28.22 7 -1 51
3 Dec 4161.60 67.7 14.95 27.24 34 1 51
2 Dec 4184.30 50.7 -38.8 25.63 65 2 51
1 Dec 4107.00 90 21.5 28.69 18 2 48
28 Nov 4145.60 70.65 -3.65 26.71 51 13 47
27 Nov 4135.70 74.3 -5.9 26.41 19 2 35
26 Nov 4133.10 79.85 -86.1 25.69 44 29 32
25 Nov 4071.50 165.95 -125.75 - 0 0 0
24 Nov 4107.80 165.95 -125.75 - 0 0 0
21 Nov 4080.40 165.95 -125.75 - 0 0 0
20 Nov 4167.30 165.95 -125.75 - 0 0 0
19 Nov 4119.10 165.95 -125.75 - 0 0 0
18 Nov 4125.90 165.95 -125.75 - 0 0 0
17 Nov 4150.90 165.95 -125.75 - 0 0 0
14 Nov 4112.80 165.95 -125.75 - 0 0 0
13 Nov 4113.60 165.95 -125.75 - 0 0 0
11 Nov 4062.70 165.95 -125.75 - 0 0 0
31 Oct 4032.00 165.95 -125.75 - 3 1 1
30 Oct 4109.00 291.7 0 1.88 0 0 0


For Kei Industries Ltd. - strike price 4050 expiring on 30DEC2025

Delta for 4050 PE is -0.45

Historical price for 4050 PE is as follows

On 9 Dec KEI was trading at 4051.30. The strike last trading price was 92.85, which was -7.1 lower than the previous day. The implied volatity was 26.86, the open interest changed by 16 which increased total open position to 85


On 8 Dec KEI was trading at 4095.20. The strike last trading price was 104, which was 44.75 higher than the previous day. The implied volatity was 32.28, the open interest changed by 18 which increased total open position to 69


On 5 Dec KEI was trading at 4163.50. The strike last trading price was 59.25, which was -9.3 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 0


On 4 Dec KEI was trading at 4185.10. The strike last trading price was 59.25, which was -9.3 lower than the previous day. The implied volatity was 28.22, the open interest changed by -1 which decreased total open position to 51


On 3 Dec KEI was trading at 4161.60. The strike last trading price was 67.7, which was 14.95 higher than the previous day. The implied volatity was 27.24, the open interest changed by 1 which increased total open position to 51


On 2 Dec KEI was trading at 4184.30. The strike last trading price was 50.7, which was -38.8 lower than the previous day. The implied volatity was 25.63, the open interest changed by 2 which increased total open position to 51


On 1 Dec KEI was trading at 4107.00. The strike last trading price was 90, which was 21.5 higher than the previous day. The implied volatity was 28.69, the open interest changed by 2 which increased total open position to 48


On 28 Nov KEI was trading at 4145.60. The strike last trading price was 70.65, which was -3.65 lower than the previous day. The implied volatity was 26.71, the open interest changed by 13 which increased total open position to 47


On 27 Nov KEI was trading at 4135.70. The strike last trading price was 74.3, which was -5.9 lower than the previous day. The implied volatity was 26.41, the open interest changed by 2 which increased total open position to 35


On 26 Nov KEI was trading at 4133.10. The strike last trading price was 79.85, which was -86.1 lower than the previous day. The implied volatity was 25.69, the open interest changed by 29 which increased total open position to 32


On 25 Nov KEI was trading at 4071.50. The strike last trading price was 165.95, which was -125.75 lower than the previous day. The implied volatity was -, 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 165.95, which was -125.75 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 165.95, which was -125.75 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 165.95, which was -125.75 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 165.95, which was -125.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 18 Nov KEI was trading at 4125.90. The strike last trading price was 165.95, which was -125.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 17 Nov KEI was trading at 4150.90. The strike last trading price was 165.95, which was -125.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 14 Nov KEI was trading at 4112.80. The strike last trading price was 165.95, which was -125.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 13 Nov KEI was trading at 4113.60. The strike last trading price was 165.95, which was -125.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 11 Nov KEI was trading at 4062.70. The strike last trading price was 165.95, which was -125.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 31 Oct KEI was trading at 4032.00. The strike last trading price was 165.95, which was -125.75 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1


On 30 Oct KEI was trading at 4109.00. The strike last trading price was 291.7, which was 0 lower than the previous day. The implied volatity was 1.88, the open interest changed by 0 which decreased total open position to 0