[--[65.84.65.76]--]

KEI

Kei Industries Ltd.
4446.4 +79.40 (1.82%)
L: 4301 H: 4469.1

Back to Option Chain


Historical option data for KEI

04 Feb 2026 11:02 AM IST
KEI 24-FEB-2026 4100 CE
Delta: 0.97
Vega: 0.76
Theta: -1.43
Gamma: 0
Date Close Ltp Change IV Volume OI Chg OI
4 Feb 4443.30 347 61.85 18.96 13 -6 135
3 Feb 4367.00 290.4 193.7 15.3 235 -45 142
2 Feb 4079.80 97.05 23.05 21.58 585 10 186
1 Feb 3974.40 73.95 -10.75 32.27 92 -1 175
30 Jan 4021.10 87.6 2 29.54 419 -4 180
29 Jan 4005.30 87 33.15 27.19 786 84 173
28 Jan 3879.10 50.85 7.95 29.36 153 54 89
27 Jan 3805.20 44.45 -5.1 30.29 71 14 35
23 Jan 3807.20 49.55 -36.25 29.83 48 20 22
22 Jan 3848.40 85.8 -301.75 - 0 0 2
21 Jan 3939.30 85.8 -301.75 27.23 6 1 1
20 Jan 4069.90 387.55 0 0.22 0 0 0
19 Jan 4318.40 387.55 0 - 0 0 0
16 Jan 4370.10 - - - 0 0 0
14 Jan 4384.60 - - - 0 0 0
13 Jan 4310.80 387.55 0 - 0 0 0
12 Jan 4368.10 - - - 0 0 0
9 Jan 4328.80 - - - 0 0 0
8 Jan 4404.40 - - - 0 0 0
7 Jan 4538.20 - - - 0 0 0
6 Jan 4526.20 - - - 0 0 0
5 Jan 4528.90 - - - 0 0 0
2 Jan 4529.60 - - - 0 0 0
1 Jan 4514.50 - - - 0 0 0
31 Dec 4460.20 - - - 0 0 0
30 Dec 4352.50 - - - 0 0 0
29 Dec 4393.10 - - - 0 0 0
26 Dec 4367.40 - - - 0 0 0
24 Dec 4408.80 387.55 - - 0 0 0
23 Dec 4409.50 387.55 0 - 0 0 0
22 Dec 4441.60 387.55 - - 0 0 0
19 Dec 4284.40 387.55 0 - 0 0 0
18 Dec 4086.80 387.55 0 - 0 0 0
17 Dec 4106.60 387.55 0 - 0 0 0
16 Dec 4156.30 387.55 0 - 0 0 0
15 Dec 4167.90 387.55 0 - 0 0 0
12 Dec 4067.10 387.55 0 - 0 0 0
11 Dec 4057.30 387.55 0 - 0 0 0
10 Dec 3947.90 387.55 0 - 0 0 0
9 Dec 4073.00 387.55 0 - 0 0 0
8 Dec 4095.20 387.55 0 - 0 0 0
5 Dec 4163.50 387.55 0 - 0 0 0
4 Dec 4185.10 387.55 0 - 0 0 0
3 Dec 4161.60 387.55 0 - 0 0 0
2 Dec 4184.30 387.55 0 - 0 0 0
1 Dec 4107.00 387.55 0 - 0 0 0
28 Nov 4145.60 387.55 0 - 0 0 0
27 Nov 4135.70 387.55 0 - 0 0 0


For Kei Industries Ltd. - strike price 4100 expiring on 24FEB2026

Delta for 4100 CE is 0.97

Historical price for 4100 CE is as follows

On 4 Feb KEI was trading at 4443.30. The strike last trading price was 347, which was 61.85 higher than the previous day. The implied volatity was 18.96, the open interest changed by -6 which decreased total open position to 135


On 3 Feb KEI was trading at 4367.00. The strike last trading price was 290.4, which was 193.7 higher than the previous day. The implied volatity was 15.3, the open interest changed by -45 which decreased total open position to 142


On 2 Feb KEI was trading at 4079.80. The strike last trading price was 97.05, which was 23.05 higher than the previous day. The implied volatity was 21.58, the open interest changed by 10 which increased total open position to 186


On 1 Feb KEI was trading at 3974.40. The strike last trading price was 73.95, which was -10.75 lower than the previous day. The implied volatity was 32.27, the open interest changed by -1 which decreased total open position to 175


On 30 Jan KEI was trading at 4021.10. The strike last trading price was 87.6, which was 2 higher than the previous day. The implied volatity was 29.54, the open interest changed by -4 which decreased total open position to 180


On 29 Jan KEI was trading at 4005.30. The strike last trading price was 87, which was 33.15 higher than the previous day. The implied volatity was 27.19, the open interest changed by 84 which increased total open position to 173


On 28 Jan KEI was trading at 3879.10. The strike last trading price was 50.85, which was 7.95 higher than the previous day. The implied volatity was 29.36, the open interest changed by 54 which increased total open position to 89


On 27 Jan KEI was trading at 3805.20. The strike last trading price was 44.45, which was -5.1 lower than the previous day. The implied volatity was 30.29, the open interest changed by 14 which increased total open position to 35


On 23 Jan KEI was trading at 3807.20. The strike last trading price was 49.55, which was -36.25 lower than the previous day. The implied volatity was 29.83, the open interest changed by 20 which increased total open position to 22


On 22 Jan KEI was trading at 3848.40. The strike last trading price was 85.8, which was -301.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 21 Jan KEI was trading at 3939.30. The strike last trading price was 85.8, which was -301.75 lower than the previous day. The implied volatity was 27.23, the open interest changed by 1 which increased total open position to 1


On 20 Jan KEI was trading at 4069.90. The strike last trading price was 387.55, which was 0 lower than the previous day. The implied volatity was 0.22, 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 387.55, 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 Jan KEI was trading at 4370.10. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 14 Jan KEI was trading at 4384.60. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 13 Jan KEI was trading at 4310.80. The strike last trading price was 387.55, 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 12 Jan KEI was trading at 4368.10. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 9 Jan KEI was trading at 4328.80. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 8 Jan KEI was trading at 4404.40. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 7 Jan KEI was trading at 4538.20. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 6 Jan KEI was trading at 4526.20. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 5 Jan KEI was trading at 4528.90. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 2 Jan KEI was trading at 4529.60. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 1 Jan KEI was trading at 4514.50. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 31 Dec KEI was trading at 4460.20. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 30 Dec KEI was trading at 4352.50. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 29 Dec KEI was trading at 4393.10. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 26 Dec KEI was trading at 4367.40. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 24 Dec KEI was trading at 4408.80. The strike last trading price was 387.55, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 23 Dec KEI was trading at 4409.50. The strike last trading price was 387.55, 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 22 Dec KEI was trading at 4441.60. The strike last trading price was 387.55, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 19 Dec KEI was trading at 4284.40. The strike last trading price was 387.55, 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 18 Dec KEI was trading at 4086.80. The strike last trading price was 387.55, 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 17 Dec KEI was trading at 4106.60. The strike last trading price was 387.55, 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 Dec KEI was trading at 4156.30. The strike last trading price was 387.55, 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 15 Dec KEI was trading at 4167.90. The strike last trading price was 387.55, 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 12 Dec KEI was trading at 4067.10. The strike last trading price was 387.55, 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 11 Dec KEI was trading at 4057.30. The strike last trading price was 387.55, 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 Dec KEI was trading at 3947.90. The strike last trading price was 387.55, 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 Dec KEI was trading at 4073.00. The strike last trading price was 387.55, 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 Dec KEI was trading at 4095.20. The strike last trading price was 387.55, 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 5 Dec KEI was trading at 4163.50. The strike last trading price was 387.55, 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 4 Dec KEI was trading at 4185.10. The strike last trading price was 387.55, 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 Dec KEI was trading at 4161.60. The strike last trading price was 387.55, 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 2 Dec KEI was trading at 4184.30. The strike last trading price was 387.55, 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 1 Dec KEI was trading at 4107.00. The strike last trading price was 387.55, 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 Nov KEI was trading at 4145.60. The strike last trading price was 387.55, 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 Nov KEI was trading at 4135.70. The strike last trading price was 387.55, 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 4100 PE
Delta: -0.16
Vega: 2.51
Theta: -2.16
Gamma: 0
Date Close Ltp Change IV Volume OI Chg OI
4 Feb 4443.30 34.05 -9.5 37.97 57 18 132
3 Feb 4367.00 42 -112.45 35.18 308 99 115
2 Feb 4079.80 145 -73.05 38.77 28 8 15
1 Feb 3974.40 218.05 -4.1 35.46 16 4 8
30 Jan 4021.10 222.15 15.05 42.36 2 0 4
29 Jan 4005.30 207.1 -80 38.77 2 1 4
28 Jan 3879.10 287.1 201.75 - 0 0 3
27 Jan 3805.20 287.1 201.75 - 0 0 3
23 Jan 3807.20 287.1 201.75 27.96 1 0 2
22 Jan 3848.40 85.35 14.35 - 0 0 2
21 Jan 3939.30 85.35 14.35 9.47 1 0 2
20 Jan 4069.90 71 0 13.27 1 0 2
19 Jan 4318.40 71 -283.25 31.31 10 6 6
16 Jan 4370.10 - - - 0 0 0
14 Jan 4384.60 - - - 0 0 0
13 Jan 4310.80 354.25 0 4.11 0 0 0
12 Jan 4368.10 - - - 0 0 0
9 Jan 4328.80 - - - 0 0 0
8 Jan 4404.40 - - - 0 0 0
7 Jan 4538.20 - - - 0 0 0
6 Jan 4526.20 - - - 0 0 0
5 Jan 4528.90 - - - 0 0 0
2 Jan 4529.60 - - - 0 0 0
1 Jan 4514.50 - - - 0 0 0
31 Dec 4460.20 - - - 0 0 0
30 Dec 4352.50 - - - 0 0 0
29 Dec 4393.10 - - - 0 0 0
26 Dec 4367.40 - - - 0 0 0
24 Dec 4408.80 354.25 - - 0 0 0
23 Dec 4409.50 354.25 0 - 0 0 0
22 Dec 4441.60 354.25 - - 0 0 0
19 Dec 4284.40 354.25 0 - 0 0 0
18 Dec 4086.80 354.25 0 - 0 0 0
17 Dec 4106.60 354.25 0 1.28 0 0 0
16 Dec 4156.30 354.25 0 - 0 0 0
15 Dec 4167.90 354.25 0 - 0 0 0
12 Dec 4067.10 354.25 0 0.88 0 0 0
11 Dec 4057.30 354.25 0 0.68 0 0 0
10 Dec 3947.90 354.25 0 - 0 0 0
9 Dec 4073.00 354.25 0 - 0 0 0
8 Dec 4095.20 354.25 0 - 0 0 0
5 Dec 4163.50 354.25 0 - 0 0 0
4 Dec 4185.10 354.25 0 - 0 0 0
3 Dec 4161.60 354.25 0 - 0 0 0
2 Dec 4184.30 354.25 0 2.49 0 0 0
1 Dec 4107.00 354.25 0 1.42 0 0 0
28 Nov 4145.60 354.25 0 1.89 0 0 0
27 Nov 4135.70 354.25 0 1.89 0 0 0


For Kei Industries Ltd. - strike price 4100 expiring on 24FEB2026

Delta for 4100 PE is -0.16

Historical price for 4100 PE is as follows

On 4 Feb KEI was trading at 4443.30. The strike last trading price was 34.05, which was -9.5 lower than the previous day. The implied volatity was 37.97, the open interest changed by 18 which increased total open position to 132


On 3 Feb KEI was trading at 4367.00. The strike last trading price was 42, which was -112.45 lower than the previous day. The implied volatity was 35.18, the open interest changed by 99 which increased total open position to 115


On 2 Feb KEI was trading at 4079.80. The strike last trading price was 145, which was -73.05 lower than the previous day. The implied volatity was 38.77, the open interest changed by 8 which increased total open position to 15


On 1 Feb KEI was trading at 3974.40. The strike last trading price was 218.05, which was -4.1 lower than the previous day. The implied volatity was 35.46, the open interest changed by 4 which increased total open position to 8


On 30 Jan KEI was trading at 4021.10. The strike last trading price was 222.15, which was 15.05 higher than the previous day. The implied volatity was 42.36, the open interest changed by 0 which decreased total open position to 4


On 29 Jan KEI was trading at 4005.30. The strike last trading price was 207.1, which was -80 lower than the previous day. The implied volatity was 38.77, the open interest changed by 1 which increased total open position to 4


On 28 Jan KEI was trading at 3879.10. The strike last trading price was 287.1, which was 201.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3


On 27 Jan KEI was trading at 3805.20. The strike last trading price was 287.1, which was 201.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3


On 23 Jan KEI was trading at 3807.20. The strike last trading price was 287.1, which was 201.75 higher than the previous day. The implied volatity was 27.96, the open interest changed by 0 which decreased total open position to 2


On 22 Jan KEI was trading at 3848.40. The strike last trading price was 85.35, which was 14.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 21 Jan KEI was trading at 3939.30. The strike last trading price was 85.35, which was 14.35 higher than the previous day. The implied volatity was 9.47, the open interest changed by 0 which decreased total open position to 2


On 20 Jan KEI was trading at 4069.90. The strike last trading price was 71, which was 0 lower than the previous day. The implied volatity was 13.27, the open interest changed by 0 which decreased total open position to 2


On 19 Jan KEI was trading at 4318.40. The strike last trading price was 71, which was -283.25 lower than the previous day. The implied volatity was 31.31, the open interest changed by 6 which increased total open position to 6


On 16 Jan KEI was trading at 4370.10. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 14 Jan KEI was trading at 4384.60. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 13 Jan KEI was trading at 4310.80. The strike last trading price was 354.25, which was 0 lower than the previous day. The implied volatity was 4.11, the open interest changed by 0 which decreased total open position to 0


On 12 Jan KEI was trading at 4368.10. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 9 Jan KEI was trading at 4328.80. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 8 Jan KEI was trading at 4404.40. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 7 Jan KEI was trading at 4538.20. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 6 Jan KEI was trading at 4526.20. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 5 Jan KEI was trading at 4528.90. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 2 Jan KEI was trading at 4529.60. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 1 Jan KEI was trading at 4514.50. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 31 Dec KEI was trading at 4460.20. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 30 Dec KEI was trading at 4352.50. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 29 Dec KEI was trading at 4393.10. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 26 Dec KEI was trading at 4367.40. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 24 Dec KEI was trading at 4408.80. The strike last trading price was 354.25, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 23 Dec KEI was trading at 4409.50. The strike last trading price was 354.25, 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 22 Dec KEI was trading at 4441.60. The strike last trading price was 354.25, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 19 Dec KEI was trading at 4284.40. The strike last trading price was 354.25, 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 18 Dec KEI was trading at 4086.80. The strike last trading price was 354.25, 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 17 Dec KEI was trading at 4106.60. The strike last trading price was 354.25, which was 0 lower than the previous day. The implied volatity was 1.28, the open interest changed by 0 which decreased total open position to 0


On 16 Dec KEI was trading at 4156.30. The strike last trading price was 354.25, 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 15 Dec KEI was trading at 4167.90. The strike last trading price was 354.25, 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 12 Dec KEI was trading at 4067.10. The strike last trading price was 354.25, 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 11 Dec KEI was trading at 4057.30. The strike last trading price was 354.25, which was 0 lower than the previous day. The implied volatity was 0.68, the open interest changed by 0 which decreased total open position to 0


On 10 Dec KEI was trading at 3947.90. The strike last trading price was 354.25, 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 Dec KEI was trading at 4073.00. The strike last trading price was 354.25, 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 Dec KEI was trading at 4095.20. The strike last trading price was 354.25, 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 5 Dec KEI was trading at 4163.50. The strike last trading price was 354.25, 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 4 Dec KEI was trading at 4185.10. The strike last trading price was 354.25, 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 Dec KEI was trading at 4161.60. The strike last trading price was 354.25, 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 2 Dec KEI was trading at 4184.30. The strike last trading price was 354.25, which was 0 lower than the previous day. The implied volatity was 2.49, 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 354.25, which was 0 lower than the previous day. The implied volatity was 1.42, 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 354.25, which was 0 lower than the previous day. The implied volatity was 1.89, 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 354.25, which was 0 lower than the previous day. The implied volatity was 1.89, the open interest changed by 0 which decreased total open position to 0