[--[65.84.65.76]--]

KEI

Kei Industries Ltd.
3947.9 -125.10 (-3.07%)
L: 3929 H: 4105.3

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Historical option data for KEI

10 Dec 2025 04:13 PM IST
KEI 30-DEC-2025 4100 CE
Delta: 0.29
Vega: 3.13
Theta: -2.34
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
10 Dec 3947.90 41.65 -54.1 26.12 621 23 308
9 Dec 4073.00 97.1 15.75 25.36 672 -43 285
8 Dec 4095.20 77.35 -63.15 19.17 740 184 324
5 Dec 4163.50 135.75 -10.75 20.29 68 3 140
4 Dec 4185.10 147.45 5.45 18.25 62 -7 138
3 Dec 4161.60 140 -39.25 21.66 134 1 144
2 Dec 4184.30 185.15 57.1 25.40 673 -8 152
1 Dec 4107.00 133.8 -26.5 24.16 169 9 161
28 Nov 4145.60 159.15 19.95 22.20 403 25 236
27 Nov 4135.70 141.4 -7.75 19.41 288 5 211
26 Nov 4133.10 144.75 50.3 22.52 775 70 207
25 Nov 4071.50 95 -41.45 19.13 428 -14 137
24 Nov 4107.80 137 -2 21.64 221 73 151
21 Nov 4080.40 135.25 -48.7 23.82 182 71 78
20 Nov 4167.30 183.95 23.95 21.50 4 1 6
19 Nov 4119.10 160 7 22.53 3 0 4
18 Nov 4125.90 153 -44.05 21.63 3 1 3
17 Nov 4150.90 197.05 -209.15 - 4 2 2
14 Nov 4112.80 406.2 0 - 0 0 0
13 Nov 4113.60 406.2 0 - 0 0 0
11 Nov 4062.70 406.2 0 - 0 0 0
31 Oct 4032.00 406.2 0 - 0 0 0
30 Oct 4109.00 406.2 0 - 0 0 0
29 Oct 4088.20 406.2 0 - 0 0 0
28 Oct 4063.80 406.2 0 - 0 0 0
27 Oct 4084.80 406.2 0 - 0 0 0
24 Oct 4125.70 406.2 0 - 0 0 0
21 Oct 4143.80 406.2 0 - 0 0 0
16 Oct 4172.60 406.2 0 - 0 0 0
15 Oct 4420.60 406.2 0 - 0 0 0
14 Oct 4361.80 406.2 0 - 0 0 0
13 Oct 4311.60 406.2 0 - 0 0 0
10 Oct 4278.20 406.2 0 - 0 0 0
9 Oct 4250.80 406.2 0 - 0 0 0
8 Oct 4254.90 406.2 0 - 0 0 0
7 Oct 4201.50 406.2 0 - 0 0 0
6 Oct 4131.70 0 0 - 0 0 0
3 Oct 4037.20 0 0 - 0 0 0


For Kei Industries Ltd. - strike price 4100 expiring on 30DEC2025

Delta for 4100 CE is 0.29

Historical price for 4100 CE is as follows

On 10 Dec KEI was trading at 3947.90. The strike last trading price was 41.65, which was -54.1 lower than the previous day. The implied volatity was 26.12, the open interest changed by 23 which increased total open position to 308


On 9 Dec KEI was trading at 4073.00. The strike last trading price was 97.1, which was 15.75 higher than the previous day. The implied volatity was 25.36, the open interest changed by -43 which decreased total open position to 285


On 8 Dec KEI was trading at 4095.20. The strike last trading price was 77.35, which was -63.15 lower than the previous day. The implied volatity was 19.17, the open interest changed by 184 which increased total open position to 324


On 5 Dec KEI was trading at 4163.50. The strike last trading price was 135.75, which was -10.75 lower than the previous day. The implied volatity was 20.29, the open interest changed by 3 which increased total open position to 140


On 4 Dec KEI was trading at 4185.10. The strike last trading price was 147.45, which was 5.45 higher than the previous day. The implied volatity was 18.25, the open interest changed by -7 which decreased total open position to 138


On 3 Dec KEI was trading at 4161.60. The strike last trading price was 140, which was -39.25 lower than the previous day. The implied volatity was 21.66, the open interest changed by 1 which increased total open position to 144


On 2 Dec KEI was trading at 4184.30. The strike last trading price was 185.15, which was 57.1 higher than the previous day. The implied volatity was 25.40, the open interest changed by -8 which decreased total open position to 152


On 1 Dec KEI was trading at 4107.00. The strike last trading price was 133.8, which was -26.5 lower than the previous day. The implied volatity was 24.16, the open interest changed by 9 which increased total open position to 161


On 28 Nov KEI was trading at 4145.60. The strike last trading price was 159.15, which was 19.95 higher than the previous day. The implied volatity was 22.20, the open interest changed by 25 which increased total open position to 236


On 27 Nov KEI was trading at 4135.70. The strike last trading price was 141.4, which was -7.75 lower than the previous day. The implied volatity was 19.41, the open interest changed by 5 which increased total open position to 211


On 26 Nov KEI was trading at 4133.10. The strike last trading price was 144.75, which was 50.3 higher than the previous day. The implied volatity was 22.52, the open interest changed by 70 which increased total open position to 207


On 25 Nov KEI was trading at 4071.50. The strike last trading price was 95, which was -41.45 lower than the previous day. The implied volatity was 19.13, the open interest changed by -14 which decreased total open position to 137


On 24 Nov KEI was trading at 4107.80. The strike last trading price was 137, which was -2 lower than the previous day. The implied volatity was 21.64, the open interest changed by 73 which increased total open position to 151


On 21 Nov KEI was trading at 4080.40. The strike last trading price was 135.25, which was -48.7 lower than the previous day. The implied volatity was 23.82, the open interest changed by 71 which increased total open position to 78


On 20 Nov KEI was trading at 4167.30. The strike last trading price was 183.95, which was 23.95 higher than the previous day. The implied volatity was 21.50, the open interest changed by 1 which increased total open position to 6


On 19 Nov KEI was trading at 4119.10. The strike last trading price was 160, which was 7 higher than the previous day. The implied volatity was 22.53, the open interest changed by 0 which decreased total open position to 4


On 18 Nov KEI was trading at 4125.90. The strike last trading price was 153, which was -44.05 lower than the previous day. The implied volatity was 21.63, the open interest changed by 1 which increased total open position to 3


On 17 Nov KEI was trading at 4150.90. The strike last trading price was 197.05, which was -209.15 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 2


On 14 Nov KEI was trading at 4112.80. The strike last trading price was 406.2, 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 13 Nov KEI was trading at 4113.60. The strike last trading price was 406.2, 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 Nov KEI was trading at 4062.70. The strike last trading price was 406.2, 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 31 Oct KEI was trading at 4032.00. The strike last trading price was 406.2, 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 30 Oct KEI was trading at 4109.00. The strike last trading price was 406.2, 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 29 Oct KEI was trading at 4088.20. The strike last trading price was 406.2, 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 Oct KEI was trading at 4063.80. The strike last trading price was 406.2, 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 Oct KEI was trading at 4084.80. The strike last trading price was 406.2, 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 24 Oct KEI was trading at 4125.70. The strike last trading price was 406.2, 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 21 Oct KEI was trading at 4143.80. The strike last trading price was 406.2, 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 Oct KEI was trading at 4172.60. The strike last trading price was 406.2, 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 Oct KEI was trading at 4420.60. The strike last trading price was 406.2, 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 14 Oct KEI was trading at 4361.80. The strike last trading price was 406.2, 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 13 Oct KEI was trading at 4311.60. The strike last trading price was 406.2, 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 Oct KEI was trading at 4278.20. The strike last trading price was 406.2, 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 Oct KEI was trading at 4250.80. The strike last trading price was 406.2, 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 Oct KEI was trading at 4254.90. The strike last trading price was 406.2, 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 7 Oct KEI was trading at 4201.50. The strike last trading price was 406.2, 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 6 Oct KEI was trading at 4131.70. The strike last trading price was 0, 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 Oct KEI was trading at 4037.20. The strike last trading price was 0, 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 4100 PE
Delta: -0.67
Vega: 3.32
Theta: -1.86
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
10 Dec 3947.90 205.8 106 31.86 98 -9 131
9 Dec 4073.00 101.15 -22.75 25.48 153 -4 137
8 Dec 4095.20 132.9 57.75 33.50 300 30 142
5 Dec 4163.50 73.45 0.7 25.74 188 -16 110
4 Dec 4185.10 72 -14.55 28.50 753 10 126
3 Dec 4161.60 85.7 16.9 27.01 419 -19 114
2 Dec 4184.30 65 -42.5 25.21 163 9 131
1 Dec 4107.00 102.8 17.25 26.77 164 -29 122
28 Nov 4145.60 80 -13.4 24.72 422 -38 185
27 Nov 4135.70 92.45 -5.9 26.19 96 -21 220
26 Nov 4133.10 99.05 -57.1 25.46 742 99 242
25 Nov 4071.50 160.1 28.4 31.75 182 60 143
24 Nov 4107.80 131 -13.95 30.17 93 36 82
21 Nov 4080.40 147.95 33.95 29.55 91 29 45
20 Nov 4167.30 114 -30 30.51 4 1 15
19 Nov 4119.10 144 0 32.03 1 0 15
18 Nov 4125.90 144 -1.4 31.35 2 1 14
17 Nov 4150.90 145.4 -4.6 34.00 2 -1 14
14 Nov 4112.80 150 0 31.44 4 0 16
13 Nov 4113.60 150 -43.5 31.07 2 -1 17
11 Nov 4062.70 193.5 20 - 0 0 0
31 Oct 4032.00 193.5 20 - 2 1 17
30 Oct 4109.00 173.5 -17.65 30.91 7 2 14
29 Oct 4088.20 191.15 -190.65 32.56 12 11 11
28 Oct 4063.80 381.8 0 0.62 0 0 0
27 Oct 4084.80 381.8 0 0.89 0 0 0
24 Oct 4125.70 381.8 0 1.54 0 0 0
21 Oct 4143.80 381.8 0 1.75 0 0 0
16 Oct 4172.60 381.8 0 2.35 0 0 0
15 Oct 4420.60 381.8 0 - 0 0 0
14 Oct 4361.80 381.8 0 - 0 0 0
13 Oct 4311.60 381.8 0 - 0 0 0
10 Oct 4278.20 381.8 0 - 0 0 0
9 Oct 4250.80 381.8 0 3.09 0 0 0
8 Oct 4254.90 381.8 0 - 0 0 0
7 Oct 4201.50 381.8 0 2.67 0 0 0
6 Oct 4131.70 0 0 - 0 0 0
3 Oct 4037.20 0 0 0.36 0 0 0


For Kei Industries Ltd. - strike price 4100 expiring on 30DEC2025

Delta for 4100 PE is -0.67

Historical price for 4100 PE is as follows

On 10 Dec KEI was trading at 3947.90. The strike last trading price was 205.8, which was 106 higher than the previous day. The implied volatity was 31.86, the open interest changed by -9 which decreased total open position to 131


On 9 Dec KEI was trading at 4073.00. The strike last trading price was 101.15, which was -22.75 lower than the previous day. The implied volatity was 25.48, the open interest changed by -4 which decreased total open position to 137


On 8 Dec KEI was trading at 4095.20. The strike last trading price was 132.9, which was 57.75 higher than the previous day. The implied volatity was 33.50, the open interest changed by 30 which increased total open position to 142


On 5 Dec KEI was trading at 4163.50. The strike last trading price was 73.45, which was 0.7 higher than the previous day. The implied volatity was 25.74, the open interest changed by -16 which decreased total open position to 110


On 4 Dec KEI was trading at 4185.10. The strike last trading price was 72, which was -14.55 lower than the previous day. The implied volatity was 28.50, the open interest changed by 10 which increased total open position to 126


On 3 Dec KEI was trading at 4161.60. The strike last trading price was 85.7, which was 16.9 higher than the previous day. The implied volatity was 27.01, the open interest changed by -19 which decreased total open position to 114


On 2 Dec KEI was trading at 4184.30. The strike last trading price was 65, which was -42.5 lower than the previous day. The implied volatity was 25.21, the open interest changed by 9 which increased total open position to 131


On 1 Dec KEI was trading at 4107.00. The strike last trading price was 102.8, which was 17.25 higher than the previous day. The implied volatity was 26.77, the open interest changed by -29 which decreased total open position to 122


On 28 Nov KEI was trading at 4145.60. The strike last trading price was 80, which was -13.4 lower than the previous day. The implied volatity was 24.72, the open interest changed by -38 which decreased total open position to 185


On 27 Nov KEI was trading at 4135.70. The strike last trading price was 92.45, which was -5.9 lower than the previous day. The implied volatity was 26.19, the open interest changed by -21 which decreased total open position to 220


On 26 Nov KEI was trading at 4133.10. The strike last trading price was 99.05, which was -57.1 lower than the previous day. The implied volatity was 25.46, the open interest changed by 99 which increased total open position to 242


On 25 Nov KEI was trading at 4071.50. The strike last trading price was 160.1, which was 28.4 higher than the previous day. The implied volatity was 31.75, the open interest changed by 60 which increased total open position to 143


On 24 Nov KEI was trading at 4107.80. The strike last trading price was 131, which was -13.95 lower than the previous day. The implied volatity was 30.17, the open interest changed by 36 which increased total open position to 82


On 21 Nov KEI was trading at 4080.40. The strike last trading price was 147.95, which was 33.95 higher than the previous day. The implied volatity was 29.55, the open interest changed by 29 which increased total open position to 45


On 20 Nov KEI was trading at 4167.30. The strike last trading price was 114, which was -30 lower than the previous day. The implied volatity was 30.51, the open interest changed by 1 which increased total open position to 15


On 19 Nov KEI was trading at 4119.10. The strike last trading price was 144, which was 0 lower than the previous day. The implied volatity was 32.03, the open interest changed by 0 which decreased total open position to 15


On 18 Nov KEI was trading at 4125.90. The strike last trading price was 144, which was -1.4 lower than the previous day. The implied volatity was 31.35, the open interest changed by 1 which increased total open position to 14


On 17 Nov KEI was trading at 4150.90. The strike last trading price was 145.4, which was -4.6 lower than the previous day. The implied volatity was 34.00, the open interest changed by -1 which decreased total open position to 14


On 14 Nov KEI was trading at 4112.80. The strike last trading price was 150, which was 0 lower than the previous day. The implied volatity was 31.44, the open interest changed by 0 which decreased total open position to 16


On 13 Nov KEI was trading at 4113.60. The strike last trading price was 150, which was -43.5 lower than the previous day. The implied volatity was 31.07, the open interest changed by -1 which decreased total open position to 17


On 11 Nov KEI was trading at 4062.70. The strike last trading price was 193.5, which was 20 higher 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 193.5, which was 20 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 17


On 30 Oct KEI was trading at 4109.00. The strike last trading price was 173.5, which was -17.65 lower than the previous day. The implied volatity was 30.91, the open interest changed by 2 which increased total open position to 14


On 29 Oct KEI was trading at 4088.20. The strike last trading price was 191.15, which was -190.65 lower than the previous day. The implied volatity was 32.56, the open interest changed by 11 which increased total open position to 11


On 28 Oct KEI was trading at 4063.80. The strike last trading price was 381.8, which was 0 lower than the previous day. The implied volatity was 0.62, the open interest changed by 0 which decreased total open position to 0


On 27 Oct KEI was trading at 4084.80. The strike last trading price was 381.8, which was 0 lower than the previous day. The implied volatity was 0.89, the open interest changed by 0 which decreased total open position to 0


On 24 Oct KEI was trading at 4125.70. The strike last trading price was 381.8, which was 0 lower than the previous day. The implied volatity was 1.54, the open interest changed by 0 which decreased total open position to 0


On 21 Oct KEI was trading at 4143.80. The strike last trading price was 381.8, which was 0 lower than the previous day. The implied volatity was 1.75, the open interest changed by 0 which decreased total open position to 0


On 16 Oct KEI was trading at 4172.60. The strike last trading price was 381.8, which was 0 lower than the previous day. The implied volatity was 2.35, the open interest changed by 0 which decreased total open position to 0


On 15 Oct KEI was trading at 4420.60. The strike last trading price was 381.8, 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 14 Oct KEI was trading at 4361.80. The strike last trading price was 381.8, 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 13 Oct KEI was trading at 4311.60. The strike last trading price was 381.8, 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 10 Oct KEI was trading at 4278.20. The strike last trading price was 381.8, 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 9 Oct KEI was trading at 4250.80. The strike last trading price was 381.8, which was 0 lower than the previous day. The implied volatity was 3.09, the open interest changed by 0 which decreased total open position to 0


On 8 Oct KEI was trading at 4254.90. The strike last trading price was 381.8, 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 7 Oct KEI was trading at 4201.50. The strike last trading price was 381.8, which was 0 lower than the previous day. The implied volatity was 2.67, the open interest changed by 0 which decreased total open position to 0


On 6 Oct KEI was trading at 4131.70. The strike last trading price was 0, 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 Oct KEI was trading at 4037.20. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.36, the open interest changed by 0 which decreased total open position to 0