KEI
Kei Industries Ltd.
Historical option data for KEI
02 Apr 2026 03:43 PM IST
| KEI 28-Apr-2026 (26d) 4150 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.45
Vega: 4.27
Theta: -3.94
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 2 Apr | 4048.10 | 146.9 | -9.65 | 42.29 | 87 | -17 | 183 | |||||||||
| 1 Apr | 4134.80 | 154 | 45.6 | 33.7 | 124 | 11 | 201 | |||||||||
| 30 Mar | 4038.00 | 110.6 | -34.05 | 33.7 | 26 | 6 | 189 | |||||||||
| 27 Mar | 4124.00 | 141.6 | -628.9 | 27.39 | 225 | 184 | 184 | |||||||||
| 25 Mar | 4196.00 | 770.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Mar | 4126.00 | 770.5 | 0 | 0.26 | 0 | 0 | 0 | |||||||||
| 23 Mar | 3990.50 | 770.5 | 0 | 2.25 | 0 | 0 | 0 | |||||||||
| 20 Mar | 4188.00 | 770.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Mar | 4213.00 | 770.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Mar | 4390.00 | 770.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Mar | 4216.50 | 770.5 | 0 | - | 0 | 0 | 0 | |||||||||
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| 16 Mar | 4174.00 | 770.5 | 0 | 0.14 | 0 | 0 | 0 | |||||||||
| 13 Mar | 4158.00 | 770.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Mar | 4330.00 | 770.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Mar | 4321.00 | 770.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Mar | 4537.00 | 770.5 | 0 | - | 0 | 0 | 0 | |||||||||
For Kei Industries Ltd. - strike price 4150 expiring on 28APR2026
Delta for 4150 CE is 0.45
Historical price for 4150 CE is as follows
On 2 Apr KEI was trading at 4048.10. The strike last trading price was 146.9, which was -9.65 lower than the previous day. The implied volatity was 42.29, the open interest changed by -17 which decreased total open position to 183
On 1 Apr KEI was trading at 4134.80. The strike last trading price was 154, which was 45.6 higher than the previous day. The implied volatity was 33.7, the open interest changed by 11 which increased total open position to 201
On 30 Mar KEI was trading at 4038.00. The strike last trading price was 110.6, which was -34.05 lower than the previous day. The implied volatity was 33.7, the open interest changed by 6 which increased total open position to 189
On 27 Mar KEI was trading at 4124.00. The strike last trading price was 141.6, which was -628.9 lower than the previous day. The implied volatity was 27.39, the open interest changed by 184 which increased total open position to 184
On 25 Mar KEI was trading at 4196.00. The strike last trading price was 770.5, 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 Mar KEI was trading at 4126.00. The strike last trading price was 770.5, which was 0 lower than the previous day. The implied volatity was 0.26, the open interest changed by 0 which decreased total open position to 0
On 23 Mar KEI was trading at 3990.50. The strike last trading price was 770.5, which was 0 lower than the previous day. The implied volatity was 2.25, the open interest changed by 0 which decreased total open position to 0
On 20 Mar KEI was trading at 4188.00. The strike last trading price was 770.5, 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 Mar KEI was trading at 4213.00. The strike last trading price was 770.5, 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 Mar KEI was trading at 4390.00. The strike last trading price was 770.5, 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 Mar KEI was trading at 4216.50. The strike last trading price was 770.5, 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 Mar KEI was trading at 4174.00. The strike last trading price was 770.5, which was 0 lower than the previous day. The implied volatity was 0.14, the open interest changed by 0 which decreased total open position to 0
On 13 Mar KEI was trading at 4158.00. The strike last trading price was 770.5, 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 Mar KEI was trading at 4330.00. The strike last trading price was 770.5, 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 Mar KEI was trading at 4321.00. The strike last trading price was 770.5, 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 Mar KEI was trading at 4537.00. The strike last trading price was 770.5, 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 28-Apr-2026 (26d) 4150 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.54
Vega: 4.28
Theta: -3.19
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 2 Apr | 4048.10 | 245 | 13.8 | 46.77 | 2 | 0 | 162 |
| 1 Apr | 4134.80 | 223.15 | -107.9 | 50.66 | 56 | 15 | 162 |
| 30 Mar | 4038.00 | 331.05 | 30.65 | 61.29 | 6 | -1 | 147 |
| 27 Mar | 4124.00 | 299.95 | 99.25 | 63.35 | 157 | 145 | 147 |
| 25 Mar | 4196.00 | 200.7 | 108.65 | - | 0 | 0 | 2 |
| 24 Mar | 4126.00 | 200.7 | 108.65 | - | 0 | 0 | 2 |
| 23 Mar | 3990.50 | 200.7 | 108.65 | - | 0 | 0 | 2 |
| 20 Mar | 4188.00 | 200.7 | 108.65 | - | 0 | 0 | 2 |
| 19 Mar | 4213.00 | 200.7 | 108.65 | 45.54 | 2 | 0 | 0 |
| 18 Mar | 4390.00 | 92.05 | 0 | 5.11 | 0 | 0 | 0 |
| 17 Mar | 4216.50 | 92.05 | 0 | 2.47 | 0 | 0 | 0 |
| 16 Mar | 4174.00 | 92.05 | 0 | 1.46 | 0 | 0 | 0 |
| 13 Mar | 4158.00 | 92.05 | 0 | 1.02 | 0 | 0 | 0 |
| 12 Mar | 4330.00 | 92.05 | 0 | 4.04 | 0 | 0 | 0 |
| 11 Mar | 4321.00 | 92.05 | 0 | 4.3 | 0 | 0 | 0 |
| 10 Mar | 4537.00 | 92.05 | 0 | 7.21 | 0 | 0 | 0 |
For Kei Industries Ltd. - strike price 4150 expiring on 28APR2026
Delta for 4150 PE is -0.54
Historical price for 4150 PE is as follows
On 2 Apr KEI was trading at 4048.10. The strike last trading price was 245, which was 13.8 higher than the previous day. The implied volatity was 46.77, the open interest changed by 0 which decreased total open position to 162
On 1 Apr KEI was trading at 4134.80. The strike last trading price was 223.15, which was -107.9 lower than the previous day. The implied volatity was 50.66, the open interest changed by 15 which increased total open position to 162
On 30 Mar KEI was trading at 4038.00. The strike last trading price was 331.05, which was 30.65 higher than the previous day. The implied volatity was 61.29, the open interest changed by -1 which decreased total open position to 147
On 27 Mar KEI was trading at 4124.00. The strike last trading price was 299.95, which was 99.25 higher than the previous day. The implied volatity was 63.35, the open interest changed by 145 which increased total open position to 147
On 25 Mar KEI was trading at 4196.00. The strike last trading price was 200.7, which was 108.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 24 Mar KEI was trading at 4126.00. The strike last trading price was 200.7, which was 108.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 23 Mar KEI was trading at 3990.50. The strike last trading price was 200.7, which was 108.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 20 Mar KEI was trading at 4188.00. The strike last trading price was 200.7, which was 108.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 19 Mar KEI was trading at 4213.00. The strike last trading price was 200.7, which was 108.65 higher than the previous day. The implied volatity was 45.54, the open interest changed by 0 which decreased total open position to 0
On 18 Mar KEI was trading at 4390.00. The strike last trading price was 92.05, which was 0 lower than the previous day. The implied volatity was 5.11, the open interest changed by 0 which decreased total open position to 0
On 17 Mar KEI was trading at 4216.50. The strike last trading price was 92.05, which was 0 lower than the previous day. The implied volatity was 2.47, the open interest changed by 0 which decreased total open position to 0
On 16 Mar KEI was trading at 4174.00. The strike last trading price was 92.05, which was 0 lower than the previous day. The implied volatity was 1.46, the open interest changed by 0 which decreased total open position to 0
On 13 Mar KEI was trading at 4158.00. The strike last trading price was 92.05, which was 0 lower than the previous day. The implied volatity was 1.02, the open interest changed by 0 which decreased total open position to 0
On 12 Mar KEI was trading at 4330.00. The strike last trading price was 92.05, 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 11 Mar KEI was trading at 4321.00. The strike last trading price was 92.05, which was 0 lower than the previous day. The implied volatity was 4.3, the open interest changed by 0 which decreased total open position to 0
On 10 Mar KEI was trading at 4537.00. The strike last trading price was 92.05, which was 0 lower than the previous day. The implied volatity was 7.21, the open interest changed by 0 which decreased total open position to 0
