KEI
Kei Industries Ltd.
Historical option data for KEI
30 Mar 2026 04:13 PM IST
| KEI 28-Apr-2026 (28d) 4200 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.37
Vega: 4.28
Theta: -2.83
Gamma: 0
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 30 Mar | 4038.00 | 90.9 | -32.9 | 33.26 | 112 | 19 | 115 | |||||||||
| 27 Mar | 4124.00 | 124.05 | -39.55 | 28.61 | 125 | 22 | 96 | |||||||||
| 25 Mar | 4196.00 | 165 | 10 | 26.74 | 95 | 26 | 74 | |||||||||
| 24 Mar | 4126.00 | 155 | 24.4 | 35.97 | 20 | 8 | 48 | |||||||||
| 23 Mar | 3990.50 | 130.6 | -69.4 | 39.09 | 42 | 19 | 39 | |||||||||
| 20 Mar | 4188.00 | 200 | -10 | 34.1 | 4 | 1 | 19 | |||||||||
| 19 Mar | 4213.00 | 210 | -55.2 | 32.74 | 5 | 2 | 17 | |||||||||
| 18 Mar | 4390.00 | 265.2 | 60.45 | 19.49 | 2 | 0 | 16 | |||||||||
| 17 Mar | 4216.50 | 204.75 | -4.85 | 28.22 | 18 | 15 | 15 | |||||||||
| 16 Mar | 4174.00 | 209.6 | 0 | 0.13 | 0 | 0 | 0 | |||||||||
| 13 Mar | 4158.00 | 209.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Mar | 4330.00 | 209.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Mar | 4321.00 | 209.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Mar | 4537.00 | 209.6 | 0 | - | 0 | 0 | 0 | |||||||||
|
|
||||||||||||||||
| 23 Feb | 4765.70 | - | - | - | 0 | 0 | 0 | |||||||||
| 20 Feb | 4756.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Feb | 4568.60 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Feb | 4606.90 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Feb | 4567.80 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Feb | 4483.60 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Feb | 4566.80 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Feb | 4591.30 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Feb | 4605.90 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Feb | 4590.60 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Feb | 4599.10 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Feb | 4462.60 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Feb | 4443.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Feb | 4423.30 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Feb | 4367.00 | 0 | 0 | 0.13 | 0 | 0 | 0 | |||||||||
| 2 Feb | 4079.80 | 0 | 0 | 0.66 | 0 | 0 | 0 | |||||||||
| 1 Feb | 3974.40 | 0 | 0 | 1.58 | 0 | 0 | 0 | |||||||||
| 30 Jan | 4021.10 | 0 | 0 | 1.07 | 0 | 0 | 0 | |||||||||
| 29 Jan | 4005.30 | 0 | 0 | 1.33 | 0 | 0 | 0 | |||||||||
For Kei Industries Ltd. - strike price 4200 expiring on 28APR2026
Delta for 4200 CE is 0.37
Historical price for 4200 CE is as follows
On 30 Mar KEI was trading at 4038.00. The strike last trading price was 90.9, which was -32.9 lower than the previous day. The implied volatity was 33.26, the open interest changed by 19 which increased total open position to 115
On 27 Mar KEI was trading at 4124.00. The strike last trading price was 124.05, which was -39.55 lower than the previous day. The implied volatity was 28.61, the open interest changed by 22 which increased total open position to 96
On 25 Mar KEI was trading at 4196.00. The strike last trading price was 165, which was 10 higher than the previous day. The implied volatity was 26.74, the open interest changed by 26 which increased total open position to 74
On 24 Mar KEI was trading at 4126.00. The strike last trading price was 155, which was 24.4 higher than the previous day. The implied volatity was 35.97, the open interest changed by 8 which increased total open position to 48
On 23 Mar KEI was trading at 3990.50. The strike last trading price was 130.6, which was -69.4 lower than the previous day. The implied volatity was 39.09, the open interest changed by 19 which increased total open position to 39
On 20 Mar KEI was trading at 4188.00. The strike last trading price was 200, which was -10 lower than the previous day. The implied volatity was 34.1, the open interest changed by 1 which increased total open position to 19
On 19 Mar KEI was trading at 4213.00. The strike last trading price was 210, which was -55.2 lower than the previous day. The implied volatity was 32.74, the open interest changed by 2 which increased total open position to 17
On 18 Mar KEI was trading at 4390.00. The strike last trading price was 265.2, which was 60.45 higher than the previous day. The implied volatity was 19.49, the open interest changed by 0 which decreased total open position to 16
On 17 Mar KEI was trading at 4216.50. The strike last trading price was 204.75, which was -4.85 lower than the previous day. The implied volatity was 28.22, the open interest changed by 15 which increased total open position to 15
On 16 Mar KEI was trading at 4174.00. The strike last trading price was 209.6, which was 0 lower than the previous day. The implied volatity was 0.13, 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 209.6, 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 209.6, 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 209.6, 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 209.6, 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 23 Feb KEI was trading at 4765.70. 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 20 Feb KEI was trading at 4756.00. 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 19 Feb KEI was trading at 4568.60. 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 18 Feb KEI was trading at 4606.90. 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 17 Feb KEI was trading at 4567.80. 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 16 Feb KEI was trading at 4483.60. 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 13 Feb KEI was trading at 4566.80. 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 12 Feb KEI was trading at 4591.30. 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 11 Feb KEI was trading at 4605.90. 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 10 Feb KEI was trading at 4590.60. 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 9 Feb KEI was trading at 4599.10. 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 6 Feb KEI was trading at 4462.60. 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 5 Feb KEI was trading at 4443.00. 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 4 Feb KEI was trading at 4423.30. 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 Feb KEI was trading at 4367.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.13, the open interest changed by 0 which decreased total open position to 0
On 2 Feb KEI was trading at 4079.80. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.66, the open interest changed by 0 which decreased total open position to 0
On 1 Feb KEI was trading at 3974.40. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 1.58, the open interest changed by 0 which decreased total open position to 0
On 30 Jan KEI was trading at 4021.10. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 1.07, the open interest changed by 0 which decreased total open position to 0
On 29 Jan KEI was trading at 4005.30. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 1.33, the open interest changed by 0 which decreased total open position to 0
| KEI 28-Apr-2026 (28d) 4200 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.56
Vega: 4.47
Theta: -3.66
Gamma: 0
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 30 Mar | 4038.00 | 339.85 | 4 | 56.59 | 46 | 9 | 55 |
| 27 Mar | 4124.00 | 315 | 50.9 | 60.93 | 37 | 16 | 46 |
| 25 Mar | 4196.00 | 266.25 | 25.5 | 57.42 | 25 | 20 | 26 |
| 24 Mar | 4126.00 | 240.75 | 90.75 | - | 0 | 0 | 6 |
| 23 Mar | 3990.50 | 240.75 | 90.75 | - | 0 | 0 | 6 |
| 20 Mar | 4188.00 | 240.75 | 90.75 | - | 0 | 0 | 6 |
| 19 Mar | 4213.00 | 240.75 | 90.75 | 48.52 | 1 | 0 | 6 |
| 18 Mar | 4390.00 | 150 | -390.1 | 43.79 | 8 | 6 | 6 |
| 17 Mar | 4216.50 | 540.1 | 0 | 1.49 | 0 | 0 | 0 |
| 16 Mar | 4174.00 | 540.1 | 0 | 0.08 | 0 | 0 | 0 |
| 13 Mar | 4158.00 | 540.1 | 0 | 0.06 | 0 | 0 | 0 |
| 12 Mar | 4330.00 | 540.1 | 0 | 2.92 | 0 | 0 | 0 |
| 11 Mar | 4321.00 | 540.1 | 0 | 3.48 | 0 | 0 | 0 |
| 10 Mar | 4537.00 | 540.1 | 0 | 6.51 | 0 | 0 | 0 |
| 23 Feb | 4765.70 | - | - | - | 0 | 0 | 0 |
| 20 Feb | 4756.00 | 0 | 0 | 7.26 | 0 | 0 | 0 |
| 19 Feb | 4568.60 | 0 | 0 | 5.73 | 0 | 0 | 0 |
| 18 Feb | 4606.90 | 0 | 0 | 6.13 | 0 | 0 | 0 |
| 17 Feb | 4567.80 | 0 | 0 | 5.62 | 0 | 0 | 0 |
| 16 Feb | 4483.60 | 0 | 0 | 4.7 | 0 | 0 | 0 |
| 13 Feb | 4566.80 | 0 | 0 | 5.63 | 0 | 0 | 0 |
| 12 Feb | 4591.30 | 0 | 0 | 5.86 | 0 | 0 | 0 |
| 11 Feb | 4605.90 | 0 | 0 | 6.05 | 0 | 0 | 0 |
| 10 Feb | 4590.60 | 0 | 0 | 5.77 | 0 | 0 | 0 |
| 9 Feb | 4599.10 | 0 | 0 | 5.69 | 0 | 0 | 0 |
| 6 Feb | 4462.60 | 0 | 0 | 4.53 | 0 | 0 | 0 |
| 5 Feb | 4443.00 | 0 | 0 | 4.03 | 0 | 0 | 0 |
| 4 Feb | 4423.30 | 0 | 0 | 3.94 | 0 | 0 | 0 |
| 3 Feb | 4367.00 | 0 | 0 | 3.1 | 0 | 0 | 0 |
| 2 Feb | 4079.80 | 0 | 0 | - | 0 | 0 | 0 |
| 1 Feb | 3974.40 | 0 | 0 | - | 0 | 0 | 0 |
| 30 Jan | 4021.10 | 0 | 0 | - | 0 | 0 | 0 |
| 29 Jan | 4005.30 | 0 | 0 | - | 0 | 0 | 0 |
For Kei Industries Ltd. - strike price 4200 expiring on 28APR2026
Delta for 4200 PE is -0.56
Historical price for 4200 PE is as follows
On 30 Mar KEI was trading at 4038.00. The strike last trading price was 339.85, which was 4 higher than the previous day. The implied volatity was 56.59, the open interest changed by 9 which increased total open position to 55
On 27 Mar KEI was trading at 4124.00. The strike last trading price was 315, which was 50.9 higher than the previous day. The implied volatity was 60.93, the open interest changed by 16 which increased total open position to 46
On 25 Mar KEI was trading at 4196.00. The strike last trading price was 266.25, which was 25.5 higher than the previous day. The implied volatity was 57.42, the open interest changed by 20 which increased total open position to 26
On 24 Mar KEI was trading at 4126.00. The strike last trading price was 240.75, which was 90.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 23 Mar KEI was trading at 3990.50. The strike last trading price was 240.75, which was 90.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 20 Mar KEI was trading at 4188.00. The strike last trading price was 240.75, which was 90.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 19 Mar KEI was trading at 4213.00. The strike last trading price was 240.75, which was 90.75 higher than the previous day. The implied volatity was 48.52, the open interest changed by 0 which decreased total open position to 6
On 18 Mar KEI was trading at 4390.00. The strike last trading price was 150, which was -390.1 lower than the previous day. The implied volatity was 43.79, the open interest changed by 6 which increased total open position to 6
On 17 Mar KEI was trading at 4216.50. The strike last trading price was 540.1, which was 0 lower than the previous day. The implied volatity was 1.49, 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 540.1, which was 0 lower than the previous day. The implied volatity was 0.08, 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 540.1, which was 0 lower than the previous day. The implied volatity was 0.06, 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 540.1, which was 0 lower than the previous day. The implied volatity was 2.92, 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 540.1, which was 0 lower than the previous day. The implied volatity was 3.48, 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 540.1, which was 0 lower than the previous day. The implied volatity was 6.51, the open interest changed by 0 which decreased total open position to 0
On 23 Feb KEI was trading at 4765.70. 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 20 Feb KEI was trading at 4756.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 7.26, the open interest changed by 0 which decreased total open position to 0
On 19 Feb KEI was trading at 4568.60. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 5.73, the open interest changed by 0 which decreased total open position to 0
On 18 Feb KEI was trading at 4606.90. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 6.13, the open interest changed by 0 which decreased total open position to 0
On 17 Feb KEI was trading at 4567.80. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 5.62, the open interest changed by 0 which decreased total open position to 0
On 16 Feb KEI was trading at 4483.60. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 4.7, the open interest changed by 0 which decreased total open position to 0
On 13 Feb KEI was trading at 4566.80. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 5.63, the open interest changed by 0 which decreased total open position to 0
On 12 Feb KEI was trading at 4591.30. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 5.86, the open interest changed by 0 which decreased total open position to 0
On 11 Feb KEI was trading at 4605.90. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 6.05, the open interest changed by 0 which decreased total open position to 0
On 10 Feb KEI was trading at 4590.60. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 5.77, the open interest changed by 0 which decreased total open position to 0
On 9 Feb KEI was trading at 4599.10. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 5.69, the open interest changed by 0 which decreased total open position to 0
On 6 Feb KEI was trading at 4462.60. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 4.53, the open interest changed by 0 which decreased total open position to 0
On 5 Feb KEI was trading at 4443.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 4.03, the open interest changed by 0 which decreased total open position to 0
On 4 Feb KEI was trading at 4423.30. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 3.94, the open interest changed by 0 which decreased total open position to 0
On 3 Feb KEI was trading at 4367.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 3.1, the open interest changed by 0 which decreased total open position to 0
On 2 Feb KEI was trading at 4079.80. 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 1 Feb KEI was trading at 3974.40. 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 30 Jan KEI was trading at 4021.10. 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 29 Jan KEI was trading at 4005.30. 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
