KEI
Kei Industries Ltd.
Historical option data for KEI
15 Dec 2025 04:13 PM IST
| KEI 30-DEC-2025 4200 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.47
Vega: 3.36
Theta: -3.42
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 15 Dec | 4167.90 | 77 | 34.5 | 25.92 | 4,680 | -163 | 609 | |||||||||
| 12 Dec | 4067.10 | 43.9 | 0.85 | 22.90 | 363 | -19 | 776 | |||||||||
| 11 Dec | 4057.30 | 41.55 | 20.05 | 24.99 | 1,089 | -22 | 797 | |||||||||
| 10 Dec | 3947.90 | 22 | -31.85 | 26.51 | 1,213 | 177 | 818 | |||||||||
| 9 Dec | 4073.00 | 55.8 | 10.4 | 25.06 | 765 | -27 | 648 | |||||||||
| 8 Dec | 4095.20 | 41.45 | -44.1 | 20.08 | 986 | 66 | 678 | |||||||||
| 5 Dec | 4163.50 | 84.35 | -7.45 | 21.08 | 1,014 | -3 | 621 | |||||||||
| 4 Dec | 4185.10 | 93.05 | 4.25 | 17.59 | 1,070 | -52 | 624 | |||||||||
| 3 Dec | 4161.60 | 88.45 | -31.65 | 21.97 | 1,203 | 178 | 676 | |||||||||
| 2 Dec | 4184.30 | 125.25 | 44.05 | 24.90 | 1,245 | -53 | 479 | |||||||||
| 1 Dec | 4107.00 | 83 | -21 | 23.40 | 1,104 | 120 | 536 | |||||||||
| 28 Nov | 4145.60 | 107 | 16.8 | 22.62 | 3,288 | 182 | 430 | |||||||||
| 27 Nov | 4135.70 | 93.6 | -4.4 | 20.57 | 175 | -41 | 249 | |||||||||
| 26 Nov | 4133.10 | 93.35 | 40.8 | 22.17 | 690 | 35 | 295 | |||||||||
| 25 Nov | 4071.50 | 56.95 | -37.45 | 19.58 | 511 | 86 | 258 | |||||||||
| 24 Nov | 4107.80 | 94.95 | -3.8 | 22.83 | 469 | 72 | 171 | |||||||||
| 21 Nov | 4080.40 | 92.2 | -40.65 | 24.01 | 176 | 55 | 98 | |||||||||
| 20 Nov | 4167.30 | 127.2 | 15.4 | 21.53 | 88 | 21 | 38 | |||||||||
| 19 Nov | 4119.10 | 112 | -7 | 23.12 | 9 | 2 | 17 | |||||||||
| 18 Nov | 4125.90 | 119 | -21 | 23.50 | 16 | 10 | 13 | |||||||||
| 17 Nov | 4150.90 | 140 | -222.7 | 24.53 | 3 | 2 | 2 | |||||||||
| 13 Nov | 4113.60 | 362.7 | 0 | 0.71 | 0 | 0 | 0 | |||||||||
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| 30 Oct | 4109.00 | 362.7 | 0 | 0.56 | 0 | 0 | 0 | |||||||||
| 28 Oct | 4063.80 | 362.7 | 0 | 0.92 | 0 | 0 | 0 | |||||||||
| 27 Oct | 4084.80 | 362.7 | 0 | 0.75 | 0 | 0 | 0 | |||||||||
| 24 Oct | 4125.70 | 362.7 | 0 | 0.05 | 0 | 0 | 0 | |||||||||
| 21 Oct | 4143.80 | 362.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Oct | 4172.60 | 362.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 15 Oct | 4420.60 | 362.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 14 Oct | 4361.80 | 362.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Oct | 4311.60 | 362.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Oct | 4278.20 | 362.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Oct | 4250.80 | 362.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 8 Oct | 4254.90 | 362.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 Oct | 4201.50 | 362.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Oct | 4131.70 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Oct | 4037.20 | 0 | 0 | 0.98 | 0 | 0 | 0 | |||||||||
For Kei Industries Ltd. - strike price 4200 expiring on 30DEC2025
Delta for 4200 CE is 0.47
Historical price for 4200 CE is as follows
On 15 Dec KEI was trading at 4167.90. The strike last trading price was 77, which was 34.5 higher than the previous day. The implied volatity was 25.92, the open interest changed by -163 which decreased total open position to 609
On 12 Dec KEI was trading at 4067.10. The strike last trading price was 43.9, which was 0.85 higher than the previous day. The implied volatity was 22.90, the open interest changed by -19 which decreased total open position to 776
On 11 Dec KEI was trading at 4057.30. The strike last trading price was 41.55, which was 20.05 higher than the previous day. The implied volatity was 24.99, the open interest changed by -22 which decreased total open position to 797
On 10 Dec KEI was trading at 3947.90. The strike last trading price was 22, which was -31.85 lower than the previous day. The implied volatity was 26.51, the open interest changed by 177 which increased total open position to 818
On 9 Dec KEI was trading at 4073.00. The strike last trading price was 55.8, which was 10.4 higher than the previous day. The implied volatity was 25.06, the open interest changed by -27 which decreased total open position to 648
On 8 Dec KEI was trading at 4095.20. The strike last trading price was 41.45, which was -44.1 lower than the previous day. The implied volatity was 20.08, the open interest changed by 66 which increased total open position to 678
On 5 Dec KEI was trading at 4163.50. The strike last trading price was 84.35, which was -7.45 lower than the previous day. The implied volatity was 21.08, the open interest changed by -3 which decreased total open position to 621
On 4 Dec KEI was trading at 4185.10. The strike last trading price was 93.05, which was 4.25 higher than the previous day. The implied volatity was 17.59, the open interest changed by -52 which decreased total open position to 624
On 3 Dec KEI was trading at 4161.60. The strike last trading price was 88.45, which was -31.65 lower than the previous day. The implied volatity was 21.97, the open interest changed by 178 which increased total open position to 676
On 2 Dec KEI was trading at 4184.30. The strike last trading price was 125.25, which was 44.05 higher than the previous day. The implied volatity was 24.90, the open interest changed by -53 which decreased total open position to 479
On 1 Dec KEI was trading at 4107.00. The strike last trading price was 83, which was -21 lower than the previous day. The implied volatity was 23.40, the open interest changed by 120 which increased total open position to 536
On 28 Nov KEI was trading at 4145.60. The strike last trading price was 107, which was 16.8 higher than the previous day. The implied volatity was 22.62, the open interest changed by 182 which increased total open position to 430
On 27 Nov KEI was trading at 4135.70. The strike last trading price was 93.6, which was -4.4 lower than the previous day. The implied volatity was 20.57, the open interest changed by -41 which decreased total open position to 249
On 26 Nov KEI was trading at 4133.10. The strike last trading price was 93.35, which was 40.8 higher than the previous day. The implied volatity was 22.17, the open interest changed by 35 which increased total open position to 295
On 25 Nov KEI was trading at 4071.50. The strike last trading price was 56.95, which was -37.45 lower than the previous day. The implied volatity was 19.58, the open interest changed by 86 which increased total open position to 258
On 24 Nov KEI was trading at 4107.80. The strike last trading price was 94.95, which was -3.8 lower than the previous day. The implied volatity was 22.83, the open interest changed by 72 which increased total open position to 171
On 21 Nov KEI was trading at 4080.40. The strike last trading price was 92.2, which was -40.65 lower than the previous day. The implied volatity was 24.01, the open interest changed by 55 which increased total open position to 98
On 20 Nov KEI was trading at 4167.30. The strike last trading price was 127.2, which was 15.4 higher than the previous day. The implied volatity was 21.53, the open interest changed by 21 which increased total open position to 38
On 19 Nov KEI was trading at 4119.10. The strike last trading price was 112, which was -7 lower than the previous day. The implied volatity was 23.12, the open interest changed by 2 which increased total open position to 17
On 18 Nov KEI was trading at 4125.90. The strike last trading price was 119, which was -21 lower than the previous day. The implied volatity was 23.50, the open interest changed by 10 which increased total open position to 13
On 17 Nov KEI was trading at 4150.90. The strike last trading price was 140, which was -222.7 lower than the previous day. The implied volatity was 24.53, the open interest changed by 2 which increased total open position to 2
On 13 Nov KEI was trading at 4113.60. The strike last trading price was 362.7, which was 0 lower than the previous day. The implied volatity was 0.71, 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 362.7, which was 0 lower than the previous day. The implied volatity was 0.56, 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 362.7, which was 0 lower than the previous day. The implied volatity was 0.92, 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 362.7, which was 0 lower than the previous day. The implied volatity was 0.75, 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 362.7, which was 0 lower than the previous day. The implied volatity was 0.05, 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 362.7, 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 362.7, 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 362.7, 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 362.7, 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 362.7, 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 362.7, 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 362.7, 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 362.7, 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 362.7, 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 0.98, the open interest changed by 0 which decreased total open position to 0
| KEI 30DEC2025 4200 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.53
Vega: 3.35
Theta: -2.04
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 15 Dec | 4167.90 | 91.95 | -66.05 | 23.89 | 311 | 34 | 108 |
| 12 Dec | 4067.10 | 158 | -12 | 27.85 | 14 | 0 | 76 |
| 11 Dec | 4057.30 | 170 | -97.1 | 23.42 | 7 | -2 | 76 |
| 10 Dec | 3947.90 | 267.9 | 111.8 | 26.87 | 5 | 0 | 79 |
| 9 Dec | 4073.00 | 157.7 | -31.15 | 24.75 | 35 | -10 | 80 |
| 8 Dec | 4095.20 | 188.85 | 73.25 | 33.26 | 84 | 25 | 91 |
| 5 Dec | 4163.50 | 116.15 | -2.4 | 24.97 | 20 | 9 | 66 |
| 4 Dec | 4185.10 | 119.95 | -17.1 | 29.95 | 69 | 8 | 56 |
| 3 Dec | 4161.60 | 134.7 | 26.7 | 27.35 | 82 | -20 | 47 |
| 2 Dec | 4184.30 | 107.95 | -48.05 | 25.51 | 32 | 10 | 67 |
| 1 Dec | 4107.00 | 156 | 25.2 | 27.04 | 24 | 4 | 57 |
| 28 Nov | 4145.60 | 130.65 | -17.15 | 25.74 | 173 | 21 | 52 |
| 27 Nov | 4135.70 | 147.8 | 0.65 | 27.81 | 8 | -1 | 31 |
| 26 Nov | 4133.10 | 147.3 | -62.35 | 25.15 | 53 | -10 | 31 |
| 25 Nov | 4071.50 | 218.5 | 8.5 | 32.14 | 45 | 39 | 41 |
| 24 Nov | 4107.80 | 210 | -226.8 | - | 0 | 2 | 0 |
| 21 Nov | 4080.40 | 210 | -226.8 | 30.98 | 2 | 0 | 0 |
| 20 Nov | 4167.30 | 436.8 | 0 | 0.36 | 0 | 0 | 0 |
| 19 Nov | 4119.10 | 436.8 | 0 | - | 0 | 0 | 0 |
| 18 Nov | 4125.90 | 436.8 | 0 | - | 0 | 0 | 0 |
| 17 Nov | 4150.90 | 436.8 | 0 | 0.03 | 0 | 0 | 0 |
| 13 Nov | 4113.60 | 436.8 | 0 | - | 0 | 0 | 0 |
| 30 Oct | 4109.00 | 436.8 | 0 | - | 0 | 0 | 0 |
| 28 Oct | 4063.80 | 436.8 | 0 | - | 0 | 0 | 0 |
| 27 Oct | 4084.80 | 436.8 | 0 | - | 0 | 0 | 0 |
| 24 Oct | 4125.70 | 436.8 | 0 | 0.06 | 0 | 0 | 0 |
| 21 Oct | 4143.80 | 436.8 | 0 | 0.21 | 0 | 0 | 0 |
| 16 Oct | 4172.60 | 436.8 | 0 | 0.96 | 0 | 0 | 0 |
| 15 Oct | 4420.60 | 436.8 | 0 | - | 0 | 0 | 0 |
| 14 Oct | 4361.80 | 436.8 | 0 | - | 0 | 0 | 0 |
| 13 Oct | 4311.60 | 436.8 | 0 | - | 0 | 0 | 0 |
| 10 Oct | 4278.20 | 436.8 | 0 | - | 0 | 0 | 0 |
| 9 Oct | 4250.80 | 436.8 | 0 | 1.97 | 0 | 0 | 0 |
| 8 Oct | 4254.90 | 436.8 | 0 | - | 0 | 0 | 0 |
| 7 Oct | 4201.50 | 436.8 | 0 | 1.36 | 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 4200 expiring on 30DEC2025
Delta for 4200 PE is -0.53
Historical price for 4200 PE is as follows
On 15 Dec KEI was trading at 4167.90. The strike last trading price was 91.95, which was -66.05 lower than the previous day. The implied volatity was 23.89, the open interest changed by 34 which increased total open position to 108
On 12 Dec KEI was trading at 4067.10. The strike last trading price was 158, which was -12 lower than the previous day. The implied volatity was 27.85, the open interest changed by 0 which decreased total open position to 76
On 11 Dec KEI was trading at 4057.30. The strike last trading price was 170, which was -97.1 lower than the previous day. The implied volatity was 23.42, the open interest changed by -2 which decreased total open position to 76
On 10 Dec KEI was trading at 3947.90. The strike last trading price was 267.9, which was 111.8 higher than the previous day. The implied volatity was 26.87, the open interest changed by 0 which decreased total open position to 79
On 9 Dec KEI was trading at 4073.00. The strike last trading price was 157.7, which was -31.15 lower than the previous day. The implied volatity was 24.75, the open interest changed by -10 which decreased total open position to 80
On 8 Dec KEI was trading at 4095.20. The strike last trading price was 188.85, which was 73.25 higher than the previous day. The implied volatity was 33.26, the open interest changed by 25 which increased total open position to 91
On 5 Dec KEI was trading at 4163.50. The strike last trading price was 116.15, which was -2.4 lower than the previous day. The implied volatity was 24.97, the open interest changed by 9 which increased total open position to 66
On 4 Dec KEI was trading at 4185.10. The strike last trading price was 119.95, which was -17.1 lower than the previous day. The implied volatity was 29.95, the open interest changed by 8 which increased total open position to 56
On 3 Dec KEI was trading at 4161.60. The strike last trading price was 134.7, which was 26.7 higher than the previous day. The implied volatity was 27.35, the open interest changed by -20 which decreased total open position to 47
On 2 Dec KEI was trading at 4184.30. The strike last trading price was 107.95, which was -48.05 lower than the previous day. The implied volatity was 25.51, the open interest changed by 10 which increased total open position to 67
On 1 Dec KEI was trading at 4107.00. The strike last trading price was 156, which was 25.2 higher than the previous day. The implied volatity was 27.04, the open interest changed by 4 which increased total open position to 57
On 28 Nov KEI was trading at 4145.60. The strike last trading price was 130.65, which was -17.15 lower than the previous day. The implied volatity was 25.74, the open interest changed by 21 which increased total open position to 52
On 27 Nov KEI was trading at 4135.70. The strike last trading price was 147.8, which was 0.65 higher than the previous day. The implied volatity was 27.81, the open interest changed by -1 which decreased total open position to 31
On 26 Nov KEI was trading at 4133.10. The strike last trading price was 147.3, which was -62.35 lower than the previous day. The implied volatity was 25.15, the open interest changed by -10 which decreased total open position to 31
On 25 Nov KEI was trading at 4071.50. The strike last trading price was 218.5, which was 8.5 higher than the previous day. The implied volatity was 32.14, the open interest changed by 39 which increased total open position to 41
On 24 Nov KEI was trading at 4107.80. The strike last trading price was 210, which was -226.8 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0
On 21 Nov KEI was trading at 4080.40. The strike last trading price was 210, which was -226.8 lower than the previous day. The implied volatity was 30.98, 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 436.8, 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
On 19 Nov KEI was trading at 4119.10. The strike last trading price was 436.8, 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 18 Nov KEI was trading at 4125.90. The strike last trading price was 436.8, 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 17 Nov KEI was trading at 4150.90. The strike last trading price was 436.8, which was 0 lower than the previous day. The implied volatity was 0.03, 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 436.8, 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 30 Oct KEI was trading at 4109.00. The strike last trading price was 436.8, 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 28 Oct KEI was trading at 4063.80. The strike last trading price was 436.8, 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 27 Oct KEI was trading at 4084.80. The strike last trading price was 436.8, 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 24 Oct KEI was trading at 4125.70. The strike last trading price was 436.8, 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 21 Oct KEI was trading at 4143.80. The strike last trading price was 436.8, which was 0 lower than the previous day. The implied volatity was 0.21, 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 436.8, which was 0 lower than the previous day. The implied volatity was 0.96, 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 436.8, 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 436.8, 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 436.8, 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 436.8, 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 436.8, which was 0 lower than the previous day. The implied volatity was 1.97, 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 436.8, 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 436.8, which was 0 lower than the previous day. The implied volatity was 1.36, 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































































































































































































































