KEI
Kei Industries Ltd.
Historical option data for KEI
12 Dec 2024 10:54 AM IST
| KEI 26DEC2024 4200 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 4553.65 | 319.2 | 0.00 | 0.00 | 0 | 2 | 0 | |||
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| 11 Dec | 4630.95 | 319.2 | -41.30 | - | 2 | 1 | 4 | |||
| 10 Dec | 4559.20 | 360.5 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 9 Dec | 4487.80 | 360.5 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Dec | 4500.35 | 360.5 | 0.00 | 0.00 | 0 | 2 | 0 | |||
| 5 Dec | 4454.00 | 360.5 | 53.40 | 44.68 | 9 | 1 | 2 | |||
| 4 Dec | 4420.20 | 307.1 | 37.38 | 1 | 0 | 0 | ||||
For Kei Industries Ltd. - strike price 4200 expiring on 26DEC2024
Delta for 4200 CE is 0.00
Historical price for 4200 CE is as follows
On 12 Dec KEI was trading at 4553.65. The strike last trading price was 319.2, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 11 Dec KEI was trading at 4630.95. The strike last trading price was 319.2, which was -41.30 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 4
On 10 Dec KEI was trading at 4559.20. The strike last trading price was 360.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 9 Dec KEI was trading at 4487.80. The strike last trading price was 360.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 6 Dec KEI was trading at 4500.35. The strike last trading price was 360.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 5 Dec KEI was trading at 4454.00. The strike last trading price was 360.5, which was 53.40 higher than the previous day. The implied volatity was 44.68, the open interest changed by 1 which increased total open position to 2
On 4 Dec KEI was trading at 4420.20. The strike last trading price was 307.1, which was lower than the previous day. The implied volatity was 37.38, the open interest changed by 0 which decreased total open position to 0
| KEI 26DEC2024 4200 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.13
Vega: 1.86
Theta: -2.37
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 4553.65 | 22.5 | 4.90 | 38.77 | 25 | 3 | 83 |
| 11 Dec | 4630.95 | 17.6 | -10.40 | 42.29 | 135 | 41 | 78 |
| 10 Dec | 4559.20 | 28 | -2.65 | 40.16 | 40 | 7 | 37 |
| 9 Dec | 4487.80 | 30.65 | -7.40 | 34.50 | 12 | 1 | 30 |
| 6 Dec | 4500.35 | 38.05 | -16.00 | 35.71 | 20 | 2 | 27 |
| 5 Dec | 4454.00 | 54.05 | -21.85 | 38.01 | 30 | 4 | 24 |
| 4 Dec | 4420.20 | 75.9 | 40.51 | 106 | 24 | 24 | |
For Kei Industries Ltd. - strike price 4200 expiring on 26DEC2024
Delta for 4200 PE is -0.13
Historical price for 4200 PE is as follows
On 12 Dec KEI was trading at 4553.65. The strike last trading price was 22.5, which was 4.90 higher than the previous day. The implied volatity was 38.77, the open interest changed by 3 which increased total open position to 83
On 11 Dec KEI was trading at 4630.95. The strike last trading price was 17.6, which was -10.40 lower than the previous day. The implied volatity was 42.29, the open interest changed by 41 which increased total open position to 78
On 10 Dec KEI was trading at 4559.20. The strike last trading price was 28, which was -2.65 lower than the previous day. The implied volatity was 40.16, the open interest changed by 7 which increased total open position to 37
On 9 Dec KEI was trading at 4487.80. The strike last trading price was 30.65, which was -7.40 lower than the previous day. The implied volatity was 34.50, the open interest changed by 1 which increased total open position to 30
On 6 Dec KEI was trading at 4500.35. The strike last trading price was 38.05, which was -16.00 lower than the previous day. The implied volatity was 35.71, the open interest changed by 2 which increased total open position to 27
On 5 Dec KEI was trading at 4454.00. The strike last trading price was 54.05, which was -21.85 lower than the previous day. The implied volatity was 38.01, the open interest changed by 4 which increased total open position to 24
On 4 Dec KEI was trading at 4420.20. The strike last trading price was 75.9, which was lower than the previous day. The implied volatity was 40.51, the open interest changed by 24 which increased total open position to 24
