KEI
Kei Industries Ltd.
Historical option data for KEI
17 Jan 2025 04:13 PM IST
KEI 30JAN2025 4200 CE | ||||||||||
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Delta: 0.43
Vega: 3.05
Theta: -5.44
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
17 Jan | 4104.70 | 100 | 10.00 | 42.43 | 30 | -4 | 129 | |||
16 Jan | 4109.35 | 90 | -0.30 | 39.31 | 50 | 1 | 133 | |||
15 Jan | 4068.35 | 90.3 | 14.25 | 40.58 | 80 | -5 | 132 | |||
14 Jan | 4020.30 | 76.05 | 27.55 | 40.42 | 119 | 60 | 130 | |||
13 Jan | 3994.45 | 48.5 | -77.70 | 35.73 | 139 | 45 | 70 | |||
10 Jan | 4177.05 | 126.2 | -10.85 | 32.23 | 17 | 1 | 26 | |||
9 Jan | 4202.95 | 137.05 | -57.95 | 31.51 | 4 | 1 | 27 | |||
8 Jan | 4264.50 | 195 | 9.80 | 33.33 | 19 | 3 | 27 | |||
7 Jan | 4312.70 | 185.2 | 0.00 | 0.00 | 0 | 1 | 0 | |||
6 Jan | 4254.15 | 185.2 | -149.80 | 28.71 | 7 | 1 | 24 | |||
3 Jan | 4363.85 | 335 | -15.30 | 50.60 | 2 | 0 | 23 | |||
2 Jan | 4477.75 | 350.3 | 26.55 | 30.76 | 1 | 0 | 23 | |||
1 Jan | 4469.50 | 323.75 | -6.50 | 20.91 | 1 | 0 | 22 | |||
31 Dec | 4436.65 | 330.25 | 44.70 | 33.72 | 2 | 0 | 22 | |||
30 Dec | 4352.90 | 285.55 | 0.00 | 0.00 | 0 | 0 | 0 | |||
27 Dec | 4343.45 | 285.55 | 39.55 | 37.64 | 25 | 1 | 23 | |||
26 Dec | 4320.25 | 246 | -164.90 | 30.85 | 56 | 22 | 22 | |||
24 Dec | 4177.30 | 410.9 | 0.00 | - | 0 | 0 | 0 | |||
23 Dec | 4195.85 | 410.9 | 0.00 | - | 0 | 0 | 0 | |||
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20 Dec | 4166.25 | 410.9 | 0.00 | - | 0 | 0 | 0 | |||
18 Dec | 4302.30 | 410.9 | 0.00 | - | 0 | 0 | 0 | |||
17 Dec | 4391.30 | 410.9 | 0.00 | - | 0 | 0 | 0 | |||
16 Dec | 4469.80 | 410.9 | 0.00 | - | 0 | 0 | 0 | |||
13 Dec | 4448.35 | 410.9 | 0.00 | - | 0 | 0 | 0 | |||
11 Dec | 4630.95 | 410.9 | 0.00 | - | 0 | 0 | 0 | |||
10 Dec | 4559.20 | 410.9 | 0.00 | - | 0 | 0 | 0 | |||
9 Dec | 4487.80 | 410.9 | 0.00 | - | 0 | 0 | 0 | |||
6 Dec | 4500.35 | 410.9 | 0.00 | - | 0 | 0 | 0 | |||
5 Dec | 4454.00 | 410.9 | 0.00 | - | 0 | 0 | 0 | |||
3 Dec | 4340.25 | 410.9 | 0.00 | - | 0 | 0 | 0 | |||
2 Dec | 4354.90 | 410.9 | 410.90 | - | 0 | 0 | 0 | |||
29 Nov | 4313.25 | 0 | - | 0 | 0 | 0 |
For Kei Industries Ltd. - strike price 4200 expiring on 30JAN2025
Delta for 4200 CE is 0.43
Historical price for 4200 CE is as follows
On 17 Jan KEI was trading at 4104.70. The strike last trading price was 100, which was 10.00 higher than the previous day. The implied volatity was 42.43, the open interest changed by -4 which decreased total open position to 129
On 16 Jan KEI was trading at 4109.35. The strike last trading price was 90, which was -0.30 lower than the previous day. The implied volatity was 39.31, the open interest changed by 1 which increased total open position to 133
On 15 Jan KEI was trading at 4068.35. The strike last trading price was 90.3, which was 14.25 higher than the previous day. The implied volatity was 40.58, the open interest changed by -5 which decreased total open position to 132
On 14 Jan KEI was trading at 4020.30. The strike last trading price was 76.05, which was 27.55 higher than the previous day. The implied volatity was 40.42, the open interest changed by 60 which increased total open position to 130
On 13 Jan KEI was trading at 3994.45. The strike last trading price was 48.5, which was -77.70 lower than the previous day. The implied volatity was 35.73, the open interest changed by 45 which increased total open position to 70
On 10 Jan KEI was trading at 4177.05. The strike last trading price was 126.2, which was -10.85 lower than the previous day. The implied volatity was 32.23, the open interest changed by 1 which increased total open position to 26
On 9 Jan KEI was trading at 4202.95. The strike last trading price was 137.05, which was -57.95 lower than the previous day. The implied volatity was 31.51, the open interest changed by 1 which increased total open position to 27
On 8 Jan KEI was trading at 4264.50. The strike last trading price was 195, which was 9.80 higher than the previous day. The implied volatity was 33.33, the open interest changed by 3 which increased total open position to 27
On 7 Jan KEI was trading at 4312.70. The strike last trading price was 185.2, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 6 Jan KEI was trading at 4254.15. The strike last trading price was 185.2, which was -149.80 lower than the previous day. The implied volatity was 28.71, the open interest changed by 1 which increased total open position to 24
On 3 Jan KEI was trading at 4363.85. The strike last trading price was 335, which was -15.30 lower than the previous day. The implied volatity was 50.60, the open interest changed by 0 which decreased total open position to 23
On 2 Jan KEI was trading at 4477.75. The strike last trading price was 350.3, which was 26.55 higher than the previous day. The implied volatity was 30.76, the open interest changed by 0 which decreased total open position to 23
On 1 Jan KEI was trading at 4469.50. The strike last trading price was 323.75, which was -6.50 lower than the previous day. The implied volatity was 20.91, the open interest changed by 0 which decreased total open position to 22
On 31 Dec KEI was trading at 4436.65. The strike last trading price was 330.25, which was 44.70 higher than the previous day. The implied volatity was 33.72, the open interest changed by 0 which decreased total open position to 22
On 30 Dec KEI was trading at 4352.90. The strike last trading price was 285.55, 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 27 Dec KEI was trading at 4343.45. The strike last trading price was 285.55, which was 39.55 higher than the previous day. The implied volatity was 37.64, the open interest changed by 1 which increased total open position to 23
On 26 Dec KEI was trading at 4320.25. The strike last trading price was 246, which was -164.90 lower than the previous day. The implied volatity was 30.85, the open interest changed by 22 which increased total open position to 22
On 24 Dec KEI was trading at 4177.30. The strike last trading price was 410.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 23 Dec KEI was trading at 4195.85. The strike last trading price was 410.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 20 Dec KEI was trading at 4166.25. The strike last trading price was 410.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 18 Dec KEI was trading at 4302.30. The strike last trading price was 410.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 17 Dec KEI was trading at 4391.30. The strike last trading price was 410.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 16 Dec KEI was trading at 4469.80. The strike last trading price was 410.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Dec KEI was trading at 4448.35. The strike last trading price was 410.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Dec KEI was trading at 4630.95. The strike last trading price was 410.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Dec KEI was trading at 4559.20. The strike last trading price was 410.9, which was 0.00 lower than the previous day. The implied volatity was -, 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 410.9, which was 0.00 lower than the previous day. The implied volatity was -, 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 410.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 Dec KEI was trading at 4454.00. The strike last trading price was 410.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Dec KEI was trading at 4340.25. The strike last trading price was 410.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 2 Dec KEI was trading at 4354.90. The strike last trading price was 410.9, which was 410.90 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 29 Nov KEI was trading at 4313.25. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
KEI 30JAN2025 4200 PE | |||||||
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Delta: -0.54
Vega: 3.08
Theta: -6.06
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
17 Jan | 4104.70 | 215.1 | -8.15 | 56.78 | 13 | -6 | 59 |
16 Jan | 4109.35 | 223.25 | -16.75 | 55.25 | 15 | -8 | 65 |
15 Jan | 4068.35 | 240 | -16.70 | 55.12 | 6 | -1 | 75 |
14 Jan | 4020.30 | 256.7 | -38.20 | 49.84 | 40 | 4 | 77 |
13 Jan | 3994.45 | 294.9 | 123.80 | 49.33 | 19 | -9 | 73 |
10 Jan | 4177.05 | 171.1 | 16.10 | 44.00 | 87 | 10 | 82 |
9 Jan | 4202.95 | 155 | 31.55 | 41.29 | 84 | 11 | 72 |
8 Jan | 4264.50 | 123.45 | 21.30 | 41.02 | 69 | -3 | 59 |
7 Jan | 4312.70 | 102.15 | -30.15 | 39.19 | 31 | 3 | 61 |
6 Jan | 4254.15 | 132.3 | 47.30 | 41.89 | 103 | 8 | 59 |
3 Jan | 4363.85 | 85 | 35.50 | 34.49 | 5 | -2 | 50 |
2 Jan | 4477.75 | 49.5 | -3.85 | 33.17 | 62 | -12 | 52 |
1 Jan | 4469.50 | 53.35 | -4.65 | 33.72 | 30 | -8 | 0 |
31 Dec | 4436.65 | 58 | -22.00 | 31.71 | 121 | -32 | 73 |
30 Dec | 4352.90 | 80 | -2.00 | 31.08 | 110 | 13 | 106 |
27 Dec | 4343.45 | 82 | -25.00 | 28.87 | 99 | 48 | 96 |
26 Dec | 4320.25 | 107 | -65.85 | 32.70 | 88 | 25 | 48 |
24 Dec | 4177.30 | 172.85 | 39.15 | 34.56 | 25 | 15 | 22 |
23 Dec | 4195.85 | 133.7 | -24.55 | 27.91 | 3 | 1 | 7 |
20 Dec | 4166.25 | 158.25 | 47.90 | 28.93 | 6 | 4 | 6 |
18 Dec | 4302.30 | 110.35 | -140.80 | 31.20 | 3 | 2 | 2 |
17 Dec | 4391.30 | 251.15 | 0.00 | 4.21 | 0 | 0 | 0 |
16 Dec | 4469.80 | 251.15 | 0.00 | 5.53 | 0 | 0 | 0 |
13 Dec | 4448.35 | 251.15 | 0.00 | 5.18 | 0 | 0 | 0 |
11 Dec | 4630.95 | 251.15 | 0.00 | 7.01 | 0 | 0 | 0 |
10 Dec | 4559.20 | 251.15 | 0.00 | 6.63 | 0 | 0 | 0 |
9 Dec | 4487.80 | 251.15 | 0.00 | 5.34 | 0 | 0 | 0 |
6 Dec | 4500.35 | 251.15 | 0.00 | 5.47 | 0 | 0 | 0 |
5 Dec | 4454.00 | 251.15 | 0.00 | 4.96 | 0 | 0 | 0 |
3 Dec | 4340.25 | 251.15 | 0.00 | 3.20 | 0 | 0 | 0 |
2 Dec | 4354.90 | 251.15 | 251.15 | 3.87 | 0 | 0 | 0 |
29 Nov | 4313.25 | 0 | 2.83 | 0 | 0 | 0 |
For Kei Industries Ltd. - strike price 4200 expiring on 30JAN2025
Delta for 4200 PE is -0.54
Historical price for 4200 PE is as follows
On 17 Jan KEI was trading at 4104.70. The strike last trading price was 215.1, which was -8.15 lower than the previous day. The implied volatity was 56.78, the open interest changed by -6 which decreased total open position to 59
On 16 Jan KEI was trading at 4109.35. The strike last trading price was 223.25, which was -16.75 lower than the previous day. The implied volatity was 55.25, the open interest changed by -8 which decreased total open position to 65
On 15 Jan KEI was trading at 4068.35. The strike last trading price was 240, which was -16.70 lower than the previous day. The implied volatity was 55.12, the open interest changed by -1 which decreased total open position to 75
On 14 Jan KEI was trading at 4020.30. The strike last trading price was 256.7, which was -38.20 lower than the previous day. The implied volatity was 49.84, the open interest changed by 4 which increased total open position to 77
On 13 Jan KEI was trading at 3994.45. The strike last trading price was 294.9, which was 123.80 higher than the previous day. The implied volatity was 49.33, the open interest changed by -9 which decreased total open position to 73
On 10 Jan KEI was trading at 4177.05. The strike last trading price was 171.1, which was 16.10 higher than the previous day. The implied volatity was 44.00, the open interest changed by 10 which increased total open position to 82
On 9 Jan KEI was trading at 4202.95. The strike last trading price was 155, which was 31.55 higher than the previous day. The implied volatity was 41.29, the open interest changed by 11 which increased total open position to 72
On 8 Jan KEI was trading at 4264.50. The strike last trading price was 123.45, which was 21.30 higher than the previous day. The implied volatity was 41.02, the open interest changed by -3 which decreased total open position to 59
On 7 Jan KEI was trading at 4312.70. The strike last trading price was 102.15, which was -30.15 lower than the previous day. The implied volatity was 39.19, the open interest changed by 3 which increased total open position to 61
On 6 Jan KEI was trading at 4254.15. The strike last trading price was 132.3, which was 47.30 higher than the previous day. The implied volatity was 41.89, the open interest changed by 8 which increased total open position to 59
On 3 Jan KEI was trading at 4363.85. The strike last trading price was 85, which was 35.50 higher than the previous day. The implied volatity was 34.49, the open interest changed by -2 which decreased total open position to 50
On 2 Jan KEI was trading at 4477.75. The strike last trading price was 49.5, which was -3.85 lower than the previous day. The implied volatity was 33.17, the open interest changed by -12 which decreased total open position to 52
On 1 Jan KEI was trading at 4469.50. The strike last trading price was 53.35, which was -4.65 lower than the previous day. The implied volatity was 33.72, the open interest changed by -8 which decreased total open position to 0
On 31 Dec KEI was trading at 4436.65. The strike last trading price was 58, which was -22.00 lower than the previous day. The implied volatity was 31.71, the open interest changed by -32 which decreased total open position to 73
On 30 Dec KEI was trading at 4352.90. The strike last trading price was 80, which was -2.00 lower than the previous day. The implied volatity was 31.08, the open interest changed by 13 which increased total open position to 106
On 27 Dec KEI was trading at 4343.45. The strike last trading price was 82, which was -25.00 lower than the previous day. The implied volatity was 28.87, the open interest changed by 48 which increased total open position to 96
On 26 Dec KEI was trading at 4320.25. The strike last trading price was 107, which was -65.85 lower than the previous day. The implied volatity was 32.70, the open interest changed by 25 which increased total open position to 48
On 24 Dec KEI was trading at 4177.30. The strike last trading price was 172.85, which was 39.15 higher than the previous day. The implied volatity was 34.56, the open interest changed by 15 which increased total open position to 22
On 23 Dec KEI was trading at 4195.85. The strike last trading price was 133.7, which was -24.55 lower than the previous day. The implied volatity was 27.91, the open interest changed by 1 which increased total open position to 7
On 20 Dec KEI was trading at 4166.25. The strike last trading price was 158.25, which was 47.90 higher than the previous day. The implied volatity was 28.93, the open interest changed by 4 which increased total open position to 6
On 18 Dec KEI was trading at 4302.30. The strike last trading price was 110.35, which was -140.80 lower than the previous day. The implied volatity was 31.20, the open interest changed by 2 which increased total open position to 2
On 17 Dec KEI was trading at 4391.30. The strike last trading price was 251.15, which was 0.00 lower than the previous day. The implied volatity was 4.21, the open interest changed by 0 which decreased total open position to 0
On 16 Dec KEI was trading at 4469.80. The strike last trading price was 251.15, which was 0.00 lower than the previous day. The implied volatity was 5.53, the open interest changed by 0 which decreased total open position to 0
On 13 Dec KEI was trading at 4448.35. The strike last trading price was 251.15, which was 0.00 lower than the previous day. The implied volatity was 5.18, the open interest changed by 0 which decreased total open position to 0
On 11 Dec KEI was trading at 4630.95. The strike last trading price was 251.15, which was 0.00 lower than the previous day. The implied volatity was 7.01, the open interest changed by 0 which decreased total open position to 0
On 10 Dec KEI was trading at 4559.20. The strike last trading price was 251.15, which was 0.00 lower than the previous day. The implied volatity was 6.63, 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 251.15, which was 0.00 lower than the previous day. The implied volatity was 5.34, 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 251.15, which was 0.00 lower than the previous day. The implied volatity was 5.47, the open interest changed by 0 which decreased total open position to 0
On 5 Dec KEI was trading at 4454.00. The strike last trading price was 251.15, which was 0.00 lower than the previous day. The implied volatity was 4.96, the open interest changed by 0 which decreased total open position to 0
On 3 Dec KEI was trading at 4340.25. The strike last trading price was 251.15, which was 0.00 lower than the previous day. The implied volatity was 3.20, the open interest changed by 0 which decreased total open position to 0
On 2 Dec KEI was trading at 4354.90. The strike last trading price was 251.15, which was 251.15 higher than the previous day. The implied volatity was 3.87, the open interest changed by 0 which decreased total open position to 0
On 29 Nov KEI was trading at 4313.25. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 2.83, the open interest changed by 0 which decreased total open position to 0