[--[65.84.65.76]--]

KEI

Kei Industries Ltd.
4156.3 -11.60 (-0.28%)
L: 4124 H: 4174

Back to Option Chain


Historical option data for KEI

16 Dec 2025 04:13 PM IST
KEI 30-DEC-2025 4250 CE
Delta: 0.29
Vega: 2.78
Theta: -2.67
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
16 Dec 4156.30 34.5 -23.1 23.68 172 -37 476
15 Dec 4167.90 55.4 26.2 25.49 1,349 43 514
12 Dec 4067.10 30 0.95 22.78 22 8 472
11 Dec 4057.30 29.05 14.1 24.82 115 -8 464
10 Dec 3947.90 14.65 -25.1 26.20 167 -17 475
9 Dec 4073.00 39.35 6.3 24.49 271 -18 493
8 Dec 4095.20 31.3 -32.8 21.05 163 -26 512
5 Dec 4163.50 64.9 -6 21.42 30 -10 540
4 Dec 4185.10 72 2.8 18.40 70 -9 550
3 Dec 4161.60 69.6 -25.05 22.35 186 -17 559
2 Dec 4184.30 98.95 36.15 24.36 159 -2 578
1 Dec 4107.00 62.8 -19.45 22.98 274 33 580
28 Nov 4145.60 83.55 12.5 22.28 959 -77 546
27 Nov 4135.70 72 -6.1 20.42 136 7 624
26 Nov 4133.10 75.15 36.55 22.48 976 -244 620
25 Nov 4071.50 39.2 -39.6 18.86 1,859 615 902
24 Nov 4107.80 77.55 -4.45 23.19 392 198 291
21 Nov 4080.40 82 -69 25.51 97 86 92
20 Nov 4167.30 151 1 - 0 0 0
19 Nov 4119.10 151 1 - 0 0 0
13 Nov 4113.60 151 1 32.11 1 0 6
30 Oct 4109.00 150 -110.95 27.73 9 6 6


For Kei Industries Ltd. - strike price 4250 expiring on 30DEC2025

Delta for 4250 CE is 0.29

Historical price for 4250 CE is as follows

On 16 Dec KEI was trading at 4156.30. The strike last trading price was 34.5, which was -23.1 lower than the previous day. The implied volatity was 23.68, the open interest changed by -37 which decreased total open position to 476


On 15 Dec KEI was trading at 4167.90. The strike last trading price was 55.4, which was 26.2 higher than the previous day. The implied volatity was 25.49, the open interest changed by 43 which increased total open position to 514


On 12 Dec KEI was trading at 4067.10. The strike last trading price was 30, which was 0.95 higher than the previous day. The implied volatity was 22.78, the open interest changed by 8 which increased total open position to 472


On 11 Dec KEI was trading at 4057.30. The strike last trading price was 29.05, which was 14.1 higher than the previous day. The implied volatity was 24.82, the open interest changed by -8 which decreased total open position to 464


On 10 Dec KEI was trading at 3947.90. The strike last trading price was 14.65, which was -25.1 lower than the previous day. The implied volatity was 26.20, the open interest changed by -17 which decreased total open position to 475


On 9 Dec KEI was trading at 4073.00. The strike last trading price was 39.35, which was 6.3 higher than the previous day. The implied volatity was 24.49, the open interest changed by -18 which decreased total open position to 493


On 8 Dec KEI was trading at 4095.20. The strike last trading price was 31.3, which was -32.8 lower than the previous day. The implied volatity was 21.05, the open interest changed by -26 which decreased total open position to 512


On 5 Dec KEI was trading at 4163.50. The strike last trading price was 64.9, which was -6 lower than the previous day. The implied volatity was 21.42, the open interest changed by -10 which decreased total open position to 540


On 4 Dec KEI was trading at 4185.10. The strike last trading price was 72, which was 2.8 higher than the previous day. The implied volatity was 18.40, the open interest changed by -9 which decreased total open position to 550


On 3 Dec KEI was trading at 4161.60. The strike last trading price was 69.6, which was -25.05 lower than the previous day. The implied volatity was 22.35, the open interest changed by -17 which decreased total open position to 559


On 2 Dec KEI was trading at 4184.30. The strike last trading price was 98.95, which was 36.15 higher than the previous day. The implied volatity was 24.36, the open interest changed by -2 which decreased total open position to 578


On 1 Dec KEI was trading at 4107.00. The strike last trading price was 62.8, which was -19.45 lower than the previous day. The implied volatity was 22.98, the open interest changed by 33 which increased total open position to 580


On 28 Nov KEI was trading at 4145.60. The strike last trading price was 83.55, which was 12.5 higher than the previous day. The implied volatity was 22.28, the open interest changed by -77 which decreased total open position to 546


On 27 Nov KEI was trading at 4135.70. The strike last trading price was 72, which was -6.1 lower than the previous day. The implied volatity was 20.42, the open interest changed by 7 which increased total open position to 624


On 26 Nov KEI was trading at 4133.10. The strike last trading price was 75.15, which was 36.55 higher than the previous day. The implied volatity was 22.48, the open interest changed by -244 which decreased total open position to 620


On 25 Nov KEI was trading at 4071.50. The strike last trading price was 39.2, which was -39.6 lower than the previous day. The implied volatity was 18.86, the open interest changed by 615 which increased total open position to 902


On 24 Nov KEI was trading at 4107.80. The strike last trading price was 77.55, which was -4.45 lower than the previous day. The implied volatity was 23.19, the open interest changed by 198 which increased total open position to 291


On 21 Nov KEI was trading at 4080.40. The strike last trading price was 82, which was -69 lower than the previous day. The implied volatity was 25.51, the open interest changed by 86 which increased total open position to 92


On 20 Nov KEI was trading at 4167.30. The strike last trading price was 151, which was 1 higher than the previous day. The implied volatity was -, 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 151, which was 1 higher than the previous day. The implied volatity was -, 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 151, which was 1 higher than the previous day. The implied volatity was 32.11, the open interest changed by 0 which decreased total open position to 6


On 30 Oct KEI was trading at 4109.00. The strike last trading price was 150, which was -110.95 lower than the previous day. The implied volatity was 27.73, the open interest changed by 6 which increased total open position to 6


KEI 30DEC2025 4250 PE
Delta: -0.71
Vega: 2.75
Theta: -1.40
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
16 Dec 4156.30 142.05 24.45 22.89 35 0 207
15 Dec 4167.90 119.45 -81.6 23.14 56 2 207
12 Dec 4067.10 201.05 -112.3 30.54 3 -1 205
11 Dec 4057.30 313.35 92.15 - 0 0 206
10 Dec 3947.90 313.35 92.15 28.17 5 -3 208
9 Dec 4073.00 221.2 -4.2 32.98 22 -12 211
8 Dec 4095.20 225.4 82.35 34.31 20 -8 223
5 Dec 4163.50 143.05 -1.35 24.63 10 0 231
4 Dec 4185.10 142.85 -22.6 27.47 19 9 231
3 Dec 4161.60 165.45 31.6 27.86 14 -3 222
2 Dec 4184.30 128.55 -56.95 24.38 23 7 224
1 Dec 4107.00 185.5 37.6 26.81 139 84 217
28 Nov 4145.60 147.9 -29.75 23.61 100 0 49
27 Nov 4135.70 177.65 0 28.18 2 0 48
26 Nov 4133.10 178.6 -43.05 25.54 91 18 47
25 Nov 4071.50 221.65 5.45 26.08 20 1 30
24 Nov 4107.80 216.2 26.2 31.04 37 22 28
21 Nov 4080.40 190 -19.3 - 0 3 0
20 Nov 4167.30 190 -19.3 31.39 4 2 5
19 Nov 4119.10 209.3 0 29.62 1 0 2
13 Nov 4113.60 402.55 0 - 0 0 0
30 Oct 4109.00 402.55 0 - 0 0 0


For Kei Industries Ltd. - strike price 4250 expiring on 30DEC2025

Delta for 4250 PE is -0.71

Historical price for 4250 PE is as follows

On 16 Dec KEI was trading at 4156.30. The strike last trading price was 142.05, which was 24.45 higher than the previous day. The implied volatity was 22.89, the open interest changed by 0 which decreased total open position to 207


On 15 Dec KEI was trading at 4167.90. The strike last trading price was 119.45, which was -81.6 lower than the previous day. The implied volatity was 23.14, the open interest changed by 2 which increased total open position to 207


On 12 Dec KEI was trading at 4067.10. The strike last trading price was 201.05, which was -112.3 lower than the previous day. The implied volatity was 30.54, the open interest changed by -1 which decreased total open position to 205


On 11 Dec KEI was trading at 4057.30. The strike last trading price was 313.35, which was 92.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 206


On 10 Dec KEI was trading at 3947.90. The strike last trading price was 313.35, which was 92.15 higher than the previous day. The implied volatity was 28.17, the open interest changed by -3 which decreased total open position to 208


On 9 Dec KEI was trading at 4073.00. The strike last trading price was 221.2, which was -4.2 lower than the previous day. The implied volatity was 32.98, the open interest changed by -12 which decreased total open position to 211


On 8 Dec KEI was trading at 4095.20. The strike last trading price was 225.4, which was 82.35 higher than the previous day. The implied volatity was 34.31, the open interest changed by -8 which decreased total open position to 223


On 5 Dec KEI was trading at 4163.50. The strike last trading price was 143.05, which was -1.35 lower than the previous day. The implied volatity was 24.63, the open interest changed by 0 which decreased total open position to 231


On 4 Dec KEI was trading at 4185.10. The strike last trading price was 142.85, which was -22.6 lower than the previous day. The implied volatity was 27.47, the open interest changed by 9 which increased total open position to 231


On 3 Dec KEI was trading at 4161.60. The strike last trading price was 165.45, which was 31.6 higher than the previous day. The implied volatity was 27.86, the open interest changed by -3 which decreased total open position to 222


On 2 Dec KEI was trading at 4184.30. The strike last trading price was 128.55, which was -56.95 lower than the previous day. The implied volatity was 24.38, the open interest changed by 7 which increased total open position to 224


On 1 Dec KEI was trading at 4107.00. The strike last trading price was 185.5, which was 37.6 higher than the previous day. The implied volatity was 26.81, the open interest changed by 84 which increased total open position to 217


On 28 Nov KEI was trading at 4145.60. The strike last trading price was 147.9, which was -29.75 lower than the previous day. The implied volatity was 23.61, the open interest changed by 0 which decreased total open position to 49


On 27 Nov KEI was trading at 4135.70. The strike last trading price was 177.65, which was 0 lower than the previous day. The implied volatity was 28.18, the open interest changed by 0 which decreased total open position to 48


On 26 Nov KEI was trading at 4133.10. The strike last trading price was 178.6, which was -43.05 lower than the previous day. The implied volatity was 25.54, the open interest changed by 18 which increased total open position to 47


On 25 Nov KEI was trading at 4071.50. The strike last trading price was 221.65, which was 5.45 higher than the previous day. The implied volatity was 26.08, the open interest changed by 1 which increased total open position to 30


On 24 Nov KEI was trading at 4107.80. The strike last trading price was 216.2, which was 26.2 higher than the previous day. The implied volatity was 31.04, the open interest changed by 22 which increased total open position to 28


On 21 Nov KEI was trading at 4080.40. The strike last trading price was 190, which was -19.3 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0


On 20 Nov KEI was trading at 4167.30. The strike last trading price was 190, which was -19.3 lower than the previous day. The implied volatity was 31.39, the open interest changed by 2 which increased total open position to 5


On 19 Nov KEI was trading at 4119.10. The strike last trading price was 209.3, which was 0 lower than the previous day. The implied volatity was 29.62, the open interest changed by 0 which decreased total open position to 2


On 13 Nov KEI was trading at 4113.60. The strike last trading price was 402.55, 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 402.55, 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