KEI
Kei Industries Ltd.
Historical option data for KEI
16 Dec 2025 04:13 PM IST
| KEI 30-DEC-2025 4250 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.29
Vega: 2.78
Theta: -2.67
Gamma: 0.00
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| 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 | |||||||||
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| 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
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| 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































































































































































































































