KEI
Kei Industries Ltd.
Historical option data for KEI
12 Dec 2024 10:24 AM IST
| KEI 26DEC2024 4300 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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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 | 4548.05 | 293.95 | 0.00 | 0.00 | 0 | 3 | 0 | |||
| 11 Dec | 4630.95 | 293.95 | 10.80 | - | 3 | 2 | 9 | |||
| 10 Dec | 4559.20 | 283.15 | 0.00 | 16.95 | 1 | 0 | 7 | |||
| 9 Dec | 4487.80 | 283.15 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Dec | 4500.35 | 283.15 | 0.00 | 0.00 | 0 | 6 | 0 | |||
| 5 Dec | 4454.00 | 283.15 | -1.85 | 41.98 | 22 | 4 | 5 | |||
| 4 Dec | 4420.20 | 285 | 92.80 | 48.37 | 1 | 0 | 2 | |||
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| 3 Dec | 4340.25 | 192.2 | 35.61 | 3 | 1 | 2 | ||||
For Kei Industries Ltd. - strike price 4300 expiring on 26DEC2024
Delta for 4300 CE is 0.00
Historical price for 4300 CE is as follows
On 12 Dec KEI was trading at 4548.05. The strike last trading price was 293.95, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 11 Dec KEI was trading at 4630.95. The strike last trading price was 293.95, which was 10.80 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 9
On 10 Dec KEI was trading at 4559.20. The strike last trading price was 283.15, which was 0.00 lower than the previous day. The implied volatity was 16.95, the open interest changed by 0 which decreased total open position to 7
On 9 Dec KEI was trading at 4487.80. The strike last trading price was 283.15, 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 283.15, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 6 which increased total open position to 0
On 5 Dec KEI was trading at 4454.00. The strike last trading price was 283.15, which was -1.85 lower than the previous day. The implied volatity was 41.98, the open interest changed by 4 which increased total open position to 5
On 4 Dec KEI was trading at 4420.20. The strike last trading price was 285, which was 92.80 higher than the previous day. The implied volatity was 48.37, the open interest changed by 0 which decreased total open position to 2
On 3 Dec KEI was trading at 4340.25. The strike last trading price was 192.2, which was lower than the previous day. The implied volatity was 35.61, the open interest changed by 1 which increased total open position to 2
| KEI 26DEC2024 4300 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.20
Vega: 2.49
Theta: -3.01
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 4548.05 | 38 | 5.80 | 37.29 | 5 | -3 | 29 |
| 11 Dec | 4630.95 | 32.2 | -17.80 | 42.85 | 56 | 14 | 33 |
| 10 Dec | 4559.20 | 50 | -12.00 | 41.40 | 13 | 3 | 18 |
| 9 Dec | 4487.80 | 62 | 0.00 | 37.09 | 1 | 0 | 14 |
| 6 Dec | 4500.35 | 62 | -20.10 | 35.58 | 7 | 0 | 14 |
| 5 Dec | 4454.00 | 82.1 | -22.90 | 37.73 | 11 | 1 | 9 |
| 4 Dec | 4420.20 | 105 | -100.10 | 39.20 | 27 | 8 | 8 |
| 3 Dec | 4340.25 | 205.1 | 1.65 | 0 | 0 | 0 | |
For Kei Industries Ltd. - strike price 4300 expiring on 26DEC2024
Delta for 4300 PE is -0.20
Historical price for 4300 PE is as follows
On 12 Dec KEI was trading at 4548.05. The strike last trading price was 38, which was 5.80 higher than the previous day. The implied volatity was 37.29, the open interest changed by -3 which decreased total open position to 29
On 11 Dec KEI was trading at 4630.95. The strike last trading price was 32.2, which was -17.80 lower than the previous day. The implied volatity was 42.85, the open interest changed by 14 which increased total open position to 33
On 10 Dec KEI was trading at 4559.20. The strike last trading price was 50, which was -12.00 lower than the previous day. The implied volatity was 41.40, the open interest changed by 3 which increased total open position to 18
On 9 Dec KEI was trading at 4487.80. The strike last trading price was 62, which was 0.00 lower than the previous day. The implied volatity was 37.09, the open interest changed by 0 which decreased total open position to 14
On 6 Dec KEI was trading at 4500.35. The strike last trading price was 62, which was -20.10 lower than the previous day. The implied volatity was 35.58, the open interest changed by 0 which decreased total open position to 14
On 5 Dec KEI was trading at 4454.00. The strike last trading price was 82.1, which was -22.90 lower than the previous day. The implied volatity was 37.73, the open interest changed by 1 which increased total open position to 9
On 4 Dec KEI was trading at 4420.20. The strike last trading price was 105, which was -100.10 lower than the previous day. The implied volatity was 39.20, the open interest changed by 8 which increased total open position to 8
On 3 Dec KEI was trading at 4340.25. The strike last trading price was 205.1, which was lower than the previous day. The implied volatity was 1.65, the open interest changed by 0 which decreased total open position to 0
