KEI
Kei Industries Ltd.
Historical option data for KEI
17 Apr 2026 04:10 PM IST
| KEI 28-Apr-2026 (10d) 4350 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.92
Vega: 0.01
Theta: -2.08
Gamma: 0.0004
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 17 Apr | 4839.30 | 491.1 | 259.6 | 45.43 | 10 | -3 | 26 | |||||||||
| 16 Apr | 4647.40 | 231.5 | 0.8499999999999943 | - | 0 | 0 | 29 | |||||||||
| 15 Apr | 4598.50 | 231.5 | 0.8499999999999943 | - | 0 | 0 | 29 | |||||||||
| 13 Apr | 4458.70 | 231.5 | 34 | 43.26 | 18 | 5 | 28 | |||||||||
| 10 Apr | 4459.00 | 197.5 | 0 | - | 0 | 0 | 23 | |||||||||
| 9 Apr | 4416.90 | 197.5 | -31.25 | 36.69 | 8 | 0 | 22 | |||||||||
| 8 Apr | 4507.20 | 228.75 | 110.2 | 29.81 | 39 | 6 | 19 | |||||||||
| 7 Apr | 4236.60 | 119.35 | 39.95 | 38.63 | 32 | 7 | 14 | |||||||||
| 6 Apr | 4123.10 | 79.4 | 25.45 | - | 0 | 0 | 7 | |||||||||
| 2 Apr | 4048.10 | 79.4 | 25.45 | - | 0 | 0 | 7 | |||||||||
| 1 Apr | 4134.80 | 79.4 | 25.45 | 34.3 | 2 | 1 | 7 | |||||||||
| 30 Mar | 4038.00 | 53.8 | -50.2 | 34.13 | 9 | 0 | 6 | |||||||||
| 27 Mar | 4124.00 | 104 | 19 | - | 0 | 0 | 6 | |||||||||
| 25 Mar | 4196.00 | 104 | 19 | - | 0 | 0 | 6 | |||||||||
| 24 Mar | 4126.00 | 104 | 19 | 36.68 | 16 | -1 | 6 | |||||||||
| 23 Mar | 3990.50 | 85 | -70 | 38.92 | 7 | 6 | 7 | |||||||||
|
|
||||||||||||||||
| 20 Mar | 4188.00 | 155 | -471.3 | - | 0 | 0 | 1 | |||||||||
| 19 Mar | 4213.00 | 155 | -471.3 | 34.81 | 1 | 0 | 0 | |||||||||
| 18 Mar | 4390.00 | 626.3 | 0 | 0.12 | 0 | 0 | 0 | |||||||||
| 17 Mar | 4216.50 | 626.3 | 0 | 1.21 | 0 | 0 | 0 | |||||||||
| 16 Mar | 4174.00 | 626.3 | 0 | 2.64 | 0 | 0 | 0 | |||||||||
| 13 Mar | 4158.00 | 626.3 | 0 | 2.56 | 0 | 0 | 0 | |||||||||
| 12 Mar | 4330.00 | 626.3 | 0 | 0.15 | 0 | 0 | 0 | |||||||||
| 11 Mar | 4321.00 | 626.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Mar | 4537.00 | 626.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Mar | 4789.50 | 626.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Mar | 4921.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Mar | 4920.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Mar | 4979.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Kei Industries Ltd. - strike price 4350 expiring on 28APR2026
Delta for 4350 CE is 0.92
Historical price for 4350 CE is as follows
On 17 Apr KEI was trading at 4839.30. The strike last trading price was 491.1, which was 259.6 higher than the previous day. The implied volatity was 45.43, the open interest changed by -3 which decreased total open position to 26
On 16 Apr KEI was trading at 4647.40. The strike last trading price was 231.5, which was 0.8499999999999943 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 29
On 15 Apr KEI was trading at 4598.50. The strike last trading price was 231.5, which was 0.8499999999999943 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 29
On 13 Apr KEI was trading at 4458.70. The strike last trading price was 231.5, which was 34 higher than the previous day. The implied volatity was 43.26, the open interest changed by 5 which increased total open position to 28
On 10 Apr KEI was trading at 4459.00. The strike last trading price was 197.5, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 23
On 9 Apr KEI was trading at 4416.90. The strike last trading price was 197.5, which was -31.25 lower than the previous day. The implied volatity was 36.69, the open interest changed by 0 which decreased total open position to 22
On 8 Apr KEI was trading at 4507.20. The strike last trading price was 228.75, which was 110.2 higher than the previous day. The implied volatity was 29.81, the open interest changed by 6 which increased total open position to 19
On 7 Apr KEI was trading at 4236.60. The strike last trading price was 119.35, which was 39.95 higher than the previous day. The implied volatity was 38.63, the open interest changed by 7 which increased total open position to 14
On 6 Apr KEI was trading at 4123.10. The strike last trading price was 79.4, which was 25.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 2 Apr KEI was trading at 4048.10. The strike last trading price was 79.4, which was 25.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 1 Apr KEI was trading at 4134.80. The strike last trading price was 79.4, which was 25.45 higher than the previous day. The implied volatity was 34.3, the open interest changed by 1 which increased total open position to 7
On 30 Mar KEI was trading at 4038.00. The strike last trading price was 53.8, which was -50.2 lower than the previous day. The implied volatity was 34.13, the open interest changed by 0 which decreased total open position to 6
On 27 Mar KEI was trading at 4124.00. The strike last trading price was 104, which was 19 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 25 Mar KEI was trading at 4196.00. The strike last trading price was 104, which was 19 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 24 Mar KEI was trading at 4126.00. The strike last trading price was 104, which was 19 higher than the previous day. The implied volatity was 36.68, the open interest changed by -1 which decreased total open position to 6
On 23 Mar KEI was trading at 3990.50. The strike last trading price was 85, which was -70 lower than the previous day. The implied volatity was 38.92, the open interest changed by 6 which increased total open position to 7
On 20 Mar KEI was trading at 4188.00. The strike last trading price was 155, which was -471.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 19 Mar KEI was trading at 4213.00. The strike last trading price was 155, which was -471.3 lower than the previous day. The implied volatity was 34.81, the open interest changed by 0 which decreased total open position to 0
On 18 Mar KEI was trading at 4390.00. The strike last trading price was 626.3, which was 0 lower than the previous day. The implied volatity was 0.12, the open interest changed by 0 which decreased total open position to 0
On 17 Mar KEI was trading at 4216.50. The strike last trading price was 626.3, which was 0 lower than the previous day. The implied volatity was 1.21, the open interest changed by 0 which decreased total open position to 0
On 16 Mar KEI was trading at 4174.00. The strike last trading price was 626.3, which was 0 lower than the previous day. The implied volatity was 2.64, the open interest changed by 0 which decreased total open position to 0
On 13 Mar KEI was trading at 4158.00. The strike last trading price was 626.3, which was 0 lower than the previous day. The implied volatity was 2.56, the open interest changed by 0 which decreased total open position to 0
On 12 Mar KEI was trading at 4330.00. The strike last trading price was 626.3, which was 0 lower than the previous day. The implied volatity was 0.15, the open interest changed by 0 which decreased total open position to 0
On 11 Mar KEI was trading at 4321.00. The strike last trading price was 626.3, 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 10 Mar KEI was trading at 4537.00. The strike last trading price was 626.3, 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 9 Mar KEI was trading at 4789.50. The strike last trading price was 626.3, 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 6 Mar KEI was trading at 4921.00. The strike last trading price was 0, 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 5 Mar KEI was trading at 4920.50. The strike last trading price was 0, 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 4 Mar KEI was trading at 4979.00. The strike last trading price was 0, 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
| KEI 28-Apr-2026 (10d) 4350 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.08
Vega: 0.01
Theta: -2.11
Gamma: 0.00039
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 17 Apr | 4839.30 | 15.4 | -22.550000000000004 | 46.04 | 87 | -48 | 46 |
| 16 Apr | 4647.40 | 35.55 | -18.150000000000006 | 42.63 | 85 | 34 | 93 |
| 15 Apr | 4598.50 | 54.65 | -47.550000000000004 | 43.1 | 84 | 5 | 59 |
| 13 Apr | 4458.70 | 102.2 | -9.149999999999991 | 45.39 | 64 | -6 | 52 |
| 10 Apr | 4459.00 | 111.35 | -15.650000000000006 | 42.51 | 20 | 3 | 58 |
| 9 Apr | 4416.90 | 127 | 4.6 | 42.63 | 6 | 1 | 51 |
| 8 Apr | 4507.20 | 126.35 | -189.3 | 48.91 | 158 | 35 | 49 |
| 7 Apr | 4236.60 | 315.65 | 170.05 | - | 0 | 0 | 14 |
| 6 Apr | 4123.10 | 315.65 | 170.05 | - | 0 | 0 | 14 |
| 2 Apr | 4048.10 | 315.65 | 170.05 | - | 0 | 0 | 14 |
| 1 Apr | 4134.80 | 315.65 | 170.05 | - | 0 | 0 | 14 |
| 30 Mar | 4038.00 | 315.65 | 170.05 | - | 0 | 0 | 0 |
| 27 Mar | 4124.00 | 315.65 | 170.05 | - | 0 | 0 | 14 |
| 25 Mar | 4196.00 | 315.65 | 170.05 | - | 0 | 0 | 14 |
| 24 Mar | 4126.00 | 315.65 | 170.05 | - | 0 | 0 | 14 |
| 23 Mar | 3990.50 | 315.65 | 170.05 | - | 0 | 0 | 14 |
| 20 Mar | 4188.00 | 315.65 | 170.05 | 45.59 | 14 | 12 | 12 |
| 19 Mar | 4213.00 | 145.6 | 0 | 0.43 | 0 | 0 | 0 |
| 18 Mar | 4390.00 | 145.6 | 0 | 1.57 | 0 | 0 | 0 |
| 17 Mar | 4216.50 | 145.6 | 0 | - | 0 | 0 | 0 |
| 16 Mar | 4174.00 | 145.6 | 0 | - | 0 | 0 | 0 |
| 13 Mar | 4158.00 | 145.6 | 0 | - | 0 | 0 | 0 |
| 12 Mar | 4330.00 | 145.6 | 0 | 0.76 | 0 | 0 | 0 |
| 11 Mar | 4321.00 | 145.6 | 0 | 0.97 | 0 | 0 | 0 |
| 10 Mar | 4537.00 | 145.6 | 0 | 4.26 | 0 | 0 | 0 |
| 9 Mar | 4789.50 | 145.6 | 0 | 7.6 | 0 | 0 | 0 |
| 6 Mar | 4921.00 | 0 | 0 | - | 0 | 0 | 0 |
| 5 Mar | 4920.50 | 0 | 0 | - | 0 | 0 | 0 |
| 4 Mar | 4979.00 | 0 | 0 | - | 0 | 0 | 0 |
For Kei Industries Ltd. - strike price 4350 expiring on 28APR2026
Delta for 4350 PE is -0.08
Historical price for 4350 PE is as follows
On 17 Apr KEI was trading at 4839.30. The strike last trading price was 15.4, which was -22.550000000000004 lower than the previous day. The implied volatity was 46.04, the open interest changed by -48 which decreased total open position to 46
On 16 Apr KEI was trading at 4647.40. The strike last trading price was 35.55, which was -18.150000000000006 lower than the previous day. The implied volatity was 42.63, the open interest changed by 34 which increased total open position to 93
On 15 Apr KEI was trading at 4598.50. The strike last trading price was 54.65, which was -47.550000000000004 lower than the previous day. The implied volatity was 43.1, the open interest changed by 5 which increased total open position to 59
On 13 Apr KEI was trading at 4458.70. The strike last trading price was 102.2, which was -9.149999999999991 lower than the previous day. The implied volatity was 45.39, the open interest changed by -6 which decreased total open position to 52
On 10 Apr KEI was trading at 4459.00. The strike last trading price was 111.35, which was -15.650000000000006 lower than the previous day. The implied volatity was 42.51, the open interest changed by 3 which increased total open position to 58
On 9 Apr KEI was trading at 4416.90. The strike last trading price was 127, which was 4.6 higher than the previous day. The implied volatity was 42.63, the open interest changed by 1 which increased total open position to 51
On 8 Apr KEI was trading at 4507.20. The strike last trading price was 126.35, which was -189.3 lower than the previous day. The implied volatity was 48.91, the open interest changed by 35 which increased total open position to 49
On 7 Apr KEI was trading at 4236.60. The strike last trading price was 315.65, which was 170.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 14
On 6 Apr KEI was trading at 4123.10. The strike last trading price was 315.65, which was 170.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 14
On 2 Apr KEI was trading at 4048.10. The strike last trading price was 315.65, which was 170.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 14
On 1 Apr KEI was trading at 4134.80. The strike last trading price was 315.65, which was 170.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 14
On 30 Mar KEI was trading at 4038.00. The strike last trading price was 315.65, which was 170.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 27 Mar KEI was trading at 4124.00. The strike last trading price was 315.65, which was 170.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 14
On 25 Mar KEI was trading at 4196.00. The strike last trading price was 315.65, which was 170.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 14
On 24 Mar KEI was trading at 4126.00. The strike last trading price was 315.65, which was 170.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 14
On 23 Mar KEI was trading at 3990.50. The strike last trading price was 315.65, which was 170.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 14
On 20 Mar KEI was trading at 4188.00. The strike last trading price was 315.65, which was 170.05 higher than the previous day. The implied volatity was 45.59, the open interest changed by 12 which increased total open position to 12
On 19 Mar KEI was trading at 4213.00. The strike last trading price was 145.6, which was 0 lower than the previous day. The implied volatity was 0.43, the open interest changed by 0 which decreased total open position to 0
On 18 Mar KEI was trading at 4390.00. The strike last trading price was 145.6, which was 0 lower than the previous day. The implied volatity was 1.57, the open interest changed by 0 which decreased total open position to 0
On 17 Mar KEI was trading at 4216.50. The strike last trading price was 145.6, 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 16 Mar KEI was trading at 4174.00. The strike last trading price was 145.6, 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 13 Mar KEI was trading at 4158.00. The strike last trading price was 145.6, 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 12 Mar KEI was trading at 4330.00. The strike last trading price was 145.6, which was 0 lower than the previous day. The implied volatity was 0.76, the open interest changed by 0 which decreased total open position to 0
On 11 Mar KEI was trading at 4321.00. The strike last trading price was 145.6, which was 0 lower than the previous day. The implied volatity was 0.97, the open interest changed by 0 which decreased total open position to 0
On 10 Mar KEI was trading at 4537.00. The strike last trading price was 145.6, which was 0 lower than the previous day. The implied volatity was 4.26, the open interest changed by 0 which decreased total open position to 0
On 9 Mar KEI was trading at 4789.50. The strike last trading price was 145.6, which was 0 lower than the previous day. The implied volatity was 7.6, the open interest changed by 0 which decreased total open position to 0
On 6 Mar KEI was trading at 4921.00. The strike last trading price was 0, 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 5 Mar KEI was trading at 4920.50. The strike last trading price was 0, 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 4 Mar KEI was trading at 4979.00. The strike last trading price was 0, 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
