KEI
Kei Industries Ltd.
Historical option data for KEI
12 Dec 2024 11:04 AM IST
| KEI 26DEC2024 4400 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.85
Vega: 2.11
Theta: -2.50
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 12 Dec | 4562.35 | 193.9 | -50.85 | 20.13 | 8 | 0 | 134 | |||
| 11 Dec | 4630.95 | 244.75 | 11.75 | - | 75 | -23 | 133 | |||
| 10 Dec | 4559.20 | 233 | 25.00 | 30.59 | 67 | -2 | 156 | |||
| 9 Dec | 4487.80 | 208 | 0.00 | 0.00 | 0 | 8 | 0 | |||
| 6 Dec | 4500.35 | 208 | 16.00 | 34.10 | 91 | 8 | 158 | |||
| 5 Dec | 4454.00 | 192 | 17.00 | 34.37 | 362 | -3 | 153 | |||
| 4 Dec | 4420.20 | 175 | 36.65 | 35.39 | 1,199 | 139 | 156 | |||
| 3 Dec | 4340.25 | 138.35 | -11.65 | 35.31 | 10 | 5 | 16 | |||
| 2 Dec | 4354.90 | 150 | 35.99 | 21 | 8 | 8 | ||||
For Kei Industries Ltd. - strike price 4400 expiring on 26DEC2024
Delta for 4400 CE is 0.85
Historical price for 4400 CE is as follows
On 12 Dec KEI was trading at 4562.35. The strike last trading price was 193.9, which was -50.85 lower than the previous day. The implied volatity was 20.13, the open interest changed by 0 which decreased total open position to 134
On 11 Dec KEI was trading at 4630.95. The strike last trading price was 244.75, which was 11.75 higher than the previous day. The implied volatity was -, the open interest changed by -23 which decreased total open position to 133
On 10 Dec KEI was trading at 4559.20. The strike last trading price was 233, which was 25.00 higher than the previous day. The implied volatity was 30.59, the open interest changed by -2 which decreased total open position to 156
On 9 Dec KEI was trading at 4487.80. The strike last trading price was 208, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 8 which increased total open position to 0
On 6 Dec KEI was trading at 4500.35. The strike last trading price was 208, which was 16.00 higher than the previous day. The implied volatity was 34.10, the open interest changed by 8 which increased total open position to 158
On 5 Dec KEI was trading at 4454.00. The strike last trading price was 192, which was 17.00 higher than the previous day. The implied volatity was 34.37, the open interest changed by -3 which decreased total open position to 153
On 4 Dec KEI was trading at 4420.20. The strike last trading price was 175, which was 36.65 higher than the previous day. The implied volatity was 35.39, the open interest changed by 139 which increased total open position to 156
On 3 Dec KEI was trading at 4340.25. The strike last trading price was 138.35, which was -11.65 lower than the previous day. The implied volatity was 35.31, the open interest changed by 5 which increased total open position to 16
On 2 Dec KEI was trading at 4354.90. The strike last trading price was 150, which was lower than the previous day. The implied volatity was 35.99, the open interest changed by 8 which increased total open position to 8
| KEI 26DEC2024 4400 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.29
Vega: 3.06
Theta: -3.81
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 4562.35 | 65 | 7.70 | 38.77 | 99 | 8 | 186 |
| 11 Dec | 4630.95 | 57.3 | -15.20 | 44.51 | 513 | 81 | 178 |
| 10 Dec | 4559.20 | 72.5 | -15.90 | 39.69 | 138 | 0 | 97 |
| 9 Dec | 4487.80 | 88.4 | -6.60 | 34.77 | 14 | 0 | 97 |
| 6 Dec | 4500.35 | 95 | -24.65 | 35.39 | 63 | 5 | 96 |
| 5 Dec | 4454.00 | 119.65 | -21.25 | 37.57 | 76 | 6 | 95 |
| 4 Dec | 4420.20 | 140.9 | -117.85 | 37.57 | 407 | 90 | 90 |
| 3 Dec | 4340.25 | 258.75 | 0.00 | - | 0 | 0 | 0 |
| 2 Dec | 4354.90 | 258.75 | - | 0 | 0 | 0 | |
For Kei Industries Ltd. - strike price 4400 expiring on 26DEC2024
Delta for 4400 PE is -0.29
Historical price for 4400 PE is as follows
On 12 Dec KEI was trading at 4562.35. The strike last trading price was 65, which was 7.70 higher than the previous day. The implied volatity was 38.77, the open interest changed by 8 which increased total open position to 186
On 11 Dec KEI was trading at 4630.95. The strike last trading price was 57.3, which was -15.20 lower than the previous day. The implied volatity was 44.51, the open interest changed by 81 which increased total open position to 178
On 10 Dec KEI was trading at 4559.20. The strike last trading price was 72.5, which was -15.90 lower than the previous day. The implied volatity was 39.69, the open interest changed by 0 which decreased total open position to 97
On 9 Dec KEI was trading at 4487.80. The strike last trading price was 88.4, which was -6.60 lower than the previous day. The implied volatity was 34.77, the open interest changed by 0 which decreased total open position to 97
On 6 Dec KEI was trading at 4500.35. The strike last trading price was 95, which was -24.65 lower than the previous day. The implied volatity was 35.39, the open interest changed by 5 which increased total open position to 96
On 5 Dec KEI was trading at 4454.00. The strike last trading price was 119.65, which was -21.25 lower than the previous day. The implied volatity was 37.57, the open interest changed by 6 which increased total open position to 95
On 4 Dec KEI was trading at 4420.20. The strike last trading price was 140.9, which was -117.85 lower than the previous day. The implied volatity was 37.57, the open interest changed by 90 which increased total open position to 90
On 3 Dec KEI was trading at 4340.25. The strike last trading price was 258.75, 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 258.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
