`
[--[65.84.65.76]--]
KEI
Kei Industries Ltd.

4547.75 -83.20 (-1.80%)

Back to Option Chain


Historical option data for KEI

12 Dec 2024 10:14 AM IST
KEI 26DEC2024 4400 CE
Delta: 0.77
Vega: 2.71
Theta: -3.37
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
12 Dec 4547.35 195.15 -49.60 25.79 7 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 0.77

Historical price for 4400 CE is as follows

On 12 Dec KEI was trading at 4547.35. The strike last trading price was 195.15, which was -49.60 lower than the previous day. The implied volatity was 25.79, 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: -0.30
Vega: 3.11
Theta: -3.76
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
12 Dec 4547.35 67 9.70 37.96 86 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 -0.30

Historical price for 4400 PE is as follows

On 12 Dec KEI was trading at 4547.35. The strike last trading price was 67, which was 9.70 higher than the previous day. The implied volatity was 37.96, 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