KEI

Kei Industries Ltd.

4408.8 -0.70 (-0.02%)

L: 4387 H: 4435

Back to Option Chain

Historical option data for KEI
24 Dec 2025 04:13 PM IST

Strike Price

Expiry

Ltp Ltp OI Open Interest (OI) OI Chg Change Open Interest Volume Volume IV IV

Call
Put

Per Lot

KEI 27-JAN-2026 4400 CE
Delta: 0.57 Vega: 5.28 Theta: -2.85 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
24 Dec	4408.80	180 ₹ 31,500	3.6 630.00	28.39	20 3,500	5 875	42 7,350
23 Dec	4409.50	184.8 ₹ 32,340	-9.7 -1697.50	29.10	13 2,275	2 350	37 6,475
22 Dec	4441.60	193.1 ₹ 33,792.5	-85.05 -14883.75	28.40	104 18,200	34 5,950	34 5,950
19 Dec	4284.40	278.15 ₹ 48,676.25	0 0.00	1.29	0 0	0 0	0 0
5 Dec	4163.50	278.15 ₹ 48,676.25	0 0.00	2.93	0 0	0 0	0 0
4 Dec	4185.10	278.15 ₹ 48,676.25	0 0.00	2.48	0 0	0 0	0 0
3 Dec	4161.60	278.15 ₹ 48,676.25	0 0.00	2.77	0 0	0 0	0 0
2 Dec	4184.30	278.15 ₹ 48,676.25	0 0.00	2.26	0 0	0 0	0 0
25 Nov	4071.50	278.15 ₹ 48,676.25	0 0.00	-	0 0	0 0	0 0
24 Nov	4107.80	278.15 ₹ 48,676.25	0 0.00	3.22	0 0	0 0	0 0
21 Nov	4080.40	278.15 ₹ 48,676.25	0 0.00	3.58	0 0	0 0	0 0
20 Nov	4167.30	278.15 ₹ 48,676.25	0 0.00	-	0 0	0 0	0 0
19 Nov	4119.10	278.15 ₹ 48,676.25	0 0.00	-	0 0	0 0	0 0
18 Nov	4125.90	278.15 ₹ 48,676.25	0 0.00	-	0 0	0 0	0 0
17 Nov	4150.90	278.15 ₹ 48,676.25	0 0.00	2.33	0 0	0 0	0 0
14 Nov	4112.80	278.15 ₹ 48,676.25	0 0.00	2.72	0 0	0 0	0 0
13 Nov	4113.60	278.15 ₹ 48,676.25	0 0.00	-	0 0	0 0	0 0
12 Nov	4073.20	278.15 ₹ 48,676.25	0 0.00	-	0 0	0 0	0 0
11 Nov	4062.70	278.15 ₹ 48,676.25	0 0.00	-	0 0	0 0	0 0
10 Nov	4032.40	278.15 ₹ 48,676.25	0 0.00	-	0 0	0 0	0 0
7 Nov	3936.80	278.15 ₹ 48,676.25	0 0.00	-	0 0	0 0	0 0
6 Nov	3927.60	278.15 ₹ 48,676.25	0 0.00	-	0 0	0 0	0 0
4 Nov	3990.10	278.15 ₹ 48,676.25	0 0.00	-	0 0	0 0	0 0

3 Nov	3984.10	278.15 ₹ 48,676.25	0 0.00	-	0 0	0 0	0 0
31 Oct	4032.00	278.15 ₹ 48,676.25	0 0.00	-	0 0	0 0	0 0
30 Oct	4109.00	278.15 ₹ 48,676.25	0 0.00	-	0 0	0 0	0 0

For Kei Industries Ltd. - strike price 4400 expiring on 27JAN2026

Delta for 4400 CE is 0.57

Historical price for 4400 CE is as follows

On 24 Dec KEI was trading at 4408.80. The strike last trading price was 180, which was 3.6 higher than the previous day. The implied volatity was 28.39, the open interest changed by 5 which increased total open position to 42

On 23 Dec KEI was trading at 4409.50. The strike last trading price was 184.8, which was -9.7 lower than the previous day. The implied volatity was 29.10, the open interest changed by 2 which increased total open position to 37

On 22 Dec KEI was trading at 4441.60. The strike last trading price was 193.1, which was -85.05 lower than the previous day. The implied volatity was 28.40, the open interest changed by 34 which increased total open position to 34

On 19 Dec KEI was trading at 4284.40. The strike last trading price was 278.15, which was 0 lower than the previous day. The implied volatity was 1.29, the open interest changed by 0 which decreased total open position to 0

On 5 Dec KEI was trading at 4163.50. The strike last trading price was 278.15, which was 0 lower than the previous day. The implied volatity was 2.93, the open interest changed by 0 which decreased total open position to 0

On 4 Dec KEI was trading at 4185.10. The strike last trading price was 278.15, which was 0 lower than the previous day. The implied volatity was 2.48, the open interest changed by 0 which decreased total open position to 0

On 3 Dec KEI was trading at 4161.60. The strike last trading price was 278.15, which was 0 lower than the previous day. The implied volatity was 2.77, the open interest changed by 0 which decreased total open position to 0

On 2 Dec KEI was trading at 4184.30. The strike last trading price was 278.15, which was 0 lower than the previous day. The implied volatity was 2.26, the open interest changed by 0 which decreased total open position to 0

On 25 Nov KEI was trading at 4071.50. The strike last trading price was 278.15, 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 24 Nov KEI was trading at 4107.80. The strike last trading price was 278.15, which was 0 lower than the previous day. The implied volatity was 3.22, the open interest changed by 0 which decreased total open position to 0

On 21 Nov KEI was trading at 4080.40. The strike last trading price was 278.15, which was 0 lower than the previous day. The implied volatity was 3.58, the open interest changed by 0 which decreased total open position to 0

On 20 Nov KEI was trading at 4167.30. The strike last trading price was 278.15, 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 19 Nov KEI was trading at 4119.10. The strike last trading price was 278.15, 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 18 Nov KEI was trading at 4125.90. The strike last trading price was 278.15, 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 17 Nov KEI was trading at 4150.90. The strike last trading price was 278.15, which was 0 lower than the previous day. The implied volatity was 2.33, the open interest changed by 0 which decreased total open position to 0

On 14 Nov KEI was trading at 4112.80. The strike last trading price was 278.15, which was 0 lower than the previous day. The implied volatity was 2.72, 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 278.15, 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 Nov KEI was trading at 4073.20. The strike last trading price was 278.15, 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 11 Nov KEI was trading at 4062.70. The strike last trading price was 278.15, 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 Nov KEI was trading at 4032.40. The strike last trading price was 278.15, 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 7 Nov KEI was trading at 3936.80. The strike last trading price was 278.15, 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 Nov KEI was trading at 3927.60. The strike last trading price was 278.15, 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 Nov KEI was trading at 3990.10. The strike last trading price was 278.15, 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 3 Nov KEI was trading at 3984.10. The strike last trading price was 278.15, 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 31 Oct KEI was trading at 4032.00. The strike last trading price was 278.15, 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 278.15, 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 27JAN2026 4400 PE
Delta: -0.43 Vega: 5.28 Theta: -1.67 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
24 Dec	4408.80	127.3 ₹ 22,277.5	-10.75 -1881.25	28.60	58 10,150	23 4,025	108 18,900
23 Dec	4409.50	135.15 ₹ 23,651.25	1.4 245.00	29.50	68 11,900	45 7,875	84 14,700
22 Dec	4441.60	134.3 ₹ 23,502.5	-105.7 -18497.50	30.28	119 20,825	32 5,600	37 6,475
19 Dec	4284.40	240 ₹ 42,000	-307.8 -53865.00	36.25	5 875	2 350	2 350
5 Dec	4163.50	547.8 ₹ 95,865	0 0.00	-	0 0	0 0	0 0
4 Dec	4185.10	547.8 ₹ 95,865	0 0.00	-	0 0	0 0	0 0
3 Dec	4161.60	547.8 ₹ 95,865	0 0.00	-	0 0	0 0	0 0
2 Dec	4184.30	547.8 ₹ 95,865	0 0.00	-	0 0	0 0	0 0
25 Nov	4071.50	547.8 ₹ 95,865	0 0.00	-	0 0	0 0	0 0
24 Nov	4107.80	547.8 ₹ 95,865	0 0.00	-	0 0	0 0	0 0
21 Nov	4080.40	547.8 ₹ 95,865	0 0.00	-	0 0	0 0	0 0
20 Nov	4167.30	547.8 ₹ 95,865	0 0.00	-	0 0	0 0	0 0
19 Nov	4119.10	547.8 ₹ 95,865	0 0.00	-	0 0	0 0	0 0
18 Nov	4125.90	547.8 ₹ 95,865	0 0.00	-	0 0	0 0	0 0
17 Nov	4150.90	547.8 ₹ 95,865	0 0.00	-	0 0	0 0	0 0
14 Nov	4112.80	547.8 ₹ 95,865	0 0.00	-	0 0	0 0	0 0
13 Nov	4113.60	547.8 ₹ 95,865	0 0.00	-	0 0	0 0	0 0
12 Nov	4073.20	547.8 ₹ 95,865	0 0.00	-	0 0	0 0	0 0
11 Nov	4062.70	547.8 ₹ 95,865	0 0.00	-	0 0	0 0	0 0
10 Nov	4032.40	547.8 ₹ 95,865	0 0.00	-	0 0	0 0	0 0
7 Nov	3936.80	547.8 ₹ 95,865	0 0.00	-	0 0	0 0	0 0
6 Nov	3927.60	547.8 ₹ 95,865	0 0.00	-	0 0	0 0	0 0
4 Nov	3990.10	547.8 ₹ 95,865	0 0.00	-	0 0	0 0	0 0
3 Nov	3984.10	547.8 ₹ 95,865	0 0.00	-	0 0	0 0	0 0
31 Oct	4032.00	547.8 ₹ 95,865	0 0.00	-	0 0	0 0	0 0
30 Oct	4109.00	547.8 ₹ 95,865	0 0.00	-	0 0	0 0	0 0

For Kei Industries Ltd. - strike price 4400 expiring on 27JAN2026

Delta for 4400 PE is -0.43

Historical price for 4400 PE is as follows

On 24 Dec KEI was trading at 4408.80. The strike last trading price was 127.3, which was -10.75 lower than the previous day. The implied volatity was 28.60, the open interest changed by 23 which increased total open position to 108

On 23 Dec KEI was trading at 4409.50. The strike last trading price was 135.15, which was 1.4 higher than the previous day. The implied volatity was 29.50, the open interest changed by 45 which increased total open position to 84

On 22 Dec KEI was trading at 4441.60. The strike last trading price was 134.3, which was -105.7 lower than the previous day. The implied volatity was 30.28, the open interest changed by 32 which increased total open position to 37

On 19 Dec KEI was trading at 4284.40. The strike last trading price was 240, which was -307.8 lower than the previous day. The implied volatity was 36.25, the open interest changed by 2 which increased total open position to 2

On 5 Dec KEI was trading at 4163.50. The strike last trading price was 547.8, 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 Dec KEI was trading at 4185.10. The strike last trading price was 547.8, 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 3 Dec KEI was trading at 4161.60. The strike last trading price was 547.8, 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 2 Dec KEI was trading at 4184.30. The strike last trading price was 547.8, 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 25 Nov KEI was trading at 4071.50. The strike last trading price was 547.8, 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 24 Nov KEI was trading at 4107.80. The strike last trading price was 547.8, 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 21 Nov KEI was trading at 4080.40. The strike last trading price was 547.8, 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 20 Nov KEI was trading at 4167.30. The strike last trading price was 547.8, 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 19 Nov KEI was trading at 4119.10. The strike last trading price was 547.8, 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 18 Nov KEI was trading at 4125.90. The strike last trading price was 547.8, 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 17 Nov KEI was trading at 4150.90. The strike last trading price was 547.8, 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 14 Nov KEI was trading at 4112.80. The strike last trading price was 547.8, 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 Nov KEI was trading at 4113.60. The strike last trading price was 547.8, 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 Nov KEI was trading at 4073.20. The strike last trading price was 547.8, 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 11 Nov KEI was trading at 4062.70. The strike last trading price was 547.8, 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 Nov KEI was trading at 4032.40. The strike last trading price was 547.8, 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 7 Nov KEI was trading at 3936.80. The strike last trading price was 547.8, 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 Nov KEI was trading at 3927.60. The strike last trading price was 547.8, 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 Nov KEI was trading at 3990.10. The strike last trading price was 547.8, 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 3 Nov KEI was trading at 3984.10. The strike last trading price was 547.8, 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 31 Oct KEI was trading at 4032.00. The strike last trading price was 547.8, 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 547.8, 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

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