KEI
Kei Industries Ltd.
Historical option data for KEI
23 Mar 2026 04:13 PM IST
| KEI 30-MAR-2026 4450 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.07
Vega: 0.72
Theta: -2.61
Gamma: 0
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 23 Mar | 3990.50 | 7.85 | -20.4 | 49.27 | 175 | -25 | 79 | |||||||||
| 20 Mar | 4188.00 | 28.65 | -2.15 | 39.56 | 115 | 24 | 102 | |||||||||
| 19 Mar | 4213.00 | 32 | -56.2 | 36.81 | 213 | -19 | 78 | |||||||||
| 18 Mar | 4390.00 | 84.35 | 45.3 | 33.06 | 806 | 52 | 106 | |||||||||
| 17 Mar | 4216.50 | 39.05 | -10.15 | 34.21 | 52 | 0 | 54 | |||||||||
| 16 Mar | 4174.00 | 48.4 | -12.15 | 44.11 | 70 | -10 | 54 | |||||||||
| 13 Mar | 4158.00 | 60.3 | -56.5 | 44.27 | 57 | -8 | 65 | |||||||||
| 12 Mar | 4330.00 | 116.5 | -21.9 | 40.91 | 194 | 34 | 77 | |||||||||
| 11 Mar | 4321.00 | 134.8 | -106.05 | 42.7 | 241 | 18 | 43 | |||||||||
| 10 Mar | 4537.00 | 250.35 | -154.4 | 42.69 | 118 | 25 | 27 | |||||||||
| 9 Mar | 4789.50 | 404.75 | 41.65 | - | 0 | 0 | 2 | |||||||||
| 6 Mar | 4921.00 | 404.75 | 41.65 | - | 0 | 0 | 2 | |||||||||
| 5 Mar | 4920.50 | 404.75 | 41.65 | - | 0 | 0 | 0 | |||||||||
| 4 Mar | 4979.00 | 404.75 | 41.65 | - | 0 | 0 | 2 | |||||||||
| 2 Mar | 5206.00 | 404.75 | 41.65 | - | 0 | 0 | 2 | |||||||||
| 27 Feb | 5080.40 | 404.75 | 41.65 | - | 0 | 0 | 2 | |||||||||
| 26 Feb | 5009.10 | 404.75 | 41.65 | - | 0 | 0 | 2 | |||||||||
| 25 Feb | 4944.00 | 404.75 | 41.65 | - | 2 | 0 | 2 | |||||||||
| 24 Feb | 4781.00 | 404.75 | 41.65 | 24.61 | 2 | 0 | 2 | |||||||||
| 23 Feb | 4765.70 | 363.1 | 272.75 | 17.53 | 2 | 0 | 0 | |||||||||
| 20 Feb | 4756.00 | 90.35 | 0 | - | 0 | 0 | 0 | |||||||||
|
|
||||||||||||||||
| 19 Feb | 4568.60 | 90.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Feb | 4606.90 | 90.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Feb | 4567.80 | 90.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Feb | 4483.60 | 90.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Feb | 4566.80 | 90.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Feb | 4591.30 | 90.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Feb | 4605.90 | 90.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Feb | 4590.60 | 90.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Feb | 4599.10 | 90.35 | 0 | - | 0 | 0 | 0 | |||||||||
For Kei Industries Ltd. - strike price 4450 expiring on 30MAR2026
Delta for 4450 CE is 0.07
Historical price for 4450 CE is as follows
On 23 Mar KEI was trading at 3990.50. The strike last trading price was 7.85, which was -20.4 lower than the previous day. The implied volatity was 49.27, the open interest changed by -25 which decreased total open position to 79
On 20 Mar KEI was trading at 4188.00. The strike last trading price was 28.65, which was -2.15 lower than the previous day. The implied volatity was 39.56, the open interest changed by 24 which increased total open position to 102
On 19 Mar KEI was trading at 4213.00. The strike last trading price was 32, which was -56.2 lower than the previous day. The implied volatity was 36.81, the open interest changed by -19 which decreased total open position to 78
On 18 Mar KEI was trading at 4390.00. The strike last trading price was 84.35, which was 45.3 higher than the previous day. The implied volatity was 33.06, the open interest changed by 52 which increased total open position to 106
On 17 Mar KEI was trading at 4216.50. The strike last trading price was 39.05, which was -10.15 lower than the previous day. The implied volatity was 34.21, the open interest changed by 0 which decreased total open position to 54
On 16 Mar KEI was trading at 4174.00. The strike last trading price was 48.4, which was -12.15 lower than the previous day. The implied volatity was 44.11, the open interest changed by -10 which decreased total open position to 54
On 13 Mar KEI was trading at 4158.00. The strike last trading price was 60.3, which was -56.5 lower than the previous day. The implied volatity was 44.27, the open interest changed by -8 which decreased total open position to 65
On 12 Mar KEI was trading at 4330.00. The strike last trading price was 116.5, which was -21.9 lower than the previous day. The implied volatity was 40.91, the open interest changed by 34 which increased total open position to 77
On 11 Mar KEI was trading at 4321.00. The strike last trading price was 134.8, which was -106.05 lower than the previous day. The implied volatity was 42.7, the open interest changed by 18 which increased total open position to 43
On 10 Mar KEI was trading at 4537.00. The strike last trading price was 250.35, which was -154.4 lower than the previous day. The implied volatity was 42.69, the open interest changed by 25 which increased total open position to 27
On 9 Mar KEI was trading at 4789.50. The strike last trading price was 404.75, which was 41.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 6 Mar KEI was trading at 4921.00. The strike last trading price was 404.75, which was 41.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 5 Mar KEI was trading at 4920.50. The strike last trading price was 404.75, which was 41.65 higher 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 404.75, which was 41.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 2 Mar KEI was trading at 5206.00. The strike last trading price was 404.75, which was 41.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 27 Feb KEI was trading at 5080.40. The strike last trading price was 404.75, which was 41.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 26 Feb KEI was trading at 5009.10. The strike last trading price was 404.75, which was 41.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 25 Feb KEI was trading at 4944.00. The strike last trading price was 404.75, which was 41.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 24 Feb KEI was trading at 4781.00. The strike last trading price was 404.75, which was 41.65 higher than the previous day. The implied volatity was 24.61, the open interest changed by 0 which decreased total open position to 2
On 23 Feb KEI was trading at 4765.70. The strike last trading price was 363.1, which was 272.75 higher than the previous day. The implied volatity was 17.53, the open interest changed by 0 which decreased total open position to 0
On 20 Feb KEI was trading at 4756.00. The strike last trading price was 90.35, 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 Feb KEI was trading at 4568.60. The strike last trading price was 90.35, 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 Feb KEI was trading at 4606.90. The strike last trading price was 90.35, 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 Feb KEI was trading at 4567.80. The strike last trading price was 90.35, 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 Feb KEI was trading at 4483.60. The strike last trading price was 90.35, 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 Feb KEI was trading at 4566.80. The strike last trading price was 90.35, 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 Feb KEI was trading at 4591.30. The strike last trading price was 90.35, 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 Feb KEI was trading at 4605.90. The strike last trading price was 90.35, 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 Feb KEI was trading at 4590.60. The strike last trading price was 90.35, 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 Feb KEI was trading at 4599.10. The strike last trading price was 90.35, 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 30MAR2026 4450 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 23 Mar | 3990.50 | 150.65 | -77.45 | - | 0 | 0 | 20 |
| 20 Mar | 4188.00 | 150.65 | -77.45 | - | 0 | 0 | 20 |
| 19 Mar | 4213.00 | 150.65 | -77.45 | - | 0 | 0 | 20 |
| 18 Mar | 4390.00 | 150.65 | -77.45 | 39.17 | 17 | 5 | 21 |
| 17 Mar | 4216.50 | 239 | -5.05 | - | 0 | 0 | 16 |
| 16 Mar | 4174.00 | 239 | -5.05 | - | 0 | 0 | 0 |
| 13 Mar | 4158.00 | 239 | -5.05 | - | 0 | 2 | 0 |
| 12 Mar | 4330.00 | 239 | -5.05 | 48.66 | 39 | 2 | 16 |
| 11 Mar | 4321.00 | 245.55 | -443.05 | 51.3 | 85 | 14 | 14 |
| 10 Mar | 4537.00 | 688.6 | 0 | 3.2 | 0 | 0 | 0 |
| 9 Mar | 4789.50 | 688.6 | 0 | 8.34 | 0 | 0 | 0 |
| 6 Mar | 4921.00 | 688.6 | 0 | - | 0 | 0 | 0 |
| 5 Mar | 4920.50 | 688.6 | 0 | - | 0 | 0 | 0 |
| 4 Mar | 4979.00 | 688.6 | 0 | - | 0 | 0 | 0 |
| 2 Mar | 5206.00 | 688.6 | 0 | - | 0 | 0 | 0 |
| 27 Feb | 5080.40 | 688.6 | 0 | - | 0 | 0 | 0 |
| 26 Feb | 5009.10 | 688.6 | 0 | - | 0 | 0 | 0 |
| 25 Feb | 4944.00 | 688.6 | 0 | 9.08 | 0 | 0 | 0 |
| 24 Feb | 4781.00 | 688.6 | 0 | 6.98 | 0 | 0 | 0 |
| 23 Feb | 4765.70 | 688.6 | 0 | 6.25 | 0 | 0 | 0 |
| 20 Feb | 4756.00 | 688.6 | 0 | 6.42 | 0 | 0 | 0 |
| 19 Feb | 4568.60 | 688.6 | 0 | 2.87 | 0 | 0 | 0 |
| 18 Feb | 4606.90 | 688.6 | 0 | 3.67 | 0 | 0 | 0 |
| 17 Feb | 4567.80 | 688.6 | 0 | 2.9 | 0 | 0 | 0 |
| 16 Feb | 4483.60 | 688.6 | 0 | 1.35 | 0 | 0 | 0 |
| 13 Feb | 4566.80 | 688.6 | 0 | 2.96 | 0 | 0 | 0 |
| 12 Feb | 4591.30 | 688.6 | 0 | 3.06 | 0 | 0 | 0 |
| 11 Feb | 4605.90 | 688.6 | 0 | 3.36 | 0 | 0 | 0 |
| 10 Feb | 4590.60 | 688.6 | 0 | 3.22 | 0 | 0 | 0 |
| 9 Feb | 4599.10 | 688.6 | 0 | 3.42 | 0 | 0 | 0 |
For Kei Industries Ltd. - strike price 4450 expiring on 30MAR2026
Delta for 4450 PE is -
Historical price for 4450 PE is as follows
On 23 Mar KEI was trading at 3990.50. The strike last trading price was 150.65, which was -77.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 20
On 20 Mar KEI was trading at 4188.00. The strike last trading price was 150.65, which was -77.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 20
On 19 Mar KEI was trading at 4213.00. The strike last trading price was 150.65, which was -77.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 20
On 18 Mar KEI was trading at 4390.00. The strike last trading price was 150.65, which was -77.45 lower than the previous day. The implied volatity was 39.17, the open interest changed by 5 which increased total open position to 21
On 17 Mar KEI was trading at 4216.50. The strike last trading price was 239, which was -5.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 16
On 16 Mar KEI was trading at 4174.00. The strike last trading price was 239, which was -5.05 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 239, which was -5.05 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0
On 12 Mar KEI was trading at 4330.00. The strike last trading price was 239, which was -5.05 lower than the previous day. The implied volatity was 48.66, the open interest changed by 2 which increased total open position to 16
On 11 Mar KEI was trading at 4321.00. The strike last trading price was 245.55, which was -443.05 lower than the previous day. The implied volatity was 51.3, the open interest changed by 14 which increased total open position to 14
On 10 Mar KEI was trading at 4537.00. The strike last trading price was 688.6, which was 0 lower than the previous day. The implied volatity was 3.2, 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 688.6, which was 0 lower than the previous day. The implied volatity was 8.34, 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 688.6, 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 5 Mar KEI was trading at 4920.50. The strike last trading price was 688.6, 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 4 Mar KEI was trading at 4979.00. The strike last trading price was 688.6, 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 2 Mar KEI was trading at 5206.00. The strike last trading price was 688.6, 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 27 Feb KEI was trading at 5080.40. The strike last trading price was 688.6, 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 26 Feb KEI was trading at 5009.10. The strike last trading price was 688.6, 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 25 Feb KEI was trading at 4944.00. The strike last trading price was 688.6, which was 0 lower than the previous day. The implied volatity was 9.08, the open interest changed by 0 which decreased total open position to 0
On 24 Feb KEI was trading at 4781.00. The strike last trading price was 688.6, which was 0 lower than the previous day. The implied volatity was 6.98, the open interest changed by 0 which decreased total open position to 0
On 23 Feb KEI was trading at 4765.70. The strike last trading price was 688.6, which was 0 lower than the previous day. The implied volatity was 6.25, the open interest changed by 0 which decreased total open position to 0
On 20 Feb KEI was trading at 4756.00. The strike last trading price was 688.6, which was 0 lower than the previous day. The implied volatity was 6.42, the open interest changed by 0 which decreased total open position to 0
On 19 Feb KEI was trading at 4568.60. The strike last trading price was 688.6, which was 0 lower than the previous day. The implied volatity was 2.87, the open interest changed by 0 which decreased total open position to 0
On 18 Feb KEI was trading at 4606.90. The strike last trading price was 688.6, which was 0 lower than the previous day. The implied volatity was 3.67, the open interest changed by 0 which decreased total open position to 0
On 17 Feb KEI was trading at 4567.80. The strike last trading price was 688.6, which was 0 lower than the previous day. The implied volatity was 2.9, the open interest changed by 0 which decreased total open position to 0
On 16 Feb KEI was trading at 4483.60. The strike last trading price was 688.6, which was 0 lower than the previous day. The implied volatity was 1.35, the open interest changed by 0 which decreased total open position to 0
On 13 Feb KEI was trading at 4566.80. The strike last trading price was 688.6, which was 0 lower than the previous day. The implied volatity was 2.96, the open interest changed by 0 which decreased total open position to 0
On 12 Feb KEI was trading at 4591.30. The strike last trading price was 688.6, which was 0 lower than the previous day. The implied volatity was 3.06, the open interest changed by 0 which decreased total open position to 0
On 11 Feb KEI was trading at 4605.90. The strike last trading price was 688.6, which was 0 lower than the previous day. The implied volatity was 3.36, the open interest changed by 0 which decreased total open position to 0
On 10 Feb KEI was trading at 4590.60. The strike last trading price was 688.6, 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 9 Feb KEI was trading at 4599.10. The strike last trading price was 688.6, which was 0 lower than the previous day. The implied volatity was 3.42, the open interest changed by 0 which decreased total open position to 0
