KEI

Kei Industries Ltd.

4328.8 -75.60 (-1.72%)

L: 4312.1 H: 4427.9

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Historical option data for KEI
09 Jan 2026 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 4450 CE
Delta: 0.37 Vega: 3.64 Theta: -3.46 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
9 Jan	4328.80	72.15 ₹ 12,626.25	-46.15 -8076.25	30.06	64 11,200	5 875	181 31,675
8 Jan	4404.40	115 ₹ 20,125	-76.9 -13457.50	31.75	222 38,850	106 18,550	178 31,150
7 Jan	4538.20	191.9 ₹ 33,582.5	30.4 5320.00	29.43	6 1,050	-2 -350	70 12,250
6 Jan	4526.20	161.5 ₹ 28,262.5	-8.25 -1443.75	25.80	24 4,200	1 175	73 12,775
5 Jan	4528.90	168.7 ₹ 29,522.5	-13.7 -2397.50	25.53	24 4,200	-2 -350	72 12,600
2 Jan	4529.60	171.65 ₹ 30,038.75	-1.65 -288.75	25.99	144 25,200	-33 -5,775	75 13,125

1 Jan	4514.50	176.5 ₹ 30,887.5	24.85 4348.75	24.71	494 86,450	-167 -29,225	113 19,775
31 Dec	4460.20	150.55 ₹ 26,346.25	43.85 7673.75	27.56	1,777 3,10,975	214 37,450	281 49,175
30 Dec	4352.50	107.5 ₹ 18,812.5	-21.8 -3815.00	28.50	57 9,975	2 350	67 11,725
29 Dec	4393.10	128.65 ₹ 22,513.75	-0.55 -96.25	27.43	70 12,250	27 4,725	64 11,200
26 Dec	4367.40	129.2 ₹ 22,610	-24.55 -4296.25	29.99	20 3,500	5 875	36 6,300
24 Dec	4408.80	153.75 ₹ 26,906.25	-2.75 -481.25	28.24	12 2,100	4 700	30 5,250
23 Dec	4409.50	156.5 ₹ 27,387.5	-11.5 -2012.50	28.54	18 3,150	9 1,575	25 4,375
22 Dec	4441.60	168 ₹ 29,400	-15.2 -2660.00	28.27	19 3,325	15 2,625	15 2,625

For Kei Industries Ltd. - strike price 4450 expiring on 27JAN2026

Delta for 4450 CE is 0.37

Historical price for 4450 CE is as follows

On 9 Jan KEI was trading at 4328.80. The strike last trading price was 72.15, which was -46.15 lower than the previous day. The implied volatity was 30.06, the open interest changed by 5 which increased total open position to 181

On 8 Jan KEI was trading at 4404.40. The strike last trading price was 115, which was -76.9 lower than the previous day. The implied volatity was 31.75, the open interest changed by 106 which increased total open position to 178

On 7 Jan KEI was trading at 4538.20. The strike last trading price was 191.9, which was 30.4 higher than the previous day. The implied volatity was 29.43, the open interest changed by -2 which decreased total open position to 70

On 6 Jan KEI was trading at 4526.20. The strike last trading price was 161.5, which was -8.25 lower than the previous day. The implied volatity was 25.80, the open interest changed by 1 which increased total open position to 73

On 5 Jan KEI was trading at 4528.90. The strike last trading price was 168.7, which was -13.7 lower than the previous day. The implied volatity was 25.53, the open interest changed by -2 which decreased total open position to 72

On 2 Jan KEI was trading at 4529.60. The strike last trading price was 171.65, which was -1.65 lower than the previous day. The implied volatity was 25.99, the open interest changed by -33 which decreased total open position to 75

On 1 Jan KEI was trading at 4514.50. The strike last trading price was 176.5, which was 24.85 higher than the previous day. The implied volatity was 24.71, the open interest changed by -167 which decreased total open position to 113

On 31 Dec KEI was trading at 4460.20. The strike last trading price was 150.55, which was 43.85 higher than the previous day. The implied volatity was 27.56, the open interest changed by 214 which increased total open position to 281

On 30 Dec KEI was trading at 4352.50. The strike last trading price was 107.5, which was -21.8 lower than the previous day. The implied volatity was 28.50, the open interest changed by 2 which increased total open position to 67

On 29 Dec KEI was trading at 4393.10. The strike last trading price was 128.65, which was -0.55 lower than the previous day. The implied volatity was 27.43, the open interest changed by 27 which increased total open position to 64

On 26 Dec KEI was trading at 4367.40. The strike last trading price was 129.2, which was -24.55 lower than the previous day. The implied volatity was 29.99, the open interest changed by 5 which increased total open position to 36

On 24 Dec KEI was trading at 4408.80. The strike last trading price was 153.75, which was -2.75 lower than the previous day. The implied volatity was 28.24, the open interest changed by 4 which increased total open position to 30

On 23 Dec KEI was trading at 4409.50. The strike last trading price was 156.5, which was -11.5 lower than the previous day. The implied volatity was 28.54, the open interest changed by 9 which increased total open position to 25

On 22 Dec KEI was trading at 4441.60. The strike last trading price was 168, which was -15.2 lower than the previous day. The implied volatity was 28.27, the open interest changed by 15 which increased total open position to 15

KEI 27JAN2026 4450 PE
Delta: -0.64 Vega: 3.61 Theta: -2.01 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
9 Jan	4328.80	168 ₹ 29,400	39.9 6982.50	28.06	26 4,550	-18 -3,150	138 24,150
8 Jan	4404.40	130.55 ₹ 22,846.25	56.55 9896.25	29.16	263 46,025	29 5,075	157 27,475
7 Jan	4538.20	74 ₹ 12,950	-6.4 -1120.00	29.77	44 7,700	5 875	127 22,225
6 Jan	4526.20	81 ₹ 14,175	0.45 78.75	28.28	31 5,425	6 1,050	121 21,175
5 Jan	4528.90	80.4 ₹ 14,070	1.5 262.50	28.30	88 15,400	-5 -875	112 19,600
2 Jan	4529.60	84 ₹ 14,700	-3.4 -595.00	26.60	91 15,925	-6 -1,050	116 20,300
1 Jan	4514.50	85.15 ₹ 14,901.25	-28.85 -5048.75	27.41	159 27,825	32 5,600	123 21,525
31 Dec	4460.20	114.2 ₹ 19,985	-33.95 -5941.25	27.18	157 27,475	70 12,250	91 15,925
30 Dec	4352.50	148.15 ₹ 25,926.25	-13.45 -2353.75	23.15	15 2,625	5 875	20 3,500
29 Dec	4393.10	161.6 ₹ 28,280	-11.35 -1986.25	31.10	6 1,050	2 350	15 2,625
26 Dec	4367.40	175.9 ₹ 30,782.5	15.8 2765.00	28.33	4 700	0 0	13 2,275
24 Dec	4408.80	160.1 ₹ 28,017.5	5.05 883.75	-	0 0	0 0	13 2,275
23 Dec	4409.50	160.1 ₹ 28,017.5	5.05 883.75	29.81	15 2,625	6 1,050	12 2,100
22 Dec	4441.60	155 ₹ 27,125	-360.15 -63026.25	29.75	9 1,575	4 700	4 700

For Kei Industries Ltd. - strike price 4450 expiring on 27JAN2026

Delta for 4450 PE is -0.64

Historical price for 4450 PE is as follows

On 9 Jan KEI was trading at 4328.80. The strike last trading price was 168, which was 39.9 higher than the previous day. The implied volatity was 28.06, the open interest changed by -18 which decreased total open position to 138

On 8 Jan KEI was trading at 4404.40. The strike last trading price was 130.55, which was 56.55 higher than the previous day. The implied volatity was 29.16, the open interest changed by 29 which increased total open position to 157

On 7 Jan KEI was trading at 4538.20. The strike last trading price was 74, which was -6.4 lower than the previous day. The implied volatity was 29.77, the open interest changed by 5 which increased total open position to 127

On 6 Jan KEI was trading at 4526.20. The strike last trading price was 81, which was 0.45 higher than the previous day. The implied volatity was 28.28, the open interest changed by 6 which increased total open position to 121

On 5 Jan KEI was trading at 4528.90. The strike last trading price was 80.4, which was 1.5 higher than the previous day. The implied volatity was 28.30, the open interest changed by -5 which decreased total open position to 112

On 2 Jan KEI was trading at 4529.60. The strike last trading price was 84, which was -3.4 lower than the previous day. The implied volatity was 26.60, the open interest changed by -6 which decreased total open position to 116

On 1 Jan KEI was trading at 4514.50. The strike last trading price was 85.15, which was -28.85 lower than the previous day. The implied volatity was 27.41, the open interest changed by 32 which increased total open position to 123

On 31 Dec KEI was trading at 4460.20. The strike last trading price was 114.2, which was -33.95 lower than the previous day. The implied volatity was 27.18, the open interest changed by 70 which increased total open position to 91

On 30 Dec KEI was trading at 4352.50. The strike last trading price was 148.15, which was -13.45 lower than the previous day. The implied volatity was 23.15, the open interest changed by 5 which increased total open position to 20

On 29 Dec KEI was trading at 4393.10. The strike last trading price was 161.6, which was -11.35 lower than the previous day. The implied volatity was 31.10, the open interest changed by 2 which increased total open position to 15

On 26 Dec KEI was trading at 4367.40. The strike last trading price was 175.9, which was 15.8 higher than the previous day. The implied volatity was 28.33, the open interest changed by 0 which decreased total open position to 13

On 24 Dec KEI was trading at 4408.80. The strike last trading price was 160.1, which was 5.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 13

On 23 Dec KEI was trading at 4409.50. The strike last trading price was 160.1, which was 5.05 higher than the previous day. The implied volatity was 29.81, the open interest changed by 6 which increased total open position to 12

On 22 Dec KEI was trading at 4441.60. The strike last trading price was 155, which was -360.15 lower than the previous day. The implied volatity was 29.75, the open interest changed by 4 which increased total open position to 4

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