`
Related Pages for KEI
[--[65.84.65.76]--]
KEI
Kei Industries Ltd.
4557 -73.95 (-1.60%)

Back to Option Chain

Historical option data for KEI

12 Dec 2024 10:54 AM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
KEI 26DEC2024 4500 CE
Delta: 0.62
Vega: 3.41
Theta: -4.13
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
12 Dec 4553.65 139.7 -35.30 28.18 110 -6 432
11 Dec 4630.95 175 -5.00 - 930 -41 437
10 Dec 4559.20 180 33.85 34.48 1,425 -36 479
9 Dec 4487.80 146.15 -2.15 37.80 374 48 512
6 Dec 4500.35 148.3 -1.20 33.15 612 -123 465
5 Dec 4454.00 149.5 23.90 36.59 2,380 1 593
4 Dec 4420.20 125.6 47.55 34.91 5,967 548 592
3 Dec 4340.25 78.05 -27.45 30.32 85 14 44
2 Dec 4354.90 105.5 10.50 34.97 74 22 31
29 Nov 4313.25 95 34.75 21 10 10

For Kei Industries Ltd. - strike price 4500 expiring on 26DEC2024

Delta for 4500 CE is 0.62

Historical price for 4500 CE is as follows

On 12 Dec KEI was trading at 4553.65. The strike last trading price was 139.7, which was -35.30 lower than the previous day. The implied volatity was 28.18, the open interest changed by -6 which decreased total open position to 432


On 11 Dec KEI was trading at 4630.95. The strike last trading price was 175, which was -5.00 lower than the previous day. The implied volatity was -, the open interest changed by -41 which decreased total open position to 437


On 10 Dec KEI was trading at 4559.20. The strike last trading price was 180, which was 33.85 higher than the previous day. The implied volatity was 34.48, the open interest changed by -36 which decreased total open position to 479


On 9 Dec KEI was trading at 4487.80. The strike last trading price was 146.15, which was -2.15 lower than the previous day. The implied volatity was 37.80, the open interest changed by 48 which increased total open position to 512


On 6 Dec KEI was trading at 4500.35. The strike last trading price was 148.3, which was -1.20 lower than the previous day. The implied volatity was 33.15, the open interest changed by -123 which decreased total open position to 465


On 5 Dec KEI was trading at 4454.00. The strike last trading price was 149.5, which was 23.90 higher than the previous day. The implied volatity was 36.59, the open interest changed by 1 which increased total open position to 593


On 4 Dec KEI was trading at 4420.20. The strike last trading price was 125.6, which was 47.55 higher than the previous day. The implied volatity was 34.91, the open interest changed by 548 which increased total open position to 592


On 3 Dec KEI was trading at 4340.25. The strike last trading price was 78.05, which was -27.45 lower than the previous day. The implied volatity was 30.32, the open interest changed by 14 which increased total open position to 44


On 2 Dec KEI was trading at 4354.90. The strike last trading price was 105.5, which was 10.50 higher than the previous day. The implied volatity was 34.97, the open interest changed by 22 which increased total open position to 31


On 29 Nov KEI was trading at 4313.25. The strike last trading price was 95, which was lower than the previous day. The implied volatity was 34.75, the open interest changed by 10 which increased total open position to 10


KEI 26DEC2024 4500 PE
Delta: -0.41
Vega: 3.48
Theta: -4.50
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
12 Dec 4553.65 113 18.00 41.04 68 -1 71
11 Dec 4630.95 95 -14.00 47.00 319 32 78
10 Dec 4559.20 109 -23.30 39.59 134 -2 47
9 Dec 4487.80 132.3 -8.30 34.42 11 3 50
6 Dec 4500.35 140.6 -30.10 35.76 19 0 47
5 Dec 4454.00 170.7 -17.35 38.30 61 17 47
4 Dec 4420.20 188.05 -131.20 36.42 135 30 30
3 Dec 4340.25 319.25 0.00 - 0 0 0
2 Dec 4354.90 319.25 0.00 - 0 0 0
29 Nov 4313.25 319.25 - 0 0 0

For Kei Industries Ltd. - strike price 4500 expiring on 26DEC2024

Delta for 4500 PE is -0.41

Historical price for 4500 PE is as follows

On 12 Dec KEI was trading at 4553.65. The strike last trading price was 113, which was 18.00 higher than the previous day. The implied volatity was 41.04, the open interest changed by -1 which decreased total open position to 71


On 11 Dec KEI was trading at 4630.95. The strike last trading price was 95, which was -14.00 lower than the previous day. The implied volatity was 47.00, the open interest changed by 32 which increased total open position to 78


On 10 Dec KEI was trading at 4559.20. The strike last trading price was 109, which was -23.30 lower than the previous day. The implied volatity was 39.59, the open interest changed by -2 which decreased total open position to 47


On 9 Dec KEI was trading at 4487.80. The strike last trading price was 132.3, which was -8.30 lower than the previous day. The implied volatity was 34.42, the open interest changed by 3 which increased total open position to 50


On 6 Dec KEI was trading at 4500.35. The strike last trading price was 140.6, which was -30.10 lower than the previous day. The implied volatity was 35.76, the open interest changed by 0 which decreased total open position to 47


On 5 Dec KEI was trading at 4454.00. The strike last trading price was 170.7, which was -17.35 lower than the previous day. The implied volatity was 38.30, the open interest changed by 17 which increased total open position to 47


On 4 Dec KEI was trading at 4420.20. The strike last trading price was 188.05, which was -131.20 lower than the previous day. The implied volatity was 36.42, the open interest changed by 30 which increased total open position to 30


On 3 Dec KEI was trading at 4340.25. The strike last trading price was 319.25, 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 319.25, 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 29 Nov KEI was trading at 4313.25. The strike last trading price was 319.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0