KEI

Kei Industries Ltd.

4328.8 -75.60 (-1.72%)

L: 4312.1 H: 4427.9

Back to Option Chain

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 4500 CE
Delta: 0.31 Vega: 3.39 Theta: -3.12 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
9 Jan	4328.80	54.3 ₹ 9,502.5	-37.6 -6580.00	29.48	699 1,22,325	212 37,100	462 80,850

8 Jan	4404.40	97.9 ₹ 17,132.5	-52.55 -9196.25	32.75	270 47,250	76 13,300	254 44,450
7 Jan	4538.20	154.05 ₹ 26,958.75	12.1 2117.50	27.55	199 34,825	-35 -6,125	178 31,150
6 Jan	4526.20	141.05 ₹ 24,683.75	-2.8 -490.00	27.78	313 54,775	-28 -4,900	214 37,450
5 Jan	4528.90	139.6 ₹ 24,430	-13.2 -2310.00	25.61	354 61,950	-35 -6,125	241 42,175
2 Jan	4529.60	141.65 ₹ 24,788.75	-3.8 -665.00	25.65	728 1,27,400	-89 -15,575	278 48,650
1 Jan	4514.50	145.4 ₹ 25,445	19 3325.00	25.17	1,370 2,39,750	72 12,600	370 64,750
31 Dec	4460.20	125.35 ₹ 21,936.25	38.25 6693.75	27.45	1,151 2,01,425	140 24,500	299 52,325
30 Dec	4352.50	91.5 ₹ 16,012.5	-12.25 -2143.75	28.12	148 25,900	6 1,050	156 27,300
29 Dec	4393.10	107.8 ₹ 18,865	7.55 1321.25	27.62	350 61,250	37 6,475	151 26,425
26 Dec	4367.40	96.5 ₹ 16,887.5	-34.5 -6037.50	27.43	144 25,200	45 7,875	99 17,325
24 Dec	4408.80	131 ₹ 22,925	0.4 70.00	28.26	51 8,925	18 3,150	52 9,100
23 Dec	4409.50	130.6 ₹ 22,855	-20.25 -3543.75	27.96	35 6,125	14 2,450	33 5,775
22 Dec	4441.60	155.25 ₹ 27,168.75	-90.25 -15793.75	30.54	33 5,775	17 2,975	17 2,975
25 Nov	4071.50	245.5 ₹ 42,962.5	0 0.00	-	0 0	0 0	0 0
24 Nov	4107.80	245.5 ₹ 42,962.5	0 0.00	-	0 0	0 0	0 0
21 Nov	4080.40	245.5 ₹ 42,962.5	0 0.00	4.60	0 0	0 0	0 0
20 Nov	4167.30	245.5 ₹ 42,962.5	0 0.00	-	0 0	0 0	0 0
19 Nov	4119.10	245.5 ₹ 42,962.5	0 0.00	-	0 0	0 0	0 0
18 Nov	4125.90	245.5 ₹ 42,962.5	0 0.00	-	0 0	0 0	0 0
17 Nov	4150.90	245.5 ₹ 42,962.5	0 0.00	-	0 0	0 0	0 0
14 Nov	4112.80	245.5 ₹ 42,962.5	0 0.00	-	0 0	0 0	0 0
13 Nov	4113.60	245.5 ₹ 42,962.5	0 0.00	-	0 0	0 0	0 0
12 Nov	4073.20	245.5 ₹ 42,962.5	0 0.00	-	0 0	0 0	0 0
11 Nov	4062.70	245.5 ₹ 42,962.5	0 0.00	-	0 0	0 0	0 0
10 Nov	4032.40	245.5 ₹ 42,962.5	0 0.00	-	0 0	0 0	0 0
31 Oct	4032.00	245.5 ₹ 42,962.5	0 0.00	-	0 0	0 0	0 0
30 Oct	4109.00	245.5 ₹ 42,962.5	0 0.00	3.42	0 0	0 0	0 0

For Kei Industries Ltd. - strike price 4500 expiring on 27JAN2026

Delta for 4500 CE is 0.31

Historical price for 4500 CE is as follows

On 9 Jan KEI was trading at 4328.80. The strike last trading price was 54.3, which was -37.6 lower than the previous day. The implied volatity was 29.48, the open interest changed by 212 which increased total open position to 462

On 8 Jan KEI was trading at 4404.40. The strike last trading price was 97.9, which was -52.55 lower than the previous day. The implied volatity was 32.75, the open interest changed by 76 which increased total open position to 254

On 7 Jan KEI was trading at 4538.20. The strike last trading price was 154.05, which was 12.1 higher than the previous day. The implied volatity was 27.55, the open interest changed by -35 which decreased total open position to 178

On 6 Jan KEI was trading at 4526.20. The strike last trading price was 141.05, which was -2.8 lower than the previous day. The implied volatity was 27.78, the open interest changed by -28 which decreased total open position to 214

On 5 Jan KEI was trading at 4528.90. The strike last trading price was 139.6, which was -13.2 lower than the previous day. The implied volatity was 25.61, the open interest changed by -35 which decreased total open position to 241

On 2 Jan KEI was trading at 4529.60. The strike last trading price was 141.65, which was -3.8 lower than the previous day. The implied volatity was 25.65, the open interest changed by -89 which decreased total open position to 278

On 1 Jan KEI was trading at 4514.50. The strike last trading price was 145.4, which was 19 higher than the previous day. The implied volatity was 25.17, the open interest changed by 72 which increased total open position to 370

On 31 Dec KEI was trading at 4460.20. The strike last trading price was 125.35, which was 38.25 higher than the previous day. The implied volatity was 27.45, the open interest changed by 140 which increased total open position to 299

On 30 Dec KEI was trading at 4352.50. The strike last trading price was 91.5, which was -12.25 lower than the previous day. The implied volatity was 28.12, the open interest changed by 6 which increased total open position to 156

On 29 Dec KEI was trading at 4393.10. The strike last trading price was 107.8, which was 7.55 higher than the previous day. The implied volatity was 27.62, the open interest changed by 37 which increased total open position to 151

On 26 Dec KEI was trading at 4367.40. The strike last trading price was 96.5, which was -34.5 lower than the previous day. The implied volatity was 27.43, the open interest changed by 45 which increased total open position to 99

On 24 Dec KEI was trading at 4408.80. The strike last trading price was 131, which was 0.4 higher than the previous day. The implied volatity was 28.26, the open interest changed by 18 which increased total open position to 52

On 23 Dec KEI was trading at 4409.50. The strike last trading price was 130.6, which was -20.25 lower than the previous day. The implied volatity was 27.96, the open interest changed by 14 which increased total open position to 33

On 22 Dec KEI was trading at 4441.60. The strike last trading price was 155.25, which was -90.25 lower than the previous day. The implied volatity was 30.54, the open interest changed by 17 which increased total open position to 17

On 25 Nov KEI was trading at 4071.50. The strike last trading price was 245.5, 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 245.5, 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 245.5, which was 0 lower than the previous day. The implied volatity was 4.60, 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 245.5, 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 245.5, 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 245.5, 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 245.5, 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 245.5, 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 245.5, 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 245.5, 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 245.5, 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 245.5, 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 245.5, 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 245.5, 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

KEI 27JAN2026 4500 PE
Delta: -0.70 Vega: 3.36 Theta: -1.81 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
9 Jan	4328.80	205 ₹ 35,875	39.8 6965.00	28.84	84 14,700	-18 -3,150	297 51,975
8 Jan	4404.40	153.5 ₹ 26,862.5	58.45 10228.75	27.63	712 1,24,600	-63 -11,025	316 55,300
7 Jan	4538.20	95 ₹ 16,625	-5.65 -988.75	30.09	254 44,450	29 5,075	379 66,325
6 Jan	4526.20	101.85 ₹ 17,823.75	0.25 43.75	28.19	273 47,775	55 9,625	350 61,250
5 Jan	4528.90	103 ₹ 18,025	1.85 323.75	28.71	300 52,500	4 700	295 51,625
2 Jan	4529.60	107 ₹ 18,725	-2.2 -385.00	26.95	276 48,300	-5 -875	288 50,400
1 Jan	4514.50	105.1 ₹ 18,392.5	-32.75 -5731.25	26.62	496 86,800	257 44,975	286 50,050
31 Dec	4460.20	139.3 ₹ 24,377.5	-40.7 -7122.50	27.20	66 11,550	27 4,725	29 5,075
30 Dec	4352.50	180 ₹ 31,500	-8 -1400.00	-	0 0	0 0	2 350
29 Dec	4393.10	180 ₹ 31,500	-8 -1400.00	-	0 0	0 0	2 350
26 Dec	4367.40	180 ₹ 31,500	-8 -1400.00	-	0 0	0 0	2 350
24 Dec	4408.80	180 ₹ 31,500	-8 -1400.00	28.56	1 175	0 0	2 350
23 Dec	4409.50	188 ₹ 32,900	0 0.00	29.82	1 175	0 0	2 350
22 Dec	4441.60	188 ₹ 32,900	-425.65 -74488.75	31.03	2 350	1 175	1 175
25 Nov	4071.50	613.65 ₹ 1,07,388.75	0 0.00	-	0 0	0 0	0 0
24 Nov	4107.80	613.65 ₹ 1,07,388.75	0 0.00	-	0 0	0 0	0 0
21 Nov	4080.40	613.65 ₹ 1,07,388.75	0 0.00	-	0 0	0 0	0 0
20 Nov	4167.30	613.65 ₹ 1,07,388.75	0 0.00	-	0 0	0 0	0 0
19 Nov	4119.10	613.65 ₹ 1,07,388.75	0 0.00	-	0 0	0 0	0 0
18 Nov	4125.90	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
17 Nov	4150.90	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
14 Nov	4112.80	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
13 Nov	4113.60	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
12 Nov	4073.20	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
11 Nov	4062.70	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
10 Nov	4032.40	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
31 Oct	4032.00	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
30 Oct	4109.00	0 ₹ 0	0 0.00	-	0 0	0 0	0 0

For Kei Industries Ltd. - strike price 4500 expiring on 27JAN2026

Delta for 4500 PE is -0.70

Historical price for 4500 PE is as follows

On 9 Jan KEI was trading at 4328.80. The strike last trading price was 205, which was 39.8 higher than the previous day. The implied volatity was 28.84, the open interest changed by -18 which decreased total open position to 297

On 8 Jan KEI was trading at 4404.40. The strike last trading price was 153.5, which was 58.45 higher than the previous day. The implied volatity was 27.63, the open interest changed by -63 which decreased total open position to 316

On 7 Jan KEI was trading at 4538.20. The strike last trading price was 95, which was -5.65 lower than the previous day. The implied volatity was 30.09, the open interest changed by 29 which increased total open position to 379

On 6 Jan KEI was trading at 4526.20. The strike last trading price was 101.85, which was 0.25 higher than the previous day. The implied volatity was 28.19, the open interest changed by 55 which increased total open position to 350

On 5 Jan KEI was trading at 4528.90. The strike last trading price was 103, which was 1.85 higher than the previous day. The implied volatity was 28.71, the open interest changed by 4 which increased total open position to 295

On 2 Jan KEI was trading at 4529.60. The strike last trading price was 107, which was -2.2 lower than the previous day. The implied volatity was 26.95, the open interest changed by -5 which decreased total open position to 288

On 1 Jan KEI was trading at 4514.50. The strike last trading price was 105.1, which was -32.75 lower than the previous day. The implied volatity was 26.62, the open interest changed by 257 which increased total open position to 286

On 31 Dec KEI was trading at 4460.20. The strike last trading price was 139.3, which was -40.7 lower than the previous day. The implied volatity was 27.20, the open interest changed by 27 which increased total open position to 29

On 30 Dec KEI was trading at 4352.50. The strike last trading price was 180, which was -8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2

On 29 Dec KEI was trading at 4393.10. The strike last trading price was 180, which was -8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2

On 26 Dec KEI was trading at 4367.40. The strike last trading price was 180, which was -8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2

On 24 Dec KEI was trading at 4408.80. The strike last trading price was 180, which was -8 lower than the previous day. The implied volatity was 28.56, the open interest changed by 0 which decreased total open position to 2

On 23 Dec KEI was trading at 4409.50. The strike last trading price was 188, which was 0 lower than the previous day. The implied volatity was 29.82, the open interest changed by 0 which decreased total open position to 2

On 22 Dec KEI was trading at 4441.60. The strike last trading price was 188, which was -425.65 lower than the previous day. The implied volatity was 31.03, the open interest changed by 1 which increased total open position to 1

On 25 Nov KEI was trading at 4071.50. The strike last trading price was 613.65, 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 613.65, 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 613.65, 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 613.65, 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 613.65, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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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