KEI
Kei Industries Ltd.
Historical option data for KEI
12 Dec 2024 11:04 AM IST
| KEI 26DEC2024 4500 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.64
Vega: 3.37
Theta: -3.97
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 4562.35 | 141.4 | -33.60 | 27.07 | 115 | -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 | |||
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| 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 0.64
Historical price for 4500 CE is as follows
On 12 Dec KEI was trading at 4562.35. The strike last trading price was 141.4, which was -33.60 lower than the previous day. The implied volatity was 27.07, 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: -0.40
Vega: 3.47
Theta: -4.62
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 4562.35 | 113 | 18.00 | 42.05 | 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 -0.40
Historical price for 4500 PE is as follows
On 12 Dec KEI was trading at 4562.35. The strike last trading price was 113, which was 18.00 higher than the previous day. The implied volatity was 42.05, 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
