KEI
Kei Industries Ltd.
Historical option data for KEI
12 Dec 2024 10:34 AM IST
| KEI 26DEC2024 4600 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.45
Vega: 3.55
Theta: -4.44
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 4541.70 | 92.25 | -34.75 | 31.22 | 266 | 28 | 498 | |||
|
|
||||||||||
| 11 Dec | 4630.95 | 127 | -5.00 | 19.44 | 2,378 | -83 | 498 | |||
| 10 Dec | 4559.20 | 132 | 31.10 | 35.83 | 1,923 | 432 | 591 | |||
| 9 Dec | 4487.80 | 100.9 | -9.10 | 37.18 | 52 | -13 | 159 | |||
| 6 Dec | 4500.35 | 110 | 0.75 | 34.70 | 143 | -17 | 171 | |||
| 5 Dec | 4454.00 | 109.25 | 20.25 | 36.93 | 492 | -74 | 188 | |||
| 4 Dec | 4420.20 | 89 | 7.00 | 35.09 | 2,125 | 257 | 260 | |||
| 3 Dec | 4340.25 | 82 | -36.35 | 38.94 | 3 | 2 | 2 | |||
| 2 Dec | 4354.90 | 118.35 | 4.90 | 0 | 0 | 0 | ||||
For Kei Industries Ltd. - strike price 4600 expiring on 26DEC2024
Delta for 4600 CE is 0.45
Historical price for 4600 CE is as follows
On 12 Dec KEI was trading at 4541.70. The strike last trading price was 92.25, which was -34.75 lower than the previous day. The implied volatity was 31.22, the open interest changed by 28 which increased total open position to 498
On 11 Dec KEI was trading at 4630.95. The strike last trading price was 127, which was -5.00 lower than the previous day. The implied volatity was 19.44, the open interest changed by -83 which decreased total open position to 498
On 10 Dec KEI was trading at 4559.20. The strike last trading price was 132, which was 31.10 higher than the previous day. The implied volatity was 35.83, the open interest changed by 432 which increased total open position to 591
On 9 Dec KEI was trading at 4487.80. The strike last trading price was 100.9, which was -9.10 lower than the previous day. The implied volatity was 37.18, the open interest changed by -13 which decreased total open position to 159
On 6 Dec KEI was trading at 4500.35. The strike last trading price was 110, which was 0.75 higher than the previous day. The implied volatity was 34.70, the open interest changed by -17 which decreased total open position to 171
On 5 Dec KEI was trading at 4454.00. The strike last trading price was 109.25, which was 20.25 higher than the previous day. The implied volatity was 36.93, the open interest changed by -74 which decreased total open position to 188
On 4 Dec KEI was trading at 4420.20. The strike last trading price was 89, which was 7.00 higher than the previous day. The implied volatity was 35.09, the open interest changed by 257 which increased total open position to 260
On 3 Dec KEI was trading at 4340.25. The strike last trading price was 82, which was -36.35 lower than the previous day. The implied volatity was 38.94, the open interest changed by 2 which increased total open position to 2
On 2 Dec KEI was trading at 4354.90. The strike last trading price was 118.35, which was lower than the previous day. The implied volatity was 4.90, the open interest changed by 0 which decreased total open position to 0
| KEI 26DEC2024 4600 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.53
Vega: 3.56
Theta: -4.27
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 4541.70 | 164.35 | 21.85 | 39.66 | 12 | 1 | 25 |
| 11 Dec | 4630.95 | 142.5 | -94.55 | 49.30 | 36 | 23 | 25 |
| 10 Dec | 4559.20 | 237.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 9 Dec | 4487.80 | 237.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Dec | 4500.35 | 237.05 | 0.00 | 0.00 | 0 | 2 | 0 |
| 5 Dec | 4454.00 | 237.05 | -149.10 | 40.41 | 9 | 4 | 4 |
| 4 Dec | 4420.20 | 386.15 | 0.00 | - | 0 | 0 | 0 |
| 3 Dec | 4340.25 | 386.15 | 0.00 | - | 0 | 0 | 0 |
| 2 Dec | 4354.90 | 386.15 | - | 0 | 0 | 0 | |
For Kei Industries Ltd. - strike price 4600 expiring on 26DEC2024
Delta for 4600 PE is -0.53
Historical price for 4600 PE is as follows
On 12 Dec KEI was trading at 4541.70. The strike last trading price was 164.35, which was 21.85 higher than the previous day. The implied volatity was 39.66, the open interest changed by 1 which increased total open position to 25
On 11 Dec KEI was trading at 4630.95. The strike last trading price was 142.5, which was -94.55 lower than the previous day. The implied volatity was 49.30, the open interest changed by 23 which increased total open position to 25
On 10 Dec KEI was trading at 4559.20. The strike last trading price was 237.05, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 9 Dec KEI was trading at 4487.80. The strike last trading price was 237.05, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 6 Dec KEI was trading at 4500.35. The strike last trading price was 237.05, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 5 Dec KEI was trading at 4454.00. The strike last trading price was 237.05, which was -149.10 lower than the previous day. The implied volatity was 40.41, the open interest changed by 4 which increased total open position to 4
On 4 Dec KEI was trading at 4420.20. The strike last trading price was 386.15, 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 3 Dec KEI was trading at 4340.25. The strike last trading price was 386.15, 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 386.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
