KEI
Kei Industries Ltd.
Historical option data for KEI
12 Mar 2026 04:13 PM IST
| KEI 30-MAR-2026 4650 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.25
Vega: 3.03
Theta: -3.66
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
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| 12 Mar | 4330.00 | 54 | -14.25 | 40.13 | 80 | -13 | 100 | |||||||||
| 11 Mar | 4321.00 | 67 | -66.8 | 41.8 | 125 | 22 | 114 | |||||||||
| 10 Mar | 4537.00 | 138 | -126.85 | 39.91 | 245 | 49 | 92 | |||||||||
| 9 Mar | 4789.50 | 264.85 | -66.4 | 35.8 | 145 | 5 | 43 | |||||||||
| 6 Mar | 4921.00 | 331.25 | -160.55 | - | 0 | 0 | 38 | |||||||||
| 5 Mar | 4920.50 | 331.25 | -160.55 | 19.82 | 6 | -1 | 38 | |||||||||
| 4 Mar | 4979.00 | 491.8 | 278.45 | - | 2 | 0 | 39 | |||||||||
| 2 Mar | 5206.00 | 491.8 | 278.45 | 29.73 | 2 | 0 | 40 | |||||||||
| 27 Feb | 5080.40 | 213.35 | -7.25 | - | 0 | 0 | 40 | |||||||||
| 26 Feb | 5009.10 | 213.35 | -7.25 | - | 0 | 0 | 40 | |||||||||
| 25 Feb | 4944.00 | 213.35 | -7.25 | - | 0 | 0 | 40 | |||||||||
| 24 Feb | 4781.00 | 213.35 | -7.25 | - | 0 | 0 | 40 | |||||||||
| 23 Feb | 4765.70 | 213.35 | -7.25 | 20.61 | 41 | 20 | 39 | |||||||||
| 20 Feb | 4756.00 | 228 | 168.65 | 19.19 | 48 | 19 | 19 | |||||||||
| 19 Feb | 4568.60 | 59.35 | 0 | 0.55 | 0 | 0 | 0 | |||||||||
| 18 Feb | 4606.90 | 59.35 | 0 | 0 | 0 | 0 | 0 | |||||||||
| 17 Feb | 4567.80 | 59.35 | 0 | 0.58 | 0 | 0 | 0 | |||||||||
| 16 Feb | 4483.60 | 59.35 | 0 | 2.1 | 0 | 0 | 0 | |||||||||
| 13 Feb | 4566.80 | 59.35 | 0 | 0.45 | 0 | 0 | 0 | |||||||||
| 12 Feb | 4591.30 | 59.35 | 0 | 0.23 | 0 | 0 | 0 | |||||||||
| 11 Feb | 4605.90 | 59.35 | 0 | 0.04 | 0 | 0 | 0 | |||||||||
| 10 Feb | 4590.60 | 59.35 | 0 | 0.01 | 0 | 0 | 0 | |||||||||
For Kei Industries Ltd. - strike price 4650 expiring on 30MAR2026
Delta for 4650 CE is 0.25
Historical price for 4650 CE is as follows
On 12 Mar KEI was trading at 4330.00. The strike last trading price was 54, which was -14.25 lower than the previous day. The implied volatity was 40.13, the open interest changed by -13 which decreased total open position to 100
On 11 Mar KEI was trading at 4321.00. The strike last trading price was 67, which was -66.8 lower than the previous day. The implied volatity was 41.8, the open interest changed by 22 which increased total open position to 114
On 10 Mar KEI was trading at 4537.00. The strike last trading price was 138, which was -126.85 lower than the previous day. The implied volatity was 39.91, the open interest changed by 49 which increased total open position to 92
On 9 Mar KEI was trading at 4789.50. The strike last trading price was 264.85, which was -66.4 lower than the previous day. The implied volatity was 35.8, the open interest changed by 5 which increased total open position to 43
On 6 Mar KEI was trading at 4921.00. The strike last trading price was 331.25, which was -160.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 38
On 5 Mar KEI was trading at 4920.50. The strike last trading price was 331.25, which was -160.55 lower than the previous day. The implied volatity was 19.82, the open interest changed by -1 which decreased total open position to 38
On 4 Mar KEI was trading at 4979.00. The strike last trading price was 491.8, which was 278.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 39
On 2 Mar KEI was trading at 5206.00. The strike last trading price was 491.8, which was 278.45 higher than the previous day. The implied volatity was 29.73, the open interest changed by 0 which decreased total open position to 40
On 27 Feb KEI was trading at 5080.40. The strike last trading price was 213.35, which was -7.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 40
On 26 Feb KEI was trading at 5009.10. The strike last trading price was 213.35, which was -7.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 40
On 25 Feb KEI was trading at 4944.00. The strike last trading price was 213.35, which was -7.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 40
On 24 Feb KEI was trading at 4781.00. The strike last trading price was 213.35, which was -7.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 40
On 23 Feb KEI was trading at 4765.70. The strike last trading price was 213.35, which was -7.25 lower than the previous day. The implied volatity was 20.61, the open interest changed by 20 which increased total open position to 39
On 20 Feb KEI was trading at 4756.00. The strike last trading price was 228, which was 168.65 higher than the previous day. The implied volatity was 19.19, the open interest changed by 19 which increased total open position to 19
On 19 Feb KEI was trading at 4568.60. The strike last trading price was 59.35, which was 0 lower than the previous day. The implied volatity was 0.55, the open interest changed by 0 which decreased total open position to 0
On 18 Feb KEI was trading at 4606.90. The strike last trading price was 59.35, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 17 Feb KEI was trading at 4567.80. The strike last trading price was 59.35, which was 0 lower than the previous day. The implied volatity was 0.58, the open interest changed by 0 which decreased total open position to 0
On 16 Feb KEI was trading at 4483.60. The strike last trading price was 59.35, which was 0 lower than the previous day. The implied volatity was 2.1, the open interest changed by 0 which decreased total open position to 0
On 13 Feb KEI was trading at 4566.80. The strike last trading price was 59.35, which was 0 lower than the previous day. The implied volatity was 0.45, the open interest changed by 0 which decreased total open position to 0
On 12 Feb KEI was trading at 4591.30. The strike last trading price was 59.35, which was 0 lower than the previous day. The implied volatity was 0.23, the open interest changed by 0 which decreased total open position to 0
On 11 Feb KEI was trading at 4605.90. The strike last trading price was 59.35, which was 0 lower than the previous day. The implied volatity was 0.04, the open interest changed by 0 which decreased total open position to 0
On 10 Feb KEI was trading at 4590.60. The strike last trading price was 59.35, which was 0 lower than the previous day. The implied volatity was 0.01, the open interest changed by 0 which decreased total open position to 0
| KEI 30MAR2026 4650 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.72
Vega: 3.22
Theta: -3.13
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 12 Mar | 4330.00 | 363.4 | -5.75 | 45.65 | 32 | 2 | 134 |
| 11 Mar | 4321.00 | 381.6 | 147.9 | 52.99 | 162 | 75 | 134 |
| 10 Mar | 4537.00 | 222.85 | 112.95 | 42.84 | 522 | 26 | 61 |
| 9 Mar | 4789.50 | 108 | 40.7 | 40.59 | 81 | 8 | 34 |
| 6 Mar | 4921.00 | 67.3 | -3.3 | 37.57 | 36 | -10 | 26 |
| 5 Mar | 4920.50 | 71 | 3.5 | 38.01 | 6 | 2 | 36 |
| 4 Mar | 4979.00 | 64.7 | 24.7 | 38.69 | 25 | 0 | 35 |
| 2 Mar | 5206.00 | 40 | -11 | 41.24 | 76 | 2 | 35 |
| 27 Feb | 5080.40 | 51 | -13 | 36.56 | 93 | -12 | 34 |
| 26 Feb | 5009.10 | 64 | -23.4 | 35.63 | 20 | 0 | 46 |
| 25 Feb | 4944.00 | 84.35 | -78.65 | 36.41 | 92 | 28 | 46 |
| 24 Feb | 4781.00 | 163 | 0.8 | 44.57 | 2 | 0 | 18 |
| 23 Feb | 4765.70 | 162.2 | -2.8 | 40.13 | 42 | 15 | 18 |
| 20 Feb | 4756.00 | 165 | -97.6 | 40.42 | 1 | 0 | 2 |
| 19 Feb | 4568.60 | 262.6 | -41.05 | 40.01 | 1 | 0 | 2 |
| 18 Feb | 4606.90 | 303.65 | 6.45 | - | 0 | 0 | 2 |
| 17 Feb | 4567.80 | 303.65 | 6.45 | - | 0 | 0 | 2 |
| 16 Feb | 4483.60 | 303.65 | 6.45 | 38.77 | 1 | 0 | 2 |
| 13 Feb | 4566.80 | 297.2 | 35.2 | - | 0 | 0 | 2 |
| 12 Feb | 4591.30 | 297.2 | 35.2 | 44.89 | 1 | 0 | 1 |
| 11 Feb | 4605.90 | 262 | -593.5 | - | 0 | 0 | 1 |
| 10 Feb | 4590.60 | 262 | -593.5 | - | 0 | 0 | 1 |
For Kei Industries Ltd. - strike price 4650 expiring on 30MAR2026
Delta for 4650 PE is -0.72
Historical price for 4650 PE is as follows
On 12 Mar KEI was trading at 4330.00. The strike last trading price was 363.4, which was -5.75 lower than the previous day. The implied volatity was 45.65, the open interest changed by 2 which increased total open position to 134
On 11 Mar KEI was trading at 4321.00. The strike last trading price was 381.6, which was 147.9 higher than the previous day. The implied volatity was 52.99, the open interest changed by 75 which increased total open position to 134
On 10 Mar KEI was trading at 4537.00. The strike last trading price was 222.85, which was 112.95 higher than the previous day. The implied volatity was 42.84, the open interest changed by 26 which increased total open position to 61
On 9 Mar KEI was trading at 4789.50. The strike last trading price was 108, which was 40.7 higher than the previous day. The implied volatity was 40.59, the open interest changed by 8 which increased total open position to 34
On 6 Mar KEI was trading at 4921.00. The strike last trading price was 67.3, which was -3.3 lower than the previous day. The implied volatity was 37.57, the open interest changed by -10 which decreased total open position to 26
On 5 Mar KEI was trading at 4920.50. The strike last trading price was 71, which was 3.5 higher than the previous day. The implied volatity was 38.01, the open interest changed by 2 which increased total open position to 36
On 4 Mar KEI was trading at 4979.00. The strike last trading price was 64.7, which was 24.7 higher than the previous day. The implied volatity was 38.69, the open interest changed by 0 which decreased total open position to 35
On 2 Mar KEI was trading at 5206.00. The strike last trading price was 40, which was -11 lower than the previous day. The implied volatity was 41.24, the open interest changed by 2 which increased total open position to 35
On 27 Feb KEI was trading at 5080.40. The strike last trading price was 51, which was -13 lower than the previous day. The implied volatity was 36.56, the open interest changed by -12 which decreased total open position to 34
On 26 Feb KEI was trading at 5009.10. The strike last trading price was 64, which was -23.4 lower than the previous day. The implied volatity was 35.63, the open interest changed by 0 which decreased total open position to 46
On 25 Feb KEI was trading at 4944.00. The strike last trading price was 84.35, which was -78.65 lower than the previous day. The implied volatity was 36.41, the open interest changed by 28 which increased total open position to 46
On 24 Feb KEI was trading at 4781.00. The strike last trading price was 163, which was 0.8 higher than the previous day. The implied volatity was 44.57, the open interest changed by 0 which decreased total open position to 18
On 23 Feb KEI was trading at 4765.70. The strike last trading price was 162.2, which was -2.8 lower than the previous day. The implied volatity was 40.13, the open interest changed by 15 which increased total open position to 18
On 20 Feb KEI was trading at 4756.00. The strike last trading price was 165, which was -97.6 lower than the previous day. The implied volatity was 40.42, the open interest changed by 0 which decreased total open position to 2
On 19 Feb KEI was trading at 4568.60. The strike last trading price was 262.6, which was -41.05 lower than the previous day. The implied volatity was 40.01, the open interest changed by 0 which decreased total open position to 2
On 18 Feb KEI was trading at 4606.90. The strike last trading price was 303.65, which was 6.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 17 Feb KEI was trading at 4567.80. The strike last trading price was 303.65, which was 6.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 16 Feb KEI was trading at 4483.60. The strike last trading price was 303.65, which was 6.45 higher than the previous day. The implied volatity was 38.77, the open interest changed by 0 which decreased total open position to 2
On 13 Feb KEI was trading at 4566.80. The strike last trading price was 297.2, which was 35.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 12 Feb KEI was trading at 4591.30. The strike last trading price was 297.2, which was 35.2 higher than the previous day. The implied volatity was 44.89, the open interest changed by 0 which decreased total open position to 1
On 11 Feb KEI was trading at 4605.90. The strike last trading price was 262, which was -593.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 10 Feb KEI was trading at 4590.60. The strike last trading price was 262, which was -593.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
