KEI
Kei Industries Ltd.
Historical option data for KEI
12 Dec 2024 11:14 AM IST
| KEI 26DEC2024 4700 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.37
Vega: 3.40
Theta: -4.35
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 12 Dec | 4573.10 | 72 | -18.00 | 32.58 | 243 | 30 | 278 | |||
| 11 Dec | 4630.95 | 90 | 0.00 | 24.94 | 472 | 51 | 245 | |||
| 10 Dec | 4559.20 | 90 | 20.20 | 35.70 | 305 | -15 | 191 | |||
| 9 Dec | 4487.80 | 69.8 | -4.85 | 37.64 | 62 | 36 | 205 | |||
| 6 Dec | 4500.35 | 74.65 | -6.20 | 34.50 | 63 | 1 | 170 | |||
| 5 Dec | 4454.00 | 80.85 | 19.75 | 38.00 | 339 | 65 | 169 | |||
| 4 Dec | 4420.20 | 61.1 | 12.10 | 35.21 | 1,045 | 102 | 103 | |||
| 3 Dec | 4340.25 | 49 | -28.00 | 36.36 | 2 | 0 | 2 | |||
| 2 Dec | 4354.90 | 77 | 42.71 | 3 | 0 | 1 | ||||
For Kei Industries Ltd. - strike price 4700 expiring on 26DEC2024
Delta for 4700 CE is 0.37
Historical price for 4700 CE is as follows
On 12 Dec KEI was trading at 4573.10. The strike last trading price was 72, which was -18.00 lower than the previous day. The implied volatity was 32.58, the open interest changed by 30 which increased total open position to 278
On 11 Dec KEI was trading at 4630.95. The strike last trading price was 90, which was 0.00 lower than the previous day. The implied volatity was 24.94, the open interest changed by 51 which increased total open position to 245
On 10 Dec KEI was trading at 4559.20. The strike last trading price was 90, which was 20.20 higher than the previous day. The implied volatity was 35.70, the open interest changed by -15 which decreased total open position to 191
On 9 Dec KEI was trading at 4487.80. The strike last trading price was 69.8, which was -4.85 lower than the previous day. The implied volatity was 37.64, the open interest changed by 36 which increased total open position to 205
On 6 Dec KEI was trading at 4500.35. The strike last trading price was 74.65, which was -6.20 lower than the previous day. The implied volatity was 34.50, the open interest changed by 1 which increased total open position to 170
On 5 Dec KEI was trading at 4454.00. The strike last trading price was 80.85, which was 19.75 higher than the previous day. The implied volatity was 38.00, the open interest changed by 65 which increased total open position to 169
On 4 Dec KEI was trading at 4420.20. The strike last trading price was 61.1, which was 12.10 higher than the previous day. The implied volatity was 35.21, the open interest changed by 102 which increased total open position to 103
On 3 Dec KEI was trading at 4340.25. The strike last trading price was 49, which was -28.00 lower than the previous day. The implied volatity was 36.36, the open interest changed by 0 which decreased total open position to 2
On 2 Dec KEI was trading at 4354.90. The strike last trading price was 77, which was lower than the previous day. The implied volatity was 42.71, the open interest changed by 0 which decreased total open position to 1
| KEI 26DEC2024 4700 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 4573.10 | 253.6 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Dec | 4630.95 | 253.6 | 0.00 | 0.00 | 0 | 0 | 0 |
| 10 Dec | 4559.20 | 253.6 | 0.00 | 0.00 | 0 | 1 | 0 |
| 9 Dec | 4487.80 | 253.6 | -24.15 | 33.33 | 1 | 0 | 6 |
| 6 Dec | 4500.35 | 277.75 | 3.50 | 40.39 | 1 | 0 | 5 |
| 5 Dec | 4454.00 | 274.25 | -184.85 | 32.85 | 7 | 6 | 6 |
| 4 Dec | 4420.20 | 459.1 | 0.00 | - | 0 | 0 | 0 |
| 3 Dec | 4340.25 | 459.1 | 0.00 | - | 0 | 0 | 0 |
| 2 Dec | 4354.90 | 459.1 | - | 0 | 0 | 0 | |
For Kei Industries Ltd. - strike price 4700 expiring on 26DEC2024
Delta for 4700 PE is 0.00
Historical price for 4700 PE is as follows
On 12 Dec KEI was trading at 4573.10. The strike last trading price was 253.6, 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 11 Dec KEI was trading at 4630.95. The strike last trading price was 253.6, 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 10 Dec KEI was trading at 4559.20. The strike last trading price was 253.6, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 9 Dec KEI was trading at 4487.80. The strike last trading price was 253.6, which was -24.15 lower than the previous day. The implied volatity was 33.33, the open interest changed by 0 which decreased total open position to 6
On 6 Dec KEI was trading at 4500.35. The strike last trading price was 277.75, which was 3.50 higher than the previous day. The implied volatity was 40.39, the open interest changed by 0 which decreased total open position to 5
On 5 Dec KEI was trading at 4454.00. The strike last trading price was 274.25, which was -184.85 lower than the previous day. The implied volatity was 32.85, the open interest changed by 6 which increased total open position to 6
On 4 Dec KEI was trading at 4420.20. The strike last trading price was 459.1, 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 459.1, 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 459.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
