KEI
Kei Industries Ltd.
Historical option data for KEI
12 Dec 2024 10:14 AM IST
| KEI 26DEC2024 4800 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.23
Vega: 2.75
Theta: -3.51
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 4547.35 | 39.6 | -22.40 | 33.48 | 272 | 55 | 660 | |||
| 11 Dec | 4630.95 | 62 | 1.95 | 28.15 | 1,030 | 17 | 607 | |||
| 10 Dec | 4559.20 | 60.05 | 12.45 | 36.00 | 1,329 | 37 | 599 | |||
| 9 Dec | 4487.80 | 47.6 | -5.90 | 38.27 | 179 | 30 | 562 | |||
| 6 Dec | 4500.35 | 53.5 | -0.65 | 35.80 | 561 | 103 | 533 | |||
|
|
||||||||||
| 5 Dec | 4454.00 | 54.15 | 13.80 | 37.48 | 941 | 201 | 430 | |||
| 4 Dec | 4420.20 | 40.35 | 4.35 | 35.19 | 1,165 | 221 | 225 | |||
| 3 Dec | 4340.25 | 36 | 37.70 | 24 | 1 | 2 | ||||
For Kei Industries Ltd. - strike price 4800 expiring on 26DEC2024
Delta for 4800 CE is 0.23
Historical price for 4800 CE is as follows
On 12 Dec KEI was trading at 4547.35. The strike last trading price was 39.6, which was -22.40 lower than the previous day. The implied volatity was 33.48, the open interest changed by 55 which increased total open position to 660
On 11 Dec KEI was trading at 4630.95. The strike last trading price was 62, which was 1.95 higher than the previous day. The implied volatity was 28.15, the open interest changed by 17 which increased total open position to 607
On 10 Dec KEI was trading at 4559.20. The strike last trading price was 60.05, which was 12.45 higher than the previous day. The implied volatity was 36.00, the open interest changed by 37 which increased total open position to 599
On 9 Dec KEI was trading at 4487.80. The strike last trading price was 47.6, which was -5.90 lower than the previous day. The implied volatity was 38.27, the open interest changed by 30 which increased total open position to 562
On 6 Dec KEI was trading at 4500.35. The strike last trading price was 53.5, which was -0.65 lower than the previous day. The implied volatity was 35.80, the open interest changed by 103 which increased total open position to 533
On 5 Dec KEI was trading at 4454.00. The strike last trading price was 54.15, which was 13.80 higher than the previous day. The implied volatity was 37.48, the open interest changed by 201 which increased total open position to 430
On 4 Dec KEI was trading at 4420.20. The strike last trading price was 40.35, which was 4.35 higher than the previous day. The implied volatity was 35.19, the open interest changed by 221 which increased total open position to 225
On 3 Dec KEI was trading at 4340.25. The strike last trading price was 36, which was lower than the previous day. The implied volatity was 37.70, the open interest changed by 1 which increased total open position to 2
| KEI 26DEC2024 4800 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 4547.35 | 330.5 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Dec | 4630.95 | 330.5 | 0.00 | 0.00 | 0 | 0 | 0 |
| 10 Dec | 4559.20 | 330.5 | 0.00 | 0.00 | 0 | 1 | 0 |
| 9 Dec | 4487.80 | 330.5 | -206.35 | 32.94 | 1 | 0 | 0 |
| 6 Dec | 4500.35 | 536.85 | 0.00 | - | 0 | 0 | 0 |
| 5 Dec | 4454.00 | 536.85 | 0.00 | - | 0 | 0 | 0 |
| 4 Dec | 4420.20 | 536.85 | 0.00 | - | 0 | 0 | 0 |
| 3 Dec | 4340.25 | 536.85 | - | 0 | 0 | 0 | |
For Kei Industries Ltd. - strike price 4800 expiring on 26DEC2024
Delta for 4800 PE is 0.00
Historical price for 4800 PE is as follows
On 12 Dec KEI was trading at 4547.35. The strike last trading price was 330.5, 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 330.5, 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 330.5, 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 330.5, which was -206.35 lower than the previous day. The implied volatity was 32.94, 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 536.85, 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 5 Dec KEI was trading at 4454.00. The strike last trading price was 536.85, 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 4 Dec KEI was trading at 4420.20. The strike last trading price was 536.85, 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 536.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
