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[--[65.84.65.76]--]
KEI
Kei Industries Ltd.

4544 -86.95 (-1.88%)

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Historical option data for KEI

12 Dec 2024 10:24 AM IST
KEI 26DEC2024 4900 CE
Delta: 0.16
Vega: 2.17
Theta: -2.83
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
12 Dec 4548.05 25 1.00 34.57 28 7 23
11 Dec 4630.95 24 -14.00 24.17 11 0 8
10 Dec 4559.20 38 -14.95 36.62 20 3 3
9 Dec 4487.80 52.95 0.00 9.25 0 0 0
6 Dec 4500.35 52.95 52.95 8.48 0 0 0
5 Dec 4454.00 0 0.00 0.00 0 0 0
4 Dec 4420.20 0 0.00 0 0 0


For Kei Industries Ltd. - strike price 4900 expiring on 26DEC2024

Delta for 4900 CE is 0.16

Historical price for 4900 CE is as follows

On 12 Dec KEI was trading at 4548.05. The strike last trading price was 25, which was 1.00 higher than the previous day. The implied volatity was 34.57, the open interest changed by 7 which increased total open position to 23


On 11 Dec KEI was trading at 4630.95. The strike last trading price was 24, which was -14.00 lower than the previous day. The implied volatity was 24.17, the open interest changed by 0 which decreased total open position to 8


On 10 Dec KEI was trading at 4559.20. The strike last trading price was 38, which was -14.95 lower than the previous day. The implied volatity was 36.62, the open interest changed by 3 which increased total open position to 3


On 9 Dec KEI was trading at 4487.80. The strike last trading price was 52.95, which was 0.00 lower than the previous day. The implied volatity was 9.25, 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 52.95, which was 52.95 higher than the previous day. The implied volatity was 8.48, 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 0, 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 4 Dec KEI was trading at 4420.20. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


KEI 26DEC2024 4900 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
12 Dec 4548.05 619.15 0.00 - 0 0 0
11 Dec 4630.95 619.15 0.00 - 0 0 0
10 Dec 4559.20 619.15 0.00 - 0 0 0
9 Dec 4487.80 619.15 0.00 - 0 0 0
6 Dec 4500.35 619.15 619.15 - 0 0 0
5 Dec 4454.00 0 0.00 0.00 0 0 0
4 Dec 4420.20 0 0.00 0 0 0


For Kei Industries Ltd. - strike price 4900 expiring on 26DEC2024

Delta for 4900 PE is -

Historical price for 4900 PE is as follows

On 12 Dec KEI was trading at 4548.05. The strike last trading price was 619.15, 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 11 Dec KEI was trading at 4630.95. The strike last trading price was 619.15, 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 10 Dec KEI was trading at 4559.20. The strike last trading price was 619.15, 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 9 Dec KEI was trading at 4487.80. The strike last trading price was 619.15, 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 6 Dec KEI was trading at 4500.35. The strike last trading price was 619.15, which was 619.15 higher 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 0, 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 4 Dec KEI was trading at 4420.20. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0