KEI
Kei Industries Ltd.
Historical option data for KEI
12 Dec 2024 10:14 AM IST
| KEI 26DEC2024 5000 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.10
Vega: 1.60
Theta: -2.11
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
|
|
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| 12 Dec | 4547.35 | 15 | -10.05 | 35.37 | 156 | 4 | 440 | |||
| 11 Dec | 4630.95 | 25.05 | 1.50 | 31.21 | 951 | 65 | 439 | |||
| 10 Dec | 4559.20 | 23.55 | 4.85 | 36.26 | 658 | 128 | 375 | |||
| 9 Dec | 4487.80 | 18.7 | -7.30 | 38.23 | 167 | 35 | 248 | |||
| 6 Dec | 4500.35 | 26 | 1.35 | 37.68 | 198 | 43 | 213 | |||
| 5 Dec | 4454.00 | 24.65 | 7.35 | 38.04 | 479 | 68 | 173 | |||
| 4 Dec | 4420.20 | 17.3 | 35.89 | 520 | 107 | 107 | ||||
For Kei Industries Ltd. - strike price 5000 expiring on 26DEC2024
Delta for 5000 CE is 0.10
Historical price for 5000 CE is as follows
On 12 Dec KEI was trading at 4547.35. The strike last trading price was 15, which was -10.05 lower than the previous day. The implied volatity was 35.37, the open interest changed by 4 which increased total open position to 440
On 11 Dec KEI was trading at 4630.95. The strike last trading price was 25.05, which was 1.50 higher than the previous day. The implied volatity was 31.21, the open interest changed by 65 which increased total open position to 439
On 10 Dec KEI was trading at 4559.20. The strike last trading price was 23.55, which was 4.85 higher than the previous day. The implied volatity was 36.26, the open interest changed by 128 which increased total open position to 375
On 9 Dec KEI was trading at 4487.80. The strike last trading price was 18.7, which was -7.30 lower than the previous day. The implied volatity was 38.23, the open interest changed by 35 which increased total open position to 248
On 6 Dec KEI was trading at 4500.35. The strike last trading price was 26, which was 1.35 higher than the previous day. The implied volatity was 37.68, the open interest changed by 43 which increased total open position to 213
On 5 Dec KEI was trading at 4454.00. The strike last trading price was 24.65, which was 7.35 higher than the previous day. The implied volatity was 38.04, the open interest changed by 68 which increased total open position to 173
On 4 Dec KEI was trading at 4420.20. The strike last trading price was 17.3, which was lower than the previous day. The implied volatity was 35.89, the open interest changed by 107 which increased total open position to 107
| KEI 26DEC2024 5000 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 | 4547.35 | 512.65 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Dec | 4630.95 | 512.65 | 0.00 | 0.00 | 0 | 1 | 0 |
| 10 Dec | 4559.20 | 512.65 | -192.50 | 63.28 | 1 | 0 | 0 |
| 9 Dec | 4487.80 | 705.15 | 0.00 | - | 0 | 0 | 0 |
| 6 Dec | 4500.35 | 705.15 | 0.00 | - | 0 | 0 | 0 |
| 5 Dec | 4454.00 | 705.15 | 0.00 | - | 0 | 0 | 0 |
| 4 Dec | 4420.20 | 705.15 | - | 0 | 0 | 0 | |
For Kei Industries Ltd. - strike price 5000 expiring on 26DEC2024
Delta for 5000 PE is 0.00
Historical price for 5000 PE is as follows
On 12 Dec KEI was trading at 4547.35. The strike last trading price was 512.65, 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 512.65, 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 10 Dec KEI was trading at 4559.20. The strike last trading price was 512.65, which was -192.50 lower than the previous day. The implied volatity was 63.28, 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 705.15, 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 705.15, 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 5 Dec KEI was trading at 4454.00. The strike last trading price was 705.15, 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 4 Dec KEI was trading at 4420.20. The strike last trading price was 705.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
