KEI
Kei Industries Ltd.
Historical option data for KEI
12 Dec 2024 10:24 AM IST
| KEI 26DEC2024 5200 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.04
Vega: 0.81
Theta: -1.11
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 4548.05 | 5.6 | -5.70 | 37.38 | 2 | 0 | 74 | |||
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| 11 Dec | 4630.95 | 11.3 | -0.05 | 34.92 | 133 | 11 | 73 | |||
| 10 Dec | 4559.20 | 11.35 | 3.30 | 39.34 | 75 | 56 | 58 | |||
| 9 Dec | 4487.80 | 8.05 | 39.94 | 2 | 1 | 1 | ||||
For Kei Industries Ltd. - strike price 5200 expiring on 26DEC2024
Delta for 5200 CE is 0.04
Historical price for 5200 CE is as follows
On 12 Dec KEI was trading at 4548.05. The strike last trading price was 5.6, which was -5.70 lower than the previous day. The implied volatity was 37.38, the open interest changed by 0 which decreased total open position to 74
On 11 Dec KEI was trading at 4630.95. The strike last trading price was 11.3, which was -0.05 lower than the previous day. The implied volatity was 34.92, the open interest changed by 11 which increased total open position to 73
On 10 Dec KEI was trading at 4559.20. The strike last trading price was 11.35, which was 3.30 higher than the previous day. The implied volatity was 39.34, the open interest changed by 56 which increased total open position to 58
On 9 Dec KEI was trading at 4487.80. The strike last trading price was 8.05, which was lower than the previous day. The implied volatity was 39.94, the open interest changed by 1 which increased total open position to 1
| KEI 26DEC2024 5200 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 4548.05 | 885.8 | 0.00 | - | 0 | 0 | 0 |
| 11 Dec | 4630.95 | 885.8 | 0.00 | - | 0 | 0 | 0 |
| 10 Dec | 4559.20 | 885.8 | 0.00 | - | 0 | 0 | 0 |
| 9 Dec | 4487.80 | 885.8 | - | 0 | 0 | 0 | |
For Kei Industries Ltd. - strike price 5200 expiring on 26DEC2024
Delta for 5200 PE is -
Historical price for 5200 PE is as follows
On 12 Dec KEI was trading at 4548.05. The strike last trading price was 885.8, 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 885.8, 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 885.8, 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 885.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
