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

4544.45 -86.50 (-1.87%)

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Historical option data for KEI

12 Dec 2024 10:44 AM IST
KEI 26DEC2024 5200 CE
Delta: 0.04
Vega: 0.81
Theta: -1.11
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
12 Dec 4546.50 5.6 -5.70 37.40 2 0 74
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 4546.50. The strike last trading price was 5.6, which was -5.70 lower than the previous day. The implied volatity was 37.40, 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: -
Date Close Ltp Change IV Volume Change OI OI
12 Dec 4546.50 885.8 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 4546.50. 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