KEI
Kei Industries Ltd.
Historical option data for KEI
30 Apr 2026 04:10 PM IST
| KEI 26-May-2026 (25d) 4950 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.47
Vega: 0.05
Theta: -4.63
Gamma: 0.00069
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 30 Apr | 4857.50 | 195 | -43.69999999999999 | 44.08 | 113 | 21 | 61 | |||||||||
| 29 Apr | 4935.20 | 237 | -15.949999999999989 | 41.15 | 180 | 20 | 40 | |||||||||
| 28 Apr | 4965.10 | 258 | 53.75 | 42.85 | 39 | 3 | 20 | |||||||||
| 27 Apr | 4888.70 | 204.25 | 72.69999999999999 | 40.53 | 25 | 14 | 17 | |||||||||
| 24 Apr | 4816.10 | 131.55 | -27.349999999999994 | 33.28 | 2 | 1 | 4 | |||||||||
| 23 Apr | 4839.50 | 158.9 | -98.54999999999998 | - | 0 | 0 | 3 | |||||||||
| 22 Apr | 4909.70 | 158.9 | -98.54999999999998 | - | 0 | 0 | 3 | |||||||||
| 21 Apr | 4825.70 | 158.9 | -98.54999999999998 | - | 0 | 0 | 3 | |||||||||
| 20 Apr | 4880.60 | 158.9 | -98.54999999999998 | - | 0 | 0 | 3 | |||||||||
| 17 Apr | 4839.30 | 158.9 | 36.55000000000001 | 38.2 | 1 | 0 | 2 | |||||||||
| 16 Apr | 4647.40 | 122.35 | 64.8 | 36.25 | 2 | 0 | 0 | |||||||||
| 15 Apr | 4598.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Apr | 4458.70 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Apr | 4459.00 | 0 | 0 | 6.18 | 0 | 0 | 0 | |||||||||
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| 9 Apr | 4416.90 | 57.55 | 0 | 7.02 | 0 | 0 | 0 | |||||||||
For Kei Industries Ltd. - strike price 4950 expiring on 26MAY2026
Delta for 4950 CE is 0.47
Historical price for 4950 CE is as follows
On 30 Apr KEI was trading at 4857.50. The strike last trading price was 195, which was -43.69999999999999 lower than the previous day. The implied volatity was 44.08, the open interest changed by 21 which increased total open position to 61
On 29 Apr KEI was trading at 4935.20. The strike last trading price was 237, which was -15.949999999999989 lower than the previous day. The implied volatity was 41.15, the open interest changed by 20 which increased total open position to 40
On 28 Apr KEI was trading at 4965.10. The strike last trading price was 258, which was 53.75 higher than the previous day. The implied volatity was 42.85, the open interest changed by 3 which increased total open position to 20
On 27 Apr KEI was trading at 4888.70. The strike last trading price was 204.25, which was 72.69999999999999 higher than the previous day. The implied volatity was 40.53, the open interest changed by 14 which increased total open position to 17
On 24 Apr KEI was trading at 4816.10. The strike last trading price was 131.55, which was -27.349999999999994 lower than the previous day. The implied volatity was 33.28, the open interest changed by 1 which increased total open position to 4
On 23 Apr KEI was trading at 4839.50. The strike last trading price was 158.9, which was -98.54999999999998 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 22 Apr KEI was trading at 4909.70. The strike last trading price was 158.9, which was -98.54999999999998 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 21 Apr KEI was trading at 4825.70. The strike last trading price was 158.9, which was -98.54999999999998 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 20 Apr KEI was trading at 4880.60. The strike last trading price was 158.9, which was -98.54999999999998 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 17 Apr KEI was trading at 4839.30. The strike last trading price was 158.9, which was 36.55000000000001 higher than the previous day. The implied volatity was 38.2, the open interest changed by 0 which decreased total open position to 2
On 16 Apr KEI was trading at 4647.40. The strike last trading price was 122.35, which was 64.8 higher than the previous day. The implied volatity was 36.25, the open interest changed by 0 which decreased total open position to 0
On 15 Apr KEI was trading at 4598.50. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Apr KEI was trading at 4458.70. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Apr KEI was trading at 4459.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 6.18, the open interest changed by 0 which decreased total open position to 0
On 9 Apr KEI was trading at 4416.90. The strike last trading price was 57.55, which was 0 lower than the previous day. The implied volatity was 7.02, the open interest changed by 0 which decreased total open position to 0
| KEI 26-May-2026 (25d) 4950 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.52
Vega: 0.05
Theta: -3.71
Gamma: 0.00072
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 30 Apr | 4857.50 | 250.95 | 26.899999999999977 | 42.07 | 86 | -11 | 48 |
| 29 Apr | 4935.20 | 220.1 | 5.650000000000006 | 42.19 | 256 | 42 | 59 |
| 28 Apr | 4965.10 | 190.35 | -724.4499999999999 | 40.4 | 47 | 12 | 12 |
| 27 Apr | 4888.70 | 0 | 0 | - | 0 | 0 | 0 |
| 24 Apr | 4816.10 | 0 | 0 | - | 0 | 0 | 0 |
| 23 Apr | 4839.50 | 0 | 0 | - | 0 | 0 | 0 |
| 22 Apr | 4909.70 | 0 | 0 | - | 0 | 0 | 0 |
| 21 Apr | 4825.70 | 0 | 0 | - | 0 | 0 | 0 |
| 20 Apr | 4880.60 | 0 | 0 | - | 0 | 0 | 0 |
| 17 Apr | 4839.30 | 0 | 0 | - | 0 | 0 | 0 |
| 16 Apr | 4647.40 | 0 | 0 | - | 0 | 0 | 0 |
| 15 Apr | 4598.50 | 0 | 0 | - | 0 | 0 | 0 |
| 13 Apr | 4458.70 | 0 | 0 | - | 0 | 0 | 0 |
| 10 Apr | 4459.00 | 0 | 0 | - | 0 | 0 | 0 |
| 9 Apr | 4416.90 | 914.8 | 0 | - | 0 | 0 | 0 |
For Kei Industries Ltd. - strike price 4950 expiring on 26MAY2026
Delta for 4950 PE is -0.52
Historical price for 4950 PE is as follows
On 30 Apr KEI was trading at 4857.50. The strike last trading price was 250.95, which was 26.899999999999977 higher than the previous day. The implied volatity was 42.07, the open interest changed by -11 which decreased total open position to 48
On 29 Apr KEI was trading at 4935.20. The strike last trading price was 220.1, which was 5.650000000000006 higher than the previous day. The implied volatity was 42.19, the open interest changed by 42 which increased total open position to 59
On 28 Apr KEI was trading at 4965.10. The strike last trading price was 190.35, which was -724.4499999999999 lower than the previous day. The implied volatity was 40.4, the open interest changed by 12 which increased total open position to 12
On 27 Apr KEI was trading at 4888.70. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 24 Apr KEI was trading at 4816.10. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 23 Apr KEI was trading at 4839.50. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 22 Apr KEI was trading at 4909.70. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 21 Apr KEI was trading at 4825.70. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 20 Apr KEI was trading at 4880.60. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 17 Apr KEI was trading at 4839.30. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 16 Apr KEI was trading at 4647.40. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 15 Apr KEI was trading at 4598.50. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Apr KEI was trading at 4458.70. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Apr KEI was trading at 4459.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 9 Apr KEI was trading at 4416.90. The strike last trading price was 914.8, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
