Historical option data for KEI
22 May 2026 04:10 PM IST
| KEI 26-May-2026 (3d) 5050 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.93
Vega: 0.01
Theta: -2.34
Gamma: 0.00086
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 22 May | 5260.50 | 223.35 | 17.35 (8.42%) | 26.2 | 14 | 3 | 78 | |||||||||
| 21 May | 5237.00 | 181.4 | 45.4 (33.38%) | 18.71 | 70 | -5 | 75 | |||||||||
| 20 May | 5119.80 | 128.05 | -7.95 (-5.85%) | 32.26 | 120 | -10 | 80 | |||||||||
| 19 May | 5082.40 | 138.65 | -1.35 (-0.96%) | 38.5 | 153 | -28 | 90 | |||||||||
| 18 May | 5088.10 | 137.05 | -26.95 (-16.43%) | 40.12 | 230 | -5 | 120 | |||||||||
| 15 May | 5117.50 | 159.65 | -44.35 (-21.74%) | 32.97 | 31 | 7 | 128 | |||||||||
| 14 May | 5144.70 | 216.1 | 118.1 (120.51%) | 42.5 | 352 | -30 | 122 | |||||||||
| 13 May | 4919.50 | 96.35 | -40.65 (-29.67%) | 0 | 395 | 19 | 152 | |||||||||
| 12 May | 4997.10 | 134.9 | -76.1 (-36.07%) | 0 | 37 | 10 | 132 | |||||||||
| 11 May | 5120.00 | 207.9 | -1.1 (-0.53%) | 0 | 58 | 6 | 123 | |||||||||
| 8 May | 5099.60 | 215.3 | -13.8 (-6.02%) | 37.87 | 117 | -13 | 118 | |||||||||
| 7 May | 5110.20 | 243.2 | -0.7 (-0.29%) | 39.87 | 844 | 32 | 131 | |||||||||
| 6 May | 5148.60 | 242.35 | 60.85 (33.53%) | 37.75 | 294 | -47 | 102 | |||||||||
| 5 May | 5018.20 | 186.75 | -53.65 (-22.32%) | 39.71 | 1,486 | 81 | 155 | |||||||||
| 4 May | 5058.30 | 240.4 | 83.1 (52.83%) | 44.55 | 346 | 16 | 73 | |||||||||
| 30 Apr | 4857.50 | 154.6 | -39 (-20.14%) | 44.2 | 52 | 2 | 59 | |||||||||
| 29 Apr | 4935.20 | 191.35 | -22.1 (-10.35%) | 41.24 | 289 | 44 | 58 | |||||||||
| 28 Apr | 4965.10 | 207.15 | 108.45 (109.88%) | 42.38 | 56 | 28 | 32 | |||||||||
| 27 Apr | 4888.70 | 98.7 | 0 (0.00%) | - | 0 | 0 | 4 | |||||||||
| 24 Apr | 4816.10 | 98.7 | 0 (0.00%) | - | 0 | 0 | 4 | |||||||||
| 23 Apr | 4839.50 | 98.7 | 0 (0.00%) | - | 0 | 0 | 4 | |||||||||
| 22 Apr | 4909.70 | 98.7 | 0 (0.00%) | - | 0 | 0 | 4 | |||||||||
| 21 Apr | 4825.70 | 98.7 | 0 (0.00%) | - | 0 | 0 | 4 | |||||||||
| 20 Apr | 4880.60 | 98.7 | 0 (0.00%) | - | 0 | 0 | 4 | |||||||||
| 17 Apr | 4839.30 | 98.7 | 0 (0.00%) | 36.95 | 0 | 0 | 4 | |||||||||
| 16 Apr | 4647.40 | 98.7 | 52.2 (112.26%) | 36.95 | 4 | 2 | 2 | |||||||||
| 15 Apr | 4598.50 | - | - | - | 0 | 0 | 0 | |||||||||
| 13 Apr | 4458.70 | 0 | 0 | - | 0 | 10 | 10 | |||||||||
For Kei Industries Ltd. - strike price 5050 expiring on 26MAY2026
Delta for 5050 CE is 0.93
Historical price for 5050 CE is as follows
On 22 May KEI was trading at 5260.50. The strike last trading price was 223.35, which was 17.35 higher than the previous day. The implied volatity was 26.2, the open interest changed by 3 which increased total open position to 78
On 21 May KEI was trading at 5237.00. The strike last trading price was 181.4, which was 45.4 higher than the previous day. The implied volatity was 18.71, the open interest changed by -5 which decreased total open position to 75
On 20 May KEI was trading at 5119.80. The strike last trading price was 128.05, which was -7.95 lower than the previous day. The implied volatity was 32.26, the open interest changed by -10 which decreased total open position to 80
On 19 May KEI was trading at 5082.40. The strike last trading price was 138.65, which was -1.35 lower than the previous day. The implied volatity was 38.5, the open interest changed by -28 which decreased total open position to 90
On 18 May KEI was trading at 5088.10. The strike last trading price was 137.05, which was -26.95 lower than the previous day. The implied volatity was 40.12, the open interest changed by -5 which decreased total open position to 120
On 15 May KEI was trading at 5117.50. The strike last trading price was 159.65, which was -44.35 lower than the previous day. The implied volatity was 32.97, the open interest changed by 7 which increased total open position to 128
On 14 May KEI was trading at 5144.70. The strike last trading price was 216.1, which was 118.1 higher than the previous day. The implied volatity was 42.5, the open interest changed by -30 which decreased total open position to 122
On 13 May KEI was trading at 4919.50. The strike last trading price was 96.35, which was -40.65 lower than the previous day. The implied volatity was 0, the open interest changed by 19 which increased total open position to 152
On 12 May KEI was trading at 4997.10. The strike last trading price was 134.9, which was -76.1 lower than the previous day. The implied volatity was 0, the open interest changed by 10 which increased total open position to 132
On 11 May KEI was trading at 5120.00. The strike last trading price was 207.9, which was -1.1 lower than the previous day. The implied volatity was 0, the open interest changed by 6 which increased total open position to 123
On 8 May KEI was trading at 5099.60. The strike last trading price was 215.3, which was -13.8 lower than the previous day. The implied volatity was 37.87, the open interest changed by -13 which decreased total open position to 118
On 7 May KEI was trading at 5110.20. The strike last trading price was 243.2, which was -0.7 lower than the previous day. The implied volatity was 39.87, the open interest changed by 32 which increased total open position to 131
On 6 May KEI was trading at 5148.60. The strike last trading price was 242.35, which was 60.85 higher than the previous day. The implied volatity was 37.75, the open interest changed by -47 which decreased total open position to 102
On 5 May KEI was trading at 5018.20. The strike last trading price was 186.75, which was -53.65 lower than the previous day. The implied volatity was 39.71, the open interest changed by 81 which increased total open position to 155
On 4 May KEI was trading at 5058.30. The strike last trading price was 240.4, which was 83.1 higher than the previous day. The implied volatity was 44.55, the open interest changed by 16 which increased total open position to 73
On 30 Apr KEI was trading at 4857.50. The strike last trading price was 154.6, which was -39 lower than the previous day. The implied volatity was 44.2, the open interest changed by 2 which increased total open position to 59
On 29 Apr KEI was trading at 4935.20. The strike last trading price was 191.35, which was -22.1 lower than the previous day. The implied volatity was 41.24, the open interest changed by 44 which increased total open position to 58
On 28 Apr KEI was trading at 4965.10. The strike last trading price was 207.15, which was 108.45 higher than the previous day. The implied volatity was 42.38, the open interest changed by 28 which increased total open position to 32
On 27 Apr KEI was trading at 4888.70. The strike last trading price was 98.7, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 24 Apr KEI was trading at 4816.10. The strike last trading price was 98.7, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 23 Apr KEI was trading at 4839.50. The strike last trading price was 98.7, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 22 Apr KEI was trading at 4909.70. The strike last trading price was 98.7, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 21 Apr KEI was trading at 4825.70. The strike last trading price was 98.7, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 20 Apr KEI was trading at 4880.60. The strike last trading price was 98.7, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 17 Apr KEI was trading at 4839.30. The strike last trading price was 98.7, which was 0 lower than the previous day. The implied volatity was 36.95, the open interest changed by 0 which decreased total open position to 4
On 16 Apr KEI was trading at 4647.40. The strike last trading price was 98.7, which was 52.2 higher than the previous day. The implied volatity was 36.95, the open interest changed by 2 which increased total open position to 2
On 15 Apr KEI was trading at 4598.50. The strike last trading price was -, which was - 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 10 which increased total open position to 10
| KEI 26-May-2026 (3d) 5050 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.09
Vega: 0.01
Theta: -2.58
Gamma: 0.00092
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 22 May | 5260.50 | 7.2 | -9.4 (-56.63%) | 30.29 | 311 | 11 | 157 |
| 21 May | 5237.00 | 20.15 | -32.15 (-61.47%) | 30.6 | 965 | -4 | 147 |
| 20 May | 5119.80 | 52.8 | -19.35 (-26.82%) | 31.12 | 417 | 67 | 151 |
| 19 May | 5082.40 | 69.15 | -26.2 (-27.48%) | 32.47 | 106 | -4 | 95 |
| 18 May | 5088.10 | 96.3 | 3.95 (4.28%) | 36.06 | 202 | 7 | 99 |
| 15 May | 5117.50 | 94.85 | 15.35 (19.31%) | 36.24 | 86 | -7 | 91 |
| 14 May | 5144.70 | 72 | -130.2 (-64.39%) | 31.26 | 52 | 17 | 95 |
| 13 May | 4919.50 | 203.2 | 31.75 (18.52%) | 0 | 214 | -41 | 78 |
| 12 May | 4997.10 | 174.8 | 53 (43.51%) | 0 | 114 | -25 | 120 |
| 11 May | 5120.00 | 118 | -18.7 (-13.68%) | 0 | 230 | 10 | 151 |
| 8 May | 5099.60 | 130.75 | -17.1 (-11.57%) | 37.05 | 306 | -3 | 145 |
| 7 May | 5110.20 | 135.35 | 18.6 (15.93%) | 38.57 | 1,565 | 79 | 147 |
| 6 May | 5148.60 | 115.7 | -66.35 (-36.45%) | 34.58 | 198 | 17 | 71 |
| 5 May | 5018.20 | 180.3 | -21.05 (-10.45%) | 35.82 | 421 | -2 | 56 |
| 4 May | 5058.30 | 202.25 | -73.9 (-26.76%) | 44.11 | 226 | 41 | 57 |
| 30 Apr | 4857.50 | 276.15 | 276.15 (-72.46%) | 43.93 | 0 | 0 | 16 |
| 29 Apr | 4935.20 | 276.15 | -726.5 (-72.46%) | 43.93 | 25 | 16 | 16 |
| 28 Apr | 4965.10 | 0 | 0 | - | 0 | 0 | 0 |
| 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 |
| 13 Apr | 4458.70 | 0 | 0 | - | 0 | 10 | 10 |
For Kei Industries Ltd. - strike price 5050 expiring on 26MAY2026
Delta for 5050 PE is -0.09
Historical price for 5050 PE is as follows
On 22 May KEI was trading at 5260.50. The strike last trading price was 7.2, which was -9.4 lower than the previous day. The implied volatity was 30.29, the open interest changed by 11 which increased total open position to 157
On 21 May KEI was trading at 5237.00. The strike last trading price was 20.15, which was -32.15 lower than the previous day. The implied volatity was 30.6, the open interest changed by -4 which decreased total open position to 147
On 20 May KEI was trading at 5119.80. The strike last trading price was 52.8, which was -19.35 lower than the previous day. The implied volatity was 31.12, the open interest changed by 67 which increased total open position to 151
On 19 May KEI was trading at 5082.40. The strike last trading price was 69.15, which was -26.2 lower than the previous day. The implied volatity was 32.47, the open interest changed by -4 which decreased total open position to 95
On 18 May KEI was trading at 5088.10. The strike last trading price was 96.3, which was 3.95 higher than the previous day. The implied volatity was 36.06, the open interest changed by 7 which increased total open position to 99
On 15 May KEI was trading at 5117.50. The strike last trading price was 94.85, which was 15.35 higher than the previous day. The implied volatity was 36.24, the open interest changed by -7 which decreased total open position to 91
On 14 May KEI was trading at 5144.70. The strike last trading price was 72, which was -130.2 lower than the previous day. The implied volatity was 31.26, the open interest changed by 17 which increased total open position to 95
On 13 May KEI was trading at 4919.50. The strike last trading price was 203.2, which was 31.75 higher than the previous day. The implied volatity was 0, the open interest changed by -41 which decreased total open position to 78
On 12 May KEI was trading at 4997.10. The strike last trading price was 174.8, which was 53 higher than the previous day. The implied volatity was 0, the open interest changed by -25 which decreased total open position to 120
On 11 May KEI was trading at 5120.00. The strike last trading price was 118, which was -18.7 lower than the previous day. The implied volatity was 0, the open interest changed by 10 which increased total open position to 151
On 8 May KEI was trading at 5099.60. The strike last trading price was 130.75, which was -17.1 lower than the previous day. The implied volatity was 37.05, the open interest changed by -3 which decreased total open position to 145
On 7 May KEI was trading at 5110.20. The strike last trading price was 135.35, which was 18.6 higher than the previous day. The implied volatity was 38.57, the open interest changed by 79 which increased total open position to 147
On 6 May KEI was trading at 5148.60. The strike last trading price was 115.7, which was -66.35 lower than the previous day. The implied volatity was 34.58, the open interest changed by 17 which increased total open position to 71
On 5 May KEI was trading at 5018.20. The strike last trading price was 180.3, which was -21.05 lower than the previous day. The implied volatity was 35.82, the open interest changed by -2 which decreased total open position to 56
On 4 May KEI was trading at 5058.30. The strike last trading price was 202.25, which was -73.9 lower than the previous day. The implied volatity was 44.11, the open interest changed by 41 which increased total open position to 57
On 30 Apr KEI was trading at 4857.50. The strike last trading price was 276.15, which was 276.15 higher than the previous day. The implied volatity was 43.93, the open interest changed by 0 which decreased total open position to 16
On 29 Apr KEI was trading at 4935.20. The strike last trading price was 276.15, which was -726.5 lower than the previous day. The implied volatity was 43.93, the open interest changed by 16 which increased total open position to 16
On 28 Apr KEI was trading at 4965.10. 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 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 -, which was - 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 10 which increased total open position to 10
