Historical option data for KEI
22 May 2026 04:10 PM IST
| KEI 26-May-2026 (3d) 5100 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.88
Vega: 0.01
Theta: -3.35
Gamma: 0.00122
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 22 May | 5260.50 | 186.15 | 21.15 (12.82%) | 29.16 | 130 | -18 | 115 | |||||||||
| 21 May | 5237.00 | 156.65 | 52.65 (50.63%) | 32.05 | 445 | -88 | 133 | |||||||||
| 20 May | 5119.80 | 103.5 | -2.5 (-2.36%) | 32.7 | 645 | -41 | 221 | |||||||||
| 19 May | 5082.40 | 111.2 | -4.8 (-4.14%) | 38.14 | 1,050 | -89 | 266 | |||||||||
| 18 May | 5088.10 | 104.05 | -33.95 (-24.60%) | 36.11 | 992 | 1 | 362 | |||||||||
| 15 May | 5117.50 | 129.35 | -42.65 (-24.80%) | 32.27 | 900 | 41 | 364 | |||||||||
| 14 May | 5144.70 | 185 | 107 (137.18%) | 41.7 | 1,134 | 77 | 327 | |||||||||
| 13 May | 4919.50 | 78 | -37 (-32.17%) | 39.92 | 761 | 5 | 249 | |||||||||
| 12 May | 4997.10 | 121 | -59 (-32.78%) | 0 | 646 | 72 | 244 | |||||||||
| 11 May | 5120.00 | 180 | -3 (-1.64%) | 0 | 552 | -11 | 172 | |||||||||
| 8 May | 5099.60 | 186.1 | -16.25 (-8.03%) | 37.31 | 782 | -42 | 187 | |||||||||
| 7 May | 5110.20 | 213.3 | -1.65 (-0.77%) | 40.46 | 2,374 | 5 | 245 | |||||||||
| 6 May | 5148.60 | 213.6 | 53.35 (33.29%) | 38.34 | 1,437 | -164 | 244 | |||||||||
| 5 May | 5018.20 | 161.65 | -51.5 (-24.16%) | 38.31 | 4,636 | 170 | 437 | |||||||||
| 4 May | 5058.30 | 216.1 | 75.4 (53.59%) | 45.47 | 1,142 | 126 | 264 | |||||||||
| 30 Apr | 4857.50 | 145 | -27.55 (-15.97%) | 43.76 | 175 | -10 | 128 | |||||||||
| 29 Apr | 4935.20 | 171.75 | -8.45 (-4.69%) | 41.4 | 470 | 105 | 144 | |||||||||
| 28 Apr | 4965.10 | 180 | 30 (20.00%) | 38.99 | 25 | -13 | 36 | |||||||||
| 27 Apr | 4888.70 | 150 | 32.3 (27.44%) | 37.63 | 30 | 16 | 50 | |||||||||
| 24 Apr | 4816.10 | 117.7 | -36.95 (-23.89%) | 38.68 | 16 | 5 | 33 | |||||||||
| 23 Apr | 4839.50 | 154.65 | 0 (0.00%) | 34.44 | 1 | 0 | 27 | |||||||||
| 22 Apr | 4909.70 | 154.65 | -22 (-12.45%) | 33.26 | 0 | 0 | 27 | |||||||||
| 21 Apr | 4825.70 | 154.65 | 8.1 (5.53%) | 33.26 | 21 | -16 | 27 | |||||||||
| 20 Apr | 4880.60 | 142 | 23.75 (20.08%) | 36.29 | 54 | 1 | 42 | |||||||||
| 17 Apr | 4839.30 | 122 | 26.15 (27.28%) | 33.13 | 53 | 30 | 40 | |||||||||
| 16 Apr | 4647.40 | 95.85 | -227.05 (-70.32%) | 38.71 | 10 | 9 | 9 | |||||||||
| 15 Apr | 4598.50 | - | - | - | 0 | 0 | 0 | |||||||||
| 13 Apr | 4458.70 | 0 | 0 | - | 0 | 10 | 10 | |||||||||
| 11 Mar | 4321.00 | - | - | - | 0 | 0 | 0 | |||||||||
| 10 Mar | 4537.00 | 0 | 0 (0.00%) | 3.38 | 0 | 0 | 0 | |||||||||
| 9 Mar | 4789.50 | 0 | 0 (0.00%) | 2.17 | 0 | 0 | 0 | |||||||||
| 6 Mar | 4921.00 | 0 | 0 (0.00%) | 0.72 | 0 | 0 | 0 | |||||||||
| 5 Mar | 4920.50 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 4 Mar | 4979.00 | 0 | 0 (0.00%) | 0.03 | 0 | 0 | 0 | |||||||||
| 2 Mar | 5206.00 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 27 Feb | 5080.40 | 0 | 0 (0.00%) | 0.5 | 0 | 0 | 0 | |||||||||
For Kei Industries Ltd. - strike price 5100 expiring on 26MAY2026
Delta for 5100 CE is 0.88
Historical price for 5100 CE is as follows
On 22 May KEI was trading at 5260.50. The strike last trading price was 186.15, which was 21.15 higher than the previous day. The implied volatity was 29.16, the open interest changed by -18 which decreased total open position to 115
On 21 May KEI was trading at 5237.00. The strike last trading price was 156.65, which was 52.65 higher than the previous day. The implied volatity was 32.05, the open interest changed by -88 which decreased total open position to 133
On 20 May KEI was trading at 5119.80. The strike last trading price was 103.5, which was -2.5 lower than the previous day. The implied volatity was 32.7, the open interest changed by -41 which decreased total open position to 221
On 19 May KEI was trading at 5082.40. The strike last trading price was 111.2, which was -4.8 lower than the previous day. The implied volatity was 38.14, the open interest changed by -89 which decreased total open position to 266
On 18 May KEI was trading at 5088.10. The strike last trading price was 104.05, which was -33.95 lower than the previous day. The implied volatity was 36.11, the open interest changed by 1 which increased total open position to 362
On 15 May KEI was trading at 5117.50. The strike last trading price was 129.35, which was -42.65 lower than the previous day. The implied volatity was 32.27, the open interest changed by 41 which increased total open position to 364
On 14 May KEI was trading at 5144.70. The strike last trading price was 185, which was 107 higher than the previous day. The implied volatity was 41.7, the open interest changed by 77 which increased total open position to 327
On 13 May KEI was trading at 4919.50. The strike last trading price was 78, which was -37 lower than the previous day. The implied volatity was 39.92, the open interest changed by 5 which increased total open position to 249
On 12 May KEI was trading at 4997.10. The strike last trading price was 121, which was -59 lower than the previous day. The implied volatity was 0, the open interest changed by 72 which increased total open position to 244
On 11 May KEI was trading at 5120.00. The strike last trading price was 180, which was -3 lower than the previous day. The implied volatity was 0, the open interest changed by -11 which decreased total open position to 172
On 8 May KEI was trading at 5099.60. The strike last trading price was 186.1, which was -16.25 lower than the previous day. The implied volatity was 37.31, the open interest changed by -42 which decreased total open position to 187
On 7 May KEI was trading at 5110.20. The strike last trading price was 213.3, which was -1.65 lower than the previous day. The implied volatity was 40.46, the open interest changed by 5 which increased total open position to 245
On 6 May KEI was trading at 5148.60. The strike last trading price was 213.6, which was 53.35 higher than the previous day. The implied volatity was 38.34, the open interest changed by -164 which decreased total open position to 244
On 5 May KEI was trading at 5018.20. The strike last trading price was 161.65, which was -51.5 lower than the previous day. The implied volatity was 38.31, the open interest changed by 170 which increased total open position to 437
On 4 May KEI was trading at 5058.30. The strike last trading price was 216.1, which was 75.4 higher than the previous day. The implied volatity was 45.47, the open interest changed by 126 which increased total open position to 264
On 30 Apr KEI was trading at 4857.50. The strike last trading price was 145, which was -27.55 lower than the previous day. The implied volatity was 43.76, the open interest changed by -10 which decreased total open position to 128
On 29 Apr KEI was trading at 4935.20. The strike last trading price was 171.75, which was -8.45 lower than the previous day. The implied volatity was 41.4, the open interest changed by 105 which increased total open position to 144
On 28 Apr KEI was trading at 4965.10. The strike last trading price was 180, which was 30 higher than the previous day. The implied volatity was 38.99, the open interest changed by -13 which decreased total open position to 36
On 27 Apr KEI was trading at 4888.70. The strike last trading price was 150, which was 32.3 higher than the previous day. The implied volatity was 37.63, the open interest changed by 16 which increased total open position to 50
On 24 Apr KEI was trading at 4816.10. The strike last trading price was 117.7, which was -36.95 lower than the previous day. The implied volatity was 38.68, the open interest changed by 5 which increased total open position to 33
On 23 Apr KEI was trading at 4839.50. The strike last trading price was 154.65, which was 0 lower than the previous day. The implied volatity was 34.44, the open interest changed by 0 which decreased total open position to 27
On 22 Apr KEI was trading at 4909.70. The strike last trading price was 154.65, which was -22 lower than the previous day. The implied volatity was 33.26, the open interest changed by 0 which decreased total open position to 27
On 21 Apr KEI was trading at 4825.70. The strike last trading price was 154.65, which was 8.1 higher than the previous day. The implied volatity was 33.26, the open interest changed by -16 which decreased total open position to 27
On 20 Apr KEI was trading at 4880.60. The strike last trading price was 142, which was 23.75 higher than the previous day. The implied volatity was 36.29, the open interest changed by 1 which increased total open position to 42
On 17 Apr KEI was trading at 4839.30. The strike last trading price was 122, which was 26.15 higher than the previous day. The implied volatity was 33.13, the open interest changed by 30 which increased total open position to 40
On 16 Apr KEI was trading at 4647.40. The strike last trading price was 95.85, which was -227.05 lower than the previous day. The implied volatity was 38.71, the open interest changed by 9 which increased total open position to 9
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
On 11 Mar KEI was trading at 4321.00. 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 10 Mar KEI was trading at 4537.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 3.38, the open interest changed by 0 which decreased total open position to 0
On 9 Mar KEI was trading at 4789.50. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 2.17, the open interest changed by 0 which decreased total open position to 0
On 6 Mar KEI was trading at 4921.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.72, the open interest changed by 0 which decreased total open position to 0
On 5 Mar KEI was trading at 4920.50. 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 4 Mar KEI was trading at 4979.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.03, the open interest changed by 0 which decreased total open position to 0
On 2 Mar KEI was trading at 5206.00. 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 27 Feb KEI was trading at 5080.40. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.5, the open interest changed by 0 which decreased total open position to 0
| KEI 26-May-2026 (3d) 5100 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.12
Vega: 0.01
Theta: -3.22
Gamma: 0.00121
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 22 May | 5260.50 | 9.95 | -15.1 (-60.28%) | 28.77 | 795 | 5 | 268 |
| 21 May | 5237.00 | 25.65 | -46.2 (-64.30%) | 31.93 | 786 | 129 | 262 |
| 20 May | 5119.80 | 71.1 | -29 (-28.97%) | 30.57 | 147 | -23 | 133 |
| 19 May | 5082.40 | 91.3 | -23.25 (-20.30%) | 32.14 | 128 | 5 | 156 |
| 18 May | 5088.10 | 114.05 | 2.75 (2.47%) | 34.94 | 191 | 1 | 153 |
| 15 May | 5117.50 | 115 | 16.9 (17.23%) | 32.23 | 506 | 6 | 152 |
| 14 May | 5144.70 | 87.2 | -147.4 (-62.83%) | 29.9 | 244 | 33 | 146 |
| 13 May | 4919.50 | 238 | 36.45 (18.08%) | 33.18 | 296 | -58 | 115 |
| 12 May | 4997.10 | 201.15 | 56.2 (38.77%) | 0 | 623 | -20 | 178 |
| 11 May | 5120.00 | 141.7 | -19.1 (-11.88%) | 0 | 764 | -23 | 198 |
| 8 May | 5099.60 | 149.85 | -14.35 (-8.74%) | 35.97 | 517 | 16 | 222 |
| 7 May | 5110.20 | 146.2 | 11.4 (8.46%) | 36.24 | 2,814 | 48 | 220 |
| 6 May | 5148.60 | 135 | -74.75 (-35.64%) | 33.51 | 716 | 64 | 183 |
| 5 May | 5018.20 | 202.15 | -22.45 (-10.00%) | 35.75 | 572 | 6 | 120 |
| 4 May | 5058.30 | 227.2 | -80.05 (-26.05%) | 42.82 | 142 | 104 | 106 |
| 30 Apr | 4857.50 | 307.25 | 307.25 (-13.60%) | 44.29 | 0 | 0 | 2 |
| 29 Apr | 4935.20 | 307.25 | -48.35 (-13.60%) | 44.29 | 2 | 0 | 0 |
| 28 Apr | 4965.10 | 355.6 | -130.4 (-26.83%) | 47.02 | 1 | 0 | 1 |
| 27 Apr | 4888.70 | 486 | 486 (-12.90%) | 59.57 | 0 | 0 | 1 |
| 24 Apr | 4816.10 | 486 | -71.95 (-12.90%) | 59.57 | 1 | 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 |
| 11 Mar | 4321.00 | - | - | - | 0 | 0 | 0 |
| 10 Mar | 4537.00 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 9 Mar | 4789.50 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 6 Mar | 4921.00 | 0 | 0 (0.00%) | 0.08 | 0 | 0 | 0 |
| 5 Mar | 4920.50 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 4 Mar | 4979.00 | 0 | 0 (0.00%) | 0.42 | 0 | 0 | 0 |
| 2 Mar | 5206.00 | 0 | 0 (0.00%) | 2.34 | 0 | 0 | 0 |
| 27 Feb | 5080.40 | 0 | 0 (0.00%) | 1.03 | 0 | 0 | 0 |
For Kei Industries Ltd. - strike price 5100 expiring on 26MAY2026
Delta for 5100 PE is -0.12
Historical price for 5100 PE is as follows
On 22 May KEI was trading at 5260.50. The strike last trading price was 9.95, which was -15.1 lower than the previous day. The implied volatity was 28.77, the open interest changed by 5 which increased total open position to 268
On 21 May KEI was trading at 5237.00. The strike last trading price was 25.65, which was -46.2 lower than the previous day. The implied volatity was 31.93, the open interest changed by 129 which increased total open position to 262
On 20 May KEI was trading at 5119.80. The strike last trading price was 71.1, which was -29 lower than the previous day. The implied volatity was 30.57, the open interest changed by -23 which decreased total open position to 133
On 19 May KEI was trading at 5082.40. The strike last trading price was 91.3, which was -23.25 lower than the previous day. The implied volatity was 32.14, the open interest changed by 5 which increased total open position to 156
On 18 May KEI was trading at 5088.10. The strike last trading price was 114.05, which was 2.75 higher than the previous day. The implied volatity was 34.94, the open interest changed by 1 which increased total open position to 153
On 15 May KEI was trading at 5117.50. The strike last trading price was 115, which was 16.9 higher than the previous day. The implied volatity was 32.23, the open interest changed by 6 which increased total open position to 152
On 14 May KEI was trading at 5144.70. The strike last trading price was 87.2, which was -147.4 lower than the previous day. The implied volatity was 29.9, the open interest changed by 33 which increased total open position to 146
On 13 May KEI was trading at 4919.50. The strike last trading price was 238, which was 36.45 higher than the previous day. The implied volatity was 33.18, the open interest changed by -58 which decreased total open position to 115
On 12 May KEI was trading at 4997.10. The strike last trading price was 201.15, which was 56.2 higher than the previous day. The implied volatity was 0, the open interest changed by -20 which decreased total open position to 178
On 11 May KEI was trading at 5120.00. The strike last trading price was 141.7, which was -19.1 lower than the previous day. The implied volatity was 0, the open interest changed by -23 which decreased total open position to 198
On 8 May KEI was trading at 5099.60. The strike last trading price was 149.85, which was -14.35 lower than the previous day. The implied volatity was 35.97, the open interest changed by 16 which increased total open position to 222
On 7 May KEI was trading at 5110.20. The strike last trading price was 146.2, which was 11.4 higher than the previous day. The implied volatity was 36.24, the open interest changed by 48 which increased total open position to 220
On 6 May KEI was trading at 5148.60. The strike last trading price was 135, which was -74.75 lower than the previous day. The implied volatity was 33.51, the open interest changed by 64 which increased total open position to 183
On 5 May KEI was trading at 5018.20. The strike last trading price was 202.15, which was -22.45 lower than the previous day. The implied volatity was 35.75, the open interest changed by 6 which increased total open position to 120
On 4 May KEI was trading at 5058.30. The strike last trading price was 227.2, which was -80.05 lower than the previous day. The implied volatity was 42.82, the open interest changed by 104 which increased total open position to 106
On 30 Apr KEI was trading at 4857.50. The strike last trading price was 307.25, which was 307.25 higher than the previous day. The implied volatity was 44.29, the open interest changed by 0 which decreased total open position to 2
On 29 Apr KEI was trading at 4935.20. The strike last trading price was 307.25, which was -48.35 lower than the previous day. The implied volatity was 44.29, the open interest changed by 0 which decreased total open position to 0
On 28 Apr KEI was trading at 4965.10. The strike last trading price was 355.6, which was -130.4 lower than the previous day. The implied volatity was 47.02, the open interest changed by 0 which decreased total open position to 1
On 27 Apr KEI was trading at 4888.70. The strike last trading price was 486, which was 486 higher than the previous day. The implied volatity was 59.57, the open interest changed by 0 which decreased total open position to 1
On 24 Apr KEI was trading at 4816.10. The strike last trading price was 486, which was -71.95 lower than the previous day. The implied volatity was 59.57, 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
On 11 Mar KEI was trading at 4321.00. 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 10 Mar KEI was trading at 4537.00. 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 Mar KEI was trading at 4789.50. 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 6 Mar KEI was trading at 4921.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.08, the open interest changed by 0 which decreased total open position to 0
On 5 Mar KEI was trading at 4920.50. 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 4 Mar KEI was trading at 4979.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.42, the open interest changed by 0 which decreased total open position to 0
On 2 Mar KEI was trading at 5206.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 2.34, the open interest changed by 0 which decreased total open position to 0
On 27 Feb KEI was trading at 5080.40. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 1.03, the open interest changed by 0 which decreased total open position to 0
