Historical option data for KEI
16 Jun 2026 04:10 PM IST
| KEI 30-Jun-2026 (13d) 5250 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.81
Vega: 0.03
Theta: -3.21
Gamma: 0.00081
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 16 Jun | 5386.50 | 313.4 | 0 (0.00%) | 29.76 | 9 | 0 | 52 | |||||||||
| 15 Jun | 5460.50 | 313.4 | 90.2 (40.41%) | 29.76 | 9 | 3 | 52 | |||||||||
| 12 Jun | 5369.50 | 229.8 | 112 (95.08%) | 32.77 | 98 | -10 | 50 | |||||||||
| 11 Jun | 5181.50 | 118.85 | -2.6 (-2.14%) | 30.1 | 60 | 11 | 61 | |||||||||
| 10 Jun | 5166.50 | 127.6 | -63.6 (-33.26%) | 31.32 | 138 | 6 | 50 | |||||||||
| 9 Jun | 5281.00 | 200 | 69.6 (53.37%) | 34.31 | 147 | 1 | 44 | |||||||||
| 8 Jun | 5148.00 | 119.45 | -109.05 (-47.72%) | 32.87 | 60 | -5 | 42 | |||||||||
| 5 Jun | 5335.50 | 231.95 | 7.8 (3.48%) | 31.32 | 167 | -52 | 47 | |||||||||
| 4 Jun | 5296.00 | 231.25 | 38.7 (20.10%) | 34.52 | 92 | -57 | 98 | |||||||||
| 3 Jun | 5222.00 | 196.5 | -16.5 (-7.75%) | 34.75 | 154 | 47 | 155 | |||||||||
| 2 Jun | 5261.50 | 213.55 | 49.35 (30.05%) | 33.05 | 230 | 71 | 108 | |||||||||
| 1 Jun | 5174.00 | 157.75 | -69.5 (-30.58%) | 31.36 | 79 | 27 | 37 | |||||||||
| 29 May | 5267.50 | 226.3 | -78.2 (-25.68%) | 33.45 | 7 | -1 | 12 | |||||||||
| 27 May | 5446.20 | 304.5 | 31.5 (11.54%) | 28.3 | 21 | 5 | 12 | |||||||||
| 26 May | 5305.50 | 273 | 13 (5.00%) | 34.73 | 1 | 0 | 6 | |||||||||
| 25 May | 5281.50 | 260 | 10 (4.00%) | 31.81 | 27 | 0 | 7 | |||||||||
| 22 May | 5260.50 | 250.1 | 14.1 (5.97%) | 34.06 | 11 | 4 | 6 | |||||||||
| 21 May | 5237.00 | 238.8 | -40.2 (-14.41%) | 34.39 | 4 | 2 | 2 | |||||||||
| 18 May | 5088.10 | 0 | -279.25 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 15 May | 5117.50 | 0 | -279.25 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 14 May | 5144.70 | 0 | -279.25 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 13 May | 4919.50 | 0 | -279.25 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 12 May | 4997.10 | 0 | -279.25 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 11 May | 5120.00 | 0 | -279.25 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 8 May | 5099.60 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 May | 5110.20 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 May | 5148.60 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Kei Industries Ltd. - strike price 5250 expiring on 30JUN2026
Delta for 5250 CE is 0.81
Historical price for 5250 CE is as follows
On 16 Jun KEI was trading at 5386.50. The strike last trading price was 313.4, which was 0 lower than the previous day. The implied volatity was 29.76, the open interest changed by 0 which decreased total open position to 52
On 15 Jun KEI was trading at 5460.50. The strike last trading price was 313.4, which was 90.2 higher than the previous day. The implied volatity was 29.76, the open interest changed by 3 which increased total open position to 52
On 12 Jun KEI was trading at 5369.50. The strike last trading price was 229.8, which was 112 higher than the previous day. The implied volatity was 32.77, the open interest changed by -10 which decreased total open position to 50
On 11 Jun KEI was trading at 5181.50. The strike last trading price was 118.85, which was -2.6 lower than the previous day. The implied volatity was 30.1, the open interest changed by 11 which increased total open position to 61
On 10 Jun KEI was trading at 5166.50. The strike last trading price was 127.6, which was -63.6 lower than the previous day. The implied volatity was 31.32, the open interest changed by 6 which increased total open position to 50
On 9 Jun KEI was trading at 5281.00. The strike last trading price was 200, which was 69.6 higher than the previous day. The implied volatity was 34.31, the open interest changed by 1 which increased total open position to 44
On 8 Jun KEI was trading at 5148.00. The strike last trading price was 119.45, which was -109.05 lower than the previous day. The implied volatity was 32.87, the open interest changed by -5 which decreased total open position to 42
On 5 Jun KEI was trading at 5335.50. The strike last trading price was 231.95, which was 7.8 higher than the previous day. The implied volatity was 31.32, the open interest changed by -52 which decreased total open position to 47
On 4 Jun KEI was trading at 5296.00. The strike last trading price was 231.25, which was 38.7 higher than the previous day. The implied volatity was 34.52, the open interest changed by -57 which decreased total open position to 98
On 3 Jun KEI was trading at 5222.00. The strike last trading price was 196.5, which was -16.5 lower than the previous day. The implied volatity was 34.75, the open interest changed by 47 which increased total open position to 155
On 2 Jun KEI was trading at 5261.50. The strike last trading price was 213.55, which was 49.35 higher than the previous day. The implied volatity was 33.05, the open interest changed by 71 which increased total open position to 108
On 1 Jun KEI was trading at 5174.00. The strike last trading price was 157.75, which was -69.5 lower than the previous day. The implied volatity was 31.36, the open interest changed by 27 which increased total open position to 37
On 29 May KEI was trading at 5267.50. The strike last trading price was 226.3, which was -78.2 lower than the previous day. The implied volatity was 33.45, the open interest changed by -1 which decreased total open position to 12
On 27 May KEI was trading at 5446.20. The strike last trading price was 304.5, which was 31.5 higher than the previous day. The implied volatity was 28.3, the open interest changed by 5 which increased total open position to 12
On 26 May KEI was trading at 5305.50. The strike last trading price was 273, which was 13 higher than the previous day. The implied volatity was 34.73, the open interest changed by 0 which decreased total open position to 6
On 25 May KEI was trading at 5281.50. The strike last trading price was 260, which was 10 higher than the previous day. The implied volatity was 31.81, the open interest changed by 0 which decreased total open position to 7
On 22 May KEI was trading at 5260.50. The strike last trading price was 250.1, which was 14.1 higher than the previous day. The implied volatity was 34.06, the open interest changed by 4 which increased total open position to 6
On 21 May KEI was trading at 5237.00. The strike last trading price was 238.8, which was -40.2 lower than the previous day. The implied volatity was 34.39, the open interest changed by 2 which increased total open position to 2
On 18 May KEI was trading at 5088.10. The strike last trading price was 0, which was -279.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 15 May KEI was trading at 5117.50. The strike last trading price was 0, which was -279.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 May KEI was trading at 5144.70. The strike last trading price was 0, which was -279.25 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 13 May KEI was trading at 4919.50. The strike last trading price was 0, which was -279.25 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 12 May KEI was trading at 4997.10. The strike last trading price was 0, which was -279.25 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 11 May KEI was trading at 5120.00. The strike last trading price was 0, which was -279.25 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 8 May KEI was trading at 5099.60. 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 7 May KEI was trading at 5110.20. 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 May KEI was trading at 5148.60. 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
| KEI 30-Jun-2026 (13d) 5250 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.31
Vega: 0.04
Theta: -3.48
Gamma: 0.00108
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 16 Jun | 5386.50 | 65.95 | 9.4 (16.62%) | 30.46 | 78 | -4 | 51 |
| 15 Jun | 5460.50 | 54.9 | -25 (-31.29%) | 32.25 | 79 | 32 | 55 |
| 12 Jun | 5369.50 | 80.4 | -88.5 (-52.40%) | 28.74 | 64 | 13 | 26 |
| 11 Jun | 5181.50 | 168.9 | -24.05 (-12.46%) | 30.65 | 1 | 0 | 13 |
| 10 Jun | 5166.50 | 195.2 | 60.35 (44.75%) | 31.77 | 40 | -6 | 14 |
| 9 Jun | 5281.00 | 128.2 | -82.45 (-39.14%) | 30.12 | 88 | 4 | 20 |
| 8 Jun | 5148.00 | 232.95 | 111.15 (91.26%) | 34.01 | 42 | -3 | 15 |
| 5 Jun | 5335.50 | 121.8 | -17.65 (-12.66%) | 31.03 | 8 | -1 | 19 |
| 4 Jun | 5296.00 | 137.65 | -16.9 (-10.93%) | 30.08 | 6 | 1 | 20 |
| 3 Jun | 5222.00 | 154.55 | 3.55 (2.35%) | 28.92 | 28 | 8 | 17 |
| 2 Jun | 5261.50 | 151 | -44.85 (-22.90%) | 29.22 | 13 | -2 | 9 |
| 1 Jun | 5174.00 | 195.85 | 7.95 (4.23%) | 29.35 | 22 | 11 | 12 |
| 29 May | 5267.50 | 187.9 | 187.9 | - | 1 | 0 | 1 |
| 27 May | 5446.20 | 187.9 | 187.9 | - | 1 | 0 | 1 |
| 26 May | 5305.50 | 187.9 | 187.9 (-63.29%) | 33.29 | 1 | 0 | 1 |
| 25 May | 5281.50 | 187.9 | -323.95 (-63.29%) | 33.29 | 1 | 0 | 0 |
| 22 May | 5260.50 | 0 | 0 | - | 0 | 0 | 0 |
| 21 May | 5237.00 | 0 | 0 | - | 0 | 0 | 0 |
| 18 May | 5088.10 | 0 | -511.85 (-100.00%) | - | 0 | 0 | 0 |
| 15 May | 5117.50 | 0 | -511.85 (-100.00%) | - | 0 | 0 | 0 |
| 14 May | 5144.70 | 0 | -511.85 (-100.00%) | 0 | 0 | 0 | 0 |
| 13 May | 4919.50 | 0 | -511.85 (-100.00%) | 0 | 0 | 0 | 0 |
| 12 May | 4997.10 | 0 | -511.85 (-100.00%) | 0 | 0 | 0 | 0 |
| 11 May | 5120.00 | 0 | -511.85 (-100.00%) | 0 | 0 | 0 | 0 |
| 8 May | 5099.60 | 0 | 0 | - | 0 | 0 | 0 |
| 7 May | 5110.20 | 0 | 0 | - | 0 | 0 | 0 |
| 6 May | 5148.60 | 0 | 0 | - | 0 | 0 | 0 |
For Kei Industries Ltd. - strike price 5250 expiring on 30JUN2026
Delta for 5250 PE is -0.31
Historical price for 5250 PE is as follows
On 16 Jun KEI was trading at 5386.50. The strike last trading price was 65.95, which was 9.4 higher than the previous day. The implied volatity was 30.46, the open interest changed by -4 which decreased total open position to 51
On 15 Jun KEI was trading at 5460.50. The strike last trading price was 54.9, which was -25 lower than the previous day. The implied volatity was 32.25, the open interest changed by 32 which increased total open position to 55
On 12 Jun KEI was trading at 5369.50. The strike last trading price was 80.4, which was -88.5 lower than the previous day. The implied volatity was 28.74, the open interest changed by 13 which increased total open position to 26
On 11 Jun KEI was trading at 5181.50. The strike last trading price was 168.9, which was -24.05 lower than the previous day. The implied volatity was 30.65, the open interest changed by 0 which decreased total open position to 13
On 10 Jun KEI was trading at 5166.50. The strike last trading price was 195.2, which was 60.35 higher than the previous day. The implied volatity was 31.77, the open interest changed by -6 which decreased total open position to 14
On 9 Jun KEI was trading at 5281.00. The strike last trading price was 128.2, which was -82.45 lower than the previous day. The implied volatity was 30.12, the open interest changed by 4 which increased total open position to 20
On 8 Jun KEI was trading at 5148.00. The strike last trading price was 232.95, which was 111.15 higher than the previous day. The implied volatity was 34.01, the open interest changed by -3 which decreased total open position to 15
On 5 Jun KEI was trading at 5335.50. The strike last trading price was 121.8, which was -17.65 lower than the previous day. The implied volatity was 31.03, the open interest changed by -1 which decreased total open position to 19
On 4 Jun KEI was trading at 5296.00. The strike last trading price was 137.65, which was -16.9 lower than the previous day. The implied volatity was 30.08, the open interest changed by 1 which increased total open position to 20
On 3 Jun KEI was trading at 5222.00. The strike last trading price was 154.55, which was 3.55 higher than the previous day. The implied volatity was 28.92, the open interest changed by 8 which increased total open position to 17
On 2 Jun KEI was trading at 5261.50. The strike last trading price was 151, which was -44.85 lower than the previous day. The implied volatity was 29.22, the open interest changed by -2 which decreased total open position to 9
On 1 Jun KEI was trading at 5174.00. The strike last trading price was 195.85, which was 7.95 higher than the previous day. The implied volatity was 29.35, the open interest changed by 11 which increased total open position to 12
On 29 May KEI was trading at 5267.50. The strike last trading price was 187.9, which was 187.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 27 May KEI was trading at 5446.20. The strike last trading price was 187.9, which was 187.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 26 May KEI was trading at 5305.50. The strike last trading price was 187.9, which was 187.9 higher than the previous day. The implied volatity was 33.29, the open interest changed by 0 which decreased total open position to 1
On 25 May KEI was trading at 5281.50. The strike last trading price was 187.9, which was -323.95 lower than the previous day. The implied volatity was 33.29, the open interest changed by 0 which decreased total open position to 0
On 22 May KEI was trading at 5260.50. 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 21 May KEI was trading at 5237.00. 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 18 May KEI was trading at 5088.10. The strike last trading price was 0, which was -511.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 15 May KEI was trading at 5117.50. The strike last trading price was 0, which was -511.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 May KEI was trading at 5144.70. The strike last trading price was 0, which was -511.85 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 13 May KEI was trading at 4919.50. The strike last trading price was 0, which was -511.85 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 12 May KEI was trading at 4997.10. The strike last trading price was 0, which was -511.85 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 11 May KEI was trading at 5120.00. The strike last trading price was 0, which was -511.85 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 8 May KEI was trading at 5099.60. 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 7 May KEI was trading at 5110.20. 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 May KEI was trading at 5148.60. 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
