Historical option data for KEI
29 Jun 2026 10:50 AM IST
| KEI 28-Jul-2026 (27d) 5300 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.55
Vega: 0.06
Theta: -3.5
Gamma: 0.00084
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 29 Jun | 5305.00 | 205 | 25.75 (14.37%) | 31.36 | 248 | 159 | 218 | |||||||||
| 25 Jun | 5268.00 | 183 | -137 (-42.81%) | 29.8 | 110 | 45 | 58 | |||||||||
| 24 Jun | 5419.00 | 320 | -60.15 (-15.82%) | 32.09 | 9 | 5 | 13 | |||||||||
| 23 Jun | 5576.00 | 380.15 | 0 (0.00%) | 22.05 | 1 | 0 | 8 | |||||||||
| 22 Jun | 5660.50 | 380.15 | 28.15 (8.00%) | 22.05 | 1 | 0 | 8 | |||||||||
| 19 Jun | 5631.00 | 352 | -83 (-19.08%) | 31.39 | 6 | 0 | 8 | |||||||||
| 18 Jun | 5630.50 | 435 | 0 (0.00%) | - | 3 | 0 | 8 | |||||||||
| 17 Jun | 5643.50 | 355.7 | -0.3 (-0.08%) | 32.25 | 3 | 3 | 8 | |||||||||
| 16 Jun | 5386.50 | 355.7 | -0.3 (-0.08%) | 34.35 | 3 | 0 | 5 | |||||||||
| 15 Jun | 5460.50 | 355.7 | 54.7 (18.17%) | 34.35 | 3 | 0 | 5 | |||||||||
| 12 Jun | 5369.50 | 301.4 | -43.6 (-12.64%) | 32.02 | 7 | 5 | 5 | |||||||||
| 11 Jun | 5181.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Jun | 5166.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Jun | 5281.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 8 Jun | 5148.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Jun | 5335.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Jun | 5296.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Jun | 5222.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Jun | 5261.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Kei Industries Ltd. - strike price 5300 expiring on 28JUL2026
Delta for 5300 CE is 0.55
Historical price for 5300 CE is as follows
On 29 Jun KEI was trading at 5305.00. The strike last trading price was 205, which was 25.75 higher than the previous day. The implied volatity was 31.36, the open interest changed by 159 which increased total open position to 218
On 25 Jun KEI was trading at 5268.00. The strike last trading price was 183, which was -137 lower than the previous day. The implied volatity was 29.8, the open interest changed by 45 which increased total open position to 58
On 24 Jun KEI was trading at 5419.00. The strike last trading price was 320, which was -60.15 lower than the previous day. The implied volatity was 32.09, the open interest changed by 5 which increased total open position to 13
On 23 Jun KEI was trading at 5576.00. The strike last trading price was 380.15, which was 0 lower than the previous day. The implied volatity was 22.05, the open interest changed by 0 which decreased total open position to 8
On 22 Jun KEI was trading at 5660.50. The strike last trading price was 380.15, which was 28.15 higher than the previous day. The implied volatity was 22.05, the open interest changed by 0 which decreased total open position to 8
On 19 Jun KEI was trading at 5631.00. The strike last trading price was 352, which was -83 lower than the previous day. The implied volatity was 31.39, the open interest changed by 0 which decreased total open position to 8
On 18 Jun KEI was trading at 5630.50. The strike last trading price was 435, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8
On 17 Jun KEI was trading at 5643.50. The strike last trading price was 355.7, which was -0.3 lower than the previous day. The implied volatity was 32.25, the open interest changed by 3 which increased total open position to 8
On 16 Jun KEI was trading at 5386.50. The strike last trading price was 355.7, which was -0.3 lower than the previous day. The implied volatity was 34.35, the open interest changed by 0 which decreased total open position to 5
On 15 Jun KEI was trading at 5460.50. The strike last trading price was 355.7, which was 54.7 higher than the previous day. The implied volatity was 34.35, the open interest changed by 0 which decreased total open position to 5
On 12 Jun KEI was trading at 5369.50. The strike last trading price was 301.4, which was -43.6 lower than the previous day. The implied volatity was 32.02, the open interest changed by 5 which increased total open position to 5
On 11 Jun KEI was trading at 5181.50. 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 10 Jun KEI was trading at 5166.50. 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 9 Jun KEI was trading at 5281.00. 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 8 Jun KEI was trading at 5148.00. 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 5 Jun KEI was trading at 5335.50. 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 Jun KEI was trading at 5296.00. 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 3 Jun KEI was trading at 5222.00. 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 2 Jun KEI was trading at 5261.50. 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
| KEI 28-Jul-2026 (27d) 5300 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.45
Vega: 0.06
Theta: -3.98
Gamma: 0.0006
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 29 Jun | 5305.00 | 246.9 | 8.9 (3.74%) | 43.98 | 38 | 21 | 40 |
| 25 Jun | 5268.00 | 238 | 79 (49.69%) | 40.11 | 17 | 6 | 19 |
| 24 Jun | 5419.00 | 159 | -146 (-47.87%) | 34.48 | 21 | 7 | 12 |
| 23 Jun | 5576.00 | 305 | 305 | - | 2 | 0 | 5 |
| 22 Jun | 5660.50 | 305 | 305 | - | 2 | 0 | 5 |
| 19 Jun | 5631.00 | 305 | 305 | - | 2 | 0 | 5 |
| 18 Jun | 5630.50 | 305 | 305 | - | 2 | 0 | 5 |
| 17 Jun | 5643.50 | 305 | 305 | - | 2 | 0 | 5 |
| 16 Jun | 5386.50 | 305 | 305 | - | 2 | 0 | 5 |
| 15 Jun | 5460.50 | 305 | 305 (0.00%) | - | 2 | 0 | 5 |
| 12 Jun | 5369.50 | 305 | 0 (0.00%) | - | 2 | 0 | 5 |
| 11 Jun | 5181.50 | 305 | 0 (0.00%) | - | 2 | 0 | 5 |
| 10 Jun | 5166.50 | 305 | 0 (0.00%) | - | 2 | 0 | 5 |
| 9 Jun | 5281.00 | 305 | 0 (0.00%) | 37.74 | 2 | 0 | 5 |
| 8 Jun | 5148.00 | 305 | 0 (0.00%) | 37.74 | 2 | 2 | 5 |
| 5 Jun | 5335.50 | 305 | 0 (0.00%) | - | 3 | 0 | 3 |
| 4 Jun | 5296.00 | 305 | 0 (0.00%) | - | 3 | 0 | 3 |
| 3 Jun | 5222.00 | 305 | 0 (0.00%) | - | 3 | 0 | 3 |
| 2 Jun | 5261.50 | 305 | 0 (0.00%) | 31.64 | 3 | 0 | 3 |
For Kei Industries Ltd. - strike price 5300 expiring on 28JUL2026
Delta for 5300 PE is -0.45
Historical price for 5300 PE is as follows
On 29 Jun KEI was trading at 5305.00. The strike last trading price was 246.9, which was 8.9 higher than the previous day. The implied volatity was 43.98, the open interest changed by 21 which increased total open position to 40
On 25 Jun KEI was trading at 5268.00. The strike last trading price was 238, which was 79 higher than the previous day. The implied volatity was 40.11, the open interest changed by 6 which increased total open position to 19
On 24 Jun KEI was trading at 5419.00. The strike last trading price was 159, which was -146 lower than the previous day. The implied volatity was 34.48, the open interest changed by 7 which increased total open position to 12
On 23 Jun KEI was trading at 5576.00. The strike last trading price was 305, which was 305 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 22 Jun KEI was trading at 5660.50. The strike last trading price was 305, which was 305 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 19 Jun KEI was trading at 5631.00. The strike last trading price was 305, which was 305 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 18 Jun KEI was trading at 5630.50. The strike last trading price was 305, which was 305 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 17 Jun KEI was trading at 5643.50. The strike last trading price was 305, which was 305 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 16 Jun KEI was trading at 5386.50. The strike last trading price was 305, which was 305 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 15 Jun KEI was trading at 5460.50. The strike last trading price was 305, which was 305 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 12 Jun KEI was trading at 5369.50. The strike last trading price was 305, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 11 Jun KEI was trading at 5181.50. The strike last trading price was 305, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 10 Jun KEI was trading at 5166.50. The strike last trading price was 305, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 9 Jun KEI was trading at 5281.00. The strike last trading price was 305, which was 0 lower than the previous day. The implied volatity was 37.74, the open interest changed by 0 which decreased total open position to 5
On 8 Jun KEI was trading at 5148.00. The strike last trading price was 305, which was 0 lower than the previous day. The implied volatity was 37.74, the open interest changed by 2 which increased total open position to 5
On 5 Jun KEI was trading at 5335.50. The strike last trading price was 305, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 4 Jun KEI was trading at 5296.00. The strike last trading price was 305, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 3 Jun KEI was trading at 5222.00. The strike last trading price was 305, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 2 Jun KEI was trading at 5261.50. The strike last trading price was 305, which was 0 lower than the previous day. The implied volatity was 31.64, the open interest changed by 0 which decreased total open position to 3
