Historical option data for KEI
17 Jun 2026 10:56 AM IST
| KEI 30-Jun-2026 (13d) 5300 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.86
Vega: 0.02
Theta: -2.87
Gamma: 0.00071
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 17 Jun | 5611.00 | 346 | 168.45 (94.87%) | 29.64 | 63 | -20 | 132 | |||||||||
| 16 Jun | 5386.50 | 179.95 | -48.9 (-21.37%) | 29.53 | 104 | -11 | 154 | |||||||||
| 15 Jun | 5460.50 | 233 | 38.75 (19.95%) | 29.08 | 294 | -54 | 174 | |||||||||
| 12 Jun | 5369.50 | 192 | 96.05 (100.10%) | 30.09 | 802 | -20 | 227 | |||||||||
| 11 Jun | 5181.50 | 94.35 | -7.5 (-7.36%) | 29.12 | 184 | 2 | 248 | |||||||||
| 10 Jun | 5166.50 | 107.3 | -60.55 (-36.07%) | 31.33 | 250 | 11 | 246 | |||||||||
| 9 Jun | 5281.00 | 167.25 | 58 (53.09%) | 32.63 | 247 | 8 | 236 | |||||||||
| 8 Jun | 5148.00 | 101.45 | -101.55 (-50.02%) | 31.7 | 281 | 25 | 227 | |||||||||
| 5 Jun | 5335.50 | 202.9 | 8.15 (4.18%) | 31.08 | 372 | 4 | 203 | |||||||||
| 4 Jun | 5296.00 | 198.6 | 32.9 (19.86%) | 33.92 | 694 | -10 | 199 | |||||||||
| 3 Jun | 5222.00 | 164.6 | -22.35 (-11.96%) | 32.91 | 719 | -44 | 211 | |||||||||
| 2 Jun | 5261.50 | 190.1 | 47.3 (33.12%) | 33.24 | 453 | 1 | 261 | |||||||||
| 1 Jun | 5174.00 | 134.65 | -65.8 (-32.83%) | 30.92 | 442 | 28 | 260 | |||||||||
| 29 May | 5267.50 | 210 | -74.8 (-26.26%) | 32.65 | 524 | -49 | 232 | |||||||||
| 27 May | 5446.20 | 293.35 | 65.15 (28.55%) | 29.68 | 697 | -100 | 282 | |||||||||
| 26 May | 5305.50 | 221.35 | -8.65 (-3.76%) | 29.96 | 281 | 3 | 385 | |||||||||
| 25 May | 5281.50 | 227.65 | -0.35 (-0.15%) | 32.9 | 499 | 118 | 383 | |||||||||
| 22 May | 5260.50 | 237.95 | 24.95 (11.71%) | 33.25 | 617 | 166 | 267 | |||||||||
| 21 May | 5237.00 | 217.6 | 42.6 (24.34%) | 34.62 | 250 | 94 | 95 | |||||||||
| 20 May | 5119.80 | 175 | 0 (0.00%) | - | 0 | 0 | 1 | |||||||||
| 19 May | 5082.40 | 175 | 0 (0.00%) | - | 0 | 0 | 1 | |||||||||
| 18 May | 5088.10 | 175 | 0 (0.00%) | - | 0 | 0 | 1 | |||||||||
| 15 May | 5117.50 | 175 | 89.65 (105.04%) | 32.67 | 1 | 0 | 0 | |||||||||
| 14 May | 5144.70 | 0 | -85.35 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 13 May | 4919.50 | 0 | -85.35 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 12 May | 4997.10 | 0 | -85.35 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 11 May | 5120.00 | 0 | -85.35 (-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 5300 expiring on 30JUN2026
Delta for 5300 CE is 0.86
Historical price for 5300 CE is as follows
On 17 Jun KEI was trading at 5611.00. The strike last trading price was 346, which was 168.45 higher than the previous day. The implied volatity was 29.64, the open interest changed by -20 which decreased total open position to 132
On 16 Jun KEI was trading at 5386.50. The strike last trading price was 179.95, which was -48.9 lower than the previous day. The implied volatity was 29.53, the open interest changed by -11 which decreased total open position to 154
On 15 Jun KEI was trading at 5460.50. The strike last trading price was 233, which was 38.75 higher than the previous day. The implied volatity was 29.08, the open interest changed by -54 which decreased total open position to 174
On 12 Jun KEI was trading at 5369.50. The strike last trading price was 192, which was 96.05 higher than the previous day. The implied volatity was 30.09, the open interest changed by -20 which decreased total open position to 227
On 11 Jun KEI was trading at 5181.50. The strike last trading price was 94.35, which was -7.5 lower than the previous day. The implied volatity was 29.12, the open interest changed by 2 which increased total open position to 248
On 10 Jun KEI was trading at 5166.50. The strike last trading price was 107.3, which was -60.55 lower than the previous day. The implied volatity was 31.33, the open interest changed by 11 which increased total open position to 246
On 9 Jun KEI was trading at 5281.00. The strike last trading price was 167.25, which was 58 higher than the previous day. The implied volatity was 32.63, the open interest changed by 8 which increased total open position to 236
On 8 Jun KEI was trading at 5148.00. The strike last trading price was 101.45, which was -101.55 lower than the previous day. The implied volatity was 31.7, the open interest changed by 25 which increased total open position to 227
On 5 Jun KEI was trading at 5335.50. The strike last trading price was 202.9, which was 8.15 higher than the previous day. The implied volatity was 31.08, the open interest changed by 4 which increased total open position to 203
On 4 Jun KEI was trading at 5296.00. The strike last trading price was 198.6, which was 32.9 higher than the previous day. The implied volatity was 33.92, the open interest changed by -10 which decreased total open position to 199
On 3 Jun KEI was trading at 5222.00. The strike last trading price was 164.6, which was -22.35 lower than the previous day. The implied volatity was 32.91, the open interest changed by -44 which decreased total open position to 211
On 2 Jun KEI was trading at 5261.50. The strike last trading price was 190.1, which was 47.3 higher than the previous day. The implied volatity was 33.24, the open interest changed by 1 which increased total open position to 261
On 1 Jun KEI was trading at 5174.00. The strike last trading price was 134.65, which was -65.8 lower than the previous day. The implied volatity was 30.92, the open interest changed by 28 which increased total open position to 260
On 29 May KEI was trading at 5267.50. The strike last trading price was 210, which was -74.8 lower than the previous day. The implied volatity was 32.65, the open interest changed by -49 which decreased total open position to 232
On 27 May KEI was trading at 5446.20. The strike last trading price was 293.35, which was 65.15 higher than the previous day. The implied volatity was 29.68, the open interest changed by -100 which decreased total open position to 282
On 26 May KEI was trading at 5305.50. The strike last trading price was 221.35, which was -8.65 lower than the previous day. The implied volatity was 29.96, the open interest changed by 3 which increased total open position to 385
On 25 May KEI was trading at 5281.50. The strike last trading price was 227.65, which was -0.35 lower than the previous day. The implied volatity was 32.9, the open interest changed by 118 which increased total open position to 383
On 22 May KEI was trading at 5260.50. The strike last trading price was 237.95, which was 24.95 higher than the previous day. The implied volatity was 33.25, the open interest changed by 166 which increased total open position to 267
On 21 May KEI was trading at 5237.00. The strike last trading price was 217.6, which was 42.6 higher than the previous day. The implied volatity was 34.62, the open interest changed by 94 which increased total open position to 95
On 20 May KEI was trading at 5119.80. The strike last trading price was 175, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 19 May KEI was trading at 5082.40. The strike last trading price was 175, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 18 May KEI was trading at 5088.10. The strike last trading price was 175, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 15 May KEI was trading at 5117.50. The strike last trading price was 175, which was 89.65 higher than the previous day. The implied volatity was 32.67, 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 -85.35 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 -85.35 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 -85.35 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 -85.35 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) 5300 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.16
Vega: 0.03
Theta: -2.38
Gamma: 0.00071
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 17 Jun | 5611.00 | 28.1 | -55.5 (-66.39%) | 31.19 | 541 | 191 | 487 |
| 16 Jun | 5386.50 | 81.6 | 13.3 (19.47%) | 29.83 | 477 | -153 | 296 |
| 15 Jun | 5460.50 | 65.5 | -33.05 (-33.54%) | 30.67 | 462 | 179 | 450 |
| 12 Jun | 5369.50 | 96 | -104.95 (-52.23%) | 28.32 | 210 | 0 | 272 |
| 11 Jun | 5181.50 | 199.1 | -21.25 (-9.64%) | 29.35 | 19 | 0 | 272 |
| 10 Jun | 5166.50 | 217.7 | 67.8 (45.23%) | 31.46 | 54 | -3 | 273 |
| 9 Jun | 5281.00 | 149.75 | -83.05 (-35.67%) | 29.2 | 166 | 12 | 278 |
| 8 Jun | 5148.00 | 264.1 | 125.15 (90.07%) | 35.8 | 168 | -44 | 267 |
| 5 Jun | 5335.50 | 139.4 | -19.8 (-12.44%) | 29.76 | 336 | 36 | 311 |
| 4 Jun | 5296.00 | 162 | -28.3 (-14.87%) | 29.74 | 284 | 4 | 276 |
| 3 Jun | 5222.00 | 188.6 | 18.1 (10.62%) | 27.73 | 209 | 2 | 272 |
| 2 Jun | 5261.50 | 169.65 | -63.75 (-27.31%) | 27.63 | 64 | -1 | 270 |
| 1 Jun | 5174.00 | 232 | 64.5 (38.51%) | 30.13 | 260 | -3 | 271 |
| 29 May | 5267.50 | 179.5 | 60.05 (50.27%) | 29.49 | 395 | -4 | 278 |
| 27 May | 5446.20 | 121.15 | -67.6 (-35.81%) | 29.52 | 511 | 174 | 285 |
| 26 May | 5305.50 | 192.7 | -12.3 (-6.00%) | 32.8 | 59 | 18 | 112 |
| 25 May | 5281.50 | 205 | -27.7 (-11.90%) | 31.56 | 76 | 11 | 95 |
| 22 May | 5260.50 | 226 | -52.8 (-18.94%) | 33.89 | 112 | 67 | 82 |
| 21 May | 5237.00 | 278.8 | -877.85 (-75.90%) | 36.56 | 19 | 14 | 14 |
| 20 May | 5119.80 | 0 | 0 | - | 0 | 0 | 0 |
| 19 May | 5082.40 | 0 | 0 | - | 0 | 0 | 0 |
| 18 May | 5088.10 | 0 | 0 (-100.00%) | - | 0 | 0 | 0 |
| 15 May | 5117.50 | 0 | -1156.65 (-100.00%) | - | 0 | 0 | 0 |
| 14 May | 5144.70 | 0 | -1156.65 (-100.00%) | 0 | 0 | 0 | 0 |
| 13 May | 4919.50 | 0 | -1156.65 (-100.00%) | 0 | 0 | 0 | 0 |
| 12 May | 4997.10 | 0 | -1156.65 (-100.00%) | 0 | 0 | 0 | 0 |
| 11 May | 5120.00 | 0 | -1156.65 (-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 5300 expiring on 30JUN2026
Delta for 5300 PE is -0.16
Historical price for 5300 PE is as follows
On 17 Jun KEI was trading at 5611.00. The strike last trading price was 28.1, which was -55.5 lower than the previous day. The implied volatity was 31.19, the open interest changed by 191 which increased total open position to 487
On 16 Jun KEI was trading at 5386.50. The strike last trading price was 81.6, which was 13.3 higher than the previous day. The implied volatity was 29.83, the open interest changed by -153 which decreased total open position to 296
On 15 Jun KEI was trading at 5460.50. The strike last trading price was 65.5, which was -33.05 lower than the previous day. The implied volatity was 30.67, the open interest changed by 179 which increased total open position to 450
On 12 Jun KEI was trading at 5369.50. The strike last trading price was 96, which was -104.95 lower than the previous day. The implied volatity was 28.32, the open interest changed by 0 which decreased total open position to 272
On 11 Jun KEI was trading at 5181.50. The strike last trading price was 199.1, which was -21.25 lower than the previous day. The implied volatity was 29.35, the open interest changed by 0 which decreased total open position to 272
On 10 Jun KEI was trading at 5166.50. The strike last trading price was 217.7, which was 67.8 higher than the previous day. The implied volatity was 31.46, the open interest changed by -3 which decreased total open position to 273
On 9 Jun KEI was trading at 5281.00. The strike last trading price was 149.75, which was -83.05 lower than the previous day. The implied volatity was 29.2, the open interest changed by 12 which increased total open position to 278
On 8 Jun KEI was trading at 5148.00. The strike last trading price was 264.1, which was 125.15 higher than the previous day. The implied volatity was 35.8, the open interest changed by -44 which decreased total open position to 267
On 5 Jun KEI was trading at 5335.50. The strike last trading price was 139.4, which was -19.8 lower than the previous day. The implied volatity was 29.76, the open interest changed by 36 which increased total open position to 311
On 4 Jun KEI was trading at 5296.00. The strike last trading price was 162, which was -28.3 lower than the previous day. The implied volatity was 29.74, the open interest changed by 4 which increased total open position to 276
On 3 Jun KEI was trading at 5222.00. The strike last trading price was 188.6, which was 18.1 higher than the previous day. The implied volatity was 27.73, the open interest changed by 2 which increased total open position to 272
On 2 Jun KEI was trading at 5261.50. The strike last trading price was 169.65, which was -63.75 lower than the previous day. The implied volatity was 27.63, the open interest changed by -1 which decreased total open position to 270
On 1 Jun KEI was trading at 5174.00. The strike last trading price was 232, which was 64.5 higher than the previous day. The implied volatity was 30.13, the open interest changed by -3 which decreased total open position to 271
On 29 May KEI was trading at 5267.50. The strike last trading price was 179.5, which was 60.05 higher than the previous day. The implied volatity was 29.49, the open interest changed by -4 which decreased total open position to 278
On 27 May KEI was trading at 5446.20. The strike last trading price was 121.15, which was -67.6 lower than the previous day. The implied volatity was 29.52, the open interest changed by 174 which increased total open position to 285
On 26 May KEI was trading at 5305.50. The strike last trading price was 192.7, which was -12.3 lower than the previous day. The implied volatity was 32.8, the open interest changed by 18 which increased total open position to 112
On 25 May KEI was trading at 5281.50. The strike last trading price was 205, which was -27.7 lower than the previous day. The implied volatity was 31.56, the open interest changed by 11 which increased total open position to 95
On 22 May KEI was trading at 5260.50. The strike last trading price was 226, which was -52.8 lower than the previous day. The implied volatity was 33.89, the open interest changed by 67 which increased total open position to 82
On 21 May KEI was trading at 5237.00. The strike last trading price was 278.8, which was -877.85 lower than the previous day. The implied volatity was 36.56, the open interest changed by 14 which increased total open position to 14
On 20 May KEI was trading at 5119.80. 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 19 May KEI was trading at 5082.40. 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 18 May KEI was trading at 5088.10. 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 15 May KEI was trading at 5117.50. The strike last trading price was 0, which was -1156.65 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 -1156.65 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 -1156.65 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 -1156.65 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 -1156.65 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
