Historical option data for KEI
18 Jun 2026 09:29 AM IST
| KEI 30-Jun-2026 (12d) 5350 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.86
Vega: 0.02
Theta: -2.67
Gamma: 0.00075
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 18 Jun | 5677.50 | 327.6 | 0 (0.00%) | 27.49 | 64 | 0 | 148 | |||||||||
| 17 Jun | 5643.50 | 325 | 174.75 (116.31%) | 27.49 | 64 | -42 | 150 | |||||||||
| 16 Jun | 5386.50 | 152.1 | -55.35 (-26.68%) | 29.26 | 57 | 4 | 194 | |||||||||
| 15 Jun | 5460.50 | 197.2 | 33.25 (20.28%) | 27.9 | 154 | -90 | 190 | |||||||||
| 12 Jun | 5369.50 | 164.1 | 83.95 (104.74%) | 30.18 | 507 | 149 | 281 | |||||||||
| 11 Jun | 5181.50 | 79.95 | -3.8 (-4.54%) | 29.57 | 54 | 6 | 130 | |||||||||
| 10 Jun | 5166.50 | 85.15 | -59.2 (-41.01%) | 30.31 | 77 | 2 | 124 | |||||||||
| 9 Jun | 5281.00 | 147.8 | 55.45 (60.04%) | 34.12 | 104 | 2 | 122 | |||||||||
| 8 Jun | 5148.00 | 84.8 | -88.9 (-51.18%) | 31.62 | 118 | -15 | 120 | |||||||||
| 5 Jun | 5335.50 | 170.65 | 1.65 (0.98%) | 29.88 | 625 | -21 | 137 | |||||||||
| 4 Jun | 5296.00 | 168.15 | 26.05 (18.33%) | 32.78 | 451 | 87 | 158 | |||||||||
| 3 Jun | 5222.00 | 142.1 | -22.15 (-13.49%) | 32.81 | 45 | -2 | 72 | |||||||||
| 2 Jun | 5261.50 | 160.55 | 40.55 (33.79%) | 32.05 | 220 | 25 | 75 | |||||||||
| 1 Jun | 5174.00 | 117.9 | -62.6 (-34.68%) | 31.23 | 62 | 19 | 51 | |||||||||
| 29 May | 5267.50 | 195.7 | -58.8 (-23.10%) | 33.7 | 73 | 6 | 33 | |||||||||
| 27 May | 5446.20 | 260 | 63.1 (32.05%) | 29.14 | 54 | -4 | 27 | |||||||||
| 26 May | 5305.50 | 201.85 | -7.15 (-3.42%) | 30.69 | 74 | 28 | 36 | |||||||||
| 25 May | 5281.50 | 209.15 | 5.15 (2.52%) | 32.9 | 17 | 7 | 9 | |||||||||
| 22 May | 5260.50 | 203.8 | -41.2 (-16.82%) | 31.71 | 4 | 1 | 1 | |||||||||
| 18 May | 5088.10 | 0 | -244.6 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 15 May | 5117.50 | 0 | -244.6 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 14 May | 5144.70 | 0 | -244.6 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 13 May | 4919.50 | 0 | -244.6 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 12 May | 4997.10 | 0 | -244.6 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 11 May | 5120.00 | 0 | -244.6 (-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 | |||||||||
| 29 Apr | 4935.20 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Kei Industries Ltd. - strike price 5350 expiring on 30JUN2026
Delta for 5350 CE is 0.86
Historical price for 5350 CE is as follows
On 18 Jun KEI was trading at 5677.50. The strike last trading price was 327.6, which was 0 lower than the previous day. The implied volatity was 27.49, the open interest changed by 0 which decreased total open position to 148
On 17 Jun KEI was trading at 5643.50. The strike last trading price was 325, which was 174.75 higher than the previous day. The implied volatity was 27.49, the open interest changed by -42 which decreased total open position to 150
On 16 Jun KEI was trading at 5386.50. The strike last trading price was 152.1, which was -55.35 lower than the previous day. The implied volatity was 29.26, the open interest changed by 4 which increased total open position to 194
On 15 Jun KEI was trading at 5460.50. The strike last trading price was 197.2, which was 33.25 higher than the previous day. The implied volatity was 27.9, the open interest changed by -90 which decreased total open position to 190
On 12 Jun KEI was trading at 5369.50. The strike last trading price was 164.1, which was 83.95 higher than the previous day. The implied volatity was 30.18, the open interest changed by 149 which increased total open position to 281
On 11 Jun KEI was trading at 5181.50. The strike last trading price was 79.95, which was -3.8 lower than the previous day. The implied volatity was 29.57, the open interest changed by 6 which increased total open position to 130
On 10 Jun KEI was trading at 5166.50. The strike last trading price was 85.15, which was -59.2 lower than the previous day. The implied volatity was 30.31, the open interest changed by 2 which increased total open position to 124
On 9 Jun KEI was trading at 5281.00. The strike last trading price was 147.8, which was 55.45 higher than the previous day. The implied volatity was 34.12, the open interest changed by 2 which increased total open position to 122
On 8 Jun KEI was trading at 5148.00. The strike last trading price was 84.8, which was -88.9 lower than the previous day. The implied volatity was 31.62, the open interest changed by -15 which decreased total open position to 120
On 5 Jun KEI was trading at 5335.50. The strike last trading price was 170.65, which was 1.65 higher than the previous day. The implied volatity was 29.88, the open interest changed by -21 which decreased total open position to 137
On 4 Jun KEI was trading at 5296.00. The strike last trading price was 168.15, which was 26.05 higher than the previous day. The implied volatity was 32.78, the open interest changed by 87 which increased total open position to 158
On 3 Jun KEI was trading at 5222.00. The strike last trading price was 142.1, which was -22.15 lower than the previous day. The implied volatity was 32.81, the open interest changed by -2 which decreased total open position to 72
On 2 Jun KEI was trading at 5261.50. The strike last trading price was 160.55, which was 40.55 higher than the previous day. The implied volatity was 32.05, the open interest changed by 25 which increased total open position to 75
On 1 Jun KEI was trading at 5174.00. The strike last trading price was 117.9, which was -62.6 lower than the previous day. The implied volatity was 31.23, the open interest changed by 19 which increased total open position to 51
On 29 May KEI was trading at 5267.50. The strike last trading price was 195.7, which was -58.8 lower than the previous day. The implied volatity was 33.7, the open interest changed by 6 which increased total open position to 33
On 27 May KEI was trading at 5446.20. The strike last trading price was 260, which was 63.1 higher than the previous day. The implied volatity was 29.14, the open interest changed by -4 which decreased total open position to 27
On 26 May KEI was trading at 5305.50. The strike last trading price was 201.85, which was -7.15 lower than the previous day. The implied volatity was 30.69, the open interest changed by 28 which increased total open position to 36
On 25 May KEI was trading at 5281.50. The strike last trading price was 209.15, which was 5.15 higher than the previous day. The implied volatity was 32.9, the open interest changed by 7 which increased total open position to 9
On 22 May KEI was trading at 5260.50. The strike last trading price was 203.8, which was -41.2 lower than the previous day. The implied volatity was 31.71, the open interest changed by 1 which increased total open position to 1
On 18 May KEI was trading at 5088.10. The strike last trading price was 0, which was -244.6 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 -244.6 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 -244.6 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 -244.6 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 -244.6 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 -244.6 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
On 29 Apr KEI was trading at 4935.20. 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
| KEI 30-Jun-2026 (12d) 5350 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.15
Vega: 0.02
Theta: -2.57
Gamma: 0.00069
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 18 Jun | 5677.50 | 27.45 | -2.35 (-7.89%) | 32.35 | 1 | 0 | 249 |
| 17 Jun | 5643.50 | 29.35 | -74.25 (-71.67%) | 30.48 | 275 | 0 | 250 |
| 16 Jun | 5386.50 | 101 | 16.15 (19.03%) | 29.5 | 179 | -2 | 250 |
| 15 Jun | 5460.50 | 83.65 | -31.9 (-27.61%) | 30.93 | 94 | -7 | 252 |
| 12 Jun | 5369.50 | 116.2 | -139.4 (-54.54%) | 27.49 | 287 | 211 | 260 |
| 11 Jun | 5181.50 | 255.6 | 255.6 (-7.59%) | 33.26 | 13 | 0 | 49 |
| 10 Jun | 5166.50 | 255.6 | -21 (-7.59%) | 33.26 | 13 | 4 | 50 |
| 9 Jun | 5281.00 | 276.6 | 276.6 (85.53%) | 36.18 | 12 | 0 | 46 |
| 8 Jun | 5148.00 | 298.7 | 137.7 (85.53%) | 36.18 | 12 | 0 | 45 |
| 5 Jun | 5335.50 | 161.3 | -22.45 (-12.22%) | 29.35 | 66 | -6 | 46 |
| 4 Jun | 5296.00 | 186.4 | -13.6 (-6.80%) | 29.32 | 31 | 5 | 52 |
| 3 Jun | 5222.00 | 200 | 4.2 (2.15%) | 27.78 | 9 | 1 | 47 |
| 2 Jun | 5261.50 | 194.4 | 3.95 (2.07%) | 27.33 | 138 | -52 | 45 |
| 1 Jun | 5174.00 | 190.45 | 190.45 (-64.27%) | 29.5 | 172 | 0 | 97 |
| 29 May | 5267.50 | 205.9 | -370.35 (-64.27%) | 29.5 | 172 | 96 | 96 |
| 27 May | 5446.20 | 0 | 0 | - | 0 | 0 | 0 |
| 26 May | 5305.50 | 0 | 0 | - | 0 | 0 | 0 |
| 25 May | 5281.50 | 0 | 0 | - | 0 | 0 | 0 |
| 22 May | 5260.50 | 0 | 0 | - | 0 | 0 | 0 |
| 18 May | 5088.10 | 0 | -576.25 (-100.00%) | - | 0 | 0 | 0 |
| 15 May | 5117.50 | 0 | -576.25 (-100.00%) | - | 0 | 0 | 0 |
| 14 May | 5144.70 | 0 | -576.25 (-100.00%) | 0 | 0 | 0 | 0 |
| 13 May | 4919.50 | 0 | -576.25 (-100.00%) | 0 | 0 | 0 | 0 |
| 12 May | 4997.10 | 0 | -576.25 (-100.00%) | 0 | 0 | 0 | 0 |
| 11 May | 5120.00 | 0 | -576.25 (-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 |
| 29 Apr | 4935.20 | 0 | 0 | - | 0 | 0 | 0 |
For Kei Industries Ltd. - strike price 5350 expiring on 30JUN2026
Delta for 5350 PE is -0.15
Historical price for 5350 PE is as follows
On 18 Jun KEI was trading at 5677.50. The strike last trading price was 27.45, which was -2.35 lower than the previous day. The implied volatity was 32.35, the open interest changed by 0 which decreased total open position to 249
On 17 Jun KEI was trading at 5643.50. The strike last trading price was 29.35, which was -74.25 lower than the previous day. The implied volatity was 30.48, the open interest changed by 0 which decreased total open position to 250
On 16 Jun KEI was trading at 5386.50. The strike last trading price was 101, which was 16.15 higher than the previous day. The implied volatity was 29.5, the open interest changed by -2 which decreased total open position to 250
On 15 Jun KEI was trading at 5460.50. The strike last trading price was 83.65, which was -31.9 lower than the previous day. The implied volatity was 30.93, the open interest changed by -7 which decreased total open position to 252
On 12 Jun KEI was trading at 5369.50. The strike last trading price was 116.2, which was -139.4 lower than the previous day. The implied volatity was 27.49, the open interest changed by 211 which increased total open position to 260
On 11 Jun KEI was trading at 5181.50. The strike last trading price was 255.6, which was 255.6 higher than the previous day. The implied volatity was 33.26, the open interest changed by 0 which decreased total open position to 49
On 10 Jun KEI was trading at 5166.50. The strike last trading price was 255.6, which was -21 lower than the previous day. The implied volatity was 33.26, the open interest changed by 4 which increased total open position to 50
On 9 Jun KEI was trading at 5281.00. The strike last trading price was 276.6, which was 276.6 higher than the previous day. The implied volatity was 36.18, the open interest changed by 0 which decreased total open position to 46
On 8 Jun KEI was trading at 5148.00. The strike last trading price was 298.7, which was 137.7 higher than the previous day. The implied volatity was 36.18, the open interest changed by 0 which decreased total open position to 45
On 5 Jun KEI was trading at 5335.50. The strike last trading price was 161.3, which was -22.45 lower than the previous day. The implied volatity was 29.35, the open interest changed by -6 which decreased total open position to 46
On 4 Jun KEI was trading at 5296.00. The strike last trading price was 186.4, which was -13.6 lower than the previous day. The implied volatity was 29.32, the open interest changed by 5 which increased total open position to 52
On 3 Jun KEI was trading at 5222.00. The strike last trading price was 200, which was 4.2 higher than the previous day. The implied volatity was 27.78, the open interest changed by 1 which increased total open position to 47
On 2 Jun KEI was trading at 5261.50. The strike last trading price was 194.4, which was 3.95 higher than the previous day. The implied volatity was 27.33, the open interest changed by -52 which decreased total open position to 45
On 1 Jun KEI was trading at 5174.00. The strike last trading price was 190.45, which was 190.45 higher than the previous day. The implied volatity was 29.5, the open interest changed by 0 which decreased total open position to 97
On 29 May KEI was trading at 5267.50. The strike last trading price was 205.9, which was -370.35 lower than the previous day. The implied volatity was 29.5, the open interest changed by 96 which increased total open position to 96
On 27 May KEI was trading at 5446.20. 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 26 May KEI was trading at 5305.50. 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 25 May KEI was trading at 5281.50. 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 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 18 May KEI was trading at 5088.10. The strike last trading price was 0, which was -576.25 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 -576.25 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 -576.25 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 -576.25 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 -576.25 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 -576.25 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
On 29 Apr KEI was trading at 4935.20. 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
