Historical option data for KEI
25 Jun 2026 02:14 PM IST
| KEI 30-Jun-2026 (5d) 5400 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.32
Vega: 0.02
Theta: -4.92
Gamma: 0.00255
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 25 Jun | 5325.00 | 28.4 | -51.05 (-64.25%) | 21.62 | 3,399 | 187 | 318 | |||||||||
| 24 Jun | 5419.00 | 83.35 | -88 (-51.36%) | 24.25 | 140 | 20 | 134 | |||||||||
| 23 Jun | 5576.00 | 171.35 | -98.75 (-36.56%) | 27.93 | 63 | -27 | 114 | |||||||||
| 22 Jun | 5660.50 | 281.35 | 24.4 (9.50%) | 21.24 | 22 | -13 | 141 | |||||||||
| 19 Jun | 5631.00 | 251.35 | -22.05 (-8.07%) | 29.69 | 67 | 2 | 158 | |||||||||
| 18 Jun | 5630.50 | 275 | -6.85 (-2.43%) | 29.67 | 30 | 4 | 156 | |||||||||
| 17 Jun | 5643.50 | 284.7 | 165.05 (137.94%) | 29.8 | 575 | -158 | 161 | |||||||||
| 16 Jun | 5386.50 | 120 | -46.9 (-28.10%) | 27.85 | 549 | 91 | 319 | |||||||||
| 15 Jun | 5460.50 | 168.75 | 32 (23.40%) | 27.82 | 559 | -89 | 227 | |||||||||
| 12 Jun | 5369.50 | 132.05 | 69.1 (109.77%) | 29.32 | 959 | -192 | 319 | |||||||||
| 11 Jun | 5181.50 | 64 | -5.85 (-8.38%) | 30.13 | 712 | 7 | 501 | |||||||||
| 10 Jun | 5166.50 | 71.25 | -48.95 (-40.72%) | 30.6 | 598 | 116 | 492 | |||||||||
| 9 Jun | 5281.00 | 122 | 44.85 (58.13%) | 33.05 | 498 | -20 | 404 | |||||||||
| 8 Jun | 5148.00 | 73.25 | -77 (-51.25%) | 32.23 | 435 | 50 | 427 | |||||||||
| 5 Jun | 5335.50 | 150.8 | 7 (4.87%) | 30.49 | 1,668 | 81 | 384 | |||||||||
| 4 Jun | 5296.00 | 142.4 | 19.85 (16.20%) | 32.16 | 745 | 99 | 304 | |||||||||
| 3 Jun | 5222.00 | 125.2 | -14.55 (-10.41%) | 32.97 | 206 | 16 | 206 | |||||||||
| 2 Jun | 5261.50 | 141 | 39.25 (38.57%) | 32.22 | 325 | -12 | 190 | |||||||||
| 1 Jun | 5174.00 | 98.3 | -56.25 (-36.40%) | 30.74 | 301 | 19 | 203 | |||||||||
| 29 May | 5267.50 | 179.7 | -48.3 (-21.18%) | 34.98 | 485 | 19 | 183 | |||||||||
| 27 May | 5446.20 | 224.95 | 47.55 (26.80%) | 28.07 | 751 | 66 | 164 | |||||||||
| 26 May | 5305.50 | 180.55 | -0.45 (-0.25%) | 31.01 | 92 | 23 | 99 | |||||||||
| 25 May | 5281.50 | 182 | 1 (0.55%) | 32.86 | 66 | 18 | 76 | |||||||||
| 22 May | 5260.50 | 182.9 | 11.9 (6.96%) | 32.6 | 120 | 40 | 59 | |||||||||
| 21 May | 5237.00 | 169 | -6 (-3.43%) | 32.42 | 28 | 18 | 19 | |||||||||
| 20 May | 5119.80 | 175 | 0 (0.00%) | - | 1 | 0 | 1 | |||||||||
| 19 May | 5082.40 | 175 | 0 (0.00%) | - | 1 | 0 | 1 | |||||||||
| 18 May | 5088.10 | 175 | 0 (0.00%) | - | 1 | 0 | 1 | |||||||||
| 15 May | 5117.50 | 175 | 0 (0.00%) | - | 0 | 0 | 1 | |||||||||
| 14 May | 5144.70 | 175 | 0 (0.00%) | 0 | 0 | 0 | 1 | |||||||||
| 13 May | 4919.50 | 175 | 0 (0.00%) | 0 | 0 | 0 | 1 | |||||||||
| 12 May | 4997.10 | 175 | 0 (0.00%) | 0 | 0 | 0 | 1 | |||||||||
| 11 May | 5120.00 | 175 | 114.9 (191.18%) | 36.43 | 1 | 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 5400 expiring on 30JUN2026
Delta for 5400 CE is 0.32
Historical price for 5400 CE is as follows
On 25 Jun KEI was trading at 5325.00. The strike last trading price was 28.4, which was -51.05 lower than the previous day. The implied volatity was 21.62, the open interest changed by 187 which increased total open position to 318
On 24 Jun KEI was trading at 5419.00. The strike last trading price was 83.35, which was -88 lower than the previous day. The implied volatity was 24.25, the open interest changed by 20 which increased total open position to 134
On 23 Jun KEI was trading at 5576.00. The strike last trading price was 171.35, which was -98.75 lower than the previous day. The implied volatity was 27.93, the open interest changed by -27 which decreased total open position to 114
On 22 Jun KEI was trading at 5660.50. The strike last trading price was 281.35, which was 24.4 higher than the previous day. The implied volatity was 21.24, the open interest changed by -13 which decreased total open position to 141
On 19 Jun KEI was trading at 5631.00. The strike last trading price was 251.35, which was -22.05 lower than the previous day. The implied volatity was 29.69, the open interest changed by 2 which increased total open position to 158
On 18 Jun KEI was trading at 5630.50. The strike last trading price was 275, which was -6.85 lower than the previous day. The implied volatity was 29.67, the open interest changed by 4 which increased total open position to 156
On 17 Jun KEI was trading at 5643.50. The strike last trading price was 284.7, which was 165.05 higher than the previous day. The implied volatity was 29.8, the open interest changed by -158 which decreased total open position to 161
On 16 Jun KEI was trading at 5386.50. The strike last trading price was 120, which was -46.9 lower than the previous day. The implied volatity was 27.85, the open interest changed by 91 which increased total open position to 319
On 15 Jun KEI was trading at 5460.50. The strike last trading price was 168.75, which was 32 higher than the previous day. The implied volatity was 27.82, the open interest changed by -89 which decreased total open position to 227
On 12 Jun KEI was trading at 5369.50. The strike last trading price was 132.05, which was 69.1 higher than the previous day. The implied volatity was 29.32, the open interest changed by -192 which decreased total open position to 319
On 11 Jun KEI was trading at 5181.50. The strike last trading price was 64, which was -5.85 lower than the previous day. The implied volatity was 30.13, the open interest changed by 7 which increased total open position to 501
On 10 Jun KEI was trading at 5166.50. The strike last trading price was 71.25, which was -48.95 lower than the previous day. The implied volatity was 30.6, the open interest changed by 116 which increased total open position to 492
On 9 Jun KEI was trading at 5281.00. The strike last trading price was 122, which was 44.85 higher than the previous day. The implied volatity was 33.05, the open interest changed by -20 which decreased total open position to 404
On 8 Jun KEI was trading at 5148.00. The strike last trading price was 73.25, which was -77 lower than the previous day. The implied volatity was 32.23, the open interest changed by 50 which increased total open position to 427
On 5 Jun KEI was trading at 5335.50. The strike last trading price was 150.8, which was 7 higher than the previous day. The implied volatity was 30.49, the open interest changed by 81 which increased total open position to 384
On 4 Jun KEI was trading at 5296.00. The strike last trading price was 142.4, which was 19.85 higher than the previous day. The implied volatity was 32.16, the open interest changed by 99 which increased total open position to 304
On 3 Jun KEI was trading at 5222.00. The strike last trading price was 125.2, which was -14.55 lower than the previous day. The implied volatity was 32.97, the open interest changed by 16 which increased total open position to 206
On 2 Jun KEI was trading at 5261.50. The strike last trading price was 141, which was 39.25 higher than the previous day. The implied volatity was 32.22, the open interest changed by -12 which decreased total open position to 190
On 1 Jun KEI was trading at 5174.00. The strike last trading price was 98.3, which was -56.25 lower than the previous day. The implied volatity was 30.74, the open interest changed by 19 which increased total open position to 203
On 29 May KEI was trading at 5267.50. The strike last trading price was 179.7, which was -48.3 lower than the previous day. The implied volatity was 34.98, the open interest changed by 19 which increased total open position to 183
On 27 May KEI was trading at 5446.20. The strike last trading price was 224.95, which was 47.55 higher than the previous day. The implied volatity was 28.07, the open interest changed by 66 which increased total open position to 164
On 26 May KEI was trading at 5305.50. The strike last trading price was 180.55, which was -0.45 lower than the previous day. The implied volatity was 31.01, the open interest changed by 23 which increased total open position to 99
On 25 May KEI was trading at 5281.50. The strike last trading price was 182, which was 1 higher than the previous day. The implied volatity was 32.86, the open interest changed by 18 which increased total open position to 76
On 22 May KEI was trading at 5260.50. The strike last trading price was 182.9, which was 11.9 higher than the previous day. The implied volatity was 32.6, the open interest changed by 40 which increased total open position to 59
On 21 May KEI was trading at 5237.00. The strike last trading price was 169, which was -6 lower than the previous day. The implied volatity was 32.42, the open interest changed by 18 which increased total open position to 19
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 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 14 May KEI was trading at 5144.70. The strike last trading price was 175, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 1
On 13 May KEI was trading at 4919.50. The strike last trading price was 175, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 1
On 12 May KEI was trading at 4997.10. The strike last trading price was 175, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 1
On 11 May KEI was trading at 5120.00. The strike last trading price was 175, which was 114.9 higher than the previous day. The implied volatity was 36.43, 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 (5d) 5400 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.62
Vega: 0.02
Theta: -7.53
Gamma: 0.00167
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 25 Jun | 5325.00 | 135 | 81.1 (150.46%) | 35.28 | 617 | 18 | 179 |
| 24 Jun | 5419.00 | 49 | 27.75 (130.59%) | 21.69 | 1,025 | -28 | 163 |
| 23 Jun | 5576.00 | 20.5 | 1.9 (10.22%) | 26.02 | 480 | -75 | 188 |
| 22 Jun | 5660.50 | 17.9 | -11.55 (-39.22%) | 29.87 | 231 | 20 | 264 |
| 19 Jun | 5631.00 | 29.5 | -3.5 (-10.61%) | 28.45 | 917 | 42 | 244 |
| 18 Jun | 5630.50 | 32.2 | -6.3 (-16.36%) | 27.95 | 227 | -11 | 199 |
| 17 Jun | 5643.50 | 40 | -86.1 (-68.28%) | 30.17 | 865 | 62 | 209 |
| 16 Jun | 5386.50 | 125 | 21.8 (21.12%) | 29.65 | 481 | -9 | 151 |
| 15 Jun | 5460.50 | 102 | -34.45 (-25.25%) | 30.58 | 346 | 61 | 159 |
| 12 Jun | 5369.50 | 139.5 | -151.05 (-51.99%) | 27.84 | 47 | 2 | 95 |
| 11 Jun | 5181.50 | 290.55 | 290.55 (38.00%) | 31.24 | 28 | 0 | 93 |
| 10 Jun | 5166.50 | 277.8 | 76.5 (38.00%) | 31.24 | 28 | -5 | 93 |
| 9 Jun | 5281.00 | 190.85 | -119.25 (-38.46%) | 29.16 | 21 | -4 | 98 |
| 8 Jun | 5148.00 | 333.95 | 147.35 (78.97%) | 36.18 | 24 | 4 | 101 |
| 5 Jun | 5335.50 | 184.1 | -21.35 (-10.39%) | 28.68 | 271 | 31 | 98 |
| 4 Jun | 5296.00 | 208 | -22 (-9.57%) | 27.86 | 24 | 1 | 67 |
| 3 Jun | 5222.00 | 230 | 5 (2.22%) | 27.49 | 9 | 0 | 64 |
| 2 Jun | 5261.50 | 225 | -70 (-23.73%) | 27.84 | 1 | 0 | 63 |
| 1 Jun | 5174.00 | 295 | 78.9 (36.51%) | 29.83 | 53 | 3 | 63 |
| 29 May | 5267.50 | 215 | 52.85 (32.59%) | 26.38 | 248 | 0 | 64 |
| 27 May | 5446.20 | 163.15 | -84.05 (-34.00%) | 29.91 | 138 | 56 | 64 |
| 26 May | 5305.50 | 247.2 | -6.3 (-2.49%) | 30.8 | 13 | 4 | 9 |
| 25 May | 5281.50 | 253.5 | -34.25 (-11.90%) | 33.32 | 16 | 0 | 4 |
| 22 May | 5260.50 | 287.75 | -46.05 (-13.80%) | 36.21 | 1 | 1 | 4 |
| 21 May | 5237.00 | 333.8 | -991.55 (-74.81%) | 38.38 | 3 | 1 | 1 |
| 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 | -1325.35 (-100.00%) | - | 0 | 0 | 0 |
| 14 May | 5144.70 | 0 | -1325.35 (-100.00%) | 0 | 0 | 0 | 0 |
| 13 May | 4919.50 | 0 | -1325.35 (-100.00%) | 0 | 0 | 0 | 0 |
| 12 May | 4997.10 | 0 | -1325.35 (-100.00%) | 0 | 0 | 0 | 0 |
| 11 May | 5120.00 | 0 | -1325.35 (-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 5400 expiring on 30JUN2026
Delta for 5400 PE is -0.62
Historical price for 5400 PE is as follows
On 25 Jun KEI was trading at 5325.00. The strike last trading price was 135, which was 81.1 higher than the previous day. The implied volatity was 35.28, the open interest changed by 18 which increased total open position to 179
On 24 Jun KEI was trading at 5419.00. The strike last trading price was 49, which was 27.75 higher than the previous day. The implied volatity was 21.69, the open interest changed by -28 which decreased total open position to 163
On 23 Jun KEI was trading at 5576.00. The strike last trading price was 20.5, which was 1.9 higher than the previous day. The implied volatity was 26.02, the open interest changed by -75 which decreased total open position to 188
On 22 Jun KEI was trading at 5660.50. The strike last trading price was 17.9, which was -11.55 lower than the previous day. The implied volatity was 29.87, the open interest changed by 20 which increased total open position to 264
On 19 Jun KEI was trading at 5631.00. The strike last trading price was 29.5, which was -3.5 lower than the previous day. The implied volatity was 28.45, the open interest changed by 42 which increased total open position to 244
On 18 Jun KEI was trading at 5630.50. The strike last trading price was 32.2, which was -6.3 lower than the previous day. The implied volatity was 27.95, the open interest changed by -11 which decreased total open position to 199
On 17 Jun KEI was trading at 5643.50. The strike last trading price was 40, which was -86.1 lower than the previous day. The implied volatity was 30.17, the open interest changed by 62 which increased total open position to 209
On 16 Jun KEI was trading at 5386.50. The strike last trading price was 125, which was 21.8 higher than the previous day. The implied volatity was 29.65, the open interest changed by -9 which decreased total open position to 151
On 15 Jun KEI was trading at 5460.50. The strike last trading price was 102, which was -34.45 lower than the previous day. The implied volatity was 30.58, the open interest changed by 61 which increased total open position to 159
On 12 Jun KEI was trading at 5369.50. The strike last trading price was 139.5, which was -151.05 lower than the previous day. The implied volatity was 27.84, the open interest changed by 2 which increased total open position to 95
On 11 Jun KEI was trading at 5181.50. The strike last trading price was 290.55, which was 290.55 higher than the previous day. The implied volatity was 31.24, the open interest changed by 0 which decreased total open position to 93
On 10 Jun KEI was trading at 5166.50. The strike last trading price was 277.8, which was 76.5 higher than the previous day. The implied volatity was 31.24, the open interest changed by -5 which decreased total open position to 93
On 9 Jun KEI was trading at 5281.00. The strike last trading price was 190.85, which was -119.25 lower than the previous day. The implied volatity was 29.16, the open interest changed by -4 which decreased total open position to 98
On 8 Jun KEI was trading at 5148.00. The strike last trading price was 333.95, which was 147.35 higher than the previous day. The implied volatity was 36.18, the open interest changed by 4 which increased total open position to 101
On 5 Jun KEI was trading at 5335.50. The strike last trading price was 184.1, which was -21.35 lower than the previous day. The implied volatity was 28.68, the open interest changed by 31 which increased total open position to 98
On 4 Jun KEI was trading at 5296.00. The strike last trading price was 208, which was -22 lower than the previous day. The implied volatity was 27.86, the open interest changed by 1 which increased total open position to 67
On 3 Jun KEI was trading at 5222.00. The strike last trading price was 230, which was 5 higher than the previous day. The implied volatity was 27.49, the open interest changed by 0 which decreased total open position to 64
On 2 Jun KEI was trading at 5261.50. The strike last trading price was 225, which was -70 lower than the previous day. The implied volatity was 27.84, the open interest changed by 0 which decreased total open position to 63
On 1 Jun KEI was trading at 5174.00. The strike last trading price was 295, which was 78.9 higher than the previous day. The implied volatity was 29.83, the open interest changed by 3 which increased total open position to 63
On 29 May KEI was trading at 5267.50. The strike last trading price was 215, which was 52.85 higher than the previous day. The implied volatity was 26.38, the open interest changed by 0 which decreased total open position to 64
On 27 May KEI was trading at 5446.20. The strike last trading price was 163.15, which was -84.05 lower than the previous day. The implied volatity was 29.91, the open interest changed by 56 which increased total open position to 64
On 26 May KEI was trading at 5305.50. The strike last trading price was 247.2, which was -6.3 lower than the previous day. The implied volatity was 30.8, the open interest changed by 4 which increased total open position to 9
On 25 May KEI was trading at 5281.50. The strike last trading price was 253.5, which was -34.25 lower than the previous day. The implied volatity was 33.32, the open interest changed by 0 which decreased total open position to 4
On 22 May KEI was trading at 5260.50. The strike last trading price was 287.75, which was -46.05 lower than the previous day. The implied volatity was 36.21, the open interest changed by 1 which increased total open position to 4
On 21 May KEI was trading at 5237.00. The strike last trading price was 333.8, which was -991.55 lower than the previous day. The implied volatity was 38.38, the open interest changed by 1 which increased total open position to 1
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 -1325.35 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 -1325.35 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 -1325.35 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 -1325.35 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 -1325.35 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
