Historical option data for KEI
19 Jun 2026 04:10 PM IST
| KEI 30-Jun-2026 (10d) 5450 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.74
Vega: 0.03
Theta: -3.71
Gamma: 0.00133
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 19 Jun | 5631.00 | 189.55 | -59.1 (-23.77%) | 24.58 | 91 | -3 | 51 | |||||||||
| 18 Jun | 5630.50 | 247.8 | 1.25 (0.51%) | 30.85 | 19 | 4 | 55 | |||||||||
| 17 Jun | 5643.50 | 238.1 | 140.1 (142.96%) | 29.17 | 278 | -13 | 51 | |||||||||
| 16 Jun | 5386.50 | 99.75 | -38.9 (-28.06%) | 28.49 | 113 | 36 | 64 | |||||||||
| 15 Jun | 5460.50 | 138.8 | 28.15 (25.44%) | 28.43 | 227 | -22 | 28 | |||||||||
| 12 Jun | 5369.50 | 108 | 57.5 (113.86%) | 28.86 | 66 | -11 | 50 | |||||||||
| 11 Jun | 5181.50 | 50.5 | -7.35 (-12.71%) | 29.11 | 33 | -3 | 62 | |||||||||
| 10 Jun | 5166.50 | 58.05 | -41.65 (-41.78%) | 30.57 | 67 | 7 | 68 | |||||||||
| 9 Jun | 5281.00 | 102.95 | 38.7 (60.23%) | 32.86 | 40 | 2 | 63 | |||||||||
| 8 Jun | 5148.00 | 58.45 | -71.1 (-54.88%) | 32.58 | 44 | 6 | 60 | |||||||||
| 5 Jun | 5335.50 | 127.5 | 1.15 (0.91%) | 30.07 | 86 | -10 | 54 | |||||||||
| 4 Jun | 5296.00 | 124.9 | 20.15 (19.24%) | 32.06 | 40 | 3 | 63 | |||||||||
| 3 Jun | 5222.00 | 104.75 | -15.1 (-12.60%) | 31.21 | 7 | 0 | 60 | |||||||||
| 2 Jun | 5261.50 | 120.8 | 31.7 (35.58%) | 32.34 | 20 | 0 | 59 | |||||||||
| 1 Jun | 5174.00 | 84.6 | -49.1 (-36.72%) | 30.91 | 27 | -1 | 59 | |||||||||
| 29 May | 5267.50 | 127.85 | -74.95 (-36.96%) | 29.42 | 110 | 15 | 60 | |||||||||
| 27 May | 5446.20 | 204.6 | 24.6 (13.67%) | 28.93 | 139 | 43 | 47 | |||||||||
| 26 May | 5305.50 | 180 | 0 (0.00%) | 34.81 | 1 | 1 | 4 | |||||||||
| 25 May | 5281.50 | 180 | 0 (0.00%) | 33.48 | 1 | 0 | 3 | |||||||||
| 22 May | 5260.50 | 180 | 50 (38.46%) | 33.48 | 1 | -1 | 3 | |||||||||
| 21 May | 5237.00 | 130 | 0 (0.00%) | - | 0 | 0 | 4 | |||||||||
| 20 May | 5119.80 | 130 | 0 (0.00%) | 32.77 | 0 | 0 | 4 | |||||||||
| 19 May | 5082.40 | 130 | -80 (-38.10%) | 32.77 | 1 | 1 | 4 | |||||||||
| 18 May | 5088.10 | 209.75 | -0.25 (-0.12%) | - | 3 | 0 | 3 | |||||||||
| 15 May | 5117.50 | 209.75 | 0 (0.00%) | - | 0 | 0 | 3 | |||||||||
| 14 May | 5144.70 | 209.75 | 0 (0.00%) | 0 | 0 | 0 | 3 | |||||||||
| 13 May | 4919.50 | 209.75 | 0 (0.00%) | 0 | 0 | 0 | 3 | |||||||||
| 12 May | 4997.10 | 209.75 | 0 (0.00%) | 0 | 0 | 0 | 3 | |||||||||
| 11 May | 5120.00 | 209.75 | -3.75 (-1.76%) | 43.49 | 3 | 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 5450 expiring on 30JUN2026
Delta for 5450 CE is 0.74
Historical price for 5450 CE is as follows
On 19 Jun KEI was trading at 5631.00. The strike last trading price was 189.55, which was -59.1 lower than the previous day. The implied volatity was 24.58, the open interest changed by -3 which decreased total open position to 51
On 18 Jun KEI was trading at 5630.50. The strike last trading price was 247.8, which was 1.25 higher than the previous day. The implied volatity was 30.85, the open interest changed by 4 which increased total open position to 55
On 17 Jun KEI was trading at 5643.50. The strike last trading price was 238.1, which was 140.1 higher than the previous day. The implied volatity was 29.17, the open interest changed by -13 which decreased total open position to 51
On 16 Jun KEI was trading at 5386.50. The strike last trading price was 99.75, which was -38.9 lower than the previous day. The implied volatity was 28.49, the open interest changed by 36 which increased total open position to 64
On 15 Jun KEI was trading at 5460.50. The strike last trading price was 138.8, which was 28.15 higher than the previous day. The implied volatity was 28.43, the open interest changed by -22 which decreased total open position to 28
On 12 Jun KEI was trading at 5369.50. The strike last trading price was 108, which was 57.5 higher than the previous day. The implied volatity was 28.86, the open interest changed by -11 which decreased total open position to 50
On 11 Jun KEI was trading at 5181.50. The strike last trading price was 50.5, which was -7.35 lower than the previous day. The implied volatity was 29.11, the open interest changed by -3 which decreased total open position to 62
On 10 Jun KEI was trading at 5166.50. The strike last trading price was 58.05, which was -41.65 lower than the previous day. The implied volatity was 30.57, the open interest changed by 7 which increased total open position to 68
On 9 Jun KEI was trading at 5281.00. The strike last trading price was 102.95, which was 38.7 higher than the previous day. The implied volatity was 32.86, the open interest changed by 2 which increased total open position to 63
On 8 Jun KEI was trading at 5148.00. The strike last trading price was 58.45, which was -71.1 lower than the previous day. The implied volatity was 32.58, the open interest changed by 6 which increased total open position to 60
On 5 Jun KEI was trading at 5335.50. The strike last trading price was 127.5, which was 1.15 higher than the previous day. The implied volatity was 30.07, the open interest changed by -10 which decreased total open position to 54
On 4 Jun KEI was trading at 5296.00. The strike last trading price was 124.9, which was 20.15 higher than the previous day. The implied volatity was 32.06, the open interest changed by 3 which increased total open position to 63
On 3 Jun KEI was trading at 5222.00. The strike last trading price was 104.75, which was -15.1 lower than the previous day. The implied volatity was 31.21, the open interest changed by 0 which decreased total open position to 60
On 2 Jun KEI was trading at 5261.50. The strike last trading price was 120.8, which was 31.7 higher than the previous day. The implied volatity was 32.34, the open interest changed by 0 which decreased total open position to 59
On 1 Jun KEI was trading at 5174.00. The strike last trading price was 84.6, which was -49.1 lower than the previous day. The implied volatity was 30.91, the open interest changed by -1 which decreased total open position to 59
On 29 May KEI was trading at 5267.50. The strike last trading price was 127.85, which was -74.95 lower than the previous day. The implied volatity was 29.42, the open interest changed by 15 which increased total open position to 60
On 27 May KEI was trading at 5446.20. The strike last trading price was 204.6, which was 24.6 higher than the previous day. The implied volatity was 28.93, the open interest changed by 43 which increased total open position to 47
On 26 May KEI was trading at 5305.50. The strike last trading price was 180, which was 0 lower than the previous day. The implied volatity was 34.81, the open interest changed by 1 which increased total open position to 4
On 25 May KEI was trading at 5281.50. The strike last trading price was 180, which was 0 lower than the previous day. The implied volatity was 33.48, the open interest changed by 0 which decreased total open position to 3
On 22 May KEI was trading at 5260.50. The strike last trading price was 180, which was 50 higher than the previous day. The implied volatity was 33.48, the open interest changed by -1 which decreased total open position to 3
On 21 May KEI was trading at 5237.00. The strike last trading price was 130, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 20 May KEI was trading at 5119.80. The strike last trading price was 130, which was 0 lower than the previous day. The implied volatity was 32.77, the open interest changed by 0 which decreased total open position to 4
On 19 May KEI was trading at 5082.40. The strike last trading price was 130, which was -80 lower than the previous day. The implied volatity was 32.77, the open interest changed by 1 which increased total open position to 4
On 18 May KEI was trading at 5088.10. The strike last trading price was 209.75, which was -0.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 15 May KEI was trading at 5117.50. The strike last trading price was 209.75, 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 14 May KEI was trading at 5144.70. The strike last trading price was 209.75, 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 3
On 13 May KEI was trading at 4919.50. The strike last trading price was 209.75, 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 3
On 12 May KEI was trading at 4997.10. The strike last trading price was 209.75, 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 3
On 11 May KEI was trading at 5120.00. The strike last trading price was 209.75, which was -3.75 lower than the previous day. The implied volatity was 43.49, 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 (10d) 5450 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.24
Vega: 0.03
Theta: -3.35
Gamma: 0.0011
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 19 Jun | 5631.00 | 41.35 | -1.65 (-3.84%) | 28.61 | 177 | -17 | 53 |
| 18 Jun | 5630.50 | 43 | -6.55 (-13.22%) | 28.16 | 69 | 1 | 70 |
| 17 Jun | 5643.50 | 50 | -100 (-66.67%) | 29.96 | 158 | 15 | 67 |
| 16 Jun | 5386.50 | 150 | 26.9 (21.85%) | 30.24 | 51 | -3 | 53 |
| 15 Jun | 5460.50 | 126.5 | -141.35 (-52.77%) | 30.97 | 170 | 31 | 56 |
| 12 Jun | 5369.50 | 267.85 | 267.85 | - | 15 | 0 | 25 |
| 11 Jun | 5181.50 | 267.85 | 267.85 (11.79%) | 31.63 | 15 | 0 | 25 |
| 10 Jun | 5166.50 | 267.85 | 28.25 (11.79%) | 31.63 | 15 | 1 | 26 |
| 9 Jun | 5281.00 | 239.6 | 239.6 | - | 14 | 0 | 25 |
| 8 Jun | 5148.00 | 239.6 | 239.6 | - | 14 | 0 | 25 |
| 5 Jun | 5335.50 | 239.6 | 7.4 (3.19%) | 31.15 | 14 | 4 | 25 |
| 4 Jun | 5296.00 | 232.2 | -28.65 (-10.98%) | 31.32 | 1 | 0 | 20 |
| 3 Jun | 5222.00 | 354.7 | 354.7 (3.92%) | 28.32 | 4 | 0 | 20 |
| 2 Jun | 5261.50 | 260.85 | 9.85 (3.92%) | 28.32 | 4 | 0 | 19 |
| 1 Jun | 5174.00 | 251 | 251 (32.35%) | 27.55 | 26 | 0 | 19 |
| 29 May | 5267.50 | 250 | 61.1 (32.35%) | 27.55 | 26 | -2 | 20 |
| 27 May | 5446.20 | 179.05 | -465.1 (-72.20%) | 28.71 | 30 | 21 | 21 |
| 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 |
| 21 May | 5237.00 | 0 | 0 | - | 0 | 0 | 0 |
| 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 | -644.15 (-100.00%) | - | 0 | 0 | 0 |
| 14 May | 5144.70 | 0 | -644.15 (-100.00%) | 0 | 0 | 0 | 0 |
| 13 May | 4919.50 | 0 | -644.15 (-100.00%) | 0 | 0 | 0 | 0 |
| 12 May | 4997.10 | 0 | -644.15 (-100.00%) | 0 | 0 | 0 | 0 |
| 11 May | 5120.00 | 0 | -644.15 (-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 5450 expiring on 30JUN2026
Delta for 5450 PE is -0.24
Historical price for 5450 PE is as follows
On 19 Jun KEI was trading at 5631.00. The strike last trading price was 41.35, which was -1.65 lower than the previous day. The implied volatity was 28.61, the open interest changed by -17 which decreased total open position to 53
On 18 Jun KEI was trading at 5630.50. The strike last trading price was 43, which was -6.55 lower than the previous day. The implied volatity was 28.16, the open interest changed by 1 which increased total open position to 70
On 17 Jun KEI was trading at 5643.50. The strike last trading price was 50, which was -100 lower than the previous day. The implied volatity was 29.96, the open interest changed by 15 which increased total open position to 67
On 16 Jun KEI was trading at 5386.50. The strike last trading price was 150, which was 26.9 higher than the previous day. The implied volatity was 30.24, the open interest changed by -3 which decreased total open position to 53
On 15 Jun KEI was trading at 5460.50. The strike last trading price was 126.5, which was -141.35 lower than the previous day. The implied volatity was 30.97, the open interest changed by 31 which increased total open position to 56
On 12 Jun KEI was trading at 5369.50. The strike last trading price was 267.85, which was 267.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 25
On 11 Jun KEI was trading at 5181.50. The strike last trading price was 267.85, which was 267.85 higher than the previous day. The implied volatity was 31.63, the open interest changed by 0 which decreased total open position to 25
On 10 Jun KEI was trading at 5166.50. The strike last trading price was 267.85, which was 28.25 higher than the previous day. The implied volatity was 31.63, the open interest changed by 1 which increased total open position to 26
On 9 Jun KEI was trading at 5281.00. The strike last trading price was 239.6, which was 239.6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 25
On 8 Jun KEI was trading at 5148.00. The strike last trading price was 239.6, which was 239.6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 25
On 5 Jun KEI was trading at 5335.50. The strike last trading price was 239.6, which was 7.4 higher than the previous day. The implied volatity was 31.15, the open interest changed by 4 which increased total open position to 25
On 4 Jun KEI was trading at 5296.00. The strike last trading price was 232.2, which was -28.65 lower than the previous day. The implied volatity was 31.32, the open interest changed by 0 which decreased total open position to 20
On 3 Jun KEI was trading at 5222.00. The strike last trading price was 354.7, which was 354.7 higher than the previous day. The implied volatity was 28.32, the open interest changed by 0 which decreased total open position to 20
On 2 Jun KEI was trading at 5261.50. The strike last trading price was 260.85, which was 9.85 higher than the previous day. The implied volatity was 28.32, the open interest changed by 0 which decreased total open position to 19
On 1 Jun KEI was trading at 5174.00. The strike last trading price was 251, which was 251 higher than the previous day. The implied volatity was 27.55, the open interest changed by 0 which decreased total open position to 19
On 29 May KEI was trading at 5267.50. The strike last trading price was 250, which was 61.1 higher than the previous day. The implied volatity was 27.55, the open interest changed by -2 which decreased total open position to 20
On 27 May KEI was trading at 5446.20. The strike last trading price was 179.05, which was -465.1 lower than the previous day. The implied volatity was 28.71, the open interest changed by 21 which increased total open position to 21
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 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 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 -644.15 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 -644.15 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 -644.15 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 -644.15 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 -644.15 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
