Historical option data for KEI
22 Jun 2026 04:10 PM IST
| KEI 30-Jun-2026 (7d) 5500 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.83
Vega: 0.02
Theta: -2.93
Gamma: 0.0014
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 22 Jun | 5660.50 | 183.3 | -0.4 (-0.22%) | 21 | 150 | -42 | 158 | |||||||||
| 19 Jun | 5631.00 | 177.9 | -28.05 (-13.62%) | 24.61 | 1,406 | 51 | 202 | |||||||||
| 18 Jun | 5630.50 | 196.2 | -11.2 (-5.40%) | 26.8 | 107 | -19 | 150 | |||||||||
| 17 Jun | 5643.50 | 210 | 134.65 (178.70%) | 27.24 | 2,355 | -397 | 168 | |||||||||
| 16 Jun | 5386.50 | 75.75 | -36.7 (-32.64%) | 27.54 | 1,177 | 68 | 568 | |||||||||
| 15 Jun | 5460.50 | 109.65 | 18.05 (19.71%) | 27.34 | 3,415 | 129 | 494 | |||||||||
| 12 Jun | 5369.50 | 88.4 | 49 (124.37%) | 28.17 | 852 | -21 | 367 | |||||||||
| 11 Jun | 5181.50 | 40.05 | -5.25 (-11.59%) | 29.34 | 395 | -40 | 382 | |||||||||
| 10 Jun | 5166.50 | 45.95 | -34.55 (-42.92%) | 30.33 | 407 | 81 | 421 | |||||||||
| 9 Jun | 5281.00 | 83 | 29.7 (55.72%) | 32.01 | 581 | 27 | 340 | |||||||||
| 8 Jun | 5148.00 | 50 | -58.05 (-53.73%) | 32.2 | 352 | 30 | 315 | |||||||||
| 5 Jun | 5335.50 | 106.95 | 2 (1.91%) | 29.73 | 951 | 13 | 286 | |||||||||
| 4 Jun | 5296.00 | 104.35 | 18.7 (21.83%) | 31.65 | 689 | 34 | 274 | |||||||||
| 3 Jun | 5222.00 | 87.3 | -13.75 (-13.61%) | 31.85 | 576 | -57 | 241 | |||||||||
| 2 Jun | 5261.50 | 102 | 28.15 (38.12%) | 31.91 | 396 | -27 | 297 | |||||||||
| 1 Jun | 5174.00 | 70.5 | -46.5 (-39.74%) | 30.6 | 334 | 35 | 325 | |||||||||
| 29 May | 5267.50 | 140.2 | -37.2 (-20.97%) | 34.74 | 533 | 48 | 290 | |||||||||
| 27 May | 5446.20 | 180 | 40.35 (28.89%) | 28.84 | 1,252 | 54 | 239 | |||||||||
| 26 May | 5305.50 | 140 | -4 (-2.78%) | 31.21 | 105 | 15 | 184 | |||||||||
| 25 May | 5281.50 | 145 | 2 (1.40%) | 33.09 | 305 | -44 | 170 | |||||||||
| 22 May | 5260.50 | 151.55 | 17.55 (13.10%) | 32.89 | 636 | 94 | 218 | |||||||||
| 21 May | 5237.00 | 134.9 | 34.9 (34.90%) | 33.64 | 271 | 97 | 124 | |||||||||
| 20 May | 5119.80 | 100 | 0 (0.00%) | 34.16 | 1 | -1 | 27 | |||||||||
| 19 May | 5082.40 | 100 | -1 (-0.99%) | 34.04 | 10 | 3 | 28 | |||||||||
| 18 May | 5088.10 | 101 | -13 (-11.40%) | 34.36 | 1 | 0 | 25 | |||||||||
| 15 May | 5117.50 | 114.45 | -18.95 (-14.21%) | 33.34 | 18 | -4 | 26 | |||||||||
| 14 May | 5144.70 | 139 | 58 (71.60%) | 35.21 | 53 | 12 | 30 | |||||||||
| 13 May | 4919.50 | 81 | -12.9 (-13.74%) | 0 | 12 | -7 | 18 | |||||||||
| 12 May | 4997.10 | 93.5 | -62.3 (-39.99%) | 0 | 18 | 10 | 27 | |||||||||
| 11 May | 5120.00 | 155.8 | -4.15 (-2.59%) | 0 | 16 | 13 | 17 | |||||||||
| 8 May | 5099.60 | 159.95 | 0 (0.00%) | 40.08 | 0 | 0 | 4 | |||||||||
| 7 May | 5110.20 | 159.95 | 9.95 (6.63%) | 40.08 | 2 | 0 | 4 | |||||||||
| 6 May | 5148.60 | 150 | 53.8 (55.93%) | 32.95 | 3 | 2 | 4 | |||||||||
For Kei Industries Ltd. - strike price 5500 expiring on 30JUN2026
Delta for 5500 CE is 0.83
Historical price for 5500 CE is as follows
On 22 Jun KEI was trading at 5660.50. The strike last trading price was 183.3, which was -0.4 lower than the previous day. The implied volatity was 21, the open interest changed by -42 which decreased total open position to 158
On 19 Jun KEI was trading at 5631.00. The strike last trading price was 177.9, which was -28.05 lower than the previous day. The implied volatity was 24.61, the open interest changed by 51 which increased total open position to 202
On 18 Jun KEI was trading at 5630.50. The strike last trading price was 196.2, which was -11.2 lower than the previous day. The implied volatity was 26.8, the open interest changed by -19 which decreased total open position to 150
On 17 Jun KEI was trading at 5643.50. The strike last trading price was 210, which was 134.65 higher than the previous day. The implied volatity was 27.24, the open interest changed by -397 which decreased total open position to 168
On 16 Jun KEI was trading at 5386.50. The strike last trading price was 75.75, which was -36.7 lower than the previous day. The implied volatity was 27.54, the open interest changed by 68 which increased total open position to 568
On 15 Jun KEI was trading at 5460.50. The strike last trading price was 109.65, which was 18.05 higher than the previous day. The implied volatity was 27.34, the open interest changed by 129 which increased total open position to 494
On 12 Jun KEI was trading at 5369.50. The strike last trading price was 88.4, which was 49 higher than the previous day. The implied volatity was 28.17, the open interest changed by -21 which decreased total open position to 367
On 11 Jun KEI was trading at 5181.50. The strike last trading price was 40.05, which was -5.25 lower than the previous day. The implied volatity was 29.34, the open interest changed by -40 which decreased total open position to 382
On 10 Jun KEI was trading at 5166.50. The strike last trading price was 45.95, which was -34.55 lower than the previous day. The implied volatity was 30.33, the open interest changed by 81 which increased total open position to 421
On 9 Jun KEI was trading at 5281.00. The strike last trading price was 83, which was 29.7 higher than the previous day. The implied volatity was 32.01, the open interest changed by 27 which increased total open position to 340
On 8 Jun KEI was trading at 5148.00. The strike last trading price was 50, which was -58.05 lower than the previous day. The implied volatity was 32.2, the open interest changed by 30 which increased total open position to 315
On 5 Jun KEI was trading at 5335.50. The strike last trading price was 106.95, which was 2 higher than the previous day. The implied volatity was 29.73, the open interest changed by 13 which increased total open position to 286
On 4 Jun KEI was trading at 5296.00. The strike last trading price was 104.35, which was 18.7 higher than the previous day. The implied volatity was 31.65, the open interest changed by 34 which increased total open position to 274
On 3 Jun KEI was trading at 5222.00. The strike last trading price was 87.3, which was -13.75 lower than the previous day. The implied volatity was 31.85, the open interest changed by -57 which decreased total open position to 241
On 2 Jun KEI was trading at 5261.50. The strike last trading price was 102, which was 28.15 higher than the previous day. The implied volatity was 31.91, the open interest changed by -27 which decreased total open position to 297
On 1 Jun KEI was trading at 5174.00. The strike last trading price was 70.5, which was -46.5 lower than the previous day. The implied volatity was 30.6, the open interest changed by 35 which increased total open position to 325
On 29 May KEI was trading at 5267.50. The strike last trading price was 140.2, which was -37.2 lower than the previous day. The implied volatity was 34.74, the open interest changed by 48 which increased total open position to 290
On 27 May KEI was trading at 5446.20. The strike last trading price was 180, which was 40.35 higher than the previous day. The implied volatity was 28.84, the open interest changed by 54 which increased total open position to 239
On 26 May KEI was trading at 5305.50. The strike last trading price was 140, which was -4 lower than the previous day. The implied volatity was 31.21, the open interest changed by 15 which increased total open position to 184
On 25 May KEI was trading at 5281.50. The strike last trading price was 145, which was 2 higher than the previous day. The implied volatity was 33.09, the open interest changed by -44 which decreased total open position to 170
On 22 May KEI was trading at 5260.50. The strike last trading price was 151.55, which was 17.55 higher than the previous day. The implied volatity was 32.89, the open interest changed by 94 which increased total open position to 218
On 21 May KEI was trading at 5237.00. The strike last trading price was 134.9, which was 34.9 higher than the previous day. The implied volatity was 33.64, the open interest changed by 97 which increased total open position to 124
On 20 May KEI was trading at 5119.80. The strike last trading price was 100, which was 0 lower than the previous day. The implied volatity was 34.16, the open interest changed by -1 which decreased total open position to 27
On 19 May KEI was trading at 5082.40. The strike last trading price was 100, which was -1 lower than the previous day. The implied volatity was 34.04, the open interest changed by 3 which increased total open position to 28
On 18 May KEI was trading at 5088.10. The strike last trading price was 101, which was -13 lower than the previous day. The implied volatity was 34.36, the open interest changed by 0 which decreased total open position to 25
On 15 May KEI was trading at 5117.50. The strike last trading price was 114.45, which was -18.95 lower than the previous day. The implied volatity was 33.34, the open interest changed by -4 which decreased total open position to 26
On 14 May KEI was trading at 5144.70. The strike last trading price was 139, which was 58 higher than the previous day. The implied volatity was 35.21, the open interest changed by 12 which increased total open position to 30
On 13 May KEI was trading at 4919.50. The strike last trading price was 81, which was -12.9 lower than the previous day. The implied volatity was 0, the open interest changed by -7 which decreased total open position to 18
On 12 May KEI was trading at 4997.10. The strike last trading price was 93.5, which was -62.3 lower than the previous day. The implied volatity was 0, the open interest changed by 10 which increased total open position to 27
On 11 May KEI was trading at 5120.00. The strike last trading price was 155.8, which was -4.15 lower than the previous day. The implied volatity was 0, the open interest changed by 13 which increased total open position to 17
On 8 May KEI was trading at 5099.60. The strike last trading price was 159.95, which was 0 lower than the previous day. The implied volatity was 40.08, the open interest changed by 0 which decreased total open position to 4
On 7 May KEI was trading at 5110.20. The strike last trading price was 159.95, which was 9.95 higher than the previous day. The implied volatity was 40.08, the open interest changed by 0 which decreased total open position to 4
On 6 May KEI was trading at 5148.60. The strike last trading price was 150, which was 53.8 higher than the previous day. The implied volatity was 32.95, the open interest changed by 2 which increased total open position to 4
| KEI 30-Jun-2026 (7d) 5500 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.24
Vega: 0.03
Theta: -4.17
Gamma: 0.00124
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 22 Jun | 5660.50 | 37.1 | -17.7 (-32.30%) | 29.45 | 301 | 78 | 296 |
| 19 Jun | 5631.00 | 55.6 | 0.05 (0.09%) | 28.98 | 1,472 | -45 | 221 |
| 18 Jun | 5630.50 | 57.85 | -5.8 (-9.11%) | 28.1 | 452 | -22 | 265 |
| 17 Jun | 5643.50 | 62.4 | -121.75 (-66.11%) | 29.19 | 1,704 | 206 | 287 |
| 16 Jun | 5386.50 | 184.15 | 33 (21.83%) | 29.15 | 87 | -10 | 81 |
| 15 Jun | 5460.50 | 147.2 | -41.4 (-21.95%) | 29.86 | 252 | 75 | 93 |
| 12 Jun | 5369.50 | 190 | -112.05 (-37.10%) | 26.16 | 4 | 1 | 18 |
| 11 Jun | 5181.50 | 302.05 | 302.05 (47.70%) | 31.42 | 6 | 0 | 17 |
| 10 Jun | 5166.50 | 302.05 | 97.55 (47.70%) | 31.42 | 6 | -1 | 18 |
| 9 Jun | 5281.00 | 204.5 | 204.5 | - | 6 | 0 | 19 |
| 8 Jun | 5148.00 | 204.5 | 204.5 | - | 6 | 0 | 19 |
| 5 Jun | 5335.50 | 204.5 | -148.8 (-42.12%) | 27.26 | 6 | 0 | 15 |
| 4 Jun | 5296.00 | 353.3 | 353.3 | - | 7 | 0 | 15 |
| 3 Jun | 5222.00 | 353.3 | 353.3 | - | 7 | 0 | 15 |
| 2 Jun | 5261.50 | 353.3 | 353.3 (30.85%) | 28.92 | 7 | 0 | 15 |
| 1 Jun | 5174.00 | 353.3 | 83.3 (30.85%) | 28.92 | 7 | -2 | 16 |
| 29 May | 5267.50 | 270 | 51.5 (23.57%) | 27.08 | 48 | -2 | 19 |
| 27 May | 5446.20 | 218.5 | -80.5 (-26.92%) | 30.23 | 18 | 3 | 15 |
| 26 May | 5305.50 | 298 | -12 (-3.87%) | 29.48 | 2 | 1 | 11 |
| 25 May | 5281.50 | 310 | -47.2 (-13.21%) | 32.92 | 3 | 0 | 11 |
| 22 May | 5260.50 | 357.2 | -32.1 (-8.25%) | 38.62 | 1 | 1 | 11 |
| 21 May | 5237.00 | 389.3 | -105.7 (-21.35%) | 37.7 | 15 | 7 | 10 |
| 20 May | 5119.80 | 495 | -2 (-0.40%) | 38.3 | 1 | 1 | 3 |
| 19 May | 5082.40 | 499 | -538.35 (-51.90%) | 37.21 | 9 | 2 | 2 |
| 18 May | 5088.10 | 0 | 0 (-100.00%) | - | 0 | 0 | 0 |
| 15 May | 5117.50 | 0 | -1037.35 (-100.00%) | - | 0 | 0 | 0 |
| 14 May | 5144.70 | 0 | -1037.35 (-100.00%) | 0 | 0 | 0 | 0 |
| 13 May | 4919.50 | 0 | -1037.35 (-100.00%) | 0 | 0 | 0 | 0 |
| 12 May | 4997.10 | 0 | -1037.35 (-100.00%) | 0 | 0 | 0 | 0 |
| 11 May | 5120.00 | 0 | -1037.35 (-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 5500 expiring on 30JUN2026
Delta for 5500 PE is -0.24
Historical price for 5500 PE is as follows
On 22 Jun KEI was trading at 5660.50. The strike last trading price was 37.1, which was -17.7 lower than the previous day. The implied volatity was 29.45, the open interest changed by 78 which increased total open position to 296
On 19 Jun KEI was trading at 5631.00. The strike last trading price was 55.6, which was 0.05 higher than the previous day. The implied volatity was 28.98, the open interest changed by -45 which decreased total open position to 221
On 18 Jun KEI was trading at 5630.50. The strike last trading price was 57.85, which was -5.8 lower than the previous day. The implied volatity was 28.1, the open interest changed by -22 which decreased total open position to 265
On 17 Jun KEI was trading at 5643.50. The strike last trading price was 62.4, which was -121.75 lower than the previous day. The implied volatity was 29.19, the open interest changed by 206 which increased total open position to 287
On 16 Jun KEI was trading at 5386.50. The strike last trading price was 184.15, which was 33 higher than the previous day. The implied volatity was 29.15, the open interest changed by -10 which decreased total open position to 81
On 15 Jun KEI was trading at 5460.50. The strike last trading price was 147.2, which was -41.4 lower than the previous day. The implied volatity was 29.86, the open interest changed by 75 which increased total open position to 93
On 12 Jun KEI was trading at 5369.50. The strike last trading price was 190, which was -112.05 lower than the previous day. The implied volatity was 26.16, the open interest changed by 1 which increased total open position to 18
On 11 Jun KEI was trading at 5181.50. The strike last trading price was 302.05, which was 302.05 higher than the previous day. The implied volatity was 31.42, the open interest changed by 0 which decreased total open position to 17
On 10 Jun KEI was trading at 5166.50. The strike last trading price was 302.05, which was 97.55 higher than the previous day. The implied volatity was 31.42, the open interest changed by -1 which decreased total open position to 18
On 9 Jun KEI was trading at 5281.00. The strike last trading price was 204.5, which was 204.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 19
On 8 Jun KEI was trading at 5148.00. The strike last trading price was 204.5, which was 204.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 19
On 5 Jun KEI was trading at 5335.50. The strike last trading price was 204.5, which was -148.8 lower than the previous day. The implied volatity was 27.26, the open interest changed by 0 which decreased total open position to 15
On 4 Jun KEI was trading at 5296.00. The strike last trading price was 353.3, which was 353.3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 15
On 3 Jun KEI was trading at 5222.00. The strike last trading price was 353.3, which was 353.3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 15
On 2 Jun KEI was trading at 5261.50. The strike last trading price was 353.3, which was 353.3 higher than the previous day. The implied volatity was 28.92, the open interest changed by 0 which decreased total open position to 15
On 1 Jun KEI was trading at 5174.00. The strike last trading price was 353.3, which was 83.3 higher than the previous day. The implied volatity was 28.92, the open interest changed by -2 which decreased total open position to 16
On 29 May KEI was trading at 5267.50. The strike last trading price was 270, which was 51.5 higher than the previous day. The implied volatity was 27.08, the open interest changed by -2 which decreased total open position to 19
On 27 May KEI was trading at 5446.20. The strike last trading price was 218.5, which was -80.5 lower than the previous day. The implied volatity was 30.23, the open interest changed by 3 which increased total open position to 15
On 26 May KEI was trading at 5305.50. The strike last trading price was 298, which was -12 lower than the previous day. The implied volatity was 29.48, the open interest changed by 1 which increased total open position to 11
On 25 May KEI was trading at 5281.50. The strike last trading price was 310, which was -47.2 lower than the previous day. The implied volatity was 32.92, the open interest changed by 0 which decreased total open position to 11
On 22 May KEI was trading at 5260.50. The strike last trading price was 357.2, which was -32.1 lower than the previous day. The implied volatity was 38.62, the open interest changed by 1 which increased total open position to 11
On 21 May KEI was trading at 5237.00. The strike last trading price was 389.3, which was -105.7 lower than the previous day. The implied volatity was 37.7, the open interest changed by 7 which increased total open position to 10
On 20 May KEI was trading at 5119.80. The strike last trading price was 495, which was -2 lower than the previous day. The implied volatity was 38.3, the open interest changed by 1 which increased total open position to 3
On 19 May KEI was trading at 5082.40. The strike last trading price was 499, which was -538.35 lower than the previous day. The implied volatity was 37.21, the open interest changed by 2 which increased total open position to 2
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 -1037.35 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 -1037.35 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 -1037.35 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 -1037.35 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 -1037.35 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
