Historical option data for KEI
12 Jun 2026 04:10 PM IST
| KEI 30-Jun-2026 (16d) 5200 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.71
Vega: 0.04
Theta: -3.8
Gamma: 0.00092
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 12 Jun | 5369.50 | 260 | 117.4 (82.33%) | 31.16 | 354 | -13 | 570 | |||||||||
| 11 Jun | 5181.50 | 142.2 | -1 (-0.70%) | 30.24 | 537 | 18 | 585 | |||||||||
| 10 Jun | 5166.50 | 150 | -73.3 (-32.83%) | 31.17 | 324 | 109 | 566 | |||||||||
| 9 Jun | 5281.00 | 228.9 | 76.95 (50.64%) | 34.35 | 368 | -2 | 457 | |||||||||
| 8 Jun | 5148.00 | 142.45 | -121 (-45.93%) | 33.65 | 152 | 10 | 457 | |||||||||
| 5 Jun | 5335.50 | 259.85 | 6.1 (2.40%) | 30.91 | 50 | -3 | 447 | |||||||||
| 4 Jun | 5296.00 | 253.05 | 34.45 (15.76%) | 34.48 | 147 | -27 | 450 | |||||||||
| 3 Jun | 5222.00 | 224.75 | -15.9 (-6.61%) | 35.06 | 219 | 3 | 478 | |||||||||
| 2 Jun | 5261.50 | 248.2 | 59.2 (31.32%) | 34.45 | 508 | 19 | 477 | |||||||||
| 1 Jun | 5174.00 | 180.35 | -75.1 (-29.40%) | 31.35 | 193 | 65 | 458 | |||||||||
| 29 May | 5267.50 | 247 | -103 (-29.43%) | 33.88 | 124 | 15 | 393 | |||||||||
| 27 May | 5446.20 | 350 | 62.9 (21.91%) | 27.75 | 158 | -41 | 378 | |||||||||
| 26 May | 5305.50 | 281 | -1 (-0.35%) | 30.6 | 47 | 2 | 418 | |||||||||
| 25 May | 5281.50 | 281 | 2 (0.72%) | 33.02 | 74 | -14 | 416 | |||||||||
| 22 May | 5260.50 | 289.6 | 25.6 (9.70%) | 33.19 | 593 | 308 | 432 | |||||||||
| 21 May | 5237.00 | 260 | 63 (31.98%) | 33.89 | 191 | 96 | 123 | |||||||||
| 20 May | 5119.80 | 196.6 | -8.4 (-4.10%) | 31.75 | 7 | -1 | 27 | |||||||||
| 19 May | 5082.40 | 205 | -5 (-2.38%) | 33.81 | 25 | 6 | 29 | |||||||||
| 18 May | 5088.10 | 210 | -20 (-8.70%) | 34.04 | 7 | -1 | 23 | |||||||||
| 15 May | 5117.50 | 230 | -26.55 (-10.35%) | 34 | 33 | 8 | 24 | |||||||||
| 14 May | 5144.70 | 258.1 | 98.2 (61.41%) | 36.11 | 23 | 10 | 15 | |||||||||
| 13 May | 4919.50 | 159.9 | -100.1 (-38.50%) | 0 | 2 | -1 | 6 | |||||||||
| 12 May | 4997.10 | 260 | 40.1 (18.24%) | 0 | 1 | 1 | 7 | |||||||||
| 11 May | 5120.00 | 219.9 | 0 (0.00%) | 0 | 0 | 0 | 6 | |||||||||
| 8 May | 5099.60 | 219.9 | 0 (0.00%) | 32.87 | 0 | 0 | 6 | |||||||||
| 7 May | 5110.20 | 219.9 | 0 (0.00%) | 32.87 | 4 | 0 | 2 | |||||||||
| 6 May | 5148.60 | 219.9 | 0 (0.00%) | 34.96 | 0 | 0 | 2 | |||||||||
| 5 May | 5018.20 | 219.9 | 138.1 (168.83%) | 34.96 | 2 | 1 | 1 | |||||||||
For Kei Industries Ltd. - strike price 5200 expiring on 30JUN2026
Delta for 5200 CE is 0.71
Historical price for 5200 CE is as follows
On 12 Jun KEI was trading at 5369.50. The strike last trading price was 260, which was 117.4 higher than the previous day. The implied volatity was 31.16, the open interest changed by -13 which decreased total open position to 570
On 11 Jun KEI was trading at 5181.50. The strike last trading price was 142.2, which was -1 lower than the previous day. The implied volatity was 30.24, the open interest changed by 18 which increased total open position to 585
On 10 Jun KEI was trading at 5166.50. The strike last trading price was 150, which was -73.3 lower than the previous day. The implied volatity was 31.17, the open interest changed by 109 which increased total open position to 566
On 9 Jun KEI was trading at 5281.00. The strike last trading price was 228.9, which was 76.95 higher than the previous day. The implied volatity was 34.35, the open interest changed by -2 which decreased total open position to 457
On 8 Jun KEI was trading at 5148.00. The strike last trading price was 142.45, which was -121 lower than the previous day. The implied volatity was 33.65, the open interest changed by 10 which increased total open position to 457
On 5 Jun KEI was trading at 5335.50. The strike last trading price was 259.85, which was 6.1 higher than the previous day. The implied volatity was 30.91, the open interest changed by -3 which decreased total open position to 447
On 4 Jun KEI was trading at 5296.00. The strike last trading price was 253.05, which was 34.45 higher than the previous day. The implied volatity was 34.48, the open interest changed by -27 which decreased total open position to 450
On 3 Jun KEI was trading at 5222.00. The strike last trading price was 224.75, which was -15.9 lower than the previous day. The implied volatity was 35.06, the open interest changed by 3 which increased total open position to 478
On 2 Jun KEI was trading at 5261.50. The strike last trading price was 248.2, which was 59.2 higher than the previous day. The implied volatity was 34.45, the open interest changed by 19 which increased total open position to 477
On 1 Jun KEI was trading at 5174.00. The strike last trading price was 180.35, which was -75.1 lower than the previous day. The implied volatity was 31.35, the open interest changed by 65 which increased total open position to 458
On 29 May KEI was trading at 5267.50. The strike last trading price was 247, which was -103 lower than the previous day. The implied volatity was 33.88, the open interest changed by 15 which increased total open position to 393
On 27 May KEI was trading at 5446.20. The strike last trading price was 350, which was 62.9 higher than the previous day. The implied volatity was 27.75, the open interest changed by -41 which decreased total open position to 378
On 26 May KEI was trading at 5305.50. The strike last trading price was 281, which was -1 lower than the previous day. The implied volatity was 30.6, the open interest changed by 2 which increased total open position to 418
On 25 May KEI was trading at 5281.50. The strike last trading price was 281, which was 2 higher than the previous day. The implied volatity was 33.02, the open interest changed by -14 which decreased total open position to 416
On 22 May KEI was trading at 5260.50. The strike last trading price was 289.6, which was 25.6 higher than the previous day. The implied volatity was 33.19, the open interest changed by 308 which increased total open position to 432
On 21 May KEI was trading at 5237.00. The strike last trading price was 260, which was 63 higher than the previous day. The implied volatity was 33.89, the open interest changed by 96 which increased total open position to 123
On 20 May KEI was trading at 5119.80. The strike last trading price was 196.6, which was -8.4 lower than the previous day. The implied volatity was 31.75, 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 205, which was -5 lower than the previous day. The implied volatity was 33.81, the open interest changed by 6 which increased total open position to 29
On 18 May KEI was trading at 5088.10. The strike last trading price was 210, which was -20 lower than the previous day. The implied volatity was 34.04, the open interest changed by -1 which decreased total open position to 23
On 15 May KEI was trading at 5117.50. The strike last trading price was 230, which was -26.55 lower than the previous day. The implied volatity was 34, the open interest changed by 8 which increased total open position to 24
On 14 May KEI was trading at 5144.70. The strike last trading price was 258.1, which was 98.2 higher than the previous day. The implied volatity was 36.11, the open interest changed by 10 which increased total open position to 15
On 13 May KEI was trading at 4919.50. The strike last trading price was 159.9, which was -100.1 lower than the previous day. The implied volatity was 0, the open interest changed by -1 which decreased total open position to 6
On 12 May KEI was trading at 4997.10. The strike last trading price was 260, which was 40.1 higher than the previous day. The implied volatity was 0, the open interest changed by 1 which increased total open position to 7
On 11 May KEI was trading at 5120.00. The strike last trading price was 219.9, 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 6
On 8 May KEI was trading at 5099.60. The strike last trading price was 219.9, which was 0 lower than the previous day. The implied volatity was 32.87, the open interest changed by 0 which decreased total open position to 6
On 7 May KEI was trading at 5110.20. The strike last trading price was 219.9, which was 0 lower than the previous day. The implied volatity was 32.87, the open interest changed by 0 which decreased total open position to 2
On 6 May KEI was trading at 5148.60. The strike last trading price was 219.9, which was 0 lower than the previous day. The implied volatity was 34.96, the open interest changed by 0 which decreased total open position to 2
On 5 May KEI was trading at 5018.20. The strike last trading price was 219.9, which was 138.1 higher than the previous day. The implied volatity was 34.96, the open interest changed by 1 which increased total open position to 1
| KEI 30-Jun-2026 (16d) 5200 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.28
Vega: 0.04
Theta: -2.8
Gamma: 0.00095
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 12 Jun | 5369.50 | 65.5 | -85.4 (-56.59%) | 29.66 | 516 | -4 | 411 |
| 11 Jun | 5181.50 | 147.05 | -13.55 (-8.44%) | 29.93 | 186 | -11 | 416 |
| 10 Jun | 5166.50 | 156.25 | 45.65 (41.27%) | 31.61 | 363 | 23 | 427 |
| 9 Jun | 5281.00 | 109.05 | -74.75 (-40.67%) | 30.24 | 301 | 10 | 404 |
| 8 Jun | 5148.00 | 215 | 112.7 (110.17%) | 37.85 | 229 | -14 | 399 |
| 5 Jun | 5335.50 | 102 | -15.95 (-13.52%) | 30.51 | 212 | 2 | 415 |
| 4 Jun | 5296.00 | 117 | -24.6 (-17.37%) | 29.96 | 159 | 14 | 413 |
| 3 Jun | 5222.00 | 145.2 | 16.15 (12.51%) | 29.32 | 148 | 2 | 400 |
| 2 Jun | 5261.50 | 130.65 | -44.55 (-25.43%) | 29.64 | 186 | -3 | 398 |
| 1 Jun | 5174.00 | 170.5 | 49.6 (41.03%) | 29.2 | 346 | -3 | 401 |
| 29 May | 5267.50 | 120 | 33.15 (38.17%) | 27.29 | 243 | 37 | 413 |
| 27 May | 5446.20 | 88.05 | -65.95 (-42.82%) | 29.87 | 301 | 7 | 378 |
| 26 May | 5305.50 | 154 | -3.75 (-2.38%) | 31.98 | 25 | 10 | 370 |
| 25 May | 5281.50 | 158.6 | -26.8 (-14.46%) | 31.67 | 90 | 24 | 360 |
| 22 May | 5260.50 | 180.65 | -50.55 (-21.86%) | 34.2 | 439 | 304 | 335 |
| 21 May | 5237.00 | 230 | -29.15 (-11.25%) | 36.43 | 77 | 23 | 32 |
| 20 May | 5119.80 | 259.15 | 259.15 (-20.05%) | 33.95 | 0 | 0 | 9 |
| 19 May | 5082.40 | 259.15 | -65 (-20.05%) | 33.95 | 5 | 3 | 9 |
| 18 May | 5088.10 | 324.15 | 324.15 (0.00%) | - | 0 | 0 | 6 |
| 15 May | 5117.50 | 324.15 | -75.85 (-18.96%) | 39.45 | 1 | 0 | 6 |
| 14 May | 5144.70 | 400 | 67 (20.12%) | 0 | 1 | 1 | 6 |
| 13 May | 4919.50 | 333 | 0 (0.00%) | 0 | 0 | 0 | 5 |
| 12 May | 4997.10 | 333 | 0 (0.00%) | 0 | 0 | 0 | 5 |
| 11 May | 5120.00 | 333 | -817.65 (-71.06%) | 40.39 | 5 | 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 |
| 5 May | 5018.20 | 0 | 0 | - | 0 | 0 | 0 |
For Kei Industries Ltd. - strike price 5200 expiring on 30JUN2026
Delta for 5200 PE is -0.28
Historical price for 5200 PE is as follows
On 12 Jun KEI was trading at 5369.50. The strike last trading price was 65.5, which was -85.4 lower than the previous day. The implied volatity was 29.66, the open interest changed by -4 which decreased total open position to 411
On 11 Jun KEI was trading at 5181.50. The strike last trading price was 147.05, which was -13.55 lower than the previous day. The implied volatity was 29.93, the open interest changed by -11 which decreased total open position to 416
On 10 Jun KEI was trading at 5166.50. The strike last trading price was 156.25, which was 45.65 higher than the previous day. The implied volatity was 31.61, the open interest changed by 23 which increased total open position to 427
On 9 Jun KEI was trading at 5281.00. The strike last trading price was 109.05, which was -74.75 lower than the previous day. The implied volatity was 30.24, the open interest changed by 10 which increased total open position to 404
On 8 Jun KEI was trading at 5148.00. The strike last trading price was 215, which was 112.7 higher than the previous day. The implied volatity was 37.85, the open interest changed by -14 which decreased total open position to 399
On 5 Jun KEI was trading at 5335.50. The strike last trading price was 102, which was -15.95 lower than the previous day. The implied volatity was 30.51, the open interest changed by 2 which increased total open position to 415
On 4 Jun KEI was trading at 5296.00. The strike last trading price was 117, which was -24.6 lower than the previous day. The implied volatity was 29.96, the open interest changed by 14 which increased total open position to 413
On 3 Jun KEI was trading at 5222.00. The strike last trading price was 145.2, which was 16.15 higher than the previous day. The implied volatity was 29.32, the open interest changed by 2 which increased total open position to 400
On 2 Jun KEI was trading at 5261.50. The strike last trading price was 130.65, which was -44.55 lower than the previous day. The implied volatity was 29.64, the open interest changed by -3 which decreased total open position to 398
On 1 Jun KEI was trading at 5174.00. The strike last trading price was 170.5, which was 49.6 higher than the previous day. The implied volatity was 29.2, the open interest changed by -3 which decreased total open position to 401
On 29 May KEI was trading at 5267.50. The strike last trading price was 120, which was 33.15 higher than the previous day. The implied volatity was 27.29, the open interest changed by 37 which increased total open position to 413
On 27 May KEI was trading at 5446.20. The strike last trading price was 88.05, which was -65.95 lower than the previous day. The implied volatity was 29.87, the open interest changed by 7 which increased total open position to 378
On 26 May KEI was trading at 5305.50. The strike last trading price was 154, which was -3.75 lower than the previous day. The implied volatity was 31.98, the open interest changed by 10 which increased total open position to 370
On 25 May KEI was trading at 5281.50. The strike last trading price was 158.6, which was -26.8 lower than the previous day. The implied volatity was 31.67, the open interest changed by 24 which increased total open position to 360
On 22 May KEI was trading at 5260.50. The strike last trading price was 180.65, which was -50.55 lower than the previous day. The implied volatity was 34.2, the open interest changed by 304 which increased total open position to 335
On 21 May KEI was trading at 5237.00. The strike last trading price was 230, which was -29.15 lower than the previous day. The implied volatity was 36.43, the open interest changed by 23 which increased total open position to 32
On 20 May KEI was trading at 5119.80. The strike last trading price was 259.15, which was 259.15 higher than the previous day. The implied volatity was 33.95, the open interest changed by 0 which decreased total open position to 9
On 19 May KEI was trading at 5082.40. The strike last trading price was 259.15, which was -65 lower than the previous day. The implied volatity was 33.95, the open interest changed by 3 which increased total open position to 9
On 18 May KEI was trading at 5088.10. The strike last trading price was 324.15, which was 324.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 15 May KEI was trading at 5117.50. The strike last trading price was 324.15, which was -75.85 lower than the previous day. The implied volatity was 39.45, the open interest changed by 0 which decreased total open position to 6
On 14 May KEI was trading at 5144.70. The strike last trading price was 400, which was 67 higher than the previous day. The implied volatity was 0, the open interest changed by 1 which increased total open position to 6
On 13 May KEI was trading at 4919.50. The strike last trading price was 333, 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 5
On 12 May KEI was trading at 4997.10. The strike last trading price was 333, 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 5
On 11 May KEI was trading at 5120.00. The strike last trading price was 333, which was -817.65 lower than the previous day. The implied volatity was 40.39, 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 5 May KEI was trading at 5018.20. 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
