KEI
Kei Industries Ltd.
Historical option data for KEI
15 May 2026 04:10 PM IST
| KEI 26-May-2026 (9d) 5000 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.68
Vega: 0.03
Theta: -5.01
Gamma: 0.0012
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 15 May | 5117.50 | 191.2 | -44.80000000000001 (-18.98%) | 33.11 | 287 | -36 | 320 | |||||||||
| 14 May | 5144.70 | 255.95 | 136.95 (115.08%) | 45.18 | 1,473 | -28 | 368 | |||||||||
| 13 May | 4919.50 | 116 | -46 (-28.40%) | 40.76 | 1,424 | 48 | 396 | |||||||||
| 12 May | 4997.10 | 166.2 | -70.80000000000001 (-29.87%) | 0 | 220 | -1 | 349 | |||||||||
| 11 May | 5120.00 | 244.35 | 3.3499999999999943 (1.39%) | 0 | 247 | -16 | 349 | |||||||||
| 8 May | 5099.60 | 239.6 | -24.00000000000003 (-9.10%) | 38.56 | 268 | 4 | 365 | |||||||||
| 7 May | 5110.20 | 276.15 | -2.8000000000000114 (-1.00%) | 40.69 | 2,074 | -25 | 365 | |||||||||
| 6 May | 5148.60 | 275.05 | 66.85000000000002 (32.11%) | 39.23 | 1,191 | -202 | 391 | |||||||||
| 5 May | 5018.20 | 217 | -50 (-18.73%) | 39.99 | 7,320 | -23 | 598 | |||||||||
| 4 May | 5058.30 | 267.2 | 86.64999999999998 (47.99%) | 44.71 | 2,524 | 27 | 619 | |||||||||
| 30 Apr | 4857.50 | 182.65 | -31.349999999999994 (-14.65%) | 45.42 | 999 | -10 | 582 | |||||||||
| 29 Apr | 4935.20 | 208.5 | -22.599999999999994 (-9.78%) | 40.54 | 2,868 | 190 | 591 | |||||||||
| 28 Apr | 4965.10 | 229 | 41.80000000000001 (22.33%) | 39.65 | 1,544 | 123 | 459 | |||||||||
| 27 Apr | 4888.70 | 188 | 35.19999999999999 (23.04%) | 40.27 | 1,260 | 35 | 348 | |||||||||
| 24 Apr | 4816.10 | 150 | 8.25 (5.82%) | 36.96 | 69 | 3 | 312 | |||||||||
| 23 Apr | 4839.50 | 141.6 | -43.849999999999994 (-23.65%) | 34.51 | 345 | 42 | 308 | |||||||||
| 22 Apr | 4909.70 | 171 | 24.150000000000006 (16.45%) | 33.82 | 210 | 49 | 266 | |||||||||
| 21 Apr | 4825.70 | 146 | -22.849999999999994 (-13.53%) | 34.6 | 122 | 29 | 216 | |||||||||
| 20 Apr | 4880.60 | 160 | 12.800000000000011 (8.70%) | 33.41 | 106 | 18 | 190 | |||||||||
| 17 Apr | 4839.30 | 150.35 | 40.8 (37.24%) | 32.99 | 263 | 167 | 172 | |||||||||
| 16 Apr | 4647.40 | 109.85 | -251.29999999999998 (-69.58%) | 36.58 | 7 | 3 | 3 | |||||||||
| 15 Apr | 4598.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Apr | 4458.70 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Apr | 4459.00 | 0 | 0 (0.00%) | 6.89 | 0 | 0 | 0 | |||||||||
| 9 Apr | 4416.90 | 361.15 | 0 (0.00%) | 7.65 | 0 | 0 | 0 | |||||||||
| 12 Mar | 4330.00 | - | - | - | 0 | 0 | 0 | |||||||||
| 11 Mar | 4321.00 | 0 | 0 (0.00%) | 4.08 | 0 | 0 | 0 | |||||||||
| 10 Mar | 4537.00 | 0 | 0 (0.00%) | 4.41 | 0 | 0 | 0 | |||||||||
| 9 Mar | 4789.50 | 0 | 0 (0.00%) | 1.04 | 0 | 0 | 0 | |||||||||
| 6 Mar | 4921.00 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 5 Mar | 4920.50 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 4 Mar | 4979.00 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 2 Mar | 5206.00 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 27 Feb | 5080.40 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
For Kei Industries Ltd. - strike price 5000 expiring on 26MAY2026
Delta for 5000 CE is 0.68
Historical price for 5000 CE is as follows
On 15 May KEI was trading at 5117.50. The strike last trading price was 191.2, which was -44.80000000000001 lower than the previous day. The implied volatity was 33.11, the open interest changed by -36 which decreased total open position to 320
On 14 May KEI was trading at 5144.70. The strike last trading price was 255.95, which was 136.95 higher than the previous day. The implied volatity was 45.18, the open interest changed by -28 which decreased total open position to 368
On 13 May KEI was trading at 4919.50. The strike last trading price was 116, which was -46 lower than the previous day. The implied volatity was 40.76, the open interest changed by 48 which increased total open position to 396
On 12 May KEI was trading at 4997.10. The strike last trading price was 166.2, which was -70.80000000000001 lower than the previous day. The implied volatity was 0, the open interest changed by -1 which decreased total open position to 349
On 11 May KEI was trading at 5120.00. The strike last trading price was 244.35, which was 3.3499999999999943 higher than the previous day. The implied volatity was 0, the open interest changed by -16 which decreased total open position to 349
On 8 May KEI was trading at 5099.60. The strike last trading price was 239.6, which was -24.00000000000003 lower than the previous day. The implied volatity was 38.56, the open interest changed by 4 which increased total open position to 365
On 7 May KEI was trading at 5110.20. The strike last trading price was 276.15, which was -2.8000000000000114 lower than the previous day. The implied volatity was 40.69, the open interest changed by -25 which decreased total open position to 365
On 6 May KEI was trading at 5148.60. The strike last trading price was 275.05, which was 66.85000000000002 higher than the previous day. The implied volatity was 39.23, the open interest changed by -202 which decreased total open position to 391
On 5 May KEI was trading at 5018.20. The strike last trading price was 217, which was -50 lower than the previous day. The implied volatity was 39.99, the open interest changed by -23 which decreased total open position to 598
On 4 May KEI was trading at 5058.30. The strike last trading price was 267.2, which was 86.64999999999998 higher than the previous day. The implied volatity was 44.71, the open interest changed by 27 which increased total open position to 619
On 30 Apr KEI was trading at 4857.50. The strike last trading price was 182.65, which was -31.349999999999994 lower than the previous day. The implied volatity was 45.42, the open interest changed by -10 which decreased total open position to 582
On 29 Apr KEI was trading at 4935.20. The strike last trading price was 208.5, which was -22.599999999999994 lower than the previous day. The implied volatity was 40.54, the open interest changed by 190 which increased total open position to 591
On 28 Apr KEI was trading at 4965.10. The strike last trading price was 229, which was 41.80000000000001 higher than the previous day. The implied volatity was 39.65, the open interest changed by 123 which increased total open position to 459
On 27 Apr KEI was trading at 4888.70. The strike last trading price was 188, which was 35.19999999999999 higher than the previous day. The implied volatity was 40.27, the open interest changed by 35 which increased total open position to 348
On 24 Apr KEI was trading at 4816.10. The strike last trading price was 150, which was 8.25 higher than the previous day. The implied volatity was 36.96, the open interest changed by 3 which increased total open position to 312
On 23 Apr KEI was trading at 4839.50. The strike last trading price was 141.6, which was -43.849999999999994 lower than the previous day. The implied volatity was 34.51, the open interest changed by 42 which increased total open position to 308
On 22 Apr KEI was trading at 4909.70. The strike last trading price was 171, which was 24.150000000000006 higher than the previous day. The implied volatity was 33.82, the open interest changed by 49 which increased total open position to 266
On 21 Apr KEI was trading at 4825.70. The strike last trading price was 146, which was -22.849999999999994 lower than the previous day. The implied volatity was 34.6, the open interest changed by 29 which increased total open position to 216
On 20 Apr KEI was trading at 4880.60. The strike last trading price was 160, which was 12.800000000000011 higher than the previous day. The implied volatity was 33.41, the open interest changed by 18 which increased total open position to 190
On 17 Apr KEI was trading at 4839.30. The strike last trading price was 150.35, which was 40.8 higher than the previous day. The implied volatity was 32.99, the open interest changed by 167 which increased total open position to 172
On 16 Apr KEI was trading at 4647.40. The strike last trading price was 109.85, which was -251.29999999999998 lower than the previous day. The implied volatity was 36.58, the open interest changed by 3 which increased total open position to 3
On 15 Apr KEI was trading at 4598.50. 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 13 Apr KEI was trading at 4458.70. 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 10 Apr KEI was trading at 4459.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 6.89, the open interest changed by 0 which decreased total open position to 0
On 9 Apr KEI was trading at 4416.90. The strike last trading price was 361.15, which was 0 lower than the previous day. The implied volatity was 7.65, the open interest changed by 0 which decreased total open position to 0
On 12 Mar KEI was trading at 4330.00. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Mar KEI was trading at 4321.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 4.08, the open interest changed by 0 which decreased total open position to 0
On 10 Mar KEI was trading at 4537.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 4.41, the open interest changed by 0 which decreased total open position to 0
On 9 Mar KEI was trading at 4789.50. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 1.04, the open interest changed by 0 which decreased total open position to 0
On 6 Mar KEI was trading at 4921.00. 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 5 Mar KEI was trading at 4920.50. 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 4 Mar KEI was trading at 4979.00. 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 2 Mar KEI was trading at 5206.00. 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 27 Feb KEI was trading at 5080.40. 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
| KEI 26-May-2026 (9d) 5000 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.34
Vega: 0.03
Theta: -4.96
Gamma: 0.00109
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 15 May | 5117.50 | 78.65 | 12.850000000000009 (19.53%) | 37.22 | 393 | 2 | 410 |
| 14 May | 5144.70 | 58.05 | -118.25000000000001 (-67.07%) | 32.19 | 918 | -73 | 404 |
| 13 May | 4919.50 | 174.55 | 28.05000000000001 (19.15%) | 34.22 | 776 | -150 | 480 |
| 12 May | 4997.10 | 149.55 | 44.35000000000001 (42.16%) | 38.17 | 666 | -54 | 615 |
| 11 May | 5120.00 | 102 | -17.049999999999997 (-14.32%) | 0 | 581 | 0 | 670 |
| 8 May | 5099.60 | 112.55 | -16.700000000000003 (-12.92%) | 37.66 | 863 | -129 | 677 |
| 7 May | 5110.20 | 117.8 | 18.64999999999999 (18.81%) | 39.39 | 6,571 | 485 | 811 |
| 6 May | 5148.60 | 97 | -63.55000000000001 (-39.58%) | 34.12 | 1,072 | 11 | 329 |
| 5 May | 5018.20 | 154.5 | -25.05000000000001 (-13.95%) | 36.67 | 1,973 | 23 | 326 |
| 4 May | 5058.30 | 189.85 | -98.4 (-34.14%) | 46.44 | 429 | 15 | 304 |
| 30 Apr | 4857.50 | 299.45 | 49 (19.56%) | 42.68 | 162 | -20 | 269 |
| 29 Apr | 4935.20 | 253 | 11.650000000000006 (4.83%) | 44.53 | 587 | 24 | 288 |
| 28 Apr | 4965.10 | 230 | -70.30000000000001 (-23.41%) | 42.22 | 209 | 51 | 262 |
| 27 Apr | 4888.70 | 300.35 | -39.64999999999998 (-11.66%) | 46.5 | 96 | 51 | 209 |
| 24 Apr | 4816.10 | 340 | -21.19999999999999 (-5.87%) | 45.94 | 2 | -1 | 159 |
| 23 Apr | 4839.50 | 361.2 | 26.19999999999999 (7.82%) | 49.93 | 40 | 5 | 161 |
| 22 Apr | 4909.70 | 335 | -35 (-9.46%) | 50.17 | 2 | 1 | 155 |
| 21 Apr | 4825.70 | 370 | 1.6000000000000227 (0.43%) | 50.47 | 3 | 1 | 153 |
| 20 Apr | 4880.60 | 368.4 | -56.35000000000002 (-13.27%) | 49.79 | 20 | 4 | 152 |
| 17 Apr | 4839.30 | 424.75 | -135.25 (-24.15%) | 54.94 | 230 | 142 | 150 |
| 16 Apr | 4647.40 | 560 | -146.14999999999998 (-20.70%) | 53.39 | 9 | 6 | 7 |
| 15 Apr | 4598.50 | 706.15 | 0 (0.00%) | - | 0 | 0 | 1 |
| 13 Apr | 4458.70 | 706.15 | 0 (0.00%) | - | 0 | 0 | 1 |
| 10 Apr | 4459.00 | 706.15 | 0 (0.00%) | - | 0 | 0 | 1 |
| 9 Apr | 4416.90 | 706.15 | 208.35 (41.85%) | 59.37 | 3 | 2 | 2 |
| 12 Mar | 4330.00 | - | - | - | 0 | 0 | 0 |
| 11 Mar | 4321.00 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 10 Mar | 4537.00 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 9 Mar | 4789.50 | 0 | 0 (0.00%) | 0.34 | 0 | 0 | 0 |
| 6 Mar | 4921.00 | 0 | 0 (0.00%) | 0.44 | 0 | 0 | 0 |
| 5 Mar | 4920.50 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 4 Mar | 4979.00 | 0 | 0 (0.00%) | 1.08 | 0 | 0 | 0 |
| 2 Mar | 5206.00 | 0 | 0 (0.00%) | 3.33 | 0 | 0 | 0 |
| 27 Feb | 5080.40 | 0 | 0 (0.00%) | 2.09 | 0 | 0 | 0 |
For Kei Industries Ltd. - strike price 5000 expiring on 26MAY2026
Delta for 5000 PE is -0.34
Historical price for 5000 PE is as follows
On 15 May KEI was trading at 5117.50. The strike last trading price was 78.65, which was 12.850000000000009 higher than the previous day. The implied volatity was 37.22, the open interest changed by 2 which increased total open position to 410
On 14 May KEI was trading at 5144.70. The strike last trading price was 58.05, which was -118.25000000000001 lower than the previous day. The implied volatity was 32.19, the open interest changed by -73 which decreased total open position to 404
On 13 May KEI was trading at 4919.50. The strike last trading price was 174.55, which was 28.05000000000001 higher than the previous day. The implied volatity was 34.22, the open interest changed by -150 which decreased total open position to 480
On 12 May KEI was trading at 4997.10. The strike last trading price was 149.55, which was 44.35000000000001 higher than the previous day. The implied volatity was 38.17, the open interest changed by -54 which decreased total open position to 615
On 11 May KEI was trading at 5120.00. The strike last trading price was 102, which was -17.049999999999997 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 670
On 8 May KEI was trading at 5099.60. The strike last trading price was 112.55, which was -16.700000000000003 lower than the previous day. The implied volatity was 37.66, the open interest changed by -129 which decreased total open position to 677
On 7 May KEI was trading at 5110.20. The strike last trading price was 117.8, which was 18.64999999999999 higher than the previous day. The implied volatity was 39.39, the open interest changed by 485 which increased total open position to 811
On 6 May KEI was trading at 5148.60. The strike last trading price was 97, which was -63.55000000000001 lower than the previous day. The implied volatity was 34.12, the open interest changed by 11 which increased total open position to 329
On 5 May KEI was trading at 5018.20. The strike last trading price was 154.5, which was -25.05000000000001 lower than the previous day. The implied volatity was 36.67, the open interest changed by 23 which increased total open position to 326
On 4 May KEI was trading at 5058.30. The strike last trading price was 189.85, which was -98.4 lower than the previous day. The implied volatity was 46.44, the open interest changed by 15 which increased total open position to 304
On 30 Apr KEI was trading at 4857.50. The strike last trading price was 299.45, which was 49 higher than the previous day. The implied volatity was 42.68, the open interest changed by -20 which decreased total open position to 269
On 29 Apr KEI was trading at 4935.20. The strike last trading price was 253, which was 11.650000000000006 higher than the previous day. The implied volatity was 44.53, the open interest changed by 24 which increased total open position to 288
On 28 Apr KEI was trading at 4965.10. The strike last trading price was 230, which was -70.30000000000001 lower than the previous day. The implied volatity was 42.22, the open interest changed by 51 which increased total open position to 262
On 27 Apr KEI was trading at 4888.70. The strike last trading price was 300.35, which was -39.64999999999998 lower than the previous day. The implied volatity was 46.5, the open interest changed by 51 which increased total open position to 209
On 24 Apr KEI was trading at 4816.10. The strike last trading price was 340, which was -21.19999999999999 lower than the previous day. The implied volatity was 45.94, the open interest changed by -1 which decreased total open position to 159
On 23 Apr KEI was trading at 4839.50. The strike last trading price was 361.2, which was 26.19999999999999 higher than the previous day. The implied volatity was 49.93, the open interest changed by 5 which increased total open position to 161
On 22 Apr KEI was trading at 4909.70. The strike last trading price was 335, which was -35 lower than the previous day. The implied volatity was 50.17, the open interest changed by 1 which increased total open position to 155
On 21 Apr KEI was trading at 4825.70. The strike last trading price was 370, which was 1.6000000000000227 higher than the previous day. The implied volatity was 50.47, the open interest changed by 1 which increased total open position to 153
On 20 Apr KEI was trading at 4880.60. The strike last trading price was 368.4, which was -56.35000000000002 lower than the previous day. The implied volatity was 49.79, the open interest changed by 4 which increased total open position to 152
On 17 Apr KEI was trading at 4839.30. The strike last trading price was 424.75, which was -135.25 lower than the previous day. The implied volatity was 54.94, the open interest changed by 142 which increased total open position to 150
On 16 Apr KEI was trading at 4647.40. The strike last trading price was 560, which was -146.14999999999998 lower than the previous day. The implied volatity was 53.39, the open interest changed by 6 which increased total open position to 7
On 15 Apr KEI was trading at 4598.50. The strike last trading price was 706.15, 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 13 Apr KEI was trading at 4458.70. The strike last trading price was 706.15, 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 10 Apr KEI was trading at 4459.00. The strike last trading price was 706.15, 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 9 Apr KEI was trading at 4416.90. The strike last trading price was 706.15, which was 208.35 higher than the previous day. The implied volatity was 59.37, the open interest changed by 2 which increased total open position to 2
On 12 Mar KEI was trading at 4330.00. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Mar KEI was trading at 4321.00. 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 10 Mar KEI was trading at 4537.00. 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 9 Mar KEI was trading at 4789.50. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.34, the open interest changed by 0 which decreased total open position to 0
On 6 Mar KEI was trading at 4921.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.44, the open interest changed by 0 which decreased total open position to 0
On 5 Mar KEI was trading at 4920.50. 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 4 Mar KEI was trading at 4979.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 1.08, the open interest changed by 0 which decreased total open position to 0
On 2 Mar KEI was trading at 5206.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 3.33, the open interest changed by 0 which decreased total open position to 0
On 27 Feb KEI was trading at 5080.40. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 2.09, the open interest changed by 0 which decreased total open position to 0
