Historical option data for KEI
26 May 2026 04:10 PM IST
| KEI 30-Jun-2026 (34d) 5200 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.63
Vega: 0.06
Theta: -3
Gamma: 0.00074
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 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 0.63
Historical price for 5200 CE is as follows
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 (34d) 5200 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.39
Vega: 0.06
Theta: -2.39
Gamma: 0.00073
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 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 -0.39
Historical price for 5200 PE is as follows
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
