Historical option data for KEI
23 Jun 2026 12:16 PM IST
| KEI 28-Jul-2026 (35d) 5700 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.44
Vega: 0.07
Theta: -3.3
Gamma: 0.00074
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 23 Jun | 5560.00 | 165 | -47 (-22.17%) | 30.86 | 11 | 0 | 193 | |||||||||
| 22 Jun | 5660.50 | 212 | 11 (5.47%) | 29.2 | 10 | 3 | 194 | |||||||||
| 19 Jun | 5631.00 | 198 | -17 (-7.91%) | 28.56 | 52 | 17 | 189 | |||||||||
| 18 Jun | 5630.50 | 217.65 | -15.35 (-6.59%) | 30.85 | 13 | 2 | 172 | |||||||||
| 17 Jun | 5643.50 | 232.65 | 101.65 (77.60%) | 30.4 | 300 | 146 | 170 | |||||||||
| 16 Jun | 5386.50 | 131.15 | -39.85 (-23.30%) | 32.39 | 12 | -1 | 24 | |||||||||
| 15 Jun | 5460.50 | 171.3 | 38.3 (28.80%) | 31.67 | 14 | 7 | 24 | |||||||||
| 12 Jun | 5369.50 | 133 | 11 (9.02%) | 33.81 | 13 | 11 | 15 | |||||||||
| 11 Jun | 5181.50 | 121.9 | -0.1 (-0.08%) | - | 5 | 0 | 4 | |||||||||
| 10 Jun | 5166.50 | 121.9 | -0.1 (-0.08%) | 33.12 | 5 | 0 | 4 | |||||||||
| 9 Jun | 5281.00 | 121.9 | -101.1 (-45.34%) | 33.12 | 5 | 4 | 4 | |||||||||
For Kei Industries Ltd. - strike price 5700 expiring on 28JUL2026
Delta for 5700 CE is 0.44
Historical price for 5700 CE is as follows
On 23 Jun KEI was trading at 5560.00. The strike last trading price was 165, which was -47 lower than the previous day. The implied volatity was 30.86, the open interest changed by 0 which decreased total open position to 193
On 22 Jun KEI was trading at 5660.50. The strike last trading price was 212, which was 11 higher than the previous day. The implied volatity was 29.2, the open interest changed by 3 which increased total open position to 194
On 19 Jun KEI was trading at 5631.00. The strike last trading price was 198, which was -17 lower than the previous day. The implied volatity was 28.56, the open interest changed by 17 which increased total open position to 189
On 18 Jun KEI was trading at 5630.50. The strike last trading price was 217.65, which was -15.35 lower than the previous day. The implied volatity was 30.85, the open interest changed by 2 which increased total open position to 172
On 17 Jun KEI was trading at 5643.50. The strike last trading price was 232.65, which was 101.65 higher than the previous day. The implied volatity was 30.4, the open interest changed by 146 which increased total open position to 170
On 16 Jun KEI was trading at 5386.50. The strike last trading price was 131.15, which was -39.85 lower than the previous day. The implied volatity was 32.39, the open interest changed by -1 which decreased total open position to 24
On 15 Jun KEI was trading at 5460.50. The strike last trading price was 171.3, which was 38.3 higher than the previous day. The implied volatity was 31.67, the open interest changed by 7 which increased total open position to 24
On 12 Jun KEI was trading at 5369.50. The strike last trading price was 133, which was 11 higher than the previous day. The implied volatity was 33.81, the open interest changed by 11 which increased total open position to 15
On 11 Jun KEI was trading at 5181.50. The strike last trading price was 121.9, which was -0.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 10 Jun KEI was trading at 5166.50. The strike last trading price was 121.9, which was -0.1 lower than the previous day. The implied volatity was 33.12, the open interest changed by 0 which decreased total open position to 4
On 9 Jun KEI was trading at 5281.00. The strike last trading price was 121.9, which was -101.1 lower than the previous day. The implied volatity was 33.12, the open interest changed by 4 which increased total open position to 4
| KEI 28-Jul-2026 (35d) 5700 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.47
Vega: 0.07
Theta: -3.43
Gamma: 0.00055
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 23 Jun | 5560.00 | 287 | 287 (0.10%) | 40.32 | 1 | 0 | 152 |
| 22 Jun | 5660.50 | 287 | 0.3 (0.10%) | 40.32 | 1 | 0 | 152 |
| 19 Jun | 5631.00 | 292 | 7.15 (2.51%) | 37.23 | 41 | 2 | 152 |
| 18 Jun | 5630.50 | 284.85 | 10.7 (3.90%) | 35.8 | 11 | 5 | 151 |
| 17 Jun | 5643.50 | 279.85 | -150.55 (-34.98%) | 35.35 | 266 | 135 | 147 |
| 16 Jun | 5386.50 | 430.4 | 53.65 (14.24%) | 37.34 | 5 | 2 | 10 |
| 15 Jun | 5460.50 | 376.75 | -499.05 (-56.98%) | 35.03 | 8 | 7 | 7 |
| 12 Jun | 5369.50 | 0 | 0 | - | 0 | 0 | 0 |
| 11 Jun | 5181.50 | 0 | 0 | - | 0 | 0 | 0 |
| 10 Jun | 5166.50 | 0 | 0 | - | 0 | 0 | 0 |
| 9 Jun | 5281.00 | 0 | 0 | - | 0 | 0 | 0 |
For Kei Industries Ltd. - strike price 5700 expiring on 28JUL2026
Delta for 5700 PE is -0.47
Historical price for 5700 PE is as follows
On 23 Jun KEI was trading at 5560.00. The strike last trading price was 287, which was 287 higher than the previous day. The implied volatity was 40.32, the open interest changed by 0 which decreased total open position to 152
On 22 Jun KEI was trading at 5660.50. The strike last trading price was 287, which was 0.3 higher than the previous day. The implied volatity was 40.32, the open interest changed by 0 which decreased total open position to 152
On 19 Jun KEI was trading at 5631.00. The strike last trading price was 292, which was 7.15 higher than the previous day. The implied volatity was 37.23, the open interest changed by 2 which increased total open position to 152
On 18 Jun KEI was trading at 5630.50. The strike last trading price was 284.85, which was 10.7 higher than the previous day. The implied volatity was 35.8, the open interest changed by 5 which increased total open position to 151
On 17 Jun KEI was trading at 5643.50. The strike last trading price was 279.85, which was -150.55 lower than the previous day. The implied volatity was 35.35, the open interest changed by 135 which increased total open position to 147
On 16 Jun KEI was trading at 5386.50. The strike last trading price was 430.4, which was 53.65 higher than the previous day. The implied volatity was 37.34, the open interest changed by 2 which increased total open position to 10
On 15 Jun KEI was trading at 5460.50. The strike last trading price was 376.75, which was -499.05 lower than the previous day. The implied volatity was 35.03, the open interest changed by 7 which increased total open position to 7
On 12 Jun KEI was trading at 5369.50. 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 11 Jun KEI was trading at 5181.50. 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 10 Jun KEI was trading at 5166.50. 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 9 Jun KEI was trading at 5281.00. 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
