SOLARINDS
Solar Industries (I) Ltd
Historical option data for SOLARINDS
13 Mar 2025 04:14 PM IST
| SOLARINDS 27MAR2025 10000 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.58
Vega: 7.72
Theta: -10.78
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 13 Mar | 10097.15 | 318 | 115.9 | 33.64 | 2,308 | -314 | 304 | |||
| 12 Mar | 9781.10 | 201 | -8.85 | 36.45 | 585 | 14 | 620 | |||
| 11 Mar | 9765.30 | 212 | -34.4 | 35.50 | 706 | -62 | 606 | |||
| 10 Mar | 9837.10 | 245.4 | 115.25 | 34.80 | 5,393 | 484 | 670 | |||
| 7 Mar | 9486.50 | 121.95 | 7.2 | 32.76 | 366 | 46 | 186 | |||
| 6 Mar | 9386.85 | 105 | 0.3 | 33.98 | 462 | 23 | 140 | |||
| 5 Mar | 9238.35 | 104.8 | 26 | 37.40 | 441 | 33 | 118 | |||
| 4 Mar | 9038.40 | 80 | 2.6 | 38.18 | 123 | 62 | 86 | |||
| 3 Mar | 8977.80 | 72.6 | 4.6 | 37.66 | 57 | 18 | 24 | |||
| 27 Feb | 8723.50 | 68 | 0 | 0.00 | 0 | 1 | 0 | |||
| 26 Feb | 8840.00 | 68 | 0 | 36.64 | 1 | 1 | 5 | |||
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| 25 Feb | 8870.10 | 68 | 0 | 36.64 | 1 | 0 | 5 | |||
| 21 Feb | 8850.50 | 68 | -22 | 34.43 | 4 | 3 | 5 | |||
| 20 Feb | 8935.65 | 90 | -80 | 35.14 | 1 | 0 | 2 | |||
| 13 Feb | 8807.20 | 170 | -105 | 43.39 | 1 | 0 | 1 | |||
| 7 Feb | 9085.80 | 275 | -10 | 42.52 | 2 | 0 | 1 | |||
| 5 Feb | 9653.75 | 825.4 | 0 | 1.28 | 0 | 0 | 0 | |||
| 4 Feb | 9749.75 | 825.4 | 0 | 0.78 | 0 | 0 | 0 | |||
| 3 Feb | 9510.30 | 825.4 | 0 | 2.25 | 0 | 0 | 0 | |||
| 1 Feb | 10076.80 | 825.4 | 0 | - | 0 | 0 | 0 | |||
For Solar Industries (I) Ltd - strike price 10000 expiring on 27MAR2025
Delta for 10000 CE is 0.58
Historical price for 10000 CE is as follows
On 13 Mar SOLARINDS was trading at 10097.15. The strike last trading price was 318, which was 115.9 higher than the previous day. The implied volatity was 33.64, the open interest changed by -314 which decreased total open position to 304
On 12 Mar SOLARINDS was trading at 9781.10. The strike last trading price was 201, which was -8.85 lower than the previous day. The implied volatity was 36.45, the open interest changed by 14 which increased total open position to 620
On 11 Mar SOLARINDS was trading at 9765.30. The strike last trading price was 212, which was -34.4 lower than the previous day. The implied volatity was 35.50, the open interest changed by -62 which decreased total open position to 606
On 10 Mar SOLARINDS was trading at 9837.10. The strike last trading price was 245.4, which was 115.25 higher than the previous day. The implied volatity was 34.80, the open interest changed by 484 which increased total open position to 670
On 7 Mar SOLARINDS was trading at 9486.50. The strike last trading price was 121.95, which was 7.2 higher than the previous day. The implied volatity was 32.76, the open interest changed by 46 which increased total open position to 186
On 6 Mar SOLARINDS was trading at 9386.85. The strike last trading price was 105, which was 0.3 higher than the previous day. The implied volatity was 33.98, the open interest changed by 23 which increased total open position to 140
On 5 Mar SOLARINDS was trading at 9238.35. The strike last trading price was 104.8, which was 26 higher than the previous day. The implied volatity was 37.40, the open interest changed by 33 which increased total open position to 118
On 4 Mar SOLARINDS was trading at 9038.40. The strike last trading price was 80, which was 2.6 higher than the previous day. The implied volatity was 38.18, the open interest changed by 62 which increased total open position to 86
On 3 Mar SOLARINDS was trading at 8977.80. The strike last trading price was 72.6, which was 4.6 higher than the previous day. The implied volatity was 37.66, the open interest changed by 18 which increased total open position to 24
On 27 Feb SOLARINDS was trading at 8723.50. The strike last trading price was 68, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 26 Feb SOLARINDS was trading at 8840.00. The strike last trading price was 68, which was 0 lower than the previous day. The implied volatity was 36.64, the open interest changed by 1 which increased total open position to 5
On 25 Feb SOLARINDS was trading at 8870.10. The strike last trading price was 68, which was 0 lower than the previous day. The implied volatity was 36.64, the open interest changed by 0 which decreased total open position to 5
On 21 Feb SOLARINDS was trading at 8850.50. The strike last trading price was 68, which was -22 lower than the previous day. The implied volatity was 34.43, the open interest changed by 3 which increased total open position to 5
On 20 Feb SOLARINDS was trading at 8935.65. The strike last trading price was 90, which was -80 lower than the previous day. The implied volatity was 35.14, the open interest changed by 0 which decreased total open position to 2
On 13 Feb SOLARINDS was trading at 8807.20. The strike last trading price was 170, which was -105 lower than the previous day. The implied volatity was 43.39, the open interest changed by 0 which decreased total open position to 1
On 7 Feb SOLARINDS was trading at 9085.80. The strike last trading price was 275, which was -10 lower than the previous day. The implied volatity was 42.52, the open interest changed by 0 which decreased total open position to 1
On 5 Feb SOLARINDS was trading at 9653.75. The strike last trading price was 825.4, which was 0 lower than the previous day. The implied volatity was 1.28, the open interest changed by 0 which decreased total open position to 0
On 4 Feb SOLARINDS was trading at 9749.75. The strike last trading price was 825.4, which was 0 lower than the previous day. The implied volatity was 0.78, the open interest changed by 0 which decreased total open position to 0
On 3 Feb SOLARINDS was trading at 9510.30. The strike last trading price was 825.4, which was 0 lower than the previous day. The implied volatity was 2.25, the open interest changed by 0 which decreased total open position to 0
On 1 Feb SOLARINDS was trading at 10076.80. The strike last trading price was 825.4, 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
| SOLARINDS 27MAR2025 10000 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.43
Vega: 7.74
Theta: -8.95
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 13 Mar | 10097.15 | 240 | -150 | 36.91 | 1,229 | 99 | 191 |
| 12 Mar | 9781.10 | 390 | -30 | 34.88 | 6 | -1 | 92 |
| 11 Mar | 9765.30 | 420 | 8 | 39.21 | 23 | -7 | 93 |
| 10 Mar | 9837.10 | 412 | -623 | 41.68 | 303 | 100 | 100 |
| 7 Mar | 9486.50 | 1035 | 0 | 0.00 | 0 | 0 | 0 |
| 6 Mar | 9386.85 | 1035 | 0 | 0.00 | 0 | 0 | 0 |
| 5 Mar | 9238.35 | 1035 | 0 | 0.00 | 0 | -1 | 0 |
| 4 Mar | 9038.40 | 1035 | -185 | 49.13 | 1 | 0 | 2 |
| 3 Mar | 8977.80 | 1220 | 0 | 0.00 | 0 | 0 | 0 |
| 27 Feb | 8723.50 | 1220 | 70 | - | 1 | 0 | 2 |
| 26 Feb | 8840.00 | 1150 | 327 | 37.29 | 1 | 1 | 1 |
| 25 Feb | 8870.10 | 1150 | 327 | 37.29 | 1 | 0 | 1 |
| 21 Feb | 8850.50 | 823 | 0 | 0.00 | 0 | 0 | 0 |
| 20 Feb | 8935.65 | 823 | 0 | 0.00 | 0 | 0 | 0 |
| 13 Feb | 8807.20 | 823 | 0 | 0.00 | 0 | 0 | 0 |
| 7 Feb | 9085.80 | 823 | 0 | 0.00 | 0 | 1 | 0 |
| 5 Feb | 9653.75 | 650.5 | 0 | - | 0 | 0 | 0 |
| 4 Feb | 9749.75 | 650.5 | 0 | - | 0 | 0 | 0 |
| 3 Feb | 9510.30 | 650.5 | 0 | - | 0 | 0 | 0 |
| 1 Feb | 10076.80 | 650.5 | 0 | 1.34 | 0 | 0 | 0 |
For Solar Industries (I) Ltd - strike price 10000 expiring on 27MAR2025
Delta for 10000 PE is -0.43
Historical price for 10000 PE is as follows
On 13 Mar SOLARINDS was trading at 10097.15. The strike last trading price was 240, which was -150 lower than the previous day. The implied volatity was 36.91, the open interest changed by 99 which increased total open position to 191
On 12 Mar SOLARINDS was trading at 9781.10. The strike last trading price was 390, which was -30 lower than the previous day. The implied volatity was 34.88, the open interest changed by -1 which decreased total open position to 92
On 11 Mar SOLARINDS was trading at 9765.30. The strike last trading price was 420, which was 8 higher than the previous day. The implied volatity was 39.21, the open interest changed by -7 which decreased total open position to 93
On 10 Mar SOLARINDS was trading at 9837.10. The strike last trading price was 412, which was -623 lower than the previous day. The implied volatity was 41.68, the open interest changed by 100 which increased total open position to 100
On 7 Mar SOLARINDS was trading at 9486.50. The strike last trading price was 1035, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 6 Mar SOLARINDS was trading at 9386.85. The strike last trading price was 1035, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 5 Mar SOLARINDS was trading at 9238.35. The strike last trading price was 1035, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 4 Mar SOLARINDS was trading at 9038.40. The strike last trading price was 1035, which was -185 lower than the previous day. The implied volatity was 49.13, the open interest changed by 0 which decreased total open position to 2
On 3 Mar SOLARINDS was trading at 8977.80. The strike last trading price was 1220, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 27 Feb SOLARINDS was trading at 8723.50. The strike last trading price was 1220, which was 70 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 26 Feb SOLARINDS was trading at 8840.00. The strike last trading price was 1150, which was 327 higher than the previous day. The implied volatity was 37.29, the open interest changed by 1 which increased total open position to 1
On 25 Feb SOLARINDS was trading at 8870.10. The strike last trading price was 1150, which was 327 higher than the previous day. The implied volatity was 37.29, the open interest changed by 0 which decreased total open position to 1
On 21 Feb SOLARINDS was trading at 8850.50. The strike last trading price was 823, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 20 Feb SOLARINDS was trading at 8935.65. The strike last trading price was 823, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 13 Feb SOLARINDS was trading at 8807.20. The strike last trading price was 823, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 7 Feb SOLARINDS was trading at 9085.80. The strike last trading price was 823, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 5 Feb SOLARINDS was trading at 9653.75. The strike last trading price was 650.5, 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 Feb SOLARINDS was trading at 9749.75. The strike last trading price was 650.5, 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 3 Feb SOLARINDS was trading at 9510.30. The strike last trading price was 650.5, 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 1 Feb SOLARINDS was trading at 10076.80. The strike last trading price was 650.5, which was 0 lower than the previous day. The implied volatity was 1.34, the open interest changed by 0 which decreased total open position to 0
