SOLARINDS
Solar Industries (I) Ltd
Historical option data for SOLARINDS
13 Mar 2025 04:14 PM IST
| SOLARINDS 27MAR2025 10100 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.52
Vega: 7.86
Theta: -10.77
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
|
|
||||||||||
| 13 Mar | 10097.15 | 265.75 | 141.55 | 33.57 | 301 | 29 | 100 | |||
| 12 Mar | 9781.10 | 124.2 | -50.85 | 30.69 | 7 | 0 | 71 | |||
| 11 Mar | 9765.30 | 175.05 | -32.1 | 35.41 | 36 | 20 | 69 | |||
| 10 Mar | 9837.10 | 210 | -566.9 | 35.35 | 129 | 49 | 49 | |||
| 7 Mar | 9486.50 | 776.9 | 0 | 5.87 | 0 | 0 | 0 | |||
| 6 Mar | 9386.85 | 776.9 | 0 | 6.92 | 0 | 0 | 0 | |||
| 5 Mar | 9238.35 | 776.9 | 0 | 0.00 | 0 | 0 | 0 | |||
| 4 Mar | 9038.40 | 776.9 | 0 | 0.00 | 0 | 0 | 0 | |||
| 3 Mar | 8977.80 | 776.9 | 0 | 0.00 | 0 | 0 | 0 | |||
| 5 Feb | 9653.75 | 776.9 | 0 | 2.29 | 0 | 0 | 0 | |||
| 4 Feb | 9749.75 | 776.9 | 0 | 1.50 | 0 | 0 | 0 | |||
| 1 Feb | 10076.80 | 776.9 | 0 | - | 0 | 0 | 0 | |||
For Solar Industries (I) Ltd - strike price 10100 expiring on 27MAR2025
Delta for 10100 CE is 0.52
Historical price for 10100 CE is as follows
On 13 Mar SOLARINDS was trading at 10097.15. The strike last trading price was 265.75, which was 141.55 higher than the previous day. The implied volatity was 33.57, the open interest changed by 29 which increased total open position to 100
On 12 Mar SOLARINDS was trading at 9781.10. The strike last trading price was 124.2, which was -50.85 lower than the previous day. The implied volatity was 30.69, the open interest changed by 0 which decreased total open position to 71
On 11 Mar SOLARINDS was trading at 9765.30. The strike last trading price was 175.05, which was -32.1 lower than the previous day. The implied volatity was 35.41, the open interest changed by 20 which increased total open position to 69
On 10 Mar SOLARINDS was trading at 9837.10. The strike last trading price was 210, which was -566.9 lower than the previous day. The implied volatity was 35.35, the open interest changed by 49 which increased total open position to 49
On 7 Mar SOLARINDS was trading at 9486.50. The strike last trading price was 776.9, which was 0 lower than the previous day. The implied volatity was 5.87, 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 776.9, which was 0 lower than the previous day. The implied volatity was 6.92, 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 776.9, 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 4 Mar SOLARINDS was trading at 9038.40. The strike last trading price was 776.9, 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 3 Mar SOLARINDS was trading at 8977.80. The strike last trading price was 776.9, 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 Feb SOLARINDS was trading at 9653.75. The strike last trading price was 776.9, which was 0 lower than the previous day. The implied volatity was 2.29, 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 776.9, which was 0 lower than the previous day. The implied volatity was 1.50, 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 776.9, 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 10100 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.48
Vega: 7.86
Theta: -8.67
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 13 Mar | 10097.15 | 280.65 | -187.7 | 35.93 | 195 | 37 | 41 |
| 12 Mar | 9781.10 | 468.35 | 0 | 0.00 | 0 | 0 | 0 |
| 11 Mar | 9765.30 | 468.35 | 0 | 0.00 | 0 | 4 | 0 |
| 10 Mar | 9837.10 | 468.35 | -232.5 | 41.42 | 4 | 1 | 1 |
| 7 Mar | 9486.50 | 700.85 | 0 | - | 0 | 0 | 0 |
| 6 Mar | 9386.85 | 700.85 | 0 | - | 0 | 0 | 0 |
| 5 Mar | 9238.35 | 700.85 | 0 | 0.00 | 0 | 0 | 0 |
| 4 Mar | 9038.40 | 700.85 | 0 | 0.00 | 0 | 0 | 0 |
| 3 Mar | 8977.80 | 700.85 | 0 | 0.00 | 0 | 0 | 0 |
| 5 Feb | 9653.75 | 700.85 | 0 | - | 0 | 0 | 0 |
| 4 Feb | 9749.75 | 700.85 | 0 | - | 0 | 0 | 0 |
| 1 Feb | 10076.80 | 700.85 | 0 | 0.87 | 0 | 0 | 0 |
For Solar Industries (I) Ltd - strike price 10100 expiring on 27MAR2025
Delta for 10100 PE is -0.48
Historical price for 10100 PE is as follows
On 13 Mar SOLARINDS was trading at 10097.15. The strike last trading price was 280.65, which was -187.7 lower than the previous day. The implied volatity was 35.93, the open interest changed by 37 which increased total open position to 41
On 12 Mar SOLARINDS was trading at 9781.10. The strike last trading price was 468.35, 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 11 Mar SOLARINDS was trading at 9765.30. The strike last trading price was 468.35, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 10 Mar SOLARINDS was trading at 9837.10. The strike last trading price was 468.35, which was -232.5 lower than the previous day. The implied volatity was 41.42, the open interest changed by 1 which increased total open position to 1
On 7 Mar SOLARINDS was trading at 9486.50. The strike last trading price was 700.85, 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 Mar SOLARINDS was trading at 9386.85. The strike last trading price was 700.85, 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 SOLARINDS was trading at 9238.35. The strike last trading price was 700.85, 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 4 Mar SOLARINDS was trading at 9038.40. The strike last trading price was 700.85, 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 3 Mar SOLARINDS was trading at 8977.80. The strike last trading price was 700.85, 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 Feb SOLARINDS was trading at 9653.75. The strike last trading price was 700.85, 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 700.85, 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 700.85, which was 0 lower than the previous day. The implied volatity was 0.87, the open interest changed by 0 which decreased total open position to 0
