SOLARINDS
Solar Industries (I) Ltd
Historical option data for SOLARINDS
13 Mar 2025 04:14 PM IST
| SOLARINDS 27MAR2025 10200 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.46
Vega: 7.82
Theta: -10.75
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 13 Mar | 10097.15 | 225.05 | 85.85 | 34.22 | 2,036 | 103 | 213 | |||
| 12 Mar | 9781.10 | 137.9 | -8.95 | 36.76 | 14 | -1 | 110 | |||
| 11 Mar | 9765.30 | 148.8 | -27.25 | 36.12 | 71 | -16 | 110 | |||
| 10 Mar | 9837.10 | 178.4 | 87.2 | 35.80 | 829 | -19 | 123 | |||
| 7 Mar | 9486.50 | 85.8 | 7.65 | 33.86 | 101 | 18 | 142 | |||
| 6 Mar | 9386.85 | 77 | -0.4 | 35.45 | 57 | 9 | 119 | |||
| 5 Mar | 9238.35 | 77.4 | 21.3 | 38.50 | 161 | 101 | 110 | |||
| 4 Mar | 9038.40 | 56.05 | -8.95 | 38.63 | 15 | 9 | 10 | |||
| 3 Mar | 8977.80 | 65 | 0 | 0.00 | 0 | 0 | 0 | |||
| 4 Feb | 9749.75 | 730.55 | 0 | 2.05 | 0 | 0 | 0 | |||
| 1 Feb | 10076.80 | 730.55 | 0 | 0.23 | 0 | 0 | 0 | |||
For Solar Industries (I) Ltd - strike price 10200 expiring on 27MAR2025
Delta for 10200 CE is 0.46
Historical price for 10200 CE is as follows
On 13 Mar SOLARINDS was trading at 10097.15. The strike last trading price was 225.05, which was 85.85 higher than the previous day. The implied volatity was 34.22, the open interest changed by 103 which increased total open position to 213
On 12 Mar SOLARINDS was trading at 9781.10. The strike last trading price was 137.9, which was -8.95 lower than the previous day. The implied volatity was 36.76, the open interest changed by -1 which decreased total open position to 110
On 11 Mar SOLARINDS was trading at 9765.30. The strike last trading price was 148.8, which was -27.25 lower than the previous day. The implied volatity was 36.12, the open interest changed by -16 which decreased total open position to 110
On 10 Mar SOLARINDS was trading at 9837.10. The strike last trading price was 178.4, which was 87.2 higher than the previous day. The implied volatity was 35.80, the open interest changed by -19 which decreased total open position to 123
On 7 Mar SOLARINDS was trading at 9486.50. The strike last trading price was 85.8, which was 7.65 higher than the previous day. The implied volatity was 33.86, the open interest changed by 18 which increased total open position to 142
On 6 Mar SOLARINDS was trading at 9386.85. The strike last trading price was 77, which was -0.4 lower than the previous day. The implied volatity was 35.45, the open interest changed by 9 which increased total open position to 119
On 5 Mar SOLARINDS was trading at 9238.35. The strike last trading price was 77.4, which was 21.3 higher than the previous day. The implied volatity was 38.50, the open interest changed by 101 which increased total open position to 110
On 4 Mar SOLARINDS was trading at 9038.40. The strike last trading price was 56.05, which was -8.95 lower than the previous day. The implied volatity was 38.63, the open interest changed by 9 which increased total open position to 10
On 3 Mar SOLARINDS was trading at 8977.80. The strike last trading price was 65, 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 Feb SOLARINDS was trading at 9749.75. The strike last trading price was 730.55, which was 0 lower than the previous day. The implied volatity was 2.05, 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 730.55, which was 0 lower than the previous day. The implied volatity was 0.23, the open interest changed by 0 which decreased total open position to 0
| SOLARINDS 27MAR2025 10200 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.54
Vega: 7.82
Theta: -8.23
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 13 Mar | 10097.15 | 328 | -173.65 | 35.11 | 104 | 36 | 38 |
| 12 Mar | 9781.10 | 501.65 | 0 | 0.00 | 0 | 0 | 0 |
| 11 Mar | 9765.30 | 501.65 | 0 | 0.00 | 0 | 2 | 0 |
| 10 Mar | 9837.10 | 501.65 | -251.75 | 37.76 | 4 | 2 | 2 |
| 7 Mar | 9486.50 | 753.4 | 0 | - | 0 | 0 | 0 |
| 6 Mar | 9386.85 | 753.4 | 0 | - | 0 | 0 | 0 |
| 5 Mar | 9238.35 | 753.4 | 0 | - | 0 | 0 | 0 |
| 4 Mar | 9038.40 | 753.4 | 0 | - | 0 | 0 | 0 |
| 3 Mar | 8977.80 | 753.4 | 0 | - | 0 | 0 | 0 |
| 4 Feb | 9749.75 | 753.4 | 0 | - | 0 | 0 | 0 |
| 1 Feb | 10076.80 | 753.4 | 0 | 0.06 | 0 | 0 | 0 |
For Solar Industries (I) Ltd - strike price 10200 expiring on 27MAR2025
Delta for 10200 PE is -0.54
Historical price for 10200 PE is as follows
On 13 Mar SOLARINDS was trading at 10097.15. The strike last trading price was 328, which was -173.65 lower than the previous day. The implied volatity was 35.11, the open interest changed by 36 which increased total open position to 38
On 12 Mar SOLARINDS was trading at 9781.10. The strike last trading price was 501.65, 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 501.65, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 10 Mar SOLARINDS was trading at 9837.10. The strike last trading price was 501.65, which was -251.75 lower than the previous day. The implied volatity was 37.76, the open interest changed by 2 which increased total open position to 2
On 7 Mar SOLARINDS was trading at 9486.50. The strike last trading price was 753.4, 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
On 6 Mar SOLARINDS was trading at 9386.85. The strike last trading price was 753.4, 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
On 5 Mar SOLARINDS was trading at 9238.35. The strike last trading price was 753.4, 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
On 4 Mar SOLARINDS was trading at 9038.40. The strike last trading price was 753.4, 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
On 3 Mar SOLARINDS was trading at 8977.80. The strike last trading price was 753.4, 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
On 4 Feb SOLARINDS was trading at 9749.75. The strike last trading price was 753.4, 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
On 1 Feb SOLARINDS was trading at 10076.80. The strike last trading price was 753.4, which was 0 lower than the previous day. The implied volatity was 0.06, the open interest changed by 0 which decreased total open position to 0
