SOLARINDS
Solar Industries (I) Ltd
Historical option data for SOLARINDS
13 Mar 2025 04:14 PM IST
SOLARINDS 27MAR2025 10300 CE | ||||||||||
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Delta: 0.40
Vega: 7.62
Theta: -10.39
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
13 Mar | 10097.15 | 185.7 | 79.8 | 34.31 | 326 | 19 | 151 | |||
12 Mar | 9781.10 | 105.9 | -9.05 | 35.82 | 12 | 1 | 132 | |||
11 Mar | 9765.30 | 114.25 | -32.75 | 35.04 | 55 | 11 | 131 | |||
10 Mar | 9837.10 | 152.95 | 76.4 | 36.50 | 282 | 117 | 122 | |||
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7 Mar | 9486.50 | 75.9 | -610.35 | 35.09 | 7 | 5 | 5 | |||
6 Mar | 9386.85 | 686.25 | 0 | 0.00 | 0 | 0 | 0 | |||
5 Mar | 9238.35 | 686.25 | 0 | 0.00 | 0 | 0 | 0 | |||
4 Mar | 9038.40 | 686.25 | 0 | 0.00 | 0 | 0 | 0 | |||
3 Mar | 8977.80 | 686.25 | 0 | 0.00 | 0 | 0 | 0 | |||
1 Feb | 10076.80 | 686.25 | 0 | - | 0 | 0 | 0 |
For Solar Industries (I) Ltd - strike price 10300 expiring on 27MAR2025
Delta for 10300 CE is 0.40
Historical price for 10300 CE is as follows
On 13 Mar SOLARINDS was trading at 10097.15. The strike last trading price was 185.7, which was 79.8 higher than the previous day. The implied volatity was 34.31, the open interest changed by 19 which increased total open position to 151
On 12 Mar SOLARINDS was trading at 9781.10. The strike last trading price was 105.9, which was -9.05 lower than the previous day. The implied volatity was 35.82, the open interest changed by 1 which increased total open position to 132
On 11 Mar SOLARINDS was trading at 9765.30. The strike last trading price was 114.25, which was -32.75 lower than the previous day. The implied volatity was 35.04, the open interest changed by 11 which increased total open position to 131
On 10 Mar SOLARINDS was trading at 9837.10. The strike last trading price was 152.95, which was 76.4 higher than the previous day. The implied volatity was 36.50, the open interest changed by 117 which increased total open position to 122
On 7 Mar SOLARINDS was trading at 9486.50. The strike last trading price was 75.9, which was -610.35 lower than the previous day. The implied volatity was 35.09, the open interest changed by 5 which increased total open position to 5
On 6 Mar SOLARINDS was trading at 9386.85. The strike last trading price was 686.25, 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 686.25, 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 686.25, 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 686.25, 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 1 Feb SOLARINDS was trading at 10076.80. The strike last trading price was 686.25, 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 10300 PE | |||||||
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Delta: -0.59
Vega: 7.64
Theta: -8.00
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
13 Mar | 10097.15 | 392 | -416 | 35.72 | 19 | 12 | 12 |
12 Mar | 9781.10 | 808 | 0 | - | 0 | 0 | 0 |
11 Mar | 9765.30 | 808 | 0 | - | 0 | 0 | 0 |
10 Mar | 9837.10 | 808 | 0 | - | 0 | 0 | 0 |
7 Mar | 9486.50 | 808 | 0 | - | 0 | 0 | 0 |
6 Mar | 9386.85 | 808 | 0 | 0.00 | 0 | 0 | 0 |
5 Mar | 9238.35 | 808 | 0 | 0.00 | 0 | 0 | 0 |
4 Mar | 9038.40 | 808 | 0 | 0.00 | 0 | 0 | 0 |
3 Mar | 8977.80 | 808 | 0 | 0.00 | 0 | 0 | 0 |
1 Feb | 10076.80 | 808 | 0 | - | 0 | 0 | 0 |
For Solar Industries (I) Ltd - strike price 10300 expiring on 27MAR2025
Delta for 10300 PE is -0.59
Historical price for 10300 PE is as follows
On 13 Mar SOLARINDS was trading at 10097.15. The strike last trading price was 392, which was -416 lower than the previous day. The implied volatity was 35.72, the open interest changed by 12 which increased total open position to 12
On 12 Mar SOLARINDS was trading at 9781.10. The strike last trading price was 808, 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 Mar SOLARINDS was trading at 9765.30. The strike last trading price was 808, 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 Mar SOLARINDS was trading at 9837.10. The strike last trading price was 808, 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 Mar SOLARINDS was trading at 9486.50. The strike last trading price was 808, 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 808, 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 808, 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 808, 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 808, 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 1 Feb SOLARINDS was trading at 10076.80. The strike last trading price was 808, 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