SOLARINDS
Solar Industries (I) Ltd
Historical option data for SOLARINDS
13 Mar 2025 04:14 PM IST
| SOLARINDS 27MAR2025 10400 CE | ||||||||||
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Delta: 0.35
Vega: 7.27
Theta: -9.82
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 13 Mar | 10097.15 | 151.1 | 56.95 | 34.32 | 123 | 26 | 116 | |||
| 12 Mar | 9781.10 | 94.15 | -5.7 | 37.46 | 20 | 8 | 90 | |||
| 11 Mar | 9765.30 | 99.85 | -16.2 | 36.34 | 47 | -2 | 81 | |||
| 10 Mar | 9837.10 | 122.45 | 61.5 | 35.97 | 222 | 62 | 81 | |||
| 7 Mar | 9486.50 | 58.85 | 4.6 | 34.68 | 18 | 9 | 19 | |||
| 6 Mar | 9386.85 | 54.05 | 2.2 | 36.32 | 21 | 3 | 12 | |||
| 5 Mar | 9238.35 | 51.85 | -592.15 | 38.44 | 9 | 8 | 8 | |||
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| 4 Mar | 9038.40 | 644 | 0 | 12.11 | 0 | 0 | 0 | |||
| 3 Mar | 8977.80 | 644 | 0 | 12.32 | 0 | 0 | 0 | |||
| 1 Feb | 10076.80 | 644 | 0 | - | 0 | 0 | 0 | |||
For Solar Industries (I) Ltd - strike price 10400 expiring on 27MAR2025
Delta for 10400 CE is 0.35
Historical price for 10400 CE is as follows
On 13 Mar SOLARINDS was trading at 10097.15. The strike last trading price was 151.1, which was 56.95 higher than the previous day. The implied volatity was 34.32, the open interest changed by 26 which increased total open position to 116
On 12 Mar SOLARINDS was trading at 9781.10. The strike last trading price was 94.15, which was -5.7 lower than the previous day. The implied volatity was 37.46, the open interest changed by 8 which increased total open position to 90
On 11 Mar SOLARINDS was trading at 9765.30. The strike last trading price was 99.85, which was -16.2 lower than the previous day. The implied volatity was 36.34, the open interest changed by -2 which decreased total open position to 81
On 10 Mar SOLARINDS was trading at 9837.10. The strike last trading price was 122.45, which was 61.5 higher than the previous day. The implied volatity was 35.97, the open interest changed by 62 which increased total open position to 81
On 7 Mar SOLARINDS was trading at 9486.50. The strike last trading price was 58.85, which was 4.6 higher than the previous day. The implied volatity was 34.68, the open interest changed by 9 which increased total open position to 19
On 6 Mar SOLARINDS was trading at 9386.85. The strike last trading price was 54.05, which was 2.2 higher than the previous day. The implied volatity was 36.32, the open interest changed by 3 which increased total open position to 12
On 5 Mar SOLARINDS was trading at 9238.35. The strike last trading price was 51.85, which was -592.15 lower than the previous day. The implied volatity was 38.44, the open interest changed by 8 which increased total open position to 8
On 4 Mar SOLARINDS was trading at 9038.40. The strike last trading price was 644, which was 0 lower than the previous day. The implied volatity was 12.11, 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 644, which was 0 lower than the previous day. The implied volatity was 12.32, 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 644, 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 10400 PE | |||||||
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Delta: -0.64
Vega: 7.40
Theta: -8.19
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 13 Mar | 10097.15 | 474.2 | -204.75 | 38.12 | 28 | 13 | 20 |
| 12 Mar | 9781.10 | 678.95 | 0 | 0.00 | 0 | 0 | 0 |
| 11 Mar | 9765.30 | 678.95 | 0 | 0.00 | 0 | 7 | 0 |
| 10 Mar | 9837.10 | 678.95 | -185.7 | 42.81 | 8 | 6 | 6 |
| 7 Mar | 9486.50 | 864.65 | 0 | - | 0 | 0 | 0 |
| 6 Mar | 9386.85 | 864.65 | 0 | - | 0 | 0 | 0 |
| 5 Mar | 9238.35 | 864.65 | 0 | - | 0 | 0 | 0 |
| 4 Mar | 9038.40 | 864.65 | 0 | - | 0 | 0 | 0 |
| 3 Mar | 8977.80 | 864.65 | 0 | - | 0 | 0 | 0 |
| 1 Feb | 10076.80 | 864.65 | 0 | - | 0 | 0 | 0 |
For Solar Industries (I) Ltd - strike price 10400 expiring on 27MAR2025
Delta for 10400 PE is -0.64
Historical price for 10400 PE is as follows
On 13 Mar SOLARINDS was trading at 10097.15. The strike last trading price was 474.2, which was -204.75 lower than the previous day. The implied volatity was 38.12, the open interest changed by 13 which increased total open position to 20
On 12 Mar SOLARINDS was trading at 9781.10. The strike last trading price was 678.95, 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 678.95, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 7 which increased total open position to 0
On 10 Mar SOLARINDS was trading at 9837.10. The strike last trading price was 678.95, which was -185.7 lower than the previous day. The implied volatity was 42.81, the open interest changed by 6 which increased total open position to 6
On 7 Mar SOLARINDS was trading at 9486.50. The strike last trading price was 864.65, 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 864.65, 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 864.65, 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 864.65, 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 864.65, 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 864.65, 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
