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Related Pages for SOLARINDS
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SOLARINDS
Solar Industries (I) Ltd
10097.15 316.05 (3.23%)

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Historical option data for SOLARINDS

13 Mar 2025 04:14 PM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
SOLARINDS 27MAR2025 10500 CE
Delta: 0.30
Vega: 6.82
Theta: -9.22
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
13 Mar 10097.15 123.65 49.25 34.62 2,253 40 314
12 Mar 9781.10 76 -0.7 37.56 352 -13 275
11 Mar 9765.30 80 -17.25 36.29 280 -3 289
10 Mar 9837.10 95.7 -508.1 35.34 2,409 292 292
7 Mar 9486.50 603.8 0 0.00 0 0 0
6 Mar 9386.85 603.8 0 0.00 0 0 0
5 Mar 9238.35 603.8 0 0.00 0 0 0
4 Mar 9038.40 603.8 0 0.00 0 0 0
3 Mar 8977.80 603.8 0 0.00 0 0 0
1 Feb 10076.80 603.8 0 2.56 0 0 0

For Solar Industries (I) Ltd - strike price 10500 expiring on 27MAR2025

Delta for 10500 CE is 0.30

Historical price for 10500 CE is as follows

On 13 Mar SOLARINDS was trading at 10097.15. The strike last trading price was 123.65, which was 49.25 higher than the previous day. The implied volatity was 34.62, the open interest changed by 40 which increased total open position to 314


On 12 Mar SOLARINDS was trading at 9781.10. The strike last trading price was 76, which was -0.7 lower than the previous day. The implied volatity was 37.56, the open interest changed by -13 which decreased total open position to 275


On 11 Mar SOLARINDS was trading at 9765.30. The strike last trading price was 80, which was -17.25 lower than the previous day. The implied volatity was 36.29, the open interest changed by -3 which decreased total open position to 289


On 10 Mar SOLARINDS was trading at 9837.10. The strike last trading price was 95.7, which was -508.1 lower than the previous day. The implied volatity was 35.34, the open interest changed by 292 which increased total open position to 292


On 7 Mar SOLARINDS was trading at 9486.50. The strike last trading price was 603.8, 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 603.8, 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 603.8, 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 603.8, 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 603.8, 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 603.8, which was 0 lower than the previous day. The implied volatity was 2.56, the open interest changed by 0 which decreased total open position to 0


SOLARINDS 27MAR2025 10500 PE
Delta: -0.69
Vega: 6.93
Theta: -6.98
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
13 Mar 10097.15 531.4 -391.9 36.50 16 12 12
12 Mar 9781.10 923.3 0 - 0 0 0
11 Mar 9765.30 923.3 0 - 0 0 0
10 Mar 9837.10 923.3 0 - 0 0 0
7 Mar 9486.50 923.3 0 0.00 0 0 0
6 Mar 9386.85 923.3 0 0.00 0 0 0
5 Mar 9238.35 923.3 0 0.00 0 0 0
4 Mar 9038.40 923.3 0 0.00 0 0 0
3 Mar 8977.80 923.3 0 0.00 0 0 0
1 Feb 10076.80 923.3 0 - 0 0 0

For Solar Industries (I) Ltd - strike price 10500 expiring on 27MAR2025

Delta for 10500 PE is -0.69

Historical price for 10500 PE is as follows

On 13 Mar SOLARINDS was trading at 10097.15. The strike last trading price was 531.4, which was -391.9 lower than the previous day. The implied volatity was 36.50, 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 923.3, 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 923.3, 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 923.3, 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 923.3, 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 923.3, 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 923.3, 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 923.3, 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 923.3, 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 923.3, 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