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[--[65.84.65.76]--]
SOLARINDS
Solar Industries (I) Ltd

11317.05 443.50 (4.08%)

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Historical option data for SOLARINDS

11 Apr 2025 04:14 PM IST
SOLARINDS 24APR2025 10600 CE
Delta: 0.78
Vega: 6.25
Theta: -13.86
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
11 Apr 11317.05 874.95 325.05 48.55 6 -2 33
9 Apr 10873.55 549.9 0 0.00 0 10 0
8 Apr 10960.00 549.9 109.9 33.91 15 11 36
7 Apr 10645.25 440 -146.8 32.54 39 14 26
4 Apr 10987.10 586.8 -273.15 30.30 13 5 11
3 Apr 11293.60 859.95 83.5 34.30 2 -1 6
2 Apr 11194.95 776.45 -29.3 32.77 4 1 8
1 Apr 11131.60 806.7 77.65 43.79 10 4 8
28 Mar 11244.00 729.05 -75 16.81 4 0 4
27 Mar 10935.10 804.05 98.2 49.15 1 0 3
26 Mar 10981.40 705.85 294.95 37.54 3 0 1
25 Mar 10772.70 410.9 0 0.00 0 0 0
24 Mar 10870.30 410.9 0 0.00 0 1 0
21 Mar 10650.65 410.9 -343.35 25.80 2 1 1
20 Mar 10424.45 754.25 0 0.82 0 0 0
19 Mar 10310.80 754.25 0 1.51 0 0 0
18 Mar 10085.65 754.25 0 2.97 0 0 0
13 Mar 10097.15 754.25 0 2.80 0 0 0
11 Mar 9765.30 754.25 0 4.37 0 0 0
5 Feb 9653.75 0 0 3.83 0 0 0
4 Feb 9749.75 0 0 3.55 0 0 0
1 Feb 10076.80 0 0 1.56 0 0 0


For Solar Industries (I) Ltd - strike price 10600 expiring on 24APR2025

Delta for 10600 CE is 0.78

Historical price for 10600 CE is as follows

On 11 Apr SOLARINDS was trading at 11317.05. The strike last trading price was 874.95, which was 325.05 higher than the previous day. The implied volatity was 48.55, the open interest changed by -2 which decreased total open position to 33


On 9 Apr SOLARINDS was trading at 10873.55. The strike last trading price was 549.9, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 10 which increased total open position to 0


On 8 Apr SOLARINDS was trading at 10960.00. The strike last trading price was 549.9, which was 109.9 higher than the previous day. The implied volatity was 33.91, the open interest changed by 11 which increased total open position to 36


On 7 Apr SOLARINDS was trading at 10645.25. The strike last trading price was 440, which was -146.8 lower than the previous day. The implied volatity was 32.54, the open interest changed by 14 which increased total open position to 26


On 4 Apr SOLARINDS was trading at 10987.10. The strike last trading price was 586.8, which was -273.15 lower than the previous day. The implied volatity was 30.30, the open interest changed by 5 which increased total open position to 11


On 3 Apr SOLARINDS was trading at 11293.60. The strike last trading price was 859.95, which was 83.5 higher than the previous day. The implied volatity was 34.30, the open interest changed by -1 which decreased total open position to 6


On 2 Apr SOLARINDS was trading at 11194.95. The strike last trading price was 776.45, which was -29.3 lower than the previous day. The implied volatity was 32.77, the open interest changed by 1 which increased total open position to 8


On 1 Apr SOLARINDS was trading at 11131.60. The strike last trading price was 806.7, which was 77.65 higher than the previous day. The implied volatity was 43.79, the open interest changed by 4 which increased total open position to 8


On 28 Mar SOLARINDS was trading at 11244.00. The strike last trading price was 729.05, which was -75 lower than the previous day. The implied volatity was 16.81, the open interest changed by 0 which decreased total open position to 4


On 27 Mar SOLARINDS was trading at 10935.10. The strike last trading price was 804.05, which was 98.2 higher than the previous day. The implied volatity was 49.15, the open interest changed by 0 which decreased total open position to 3


On 26 Mar SOLARINDS was trading at 10981.40. The strike last trading price was 705.85, which was 294.95 higher than the previous day. The implied volatity was 37.54, the open interest changed by 0 which decreased total open position to 1


On 25 Mar SOLARINDS was trading at 10772.70. The strike last trading price was 410.9, 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 24 Mar SOLARINDS was trading at 10870.30. The strike last trading price was 410.9, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0


On 21 Mar SOLARINDS was trading at 10650.65. The strike last trading price was 410.9, which was -343.35 lower than the previous day. The implied volatity was 25.80, the open interest changed by 1 which increased total open position to 1


On 20 Mar SOLARINDS was trading at 10424.45. The strike last trading price was 754.25, which was 0 lower than the previous day. The implied volatity was 0.82, the open interest changed by 0 which decreased total open position to 0


On 19 Mar SOLARINDS was trading at 10310.80. The strike last trading price was 754.25, which was 0 lower than the previous day. The implied volatity was 1.51, the open interest changed by 0 which decreased total open position to 0


On 18 Mar SOLARINDS was trading at 10085.65. The strike last trading price was 754.25, which was 0 lower than the previous day. The implied volatity was 2.97, the open interest changed by 0 which decreased total open position to 0


On 13 Mar SOLARINDS was trading at 10097.15. The strike last trading price was 754.25, which was 0 lower than the previous day. The implied volatity was 2.80, 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 754.25, which was 0 lower than the previous day. The implied volatity was 4.37, 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 0, which was 0 lower than the previous day. The implied volatity was 3.83, 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 0, which was 0 lower than the previous day. The implied volatity was 3.55, 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 0, which was 0 lower than the previous day. The implied volatity was 1.56, the open interest changed by 0 which decreased total open position to 0


SOLARINDS 24APR2025 10600 PE
Delta: -0.18
Vega: 5.58
Theta: -8.18
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
11 Apr 11317.05 87.6 -134.35 40.83 30 -18 24
9 Apr 10873.55 221.95 18.4 43.11 3 1 44
8 Apr 10960.00 203.55 -86.45 41.42 61 -8 42
7 Apr 10645.25 270 104.7 41.55 75 5 56
4 Apr 10987.10 164.55 43.5 34.46 36 -5 51
3 Apr 11293.60 123.05 -50.5 37.48 13 -3 55
2 Apr 11194.95 173.55 -18.45 40.01 9 -1 57
1 Apr 11131.60 188.4 7.1 37.82 96 28 65
28 Mar 11244.00 177.2 -67.8 37.79 40 20 37
27 Mar 10935.10 245 -79.1 37.23 11 8 15
26 Mar 10981.40 324.1 0 0.00 0 0 0
25 Mar 10772.70 324.1 -10.9 35.56 3 1 8
24 Mar 10870.30 335 -779.2 39.64 9 0 0
21 Mar 10650.65 1114.2 0 1.22 0 0 0
20 Mar 10424.45 1114.2 0 - 0 0 0
19 Mar 10310.80 1114.2 0 - 0 0 0
18 Mar 10085.65 1114.2 0 - 0 0 0
13 Mar 10097.15 1114.2 0 - 0 0 0
11 Mar 9765.30 1114.2 0 - 0 0 0
5 Feb 9653.75 0 0 - 0 0 0
4 Feb 9749.75 0 0 - 0 0 0
1 Feb 10076.80 0 0 - 0 0 0


For Solar Industries (I) Ltd - strike price 10600 expiring on 24APR2025

Delta for 10600 PE is -0.18

Historical price for 10600 PE is as follows

On 11 Apr SOLARINDS was trading at 11317.05. The strike last trading price was 87.6, which was -134.35 lower than the previous day. The implied volatity was 40.83, the open interest changed by -18 which decreased total open position to 24


On 9 Apr SOLARINDS was trading at 10873.55. The strike last trading price was 221.95, which was 18.4 higher than the previous day. The implied volatity was 43.11, the open interest changed by 1 which increased total open position to 44


On 8 Apr SOLARINDS was trading at 10960.00. The strike last trading price was 203.55, which was -86.45 lower than the previous day. The implied volatity was 41.42, the open interest changed by -8 which decreased total open position to 42


On 7 Apr SOLARINDS was trading at 10645.25. The strike last trading price was 270, which was 104.7 higher than the previous day. The implied volatity was 41.55, the open interest changed by 5 which increased total open position to 56


On 4 Apr SOLARINDS was trading at 10987.10. The strike last trading price was 164.55, which was 43.5 higher than the previous day. The implied volatity was 34.46, the open interest changed by -5 which decreased total open position to 51


On 3 Apr SOLARINDS was trading at 11293.60. The strike last trading price was 123.05, which was -50.5 lower than the previous day. The implied volatity was 37.48, the open interest changed by -3 which decreased total open position to 55


On 2 Apr SOLARINDS was trading at 11194.95. The strike last trading price was 173.55, which was -18.45 lower than the previous day. The implied volatity was 40.01, the open interest changed by -1 which decreased total open position to 57


On 1 Apr SOLARINDS was trading at 11131.60. The strike last trading price was 188.4, which was 7.1 higher than the previous day. The implied volatity was 37.82, the open interest changed by 28 which increased total open position to 65


On 28 Mar SOLARINDS was trading at 11244.00. The strike last trading price was 177.2, which was -67.8 lower than the previous day. The implied volatity was 37.79, the open interest changed by 20 which increased total open position to 37


On 27 Mar SOLARINDS was trading at 10935.10. The strike last trading price was 245, which was -79.1 lower than the previous day. The implied volatity was 37.23, the open interest changed by 8 which increased total open position to 15


On 26 Mar SOLARINDS was trading at 10981.40. The strike last trading price was 324.1, 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 25 Mar SOLARINDS was trading at 10772.70. The strike last trading price was 324.1, which was -10.9 lower than the previous day. The implied volatity was 35.56, the open interest changed by 1 which increased total open position to 8


On 24 Mar SOLARINDS was trading at 10870.30. The strike last trading price was 335, which was -779.2 lower than the previous day. The implied volatity was 39.64, the open interest changed by 0 which decreased total open position to 0


On 21 Mar SOLARINDS was trading at 10650.65. The strike last trading price was 1114.2, which was 0 lower than the previous day. The implied volatity was 1.22, the open interest changed by 0 which decreased total open position to 0


On 20 Mar SOLARINDS was trading at 10424.45. The strike last trading price was 1114.2, 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 19 Mar SOLARINDS was trading at 10310.80. The strike last trading price was 1114.2, 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 18 Mar SOLARINDS was trading at 10085.65. The strike last trading price was 1114.2, 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 13 Mar SOLARINDS was trading at 10097.15. The strike last trading price was 1114.2, 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 1114.2, 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 Feb SOLARINDS was trading at 9653.75. The strike last trading price was 0, 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 0, 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 0, 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