SOLARINDS
Solar Industries (I) Ltd
Historical option data for SOLARINDS
13 Mar 2025 04:14 PM IST
| SOLARINDS 27MAR2025 10700 CE | ||||||||||
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Delta: 0.21
Vega: 5.70
Theta: -7.68
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 13 Mar | 10097.15 | 79.8 | 30.5 | 34.97 | 300 | 62 | 191 | |||
| 12 Mar | 9781.10 | 49 | -0.5 | 37.90 | 20 | -2 | 129 | |||
| 11 Mar | 9765.30 | 49.6 | -14 | 36.14 | 172 | 0 | 131 | |||
| 10 Mar | 9837.10 | 66.55 | 31.55 | 36.34 | 1,266 | 106 | 130 | |||
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| 7 Mar | 9486.50 | 35 | 5.05 | 36.41 | 4 | 0 | 24 | |||
| 6 Mar | 9386.85 | 29.95 | -2.55 | 37.10 | 3 | 1 | 24 | |||
| 5 Mar | 9238.35 | 32.5 | 9.35 | 39.99 | 29 | 21 | 21 | |||
| 4 Mar | 9038.40 | 23.15 | -1.1 | 40.11 | 2 | 0 | 1 | |||
| 3 Mar | 8977.80 | 24.25 | 8.1 | 40.91 | 1 | 0 | 1 | |||
For Solar Industries (I) Ltd - strike price 10700 expiring on 27MAR2025
Delta for 10700 CE is 0.21
Historical price for 10700 CE is as follows
On 13 Mar SOLARINDS was trading at 10097.15. The strike last trading price was 79.8, which was 30.5 higher than the previous day. The implied volatity was 34.97, the open interest changed by 62 which increased total open position to 191
On 12 Mar SOLARINDS was trading at 9781.10. The strike last trading price was 49, which was -0.5 lower than the previous day. The implied volatity was 37.90, the open interest changed by -2 which decreased total open position to 129
On 11 Mar SOLARINDS was trading at 9765.30. The strike last trading price was 49.6, which was -14 lower than the previous day. The implied volatity was 36.14, the open interest changed by 0 which decreased total open position to 131
On 10 Mar SOLARINDS was trading at 9837.10. The strike last trading price was 66.55, which was 31.55 higher than the previous day. The implied volatity was 36.34, the open interest changed by 106 which increased total open position to 130
On 7 Mar SOLARINDS was trading at 9486.50. The strike last trading price was 35, which was 5.05 higher than the previous day. The implied volatity was 36.41, the open interest changed by 0 which decreased total open position to 24
On 6 Mar SOLARINDS was trading at 9386.85. The strike last trading price was 29.95, which was -2.55 lower than the previous day. The implied volatity was 37.10, the open interest changed by 1 which increased total open position to 24
On 5 Mar SOLARINDS was trading at 9238.35. The strike last trading price was 32.5, which was 9.35 higher than the previous day. The implied volatity was 39.99, the open interest changed by 21 which increased total open position to 21
On 4 Mar SOLARINDS was trading at 9038.40. The strike last trading price was 23.15, which was -1.1 lower than the previous day. The implied volatity was 40.11, the open interest changed by 0 which decreased total open position to 1
On 3 Mar SOLARINDS was trading at 8977.80. The strike last trading price was 24.25, which was 8.1 higher than the previous day. The implied volatity was 40.91, the open interest changed by 0 which decreased total open position to 1
| SOLARINDS 27MAR2025 10700 PE | |||||||
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Delta: -0.77
Vega: 5.96
Theta: -5.66
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 13 Mar | 10097.15 | 688.5 | -357.95 | 37.49 | 14 | 9 | 9 |
| 12 Mar | 9781.10 | 1046.45 | 0 | - | 0 | 0 | 0 |
| 11 Mar | 9765.30 | 1046.45 | 0 | - | 0 | 0 | 0 |
| 10 Mar | 9837.10 | 1046.45 | 0 | - | 0 | 0 | 0 |
| 7 Mar | 9486.50 | 1046.45 | 0 | 0.00 | 0 | 0 | 0 |
| 6 Mar | 9386.85 | 1046.45 | 0 | 0.00 | 0 | 0 | 0 |
| 5 Mar | 9238.35 | 1046.45 | 0 | 0.00 | 0 | 0 | 0 |
| 4 Mar | 9038.40 | 1046.45 | 0 | 0.00 | 0 | 0 | 0 |
| 3 Mar | 8977.80 | 1046.45 | 0 | 0.00 | 0 | 0 | 0 |
For Solar Industries (I) Ltd - strike price 10700 expiring on 27MAR2025
Delta for 10700 PE is -0.77
Historical price for 10700 PE is as follows
On 13 Mar SOLARINDS was trading at 10097.15. The strike last trading price was 688.5, which was -357.95 lower than the previous day. The implied volatity was 37.49, the open interest changed by 9 which increased total open position to 9
On 12 Mar SOLARINDS was trading at 9781.10. The strike last trading price was 1046.45, 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 1046.45, 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 1046.45, 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 1046.45, 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 1046.45, 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 1046.45, 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 1046.45, 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 1046.45, 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
