SOLARINDS
Solar Industries (I) Ltd
Historical option data for SOLARINDS
11 Apr 2025 04:14 PM IST
| SOLARINDS 24APR2025 10750 CE | ||||||||||
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Delta: 0.80
Vega: 6.06
Theta: -10.68
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 11 Apr | 11317.05 | 683.6 | 243.55 | 36.07 | 1 | 0 | 8 | |||
| 9 Apr | 10873.55 | 440.05 | 0.1 | 37.13 | 1 | 0 | 7 | |||
| 8 Apr | 10960.00 | 439.95 | 63.7 | 32.47 | 9 | 1 | 8 | |||
| 7 Apr | 10645.25 | 376.25 | -109.45 | 35.00 | 8 | 5 | 7 | |||
| 4 Apr | 10987.10 | 487.05 | -192.85 | 30.46 | 6 | 1 | 1 | |||
| 3 Apr | 11293.60 | 679.9 | 0 | - | 0 | 0 | 0 | |||
| 2 Apr | 11194.95 | 679.9 | 0 | - | 0 | 0 | 0 | |||
| 1 Apr | 11131.60 | 679.9 | 0 | - | 0 | 0 | 0 | |||
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| 28 Mar | 11244.00 | 679.9 | 0 | - | 0 | 0 | 0 | |||
For Solar Industries (I) Ltd - strike price 10750 expiring on 24APR2025
Delta for 10750 CE is 0.80
Historical price for 10750 CE is as follows
On 11 Apr SOLARINDS was trading at 11317.05. The strike last trading price was 683.6, which was 243.55 higher than the previous day. The implied volatity was 36.07, the open interest changed by 0 which decreased total open position to 8
On 9 Apr SOLARINDS was trading at 10873.55. The strike last trading price was 440.05, which was 0.1 higher than the previous day. The implied volatity was 37.13, the open interest changed by 0 which decreased total open position to 7
On 8 Apr SOLARINDS was trading at 10960.00. The strike last trading price was 439.95, which was 63.7 higher than the previous day. The implied volatity was 32.47, the open interest changed by 1 which increased total open position to 8
On 7 Apr SOLARINDS was trading at 10645.25. The strike last trading price was 376.25, which was -109.45 lower than the previous day. The implied volatity was 35.00, the open interest changed by 5 which increased total open position to 7
On 4 Apr SOLARINDS was trading at 10987.10. The strike last trading price was 487.05, which was -192.85 lower than the previous day. The implied volatity was 30.46, the open interest changed by 1 which increased total open position to 1
On 3 Apr SOLARINDS was trading at 11293.60. The strike last trading price was 679.9, 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 2 Apr SOLARINDS was trading at 11194.95. The strike last trading price was 679.9, 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 Apr SOLARINDS was trading at 11131.60. The strike last trading price was 679.9, 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 28 Mar SOLARINDS was trading at 11244.00. The strike last trading price was 679.9, 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 24APR2025 10750 PE | |||||||
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Delta: -0.23
Vega: 6.50
Theta: -9.48
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 11 Apr | 11317.05 | 122.1 | -156.85 | 40.93 | 20 | 3 | 26 |
| 9 Apr | 10873.55 | 278.95 | 5.85 | 42.84 | 9 | -4 | 25 |
| 8 Apr | 10960.00 | 273.1 | -102 | 42.92 | 20 | 10 | 30 |
| 7 Apr | 10645.25 | 356.4 | 132.35 | 43.71 | 31 | 18 | 19 |
| 4 Apr | 10987.10 | 224.05 | -212 | 35.30 | 1 | 0 | 0 |
| 3 Apr | 11293.60 | 436.05 | 0 | 5.58 | 0 | 0 | 0 |
| 2 Apr | 11194.95 | 436.05 | 0 | 4.65 | 0 | 0 | 0 |
| 1 Apr | 11131.60 | 436.05 | 0 | 3.70 | 0 | 0 | 0 |
| 28 Mar | 11244.00 | 436.05 | 0 | 4.60 | 0 | 0 | 0 |
For Solar Industries (I) Ltd - strike price 10750 expiring on 24APR2025
Delta for 10750 PE is -0.23
Historical price for 10750 PE is as follows
On 11 Apr SOLARINDS was trading at 11317.05. The strike last trading price was 122.1, which was -156.85 lower than the previous day. The implied volatity was 40.93, the open interest changed by 3 which increased total open position to 26
On 9 Apr SOLARINDS was trading at 10873.55. The strike last trading price was 278.95, which was 5.85 higher than the previous day. The implied volatity was 42.84, the open interest changed by -4 which decreased total open position to 25
On 8 Apr SOLARINDS was trading at 10960.00. The strike last trading price was 273.1, which was -102 lower than the previous day. The implied volatity was 42.92, the open interest changed by 10 which increased total open position to 30
On 7 Apr SOLARINDS was trading at 10645.25. The strike last trading price was 356.4, which was 132.35 higher than the previous day. The implied volatity was 43.71, the open interest changed by 18 which increased total open position to 19
On 4 Apr SOLARINDS was trading at 10987.10. The strike last trading price was 224.05, which was -212 lower than the previous day. The implied volatity was 35.30, the open interest changed by 0 which decreased total open position to 0
On 3 Apr SOLARINDS was trading at 11293.60. The strike last trading price was 436.05, which was 0 lower than the previous day. The implied volatity was 5.58, the open interest changed by 0 which decreased total open position to 0
On 2 Apr SOLARINDS was trading at 11194.95. The strike last trading price was 436.05, which was 0 lower than the previous day. The implied volatity was 4.65, the open interest changed by 0 which decreased total open position to 0
On 1 Apr SOLARINDS was trading at 11131.60. The strike last trading price was 436.05, which was 0 lower than the previous day. The implied volatity was 3.70, the open interest changed by 0 which decreased total open position to 0
On 28 Mar SOLARINDS was trading at 11244.00. The strike last trading price was 436.05, which was 0 lower than the previous day. The implied volatity was 4.60, the open interest changed by 0 which decreased total open position to 0
