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

10097.15 316.05 (3.23%)

Back to Option Chain


Historical option data for SOLARINDS

13 Mar 2025 04:14 PM IST
SOLARINDS 27MAR2025 10800 CE
Delta: 0.17
Vega: 5.08
Theta: -6.82
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
13 Mar 10097.15 63 28.6 35.08 184 4 70
12 Mar 9781.10 34.4 -3.6 36.80 2 0 66
11 Mar 9765.30 38 -13.55 35.95 6 2 66
10 Mar 9837.10 56.9 -437.75 37.14 179 63 63


For Solar Industries (I) Ltd - strike price 10800 expiring on 27MAR2025

Delta for 10800 CE is 0.17

Historical price for 10800 CE is as follows

On 13 Mar SOLARINDS was trading at 10097.15. The strike last trading price was 63, which was 28.6 higher than the previous day. The implied volatity was 35.08, the open interest changed by 4 which increased total open position to 70


On 12 Mar SOLARINDS was trading at 9781.10. The strike last trading price was 34.4, which was -3.6 lower than the previous day. The implied volatity was 36.80, the open interest changed by 0 which decreased total open position to 66


On 11 Mar SOLARINDS was trading at 9765.30. The strike last trading price was 38, which was -13.55 lower than the previous day. The implied volatity was 35.95, the open interest changed by 2 which increased total open position to 66


On 10 Mar SOLARINDS was trading at 9837.10. The strike last trading price was 56.9, which was -437.75 lower than the previous day. The implied volatity was 37.14, the open interest changed by 63 which increased total open position to 63


SOLARINDS 27MAR2025 10800 PE
Delta: -0.84
Vega: 4.80
Theta: -3.17
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
13 Mar 10097.15 747.3 -363.55 33.18 8 5 5
12 Mar 9781.10 1110.85 0 - 0 0 0
11 Mar 9765.30 1110.85 0 - 0 0 0
10 Mar 9837.10 1110.85 0 - 0 0 0


For Solar Industries (I) Ltd - strike price 10800 expiring on 27MAR2025

Delta for 10800 PE is -0.84

Historical price for 10800 PE is as follows

On 13 Mar SOLARINDS was trading at 10097.15. The strike last trading price was 747.3, which was -363.55 lower than the previous day. The implied volatity was 33.18, the open interest changed by 5 which increased total open position to 5


On 12 Mar SOLARINDS was trading at 9781.10. The strike last trading price was 1110.85, 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 1110.85, 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 1110.85, 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