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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 11000 CE
Delta: 0.67
Vega: 7.69
Theta: -13.61
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
11 Apr 11317.05 530.05 228.1 39.46 241 -42 166
9 Apr 10873.55 304 -23.25 36.59 60 9 209
8 Apr 10960.00 321.45 77.8 34.69 119 21 201
7 Apr 10645.25 239.95 -93.65 32.98 212 15 177
4 Apr 10987.10 342.1 -217.35 30.38 219 44 162
3 Apr 11293.60 562.2 57.15 33.02 71 -25 116
2 Apr 11194.95 505.05 -24 32.88 98 30 140
1 Apr 11131.60 501.1 -62.1 37.54 227 -49 110
28 Mar 11244.00 543.3 62.45 30.32 246 -53 159
27 Mar 10935.10 496.25 -16.45 37.75 413 18 218
26 Mar 10981.40 496.25 98.25 38.64 1,439 176 201
25 Mar 10772.70 386.85 -44.3 37.35 47 5 25
24 Mar 10870.30 419.95 57.4 34.82 42 14 21
21 Mar 10650.65 379.55 80.55 37.69 5 -1 6
20 Mar 10424.45 299 -0.05 39.75 1 0 7
19 Mar 10310.80 299.05 120.35 41.72 8 -1 6
18 Mar 10085.65 178.7 -19.95 35.51 6 2 6
13 Mar 10097.15 198.65 98.6 35.55 2 1 3
11 Mar 9765.30 100.05 -49.95 31.71 1 0 1
1 Feb 10076.80 0 0 3.43 0 0 0


For Solar Industries (I) Ltd - strike price 11000 expiring on 24APR2025

Delta for 11000 CE is 0.67

Historical price for 11000 CE is as follows

On 11 Apr SOLARINDS was trading at 11317.05. The strike last trading price was 530.05, which was 228.1 higher than the previous day. The implied volatity was 39.46, the open interest changed by -42 which decreased total open position to 166


On 9 Apr SOLARINDS was trading at 10873.55. The strike last trading price was 304, which was -23.25 lower than the previous day. The implied volatity was 36.59, the open interest changed by 9 which increased total open position to 209


On 8 Apr SOLARINDS was trading at 10960.00. The strike last trading price was 321.45, which was 77.8 higher than the previous day. The implied volatity was 34.69, the open interest changed by 21 which increased total open position to 201


On 7 Apr SOLARINDS was trading at 10645.25. The strike last trading price was 239.95, which was -93.65 lower than the previous day. The implied volatity was 32.98, the open interest changed by 15 which increased total open position to 177


On 4 Apr SOLARINDS was trading at 10987.10. The strike last trading price was 342.1, which was -217.35 lower than the previous day. The implied volatity was 30.38, the open interest changed by 44 which increased total open position to 162


On 3 Apr SOLARINDS was trading at 11293.60. The strike last trading price was 562.2, which was 57.15 higher than the previous day. The implied volatity was 33.02, the open interest changed by -25 which decreased total open position to 116


On 2 Apr SOLARINDS was trading at 11194.95. The strike last trading price was 505.05, which was -24 lower than the previous day. The implied volatity was 32.88, the open interest changed by 30 which increased total open position to 140


On 1 Apr SOLARINDS was trading at 11131.60. The strike last trading price was 501.1, which was -62.1 lower than the previous day. The implied volatity was 37.54, the open interest changed by -49 which decreased total open position to 110


On 28 Mar SOLARINDS was trading at 11244.00. The strike last trading price was 543.3, which was 62.45 higher than the previous day. The implied volatity was 30.32, the open interest changed by -53 which decreased total open position to 159


On 27 Mar SOLARINDS was trading at 10935.10. The strike last trading price was 496.25, which was -16.45 lower than the previous day. The implied volatity was 37.75, the open interest changed by 18 which increased total open position to 218


On 26 Mar SOLARINDS was trading at 10981.40. The strike last trading price was 496.25, which was 98.25 higher than the previous day. The implied volatity was 38.64, the open interest changed by 176 which increased total open position to 201


On 25 Mar SOLARINDS was trading at 10772.70. The strike last trading price was 386.85, which was -44.3 lower than the previous day. The implied volatity was 37.35, the open interest changed by 5 which increased total open position to 25


On 24 Mar SOLARINDS was trading at 10870.30. The strike last trading price was 419.95, which was 57.4 higher than the previous day. The implied volatity was 34.82, the open interest changed by 14 which increased total open position to 21


On 21 Mar SOLARINDS was trading at 10650.65. The strike last trading price was 379.55, which was 80.55 higher than the previous day. The implied volatity was 37.69, the open interest changed by -1 which decreased total open position to 6


On 20 Mar SOLARINDS was trading at 10424.45. The strike last trading price was 299, which was -0.05 lower than the previous day. The implied volatity was 39.75, the open interest changed by 0 which decreased total open position to 7


On 19 Mar SOLARINDS was trading at 10310.80. The strike last trading price was 299.05, which was 120.35 higher than the previous day. The implied volatity was 41.72, the open interest changed by -1 which decreased total open position to 6


On 18 Mar SOLARINDS was trading at 10085.65. The strike last trading price was 178.7, which was -19.95 lower than the previous day. The implied volatity was 35.51, the open interest changed by 2 which increased total open position to 6


On 13 Mar SOLARINDS was trading at 10097.15. The strike last trading price was 198.65, which was 98.6 higher than the previous day. The implied volatity was 35.55, the open interest changed by 1 which increased total open position to 3


On 11 Mar SOLARINDS was trading at 9765.30. The strike last trading price was 100.05, which was -49.95 lower than the previous day. The implied volatity was 31.71, the open interest changed by 0 which decreased total open position to 1


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 3.43, the open interest changed by 0 which decreased total open position to 0


SOLARINDS 24APR2025 11000 PE
Delta: -0.32
Vega: 7.64
Theta: -10.13
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
11 Apr 11317.05 176.15 -195.3 38.04 122 19 340
9 Apr 10873.55 371.45 9.4 39.72 51 2 321
8 Apr 10960.00 350.05 -184.8 38.70 71 -14 319
7 Apr 10645.25 523.1 208.95 47.52 221 -15 333
4 Apr 10987.10 318.3 95 33.93 632 20 346
3 Apr 11293.60 228.05 -61.3 35.96 135 16 324
2 Apr 11194.95 291 -36.35 37.88 361 69 308
1 Apr 11131.60 339.95 19.55 37.81 561 141 238
28 Mar 11244.00 330 -115.7 39.20 97 45 97
27 Mar 10935.10 435.1 -25.4 39.07 117 44 52
26 Mar 10981.40 450 -914.75 38.31 16 7 7
25 Mar 10772.70 1364.75 0 - 0 0 0
24 Mar 10870.30 1364.75 0 - 0 0 0
21 Mar 10650.65 1364.75 0 - 0 0 0
20 Mar 10424.45 1364.75 0 - 0 0 0
19 Mar 10310.80 1364.75 0 - 0 0 0
18 Mar 10085.65 1364.75 0 - 0 0 0
13 Mar 10097.15 1364.75 0 - 0 0 0
11 Mar 9765.30 1364.75 0 - 0 0 0
1 Feb 10076.80 0 0 - 0 0 0


For Solar Industries (I) Ltd - strike price 11000 expiring on 24APR2025

Delta for 11000 PE is -0.32

Historical price for 11000 PE is as follows

On 11 Apr SOLARINDS was trading at 11317.05. The strike last trading price was 176.15, which was -195.3 lower than the previous day. The implied volatity was 38.04, the open interest changed by 19 which increased total open position to 340


On 9 Apr SOLARINDS was trading at 10873.55. The strike last trading price was 371.45, which was 9.4 higher than the previous day. The implied volatity was 39.72, the open interest changed by 2 which increased total open position to 321


On 8 Apr SOLARINDS was trading at 10960.00. The strike last trading price was 350.05, which was -184.8 lower than the previous day. The implied volatity was 38.70, the open interest changed by -14 which decreased total open position to 319


On 7 Apr SOLARINDS was trading at 10645.25. The strike last trading price was 523.1, which was 208.95 higher than the previous day. The implied volatity was 47.52, the open interest changed by -15 which decreased total open position to 333


On 4 Apr SOLARINDS was trading at 10987.10. The strike last trading price was 318.3, which was 95 higher than the previous day. The implied volatity was 33.93, the open interest changed by 20 which increased total open position to 346


On 3 Apr SOLARINDS was trading at 11293.60. The strike last trading price was 228.05, which was -61.3 lower than the previous day. The implied volatity was 35.96, the open interest changed by 16 which increased total open position to 324


On 2 Apr SOLARINDS was trading at 11194.95. The strike last trading price was 291, which was -36.35 lower than the previous day. The implied volatity was 37.88, the open interest changed by 69 which increased total open position to 308


On 1 Apr SOLARINDS was trading at 11131.60. The strike last trading price was 339.95, which was 19.55 higher than the previous day. The implied volatity was 37.81, the open interest changed by 141 which increased total open position to 238


On 28 Mar SOLARINDS was trading at 11244.00. The strike last trading price was 330, which was -115.7 lower than the previous day. The implied volatity was 39.20, the open interest changed by 45 which increased total open position to 97


On 27 Mar SOLARINDS was trading at 10935.10. The strike last trading price was 435.1, which was -25.4 lower than the previous day. The implied volatity was 39.07, the open interest changed by 44 which increased total open position to 52


On 26 Mar SOLARINDS was trading at 10981.40. The strike last trading price was 450, which was -914.75 lower than the previous day. The implied volatity was 38.31, the open interest changed by 7 which increased total open position to 7


On 25 Mar SOLARINDS was trading at 10772.70. The strike last trading price was 1364.75, 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 24 Mar SOLARINDS was trading at 10870.30. The strike last trading price was 1364.75, 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 21 Mar SOLARINDS was trading at 10650.65. The strike last trading price was 1364.75, 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 20 Mar SOLARINDS was trading at 10424.45. The strike last trading price was 1364.75, 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 1364.75, 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 1364.75, 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 1364.75, 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 1364.75, 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