SOLARINDS
Solar Industries (I) Ltd
Historical option data for SOLARINDS
11 Apr 2025 04:14 PM IST
| SOLARINDS 24APR2025 11100 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.63
Vega: 8.08
Theta: -14.34
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 11 Apr | 11317.05 | 475 | 217.7 | 40.34 | 35 | -8 | 81 | |||
| 9 Apr | 10873.55 | 257.3 | -38.7 | 36.28 | 5 | 0 | 89 | |||
| 8 Apr | 10960.00 | 296 | 91 | 36.97 | 16 | 4 | 91 | |||
| 7 Apr | 10645.25 | 205 | -80.4 | 33.36 | 13 | -8 | 86 | |||
| 4 Apr | 10987.10 | 299.8 | -199.15 | 31.01 | 50 | 16 | 93 | |||
| 3 Apr | 11293.60 | 498.95 | 45.3 | 32.90 | 11 | 5 | 77 | |||
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| 2 Apr | 11194.95 | 453.65 | -26 | 33.46 | 38 | 32 | 73 | |||
| 1 Apr | 11131.60 | 480.1 | -27.9 | 40.36 | 20 | -4 | 40 | |||
| 28 Mar | 11244.00 | 500.35 | 52.7 | 31.99 | 70 | -3 | 44 | |||
| 27 Mar | 10935.10 | 447.6 | -31 | 40.76 | 80 | 10 | 45 | |||
| 26 Mar | 10981.40 | 475.05 | 105.1 | 40.75 | 88 | 26 | 37 | |||
| 25 Mar | 10772.70 | 369.95 | 17.6 | 38.53 | 8 | 4 | 11 | |||
| 24 Mar | 10870.30 | 352.35 | 72.7 | 32.24 | 6 | 4 | 8 | |||
| 21 Mar | 10650.65 | 279.65 | 92.15 | 32.76 | 8 | 2 | 3 | |||
For Solar Industries (I) Ltd - strike price 11100 expiring on 24APR2025
Delta for 11100 CE is 0.63
Historical price for 11100 CE is as follows
On 11 Apr SOLARINDS was trading at 11317.05. The strike last trading price was 475, which was 217.7 higher than the previous day. The implied volatity was 40.34, the open interest changed by -8 which decreased total open position to 81
On 9 Apr SOLARINDS was trading at 10873.55. The strike last trading price was 257.3, which was -38.7 lower than the previous day. The implied volatity was 36.28, the open interest changed by 0 which decreased total open position to 89
On 8 Apr SOLARINDS was trading at 10960.00. The strike last trading price was 296, which was 91 higher than the previous day. The implied volatity was 36.97, the open interest changed by 4 which increased total open position to 91
On 7 Apr SOLARINDS was trading at 10645.25. The strike last trading price was 205, which was -80.4 lower than the previous day. The implied volatity was 33.36, the open interest changed by -8 which decreased total open position to 86
On 4 Apr SOLARINDS was trading at 10987.10. The strike last trading price was 299.8, which was -199.15 lower than the previous day. The implied volatity was 31.01, the open interest changed by 16 which increased total open position to 93
On 3 Apr SOLARINDS was trading at 11293.60. The strike last trading price was 498.95, which was 45.3 higher than the previous day. The implied volatity was 32.90, the open interest changed by 5 which increased total open position to 77
On 2 Apr SOLARINDS was trading at 11194.95. The strike last trading price was 453.65, which was -26 lower than the previous day. The implied volatity was 33.46, the open interest changed by 32 which increased total open position to 73
On 1 Apr SOLARINDS was trading at 11131.60. The strike last trading price was 480.1, which was -27.9 lower than the previous day. The implied volatity was 40.36, the open interest changed by -4 which decreased total open position to 40
On 28 Mar SOLARINDS was trading at 11244.00. The strike last trading price was 500.35, which was 52.7 higher than the previous day. The implied volatity was 31.99, the open interest changed by -3 which decreased total open position to 44
On 27 Mar SOLARINDS was trading at 10935.10. The strike last trading price was 447.6, which was -31 lower than the previous day. The implied volatity was 40.76, the open interest changed by 10 which increased total open position to 45
On 26 Mar SOLARINDS was trading at 10981.40. The strike last trading price was 475.05, which was 105.1 higher than the previous day. The implied volatity was 40.75, the open interest changed by 26 which increased total open position to 37
On 25 Mar SOLARINDS was trading at 10772.70. The strike last trading price was 369.95, which was 17.6 higher than the previous day. The implied volatity was 38.53, the open interest changed by 4 which increased total open position to 11
On 24 Mar SOLARINDS was trading at 10870.30. The strike last trading price was 352.35, which was 72.7 higher than the previous day. The implied volatity was 32.24, the open interest changed by 4 which increased total open position to 8
On 21 Mar SOLARINDS was trading at 10650.65. The strike last trading price was 279.65, which was 92.15 higher than the previous day. The implied volatity was 32.76, the open interest changed by 2 which increased total open position to 3
| SOLARINDS 24APR2025 11100 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.37
Vega: 8.03
Theta: -10.44
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 11 Apr | 11317.05 | 210.1 | -269.8 | 37.66 | 42 | -2 | 46 |
| 9 Apr | 10873.55 | 479.9 | 69.85 | 45.76 | 1 | 0 | 47 |
| 8 Apr | 10960.00 | 410.05 | -139.95 | 39.44 | 8 | 2 | 47 |
| 7 Apr | 10645.25 | 550 | 185.3 | 44.03 | 31 | -7 | 45 |
| 4 Apr | 10987.10 | 365 | 98.85 | 33.53 | 93 | 13 | 53 |
| 3 Apr | 11293.60 | 266.15 | -63.85 | 35.91 | 22 | 6 | 40 |
| 2 Apr | 11194.95 | 324.65 | -48.35 | 36.98 | 49 | 14 | 35 |
| 1 Apr | 11131.60 | 377.8 | 10.5 | 36.96 | 51 | 7 | 20 |
| 28 Mar | 11244.00 | 375 | -150.95 | 39.20 | 29 | 7 | 13 |
| 27 Mar | 10935.10 | 525.95 | -1820.65 | 42.36 | 16 | 5 | 5 |
| 26 Mar | 10981.40 | 2346.6 | 0 | - | 0 | 0 | 0 |
| 25 Mar | 10772.70 | 2346.6 | 0 | - | 0 | 0 | 0 |
| 24 Mar | 10870.30 | 2346.6 | 0 | - | 0 | 0 | 0 |
| 21 Mar | 10650.65 | 2346.6 | 0 | - | 0 | 0 | 0 |
For Solar Industries (I) Ltd - strike price 11100 expiring on 24APR2025
Delta for 11100 PE is -0.37
Historical price for 11100 PE is as follows
On 11 Apr SOLARINDS was trading at 11317.05. The strike last trading price was 210.1, which was -269.8 lower than the previous day. The implied volatity was 37.66, the open interest changed by -2 which decreased total open position to 46
On 9 Apr SOLARINDS was trading at 10873.55. The strike last trading price was 479.9, which was 69.85 higher than the previous day. The implied volatity was 45.76, the open interest changed by 0 which decreased total open position to 47
On 8 Apr SOLARINDS was trading at 10960.00. The strike last trading price was 410.05, which was -139.95 lower than the previous day. The implied volatity was 39.44, the open interest changed by 2 which increased total open position to 47
On 7 Apr SOLARINDS was trading at 10645.25. The strike last trading price was 550, which was 185.3 higher than the previous day. The implied volatity was 44.03, the open interest changed by -7 which decreased total open position to 45
On 4 Apr SOLARINDS was trading at 10987.10. The strike last trading price was 365, which was 98.85 higher than the previous day. The implied volatity was 33.53, the open interest changed by 13 which increased total open position to 53
On 3 Apr SOLARINDS was trading at 11293.60. The strike last trading price was 266.15, which was -63.85 lower than the previous day. The implied volatity was 35.91, the open interest changed by 6 which increased total open position to 40
On 2 Apr SOLARINDS was trading at 11194.95. The strike last trading price was 324.65, which was -48.35 lower than the previous day. The implied volatity was 36.98, the open interest changed by 14 which increased total open position to 35
On 1 Apr SOLARINDS was trading at 11131.60. The strike last trading price was 377.8, which was 10.5 higher than the previous day. The implied volatity was 36.96, the open interest changed by 7 which increased total open position to 20
On 28 Mar SOLARINDS was trading at 11244.00. The strike last trading price was 375, which was -150.95 lower than the previous day. The implied volatity was 39.20, the open interest changed by 7 which increased total open position to 13
On 27 Mar SOLARINDS was trading at 10935.10. The strike last trading price was 525.95, which was -1820.65 lower than the previous day. The implied volatity was 42.36, the open interest changed by 5 which increased total open position to 5
On 26 Mar SOLARINDS was trading at 10981.40. The strike last trading price was 2346.6, 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 25 Mar SOLARINDS was trading at 10772.70. The strike last trading price was 2346.6, 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 2346.6, 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 2346.6, 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
