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Related Pages for SOLARINDS
[--[65.84.65.76]--]
SOLARINDS
Solar Industries (I) Ltd
10097.15 316.05 (3.23%)

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Historical option data for SOLARINDS

13 Mar 2025 04:14 PM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
SOLARINDS 27MAR2025 11200 CE
Delta: 0.08
Vega: 3.02
Theta: -4.22
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
13 Mar 10097.15 27 5.9 37.06 73 35 44
12 Mar 9781.10 21.1 2.25 41.58 4 2 8
11 Mar 9765.30 18.85 -355.45 38.78 8 6 6

For Solar Industries (I) Ltd - strike price 11200 expiring on 27MAR2025

Delta for 11200 CE is 0.08

Historical price for 11200 CE is as follows

On 13 Mar SOLARINDS was trading at 10097.15. The strike last trading price was 27, which was 5.9 higher than the previous day. The implied volatity was 37.06, the open interest changed by 35 which increased total open position to 44


On 12 Mar SOLARINDS was trading at 9781.10. The strike last trading price was 21.1, which was 2.25 higher than the previous day. The implied volatity was 41.58, the open interest changed by 2 which increased total open position to 8


On 11 Mar SOLARINDS was trading at 9765.30. The strike last trading price was 18.85, which was -355.45 lower than the previous day. The implied volatity was 38.78, the open interest changed by 6 which increased total open position to 6


SOLARINDS 27MAR2025 11200 PE
Delta: -0.86
Vega: 4.38
Theta: -4.61
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
13 Mar 10097.15 1154.95 -231.1 46.64 14 7 7
12 Mar 9781.10 1386.05 0 - 0 0 0
11 Mar 9765.30 1386.05 0 - 0 0 0

For Solar Industries (I) Ltd - strike price 11200 expiring on 27MAR2025

Delta for 11200 PE is -0.86

Historical price for 11200 PE is as follows

On 13 Mar SOLARINDS was trading at 10097.15. The strike last trading price was 1154.95, which was -231.1 lower than the previous day. The implied volatity was 46.64, the open interest changed by 7 which increased total open position to 7


On 12 Mar SOLARINDS was trading at 9781.10. The strike last trading price was 1386.05, 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 1386.05, 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