SOLARINDS
Solar Industries (I) Ltd
Historical option data for SOLARINDS
11 Apr 2025 04:14 PM IST
| SOLARINDS 24APR2025 11250 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.56
Vega: 8.41
Theta: -13.50
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 11 Apr | 11317.05 | 360 | 171.15 | 36.68 | 29 | 7 | 33 | |||
| 9 Apr | 10873.55 | 188.85 | 13.85 | 34.90 | 2 | 0 | 26 | |||
| 8 Apr | 10960.00 | 175 | -5.6 | 30.15 | 5 | 3 | 26 | |||
| 7 Apr | 10645.25 | 180.6 | -53.05 | 36.28 | 1 | 0 | 22 | |||
| 4 Apr | 10987.10 | 223.8 | -202.3 | 29.83 | 8 | 2 | 22 | |||
| 3 Apr | 11293.60 | 424.3 | 59.35 | 33.86 | 18 | 7 | 21 | |||
| 2 Apr | 11194.95 | 364.95 | -25.05 | 32.49 | 5 | 1 | 16 | |||
| 1 Apr | 11131.60 | 390 | -54 | 38.65 | 30 | 14 | 14 | |||
| 28 Mar | 11244.00 | 444 | -0.3 | 33.72 | 1 | 0 | 0 | |||
For Solar Industries (I) Ltd - strike price 11250 expiring on 24APR2025
Delta for 11250 CE is 0.56
Historical price for 11250 CE is as follows
On 11 Apr SOLARINDS was trading at 11317.05. The strike last trading price was 360, which was 171.15 higher than the previous day. The implied volatity was 36.68, the open interest changed by 7 which increased total open position to 33
On 9 Apr SOLARINDS was trading at 10873.55. The strike last trading price was 188.85, which was 13.85 higher than the previous day. The implied volatity was 34.90, the open interest changed by 0 which decreased total open position to 26
On 8 Apr SOLARINDS was trading at 10960.00. The strike last trading price was 175, which was -5.6 lower than the previous day. The implied volatity was 30.15, the open interest changed by 3 which increased total open position to 26
On 7 Apr SOLARINDS was trading at 10645.25. The strike last trading price was 180.6, which was -53.05 lower than the previous day. The implied volatity was 36.28, the open interest changed by 0 which decreased total open position to 22
On 4 Apr SOLARINDS was trading at 10987.10. The strike last trading price was 223.8, which was -202.3 lower than the previous day. The implied volatity was 29.83, the open interest changed by 2 which increased total open position to 22
On 3 Apr SOLARINDS was trading at 11293.60. The strike last trading price was 424.3, which was 59.35 higher than the previous day. The implied volatity was 33.86, the open interest changed by 7 which increased total open position to 21
On 2 Apr SOLARINDS was trading at 11194.95. The strike last trading price was 364.95, which was -25.05 lower than the previous day. The implied volatity was 32.49, the open interest changed by 1 which increased total open position to 16
On 1 Apr SOLARINDS was trading at 11131.60. The strike last trading price was 390, which was -54 lower than the previous day. The implied volatity was 38.65, the open interest changed by 14 which increased total open position to 14
On 28 Mar SOLARINDS was trading at 11244.00. The strike last trading price was 444, which was -0.3 lower than the previous day. The implied volatity was 33.72, the open interest changed by 0 which decreased total open position to 0
| SOLARINDS 24APR2025 11250 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.44
Vega: 8.41
Theta: -10.75
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 11 Apr | 11317.05 | 274.45 | -307.35 | 37.67 | 40 | -3 | 38 |
| 9 Apr | 10873.55 | 581.8 | 61.75 | 47.17 | 1 | 0 | 42 |
| 8 Apr | 10960.00 | 520.05 | -379.4 | 41.92 | 11 | -8 | 44 |
| 7 Apr | 10645.25 | 899.45 | 445.8 | 72.12 | 7 | -1 | 52 |
| 4 Apr | 10987.10 | 453.65 | 83.65 | 33.92 | 19 | -5 | 52 |
| 3 Apr | 11293.60 | 370 | -16.75 | 39.50 | 5 | 0 | 57 |
| 2 Apr | 11194.95 | 386.75 | -48.3 | 36.09 | 5 | -1 | 57 |
| 1 Apr | 11131.60 | 450.85 | -246.9 | 36.53 | 188 | 60 | 60 |
| 28 Mar | 11244.00 | 697.75 | 0 | 0.59 | 0 | 0 | 0 |
For Solar Industries (I) Ltd - strike price 11250 expiring on 24APR2025
Delta for 11250 PE is -0.44
Historical price for 11250 PE is as follows
On 11 Apr SOLARINDS was trading at 11317.05. The strike last trading price was 274.45, which was -307.35 lower than the previous day. The implied volatity was 37.67, the open interest changed by -3 which decreased total open position to 38
On 9 Apr SOLARINDS was trading at 10873.55. The strike last trading price was 581.8, which was 61.75 higher than the previous day. The implied volatity was 47.17, the open interest changed by 0 which decreased total open position to 42
On 8 Apr SOLARINDS was trading at 10960.00. The strike last trading price was 520.05, which was -379.4 lower than the previous day. The implied volatity was 41.92, the open interest changed by -8 which decreased total open position to 44
On 7 Apr SOLARINDS was trading at 10645.25. The strike last trading price was 899.45, which was 445.8 higher than the previous day. The implied volatity was 72.12, the open interest changed by -1 which decreased total open position to 52
On 4 Apr SOLARINDS was trading at 10987.10. The strike last trading price was 453.65, which was 83.65 higher than the previous day. The implied volatity was 33.92, the open interest changed by -5 which decreased total open position to 52
On 3 Apr SOLARINDS was trading at 11293.60. The strike last trading price was 370, which was -16.75 lower than the previous day. The implied volatity was 39.50, the open interest changed by 0 which decreased total open position to 57
On 2 Apr SOLARINDS was trading at 11194.95. The strike last trading price was 386.75, which was -48.3 lower than the previous day. The implied volatity was 36.09, the open interest changed by -1 which decreased total open position to 57
On 1 Apr SOLARINDS was trading at 11131.60. The strike last trading price was 450.85, which was -246.9 lower than the previous day. The implied volatity was 36.53, the open interest changed by 60 which increased total open position to 60
On 28 Mar SOLARINDS was trading at 11244.00. The strike last trading price was 697.75, which was 0 lower than the previous day. The implied volatity was 0.59, the open interest changed by 0 which decreased total open position to 0
