SOLARINDS
Solar Industries (I) Ltd
Historical option data for SOLARINDS
11 Apr 2025 04:14 PM IST
| SOLARINDS 24APR2025 11500 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.44
Vega: 8.40
Theta: -13.22
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 11 Apr | 11317.05 | 245 | 116.55 | 36.95 | 1,021 | -44 | 301 | |||
|
|
||||||||||
| 9 Apr | 10873.55 | 133.75 | -18.25 | 37.22 | 398 | -16 | 345 | |||
| 8 Apr | 10960.00 | 153.05 | 20.85 | 36.75 | 969 | 79 | 364 | |||
| 7 Apr | 10645.25 | 155 | -1.85 | 41.52 | 184 | -28 | 290 | |||
| 4 Apr | 10987.10 | 155.5 | -131.6 | 31.40 | 216 | 3 | 319 | |||
| 3 Apr | 11293.60 | 298.05 | 13.85 | 33.21 | 173 | -47 | 318 | |||
| 2 Apr | 11194.95 | 285 | -9.7 | 35.17 | 286 | -34 | 364 | |||
| 1 Apr | 11131.60 | 275.45 | -53.85 | 37.35 | 1,513 | 308 | 397 | |||
| 28 Mar | 11244.00 | 291.35 | -0.6 | 30.72 | 95 | 44 | 89 | |||
| 27 Mar | 10935.10 | 288.25 | -11 | 37.85 | 76 | 18 | 46 | |||
| 26 Mar | 10981.40 | 309.95 | 248.4 | 40.17 | 38 | 27 | 27 | |||
| 25 Mar | 10772.70 | 61.55 | 0 | 5.00 | 0 | 0 | 0 | |||
| 24 Mar | 10870.30 | 61.55 | 0 | 3.85 | 0 | 0 | 0 | |||
| 21 Mar | 10650.65 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
For Solar Industries (I) Ltd - strike price 11500 expiring on 24APR2025
Delta for 11500 CE is 0.44
Historical price for 11500 CE is as follows
On 11 Apr SOLARINDS was trading at 11317.05. The strike last trading price was 245, which was 116.55 higher than the previous day. The implied volatity was 36.95, the open interest changed by -44 which decreased total open position to 301
On 9 Apr SOLARINDS was trading at 10873.55. The strike last trading price was 133.75, which was -18.25 lower than the previous day. The implied volatity was 37.22, the open interest changed by -16 which decreased total open position to 345
On 8 Apr SOLARINDS was trading at 10960.00. The strike last trading price was 153.05, which was 20.85 higher than the previous day. The implied volatity was 36.75, the open interest changed by 79 which increased total open position to 364
On 7 Apr SOLARINDS was trading at 10645.25. The strike last trading price was 155, which was -1.85 lower than the previous day. The implied volatity was 41.52, the open interest changed by -28 which decreased total open position to 290
On 4 Apr SOLARINDS was trading at 10987.10. The strike last trading price was 155.5, which was -131.6 lower than the previous day. The implied volatity was 31.40, the open interest changed by 3 which increased total open position to 319
On 3 Apr SOLARINDS was trading at 11293.60. The strike last trading price was 298.05, which was 13.85 higher than the previous day. The implied volatity was 33.21, the open interest changed by -47 which decreased total open position to 318
On 2 Apr SOLARINDS was trading at 11194.95. The strike last trading price was 285, which was -9.7 lower than the previous day. The implied volatity was 35.17, the open interest changed by -34 which decreased total open position to 364
On 1 Apr SOLARINDS was trading at 11131.60. The strike last trading price was 275.45, which was -53.85 lower than the previous day. The implied volatity was 37.35, the open interest changed by 308 which increased total open position to 397
On 28 Mar SOLARINDS was trading at 11244.00. The strike last trading price was 291.35, which was -0.6 lower than the previous day. The implied volatity was 30.72, the open interest changed by 44 which increased total open position to 89
On 27 Mar SOLARINDS was trading at 10935.10. The strike last trading price was 288.25, which was -11 lower than the previous day. The implied volatity was 37.85, the open interest changed by 18 which increased total open position to 46
On 26 Mar SOLARINDS was trading at 10981.40. The strike last trading price was 309.95, which was 248.4 higher than the previous day. The implied volatity was 40.17, the open interest changed by 27 which increased total open position to 27
On 25 Mar SOLARINDS was trading at 10772.70. The strike last trading price was 61.55, which was 0 lower than the previous day. The implied volatity was 5.00, 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 61.55, which was 0 lower than the previous day. The implied volatity was 3.85, 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 0, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
| SOLARINDS 24APR2025 11500 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.56
Vega: 8.41
Theta: -10.47
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 11 Apr | 11317.05 | 409.8 | -300.6 | 38.09 | 122 | 46 | 108 |
| 9 Apr | 10873.55 | 710.4 | 10.15 | 42.35 | 25 | 16 | 63 |
| 8 Apr | 10960.00 | 700.2 | -294.1 | 43.79 | 14 | -8 | 49 |
| 7 Apr | 10645.25 | 994.3 | 368.25 | 64.60 | 1 | 0 | 57 |
| 4 Apr | 10987.10 | 624.6 | 174.6 | 34.87 | 11 | -1 | 57 |
| 3 Apr | 11293.60 | 450 | -117.65 | 34.87 | 6 | 3 | 59 |
| 2 Apr | 11194.95 | 567.65 | 21.15 | 39.96 | 3 | -2 | 56 |
| 1 Apr | 11131.60 | 546.5 | -2165.75 | 31.54 | 109 | 58 | 58 |
| 28 Mar | 11244.00 | 2712.25 | 0 | - | 0 | 0 | 0 |
| 27 Mar | 10935.10 | 2712.25 | 0 | - | 0 | 0 | 0 |
| 26 Mar | 10981.40 | 2712.25 | 0 | - | 0 | 0 | 0 |
| 25 Mar | 10772.70 | 2712.25 | 0 | - | 0 | 0 | 0 |
| 24 Mar | 10870.30 | 2712.25 | 0 | - | 0 | 0 | 0 |
| 21 Mar | 10650.65 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Solar Industries (I) Ltd - strike price 11500 expiring on 24APR2025
Delta for 11500 PE is -0.56
Historical price for 11500 PE is as follows
On 11 Apr SOLARINDS was trading at 11317.05. The strike last trading price was 409.8, which was -300.6 lower than the previous day. The implied volatity was 38.09, the open interest changed by 46 which increased total open position to 108
On 9 Apr SOLARINDS was trading at 10873.55. The strike last trading price was 710.4, which was 10.15 higher than the previous day. The implied volatity was 42.35, the open interest changed by 16 which increased total open position to 63
On 8 Apr SOLARINDS was trading at 10960.00. The strike last trading price was 700.2, which was -294.1 lower than the previous day. The implied volatity was 43.79, the open interest changed by -8 which decreased total open position to 49
On 7 Apr SOLARINDS was trading at 10645.25. The strike last trading price was 994.3, which was 368.25 higher than the previous day. The implied volatity was 64.60, the open interest changed by 0 which decreased total open position to 57
On 4 Apr SOLARINDS was trading at 10987.10. The strike last trading price was 624.6, which was 174.6 higher than the previous day. The implied volatity was 34.87, the open interest changed by -1 which decreased total open position to 57
On 3 Apr SOLARINDS was trading at 11293.60. The strike last trading price was 450, which was -117.65 lower than the previous day. The implied volatity was 34.87, the open interest changed by 3 which increased total open position to 59
On 2 Apr SOLARINDS was trading at 11194.95. The strike last trading price was 567.65, which was 21.15 higher than the previous day. The implied volatity was 39.96, the open interest changed by -2 which decreased total open position to 56
On 1 Apr SOLARINDS was trading at 11131.60. The strike last trading price was 546.5, which was -2165.75 lower than the previous day. The implied volatity was 31.54, the open interest changed by 58 which increased total open position to 58
On 28 Mar SOLARINDS was trading at 11244.00. The strike last trading price was 2712.25, 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 27 Mar SOLARINDS was trading at 10935.10. The strike last trading price was 2712.25, 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 26 Mar SOLARINDS was trading at 10981.40. The strike last trading price was 2712.25, 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 2712.25, 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 2712.25, 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 0, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
