SOLARINDS
Solar Industries (I) Ltd
Historical option data for SOLARINDS
12 Dec 2025 04:13 PM IST
| SOLARINDS 30-DEC-2025 11750 CE | ||||||||||||||||
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Delta: 0.83
Vega: 6.92
Theta: -7.31
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 12 Dec | 12304.00 | 665.1 | -373.75 | 24.45 | 4 | 2 | 5 | |||||||||
| 11 Dec | 12458.00 | 1038.85 | -1349.7 | - | 0 | 0 | 3 | |||||||||
| 10 Dec | 12456.00 | 1038.85 | -1349.7 | - | 0 | 0 | 3 | |||||||||
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| 9 Dec | 12588.00 | 1038.85 | -1349.7 | - | 0 | 3 | 0 | |||||||||
| 8 Dec | 12436.00 | 1038.85 | -1349.7 | 50.69 | 3 | 0 | 0 | |||||||||
| 5 Dec | 12819.00 | 2388.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Dec | 12835.00 | 2388.55 | 0 | - | 0 | 0 | 0 | |||||||||
For Solar Industries (I) Ltd - strike price 11750 expiring on 30DEC2025
Delta for 11750 CE is 0.83
Historical price for 11750 CE is as follows
On 12 Dec SOLARINDS was trading at 12304.00. The strike last trading price was 665.1, which was -373.75 lower than the previous day. The implied volatity was 24.45, the open interest changed by 2 which increased total open position to 5
On 11 Dec SOLARINDS was trading at 12458.00. The strike last trading price was 1038.85, which was -1349.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 10 Dec SOLARINDS was trading at 12456.00. The strike last trading price was 1038.85, which was -1349.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 9 Dec SOLARINDS was trading at 12588.00. The strike last trading price was 1038.85, which was -1349.7 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0
On 8 Dec SOLARINDS was trading at 12436.00. The strike last trading price was 1038.85, which was -1349.7 lower than the previous day. The implied volatity was 50.69, the open interest changed by 0 which decreased total open position to 0
On 5 Dec SOLARINDS was trading at 12819.00. The strike last trading price was 2388.55, 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 3 Dec SOLARINDS was trading at 12835.00. The strike last trading price was 2388.55, 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
| SOLARINDS 30DEC2025 11750 PE | |||||||
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Delta: -0.19
Vega: 7.45
Theta: -4.90
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 12 Dec | 12304.00 | 79.85 | 15.5 | 26.89 | 1,166 | 13 | 338 |
| 11 Dec | 12458.00 | 66 | -3.2 | 27.60 | 291 | 26 | 329 |
| 10 Dec | 12456.00 | 75 | 21.15 | 27.97 | 81 | 4 | 303 |
| 9 Dec | 12588.00 | 54.8 | -41.05 | 28.15 | 545 | 75 | 304 |
| 8 Dec | 12436.00 | 96.75 | 67.6 | 29.79 | 1,121 | 230 | 231 |
| 5 Dec | 12819.00 | 29.15 | -133.15 | - | 0 | 0 | 0 |
| 3 Dec | 12835.00 | 29.15 | -133.15 | - | 0 | 0 | 0 |
For Solar Industries (I) Ltd - strike price 11750 expiring on 30DEC2025
Delta for 11750 PE is -0.19
Historical price for 11750 PE is as follows
On 12 Dec SOLARINDS was trading at 12304.00. The strike last trading price was 79.85, which was 15.5 higher than the previous day. The implied volatity was 26.89, the open interest changed by 13 which increased total open position to 338
On 11 Dec SOLARINDS was trading at 12458.00. The strike last trading price was 66, which was -3.2 lower than the previous day. The implied volatity was 27.60, the open interest changed by 26 which increased total open position to 329
On 10 Dec SOLARINDS was trading at 12456.00. The strike last trading price was 75, which was 21.15 higher than the previous day. The implied volatity was 27.97, the open interest changed by 4 which increased total open position to 303
On 9 Dec SOLARINDS was trading at 12588.00. The strike last trading price was 54.8, which was -41.05 lower than the previous day. The implied volatity was 28.15, the open interest changed by 75 which increased total open position to 304
On 8 Dec SOLARINDS was trading at 12436.00. The strike last trading price was 96.75, which was 67.6 higher than the previous day. The implied volatity was 29.79, the open interest changed by 230 which increased total open position to 231
On 5 Dec SOLARINDS was trading at 12819.00. The strike last trading price was 29.15, which was -133.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Dec SOLARINDS was trading at 12835.00. The strike last trading price was 29.15, which was -133.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0































































































































































































































