SOLARINDS
Solar Industries (I) Ltd
Historical option data for SOLARINDS
11 Apr 2025 04:14 PM IST
| SOLARINDS 24APR2025 11750 CE | ||||||||||
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Delta: 0.33
Vega: 7.71
Theta: -12.46
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 11 Apr | 11317.05 | 171.35 | 13.9 | 38.74 | 18 | 4 | 5 | |||
| 9 Apr | 10873.55 | 157.45 | 75 | 48.63 | 1 | 0 | 0 | |||
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| 8 Apr | 10960.00 | 82.45 | 0 | 0.00 | 0 | -1 | 0 | |||
| 7 Apr | 10645.25 | 82.45 | -27.55 | 42.58 | 5 | 1 | 2 | |||
| 4 Apr | 10987.10 | 110 | -80 | 33.20 | 1 | 0 | 1 | |||
| 3 Apr | 11293.60 | 190 | 0 | 0.00 | 0 | 1 | 0 | |||
| 2 Apr | 11194.95 | 190 | -85.4 | 34.19 | 1 | 0 | 0 | |||
| 1 Apr | 11131.60 | 275.4 | 0 | 4.93 | 0 | 0 | 0 | |||
| 28 Mar | 11244.00 | 275.4 | 0 | 3.40 | 0 | 0 | 0 | |||
For Solar Industries (I) Ltd - strike price 11750 expiring on 24APR2025
Delta for 11750 CE is 0.33
Historical price for 11750 CE is as follows
On 11 Apr SOLARINDS was trading at 11317.05. The strike last trading price was 171.35, which was 13.9 higher than the previous day. The implied volatity was 38.74, the open interest changed by 4 which increased total open position to 5
On 9 Apr SOLARINDS was trading at 10873.55. The strike last trading price was 157.45, which was 75 higher than the previous day. The implied volatity was 48.63, the open interest changed by 0 which decreased total open position to 0
On 8 Apr SOLARINDS was trading at 10960.00. The strike last trading price was 82.45, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 7 Apr SOLARINDS was trading at 10645.25. The strike last trading price was 82.45, which was -27.55 lower than the previous day. The implied volatity was 42.58, the open interest changed by 1 which increased total open position to 2
On 4 Apr SOLARINDS was trading at 10987.10. The strike last trading price was 110, which was -80 lower than the previous day. The implied volatity was 33.20, the open interest changed by 0 which decreased total open position to 1
On 3 Apr SOLARINDS was trading at 11293.60. The strike last trading price was 190, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 2 Apr SOLARINDS was trading at 11194.95. The strike last trading price was 190, which was -85.4 lower than the previous day. The implied volatity was 34.19, the open interest changed by 0 which decreased total open position to 0
On 1 Apr SOLARINDS was trading at 11131.60. The strike last trading price was 275.4, which was 0 lower than the previous day. The implied volatity was 4.93, the open interest changed by 0 which decreased total open position to 0
On 28 Mar SOLARINDS was trading at 11244.00. The strike last trading price was 275.4, which was 0 lower than the previous day. The implied volatity was 3.40, the open interest changed by 0 which decreased total open position to 0
| SOLARINDS 24APR2025 11750 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.72
Vega: 7.14
Theta: -5.87
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 11 Apr | 11317.05 | 510.75 | -389.15 | 30.03 | 11 | -2 | 2 |
| 9 Apr | 10873.55 | 899.9 | 0.25 | 42.15 | 1 | 0 | 5 |
| 8 Apr | 10960.00 | 899.65 | 168.05 | 45.90 | 4 | 3 | 4 |
| 7 Apr | 10645.25 | 731.6 | 0 | 0.00 | 0 | -1 | 0 |
| 4 Apr | 10987.10 | 731.6 | 93.75 | 24.01 | 2 | 0 | 2 |
| 3 Apr | 11293.60 | 637.85 | -388.3 | 38.12 | 2 | 0 | 0 |
| 2 Apr | 11194.95 | 1026.15 | 0 | - | 0 | 0 | 0 |
| 1 Apr | 11131.60 | 1026.15 | 0 | - | 0 | 0 | 0 |
| 28 Mar | 11244.00 | 1026.15 | 0 | - | 0 | 0 | 0 |
For Solar Industries (I) Ltd - strike price 11750 expiring on 24APR2025
Delta for 11750 PE is -0.72
Historical price for 11750 PE is as follows
On 11 Apr SOLARINDS was trading at 11317.05. The strike last trading price was 510.75, which was -389.15 lower than the previous day. The implied volatity was 30.03, the open interest changed by -2 which decreased total open position to 2
On 9 Apr SOLARINDS was trading at 10873.55. The strike last trading price was 899.9, which was 0.25 higher than the previous day. The implied volatity was 42.15, the open interest changed by 0 which decreased total open position to 5
On 8 Apr SOLARINDS was trading at 10960.00. The strike last trading price was 899.65, which was 168.05 higher than the previous day. The implied volatity was 45.90, the open interest changed by 3 which increased total open position to 4
On 7 Apr SOLARINDS was trading at 10645.25. The strike last trading price was 731.6, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 4 Apr SOLARINDS was trading at 10987.10. The strike last trading price was 731.6, which was 93.75 higher than the previous day. The implied volatity was 24.01, the open interest changed by 0 which decreased total open position to 2
On 3 Apr SOLARINDS was trading at 11293.60. The strike last trading price was 637.85, which was -388.3 lower than the previous day. The implied volatity was 38.12, the open interest changed by 0 which decreased total open position to 0
On 2 Apr SOLARINDS was trading at 11194.95. The strike last trading price was 1026.15, 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 1 Apr SOLARINDS was trading at 11131.60. The strike last trading price was 1026.15, 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 28 Mar SOLARINDS was trading at 11244.00. The strike last trading price was 1026.15, 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
