SOLARINDS
Solar Industries (I) Ltd
Historical option data for SOLARINDS
25 Apr 2025 04:13 PM IST
| SOLARINDS 29MAY2025 12000 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.74
Vega: 12.68
Theta: -9.42
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 25 Apr | 12757.00 | 1077.5 | -272.5 | 38.33 | 9 | 0 | 12 | |||
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| 24 Apr | 13247.00 | 1350 | 203 | 24.38 | 8 | 5 | 12 | |||
| 23 Apr | 13084.00 | 1147 | -3 | - | 10 | 0 | 17 | |||
| 22 Apr | 12834.00 | 1150 | 250 | 33.62 | 13 | 10 | 16 | |||
| 21 Apr | 12475.00 | 900 | 162.85 | 34.08 | 3 | 1 | 5 | |||
| 17 Apr | 12233.00 | 737.15 | 337.15 | 32.34 | 4 | 3 | 4 | |||
For Solar Industries (I) Ltd - strike price 12000 expiring on 29MAY2025
Delta for 12000 CE is 0.74
Historical price for 12000 CE is as follows
On 25 Apr SOLARINDS was trading at 12757.00. The strike last trading price was 1077.5, which was -272.5 lower than the previous day. The implied volatity was 38.33, the open interest changed by 0 which decreased total open position to 12
On 24 Apr SOLARINDS was trading at 13247.00. The strike last trading price was 1350, which was 203 higher than the previous day. The implied volatity was 24.38, the open interest changed by 5 which increased total open position to 12
On 23 Apr SOLARINDS was trading at 13084.00. The strike last trading price was 1147, which was -3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 17
On 22 Apr SOLARINDS was trading at 12834.00. The strike last trading price was 1150, which was 250 higher than the previous day. The implied volatity was 33.62, the open interest changed by 10 which increased total open position to 16
On 21 Apr SOLARINDS was trading at 12475.00. The strike last trading price was 900, which was 162.85 higher than the previous day. The implied volatity was 34.08, the open interest changed by 1 which increased total open position to 5
On 17 Apr SOLARINDS was trading at 12233.00. The strike last trading price was 737.15, which was 337.15 higher than the previous day. The implied volatity was 32.34, the open interest changed by 3 which increased total open position to 4
| SOLARINDS 29MAY2025 12000 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.28
Vega: 13.16
Theta: -7.37
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 25 Apr | 12757.00 | 321.7 | 161.5 | 43.65 | 445 | -15 | 167 |
| 24 Apr | 13247.00 | 163.8 | -19.65 | 40.03 | 179 | 42 | 182 |
| 23 Apr | 13084.00 | 180.35 | -51.35 | 38.42 | 210 | 92 | 140 |
| 22 Apr | 12834.00 | 230.2 | -138.6 | 37.86 | 47 | 29 | 46 |
| 21 Apr | 12475.00 | 368.8 | -56.2 | 40.24 | 16 | 1 | 19 |
| 17 Apr | 12233.00 | 425 | -175 | 36.49 | 19 | 18 | 19 |
For Solar Industries (I) Ltd - strike price 12000 expiring on 29MAY2025
Delta for 12000 PE is -0.28
Historical price for 12000 PE is as follows
On 25 Apr SOLARINDS was trading at 12757.00. The strike last trading price was 321.7, which was 161.5 higher than the previous day. The implied volatity was 43.65, the open interest changed by -15 which decreased total open position to 167
On 24 Apr SOLARINDS was trading at 13247.00. The strike last trading price was 163.8, which was -19.65 lower than the previous day. The implied volatity was 40.03, the open interest changed by 42 which increased total open position to 182
On 23 Apr SOLARINDS was trading at 13084.00. The strike last trading price was 180.35, which was -51.35 lower than the previous day. The implied volatity was 38.42, the open interest changed by 92 which increased total open position to 140
On 22 Apr SOLARINDS was trading at 12834.00. The strike last trading price was 230.2, which was -138.6 lower than the previous day. The implied volatity was 37.86, the open interest changed by 29 which increased total open position to 46
On 21 Apr SOLARINDS was trading at 12475.00. The strike last trading price was 368.8, which was -56.2 lower than the previous day. The implied volatity was 40.24, the open interest changed by 1 which increased total open position to 19
On 17 Apr SOLARINDS was trading at 12233.00. The strike last trading price was 425, which was -175 lower than the previous day. The implied volatity was 36.49, the open interest changed by 18 which increased total open position to 19
