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[--[65.84.65.76]--]
SOLARINDS
Solar Industries (I) Ltd

11317.05 443.50 (4.08%)

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Historical option data for SOLARINDS

11 Apr 2025 04:14 PM IST
SOLARINDS 24APR2025 12000 CE
Delta: 0.22
Vega: 6.33
Theta: -9.68
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
11 Apr 11317.05 97.05 46.5 37.05 1,186 -41 310
9 Apr 10873.55 51.55 -15.35 37.96 184 -23 355
8 Apr 10960.00 68.2 18.1 38.71 339 25 377
7 Apr 10645.25 54.15 -11.1 39.03 477 9 353
4 Apr 10987.10 65.65 -69.75 32.90 299 -20 345
3 Apr 11293.60 145.1 0.45 34.23 199 -13 362
2 Apr 11194.95 144.05 -11 36.14 226 3 374
1 Apr 11131.60 142.1 -37.55 37.97 1,072 59 373
28 Mar 11244.00 171.05 7.9 34.03 911 -31 314
27 Mar 10935.10 175 2.75 40.07 1,948 244 344
26 Mar 10981.40 184 71.95 41.18 258 59 98
25 Mar 10772.70 112.05 -2.95 37.52 18 10 38
24 Mar 10870.30 115 29 34.62 13 -1 27
21 Mar 10650.65 86 -264.1 33.95 51 30 30


For Solar Industries (I) Ltd - strike price 12000 expiring on 24APR2025

Delta for 12000 CE is 0.22

Historical price for 12000 CE is as follows

On 11 Apr SOLARINDS was trading at 11317.05. The strike last trading price was 97.05, which was 46.5 higher than the previous day. The implied volatity was 37.05, the open interest changed by -41 which decreased total open position to 310


On 9 Apr SOLARINDS was trading at 10873.55. The strike last trading price was 51.55, which was -15.35 lower than the previous day. The implied volatity was 37.96, the open interest changed by -23 which decreased total open position to 355


On 8 Apr SOLARINDS was trading at 10960.00. The strike last trading price was 68.2, which was 18.1 higher than the previous day. The implied volatity was 38.71, the open interest changed by 25 which increased total open position to 377


On 7 Apr SOLARINDS was trading at 10645.25. The strike last trading price was 54.15, which was -11.1 lower than the previous day. The implied volatity was 39.03, the open interest changed by 9 which increased total open position to 353


On 4 Apr SOLARINDS was trading at 10987.10. The strike last trading price was 65.65, which was -69.75 lower than the previous day. The implied volatity was 32.90, the open interest changed by -20 which decreased total open position to 345


On 3 Apr SOLARINDS was trading at 11293.60. The strike last trading price was 145.1, which was 0.45 higher than the previous day. The implied volatity was 34.23, the open interest changed by -13 which decreased total open position to 362


On 2 Apr SOLARINDS was trading at 11194.95. The strike last trading price was 144.05, which was -11 lower than the previous day. The implied volatity was 36.14, the open interest changed by 3 which increased total open position to 374


On 1 Apr SOLARINDS was trading at 11131.60. The strike last trading price was 142.1, which was -37.55 lower than the previous day. The implied volatity was 37.97, the open interest changed by 59 which increased total open position to 373


On 28 Mar SOLARINDS was trading at 11244.00. The strike last trading price was 171.05, which was 7.9 higher than the previous day. The implied volatity was 34.03, the open interest changed by -31 which decreased total open position to 314


On 27 Mar SOLARINDS was trading at 10935.10. The strike last trading price was 175, which was 2.75 higher than the previous day. The implied volatity was 40.07, the open interest changed by 244 which increased total open position to 344


On 26 Mar SOLARINDS was trading at 10981.40. The strike last trading price was 184, which was 71.95 higher than the previous day. The implied volatity was 41.18, the open interest changed by 59 which increased total open position to 98


On 25 Mar SOLARINDS was trading at 10772.70. The strike last trading price was 112.05, which was -2.95 lower than the previous day. The implied volatity was 37.52, the open interest changed by 10 which increased total open position to 38


On 24 Mar SOLARINDS was trading at 10870.30. The strike last trading price was 115, which was 29 higher than the previous day. The implied volatity was 34.62, the open interest changed by -1 which decreased total open position to 27


On 21 Mar SOLARINDS was trading at 10650.65. The strike last trading price was 86, which was -264.1 lower than the previous day. The implied volatity was 33.95, the open interest changed by 30 which increased total open position to 30


SOLARINDS 24APR2025 12000 PE
Delta: -0.86
Vega: 4.81
Theta: -2.19
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
11 Apr 11317.05 695 -444.95 27.23 4 -1 9
9 Apr 10873.55 1139.95 -213.05 47.83 5 -4 11
8 Apr 10960.00 1353 0 0.00 0 2 0
7 Apr 10645.25 1353 453 63.43 5 3 16
4 Apr 10987.10 900 0 0.00 0 0 0
3 Apr 11293.60 900 0 0.00 0 0 0
2 Apr 11194.95 900 0 0.00 0 13 0
1 Apr 11131.60 900 -1186.75 28.91 13 12 12
28 Mar 11244.00 2086.75 0 - 0 0 0
27 Mar 10935.10 2086.75 0 - 0 0 0
26 Mar 10981.40 2086.75 0 - 0 0 0
25 Mar 10772.70 2086.75 0 - 0 0 0
24 Mar 10870.30 2086.75 0 - 0 0 0
21 Mar 10650.65 2086.75 0 - 0 0 0


For Solar Industries (I) Ltd - strike price 12000 expiring on 24APR2025

Delta for 12000 PE is -0.86

Historical price for 12000 PE is as follows

On 11 Apr SOLARINDS was trading at 11317.05. The strike last trading price was 695, which was -444.95 lower than the previous day. The implied volatity was 27.23, the open interest changed by -1 which decreased total open position to 9


On 9 Apr SOLARINDS was trading at 10873.55. The strike last trading price was 1139.95, which was -213.05 lower than the previous day. The implied volatity was 47.83, the open interest changed by -4 which decreased total open position to 11


On 8 Apr SOLARINDS was trading at 10960.00. The strike last trading price was 1353, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0


On 7 Apr SOLARINDS was trading at 10645.25. The strike last trading price was 1353, which was 453 higher than the previous day. The implied volatity was 63.43, the open interest changed by 3 which increased total open position to 16


On 4 Apr SOLARINDS was trading at 10987.10. The strike last trading price was 900, 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


On 3 Apr SOLARINDS was trading at 11293.60. The strike last trading price was 900, 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


On 2 Apr SOLARINDS was trading at 11194.95. The strike last trading price was 900, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 13 which increased total open position to 0


On 1 Apr SOLARINDS was trading at 11131.60. The strike last trading price was 900, which was -1186.75 lower than the previous day. The implied volatity was 28.91, the open interest changed by 12 which increased total open position to 12


On 28 Mar SOLARINDS was trading at 11244.00. The strike last trading price was 2086.75, 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 2086.75, 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 2086.75, 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 2086.75, 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 2086.75, 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 2086.75, 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