SOLARINDS
Solar Industries (I) Ltd
Historical option data for SOLARINDS
25 Apr 2025 04:13 PM IST
| SOLARINDS 29MAY2025 12500 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.62
Vega: 14.79
Theta: -9.50
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 25 Apr | 12757.00 | 710.65 | -367.35 | 34.67 | 28 | -6 | 59 | |||
| 24 Apr | 13247.00 | 1078 | 82.9 | 34.15 | 7 | 1 | 65 | |||
| 23 Apr | 13084.00 | 975 | 155 | 34.37 | 50 | -9 | 64 | |||
| 22 Apr | 12834.00 | 820 | 200.35 | 34.28 | 61 | 10 | 61 | |||
| 21 Apr | 12475.00 | 629.8 | 129.35 | 35.35 | 39 | 25 | 50 | |||
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| 17 Apr | 12233.00 | 490 | 220 | 32.85 | 31 | 7 | 8 | |||
For Solar Industries (I) Ltd - strike price 12500 expiring on 29MAY2025
Delta for 12500 CE is 0.62
Historical price for 12500 CE is as follows
On 25 Apr SOLARINDS was trading at 12757.00. The strike last trading price was 710.65, which was -367.35 lower than the previous day. The implied volatity was 34.67, the open interest changed by -6 which decreased total open position to 59
On 24 Apr SOLARINDS was trading at 13247.00. The strike last trading price was 1078, which was 82.9 higher than the previous day. The implied volatity was 34.15, the open interest changed by 1 which increased total open position to 65
On 23 Apr SOLARINDS was trading at 13084.00. The strike last trading price was 975, which was 155 higher than the previous day. The implied volatity was 34.37, the open interest changed by -9 which decreased total open position to 64
On 22 Apr SOLARINDS was trading at 12834.00. The strike last trading price was 820, which was 200.35 higher than the previous day. The implied volatity was 34.28, the open interest changed by 10 which increased total open position to 61
On 21 Apr SOLARINDS was trading at 12475.00. The strike last trading price was 629.8, which was 129.35 higher than the previous day. The implied volatity was 35.35, the open interest changed by 25 which increased total open position to 50
On 17 Apr SOLARINDS was trading at 12233.00. The strike last trading price was 490, which was 220 higher than the previous day. The implied volatity was 32.85, the open interest changed by 7 which increased total open position to 8
| SOLARINDS 29MAY2025 12500 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.39
Vega: 14.91
Theta: -7.35
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 25 Apr | 12757.00 | 465 | 180.3 | 40.34 | 103 | 1 | 56 |
| 24 Apr | 13247.00 | 294 | -38.2 | 40.12 | 26 | 9 | 55 |
| 23 Apr | 13084.00 | 343.2 | -66.25 | 39.93 | 50 | 9 | 45 |
| 22 Apr | 12834.00 | 410.05 | -139.95 | 38.70 | 34 | 19 | 31 |
| 21 Apr | 12475.00 | 550 | -1212.75 | 38.15 | 12 | 11 | 11 |
| 17 Apr | 12233.00 | 1762.75 | 0 | - | 0 | 0 | 0 |
For Solar Industries (I) Ltd - strike price 12500 expiring on 29MAY2025
Delta for 12500 PE is -0.39
Historical price for 12500 PE is as follows
On 25 Apr SOLARINDS was trading at 12757.00. The strike last trading price was 465, which was 180.3 higher than the previous day. The implied volatity was 40.34, the open interest changed by 1 which increased total open position to 56
On 24 Apr SOLARINDS was trading at 13247.00. The strike last trading price was 294, which was -38.2 lower than the previous day. The implied volatity was 40.12, the open interest changed by 9 which increased total open position to 55
On 23 Apr SOLARINDS was trading at 13084.00. The strike last trading price was 343.2, which was -66.25 lower than the previous day. The implied volatity was 39.93, the open interest changed by 9 which increased total open position to 45
On 22 Apr SOLARINDS was trading at 12834.00. The strike last trading price was 410.05, which was -139.95 lower than the previous day. The implied volatity was 38.70, the open interest changed by 19 which increased total open position to 31
On 21 Apr SOLARINDS was trading at 12475.00. The strike last trading price was 550, which was -1212.75 lower than the previous day. The implied volatity was 38.15, the open interest changed by 11 which increased total open position to 11
On 17 Apr SOLARINDS was trading at 12233.00. The strike last trading price was 1762.75, 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
