SOLARINDS
Solar Industries (I) Ltd
Historical option data for SOLARINDS
02 Jan 2026 04:13 PM IST
| SOLARINDS 27-JAN-2026 12750 CE | ||||||||||||||||
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Delta: 0.37
Vega: 12.17
Theta: -7.93
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 2 Jan | 12336.00 | 218 | 27.45 | 27.68 | 191 | 4 | 391 | |||||||||
| 1 Jan | 12166.00 | 187.65 | -38.1 | 28.27 | 212 | 9 | 387 | |||||||||
| 31 Dec | 12252.00 | 222.05 | 20.1 | 28.74 | 857 | -4 | 379 | |||||||||
| 30 Dec | 12028.00 | 231.8 | -67 | 28.04 | 1,158 | -39 | 383 | |||||||||
| 29 Dec | 12331.00 | 290 | -84.7 | 30.99 | 252 | 79 | 421 | |||||||||
| 26 Dec | 12437.00 | 379.4 | 26.05 | 30.64 | 565 | 130 | 341 | |||||||||
| 24 Dec | 12485.00 | 355 | -50 | 28.16 | 267 | 67 | 213 | |||||||||
| 23 Dec | 12545.00 | 405 | -30.8 | 30.00 | 184 | 101 | 143 | |||||||||
| 22 Dec | 12620.00 | 455.25 | 281.7 | 28.88 | 63 | 35 | 38 | |||||||||
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| 19 Dec | 11911.00 | 173 | -1.15 | 26.77 | 2 | 0 | 5 | |||||||||
| 18 Dec | 11772.00 | 174.15 | -225.85 | 29.77 | 1 | 0 | 5 | |||||||||
| 17 Dec | 11815.00 | 180.95 | -219.05 | 29.89 | 4 | 3 | 5 | |||||||||
| 16 Dec | 11918.00 | 400 | -815.55 | - | 0 | 0 | 2 | |||||||||
| 15 Dec | 12196.00 | 400 | -815.55 | - | 0 | 0 | 0 | |||||||||
| 12 Dec | 12304.00 | 400 | -815.55 | - | 0 | 0 | 2 | |||||||||
| 11 Dec | 12458.00 | 400 | -815.55 | - | 0 | 0 | 2 | |||||||||
| 10 Dec | 12456.00 | 400 | -815.55 | - | 0 | 0 | 2 | |||||||||
| 5 Dec | 12819.00 | 1215.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 28 Nov | 13272.00 | 1215.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Nov | 13353.00 | 1215.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 26 Nov | 13460.00 | 1215.55 | 0 | - | 0 | 0 | 0 | |||||||||
For Solar Industries (I) Ltd - strike price 12750 expiring on 27JAN2026
Delta for 12750 CE is 0.37
Historical price for 12750 CE is as follows
On 2 Jan SOLARINDS was trading at 12336.00. The strike last trading price was 218, which was 27.45 higher than the previous day. The implied volatity was 27.68, the open interest changed by 4 which increased total open position to 391
On 1 Jan SOLARINDS was trading at 12166.00. The strike last trading price was 187.65, which was -38.1 lower than the previous day. The implied volatity was 28.27, the open interest changed by 9 which increased total open position to 387
On 31 Dec SOLARINDS was trading at 12252.00. The strike last trading price was 222.05, which was 20.1 higher than the previous day. The implied volatity was 28.74, the open interest changed by -4 which decreased total open position to 379
On 30 Dec SOLARINDS was trading at 12028.00. The strike last trading price was 231.8, which was -67 lower than the previous day. The implied volatity was 28.04, the open interest changed by -39 which decreased total open position to 383
On 29 Dec SOLARINDS was trading at 12331.00. The strike last trading price was 290, which was -84.7 lower than the previous day. The implied volatity was 30.99, the open interest changed by 79 which increased total open position to 421
On 26 Dec SOLARINDS was trading at 12437.00. The strike last trading price was 379.4, which was 26.05 higher than the previous day. The implied volatity was 30.64, the open interest changed by 130 which increased total open position to 341
On 24 Dec SOLARINDS was trading at 12485.00. The strike last trading price was 355, which was -50 lower than the previous day. The implied volatity was 28.16, the open interest changed by 67 which increased total open position to 213
On 23 Dec SOLARINDS was trading at 12545.00. The strike last trading price was 405, which was -30.8 lower than the previous day. The implied volatity was 30.00, the open interest changed by 101 which increased total open position to 143
On 22 Dec SOLARINDS was trading at 12620.00. The strike last trading price was 455.25, which was 281.7 higher than the previous day. The implied volatity was 28.88, the open interest changed by 35 which increased total open position to 38
On 19 Dec SOLARINDS was trading at 11911.00. The strike last trading price was 173, which was -1.15 lower than the previous day. The implied volatity was 26.77, the open interest changed by 0 which decreased total open position to 5
On 18 Dec SOLARINDS was trading at 11772.00. The strike last trading price was 174.15, which was -225.85 lower than the previous day. The implied volatity was 29.77, the open interest changed by 0 which decreased total open position to 5
On 17 Dec SOLARINDS was trading at 11815.00. The strike last trading price was 180.95, which was -219.05 lower than the previous day. The implied volatity was 29.89, the open interest changed by 3 which increased total open position to 5
On 16 Dec SOLARINDS was trading at 11918.00. The strike last trading price was 400, which was -815.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 15 Dec SOLARINDS was trading at 12196.00. The strike last trading price was 400, which was -815.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Dec SOLARINDS was trading at 12304.00. The strike last trading price was 400, which was -815.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 11 Dec SOLARINDS was trading at 12458.00. The strike last trading price was 400, which was -815.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 10 Dec SOLARINDS was trading at 12456.00. The strike last trading price was 400, which was -815.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 5 Dec SOLARINDS was trading at 12819.00. The strike last trading price was 1215.55, 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 28 Nov SOLARINDS was trading at 13272.00. The strike last trading price was 1215.55, 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 27 Nov SOLARINDS was trading at 13353.00. The strike last trading price was 1215.55, 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 26 Nov SOLARINDS was trading at 13460.00. The strike last trading price was 1215.55, 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 27JAN2026 12750 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.61
Vega: 12.36
Theta: -5.56
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 2 Jan | 12336.00 | 600 | -63.5 | 31.51 | 22 | 0 | 100 |
| 1 Jan | 12166.00 | 663.5 | -211.5 | - | 0 | 0 | 100 |
| 31 Dec | 12252.00 | 663.5 | -211.5 | 32.56 | 15 | 10 | 99 |
| 30 Dec | 12028.00 | 875 | 265.5 | 49.27 | 51 | 32 | 88 |
| 29 Dec | 12331.00 | 609.5 | 26.3 | 30.27 | 36 | 31 | 54 |
| 26 Dec | 12437.00 | 558.95 | 140.15 | 32.06 | 24 | 19 | 19 |
| 24 Dec | 12485.00 | 418.8 | -146.4 | 21.56 | 2 | 0 | 0 |
| 23 Dec | 12545.00 | 565.2 | 0 | - | 0 | 0 | 0 |
| 22 Dec | 12620.00 | 565.2 | 0 | 0.15 | 0 | 0 | 0 |
| 19 Dec | 11911.00 | 565.2 | 0 | - | 0 | 0 | 0 |
| 18 Dec | 11772.00 | 565.2 | 0 | - | 0 | 0 | 0 |
| 17 Dec | 11815.00 | 565.2 | 0 | - | 0 | 0 | 0 |
| 16 Dec | 11918.00 | 565.2 | 0 | - | 0 | 0 | 0 |
| 15 Dec | 12196.00 | 565.2 | 0 | - | 0 | 0 | 0 |
| 12 Dec | 12304.00 | 565.2 | 0 | - | 0 | 0 | 0 |
| 11 Dec | 12458.00 | 565.2 | 0 | - | 0 | 0 | 0 |
| 10 Dec | 12456.00 | 565.2 | 0 | - | 0 | 0 | 0 |
| 5 Dec | 12819.00 | 565.2 | 0 | - | 0 | 0 | 0 |
| 28 Nov | 13272.00 | 565.2 | 0 | 3.52 | 0 | 0 | 0 |
| 27 Nov | 13353.00 | 565.2 | 0 | 3.72 | 0 | 0 | 0 |
| 26 Nov | 13460.00 | 565.2 | 0 | 4.01 | 0 | 0 | 0 |
For Solar Industries (I) Ltd - strike price 12750 expiring on 27JAN2026
Delta for 12750 PE is -0.61
Historical price for 12750 PE is as follows
On 2 Jan SOLARINDS was trading at 12336.00. The strike last trading price was 600, which was -63.5 lower than the previous day. The implied volatity was 31.51, the open interest changed by 0 which decreased total open position to 100
On 1 Jan SOLARINDS was trading at 12166.00. The strike last trading price was 663.5, which was -211.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 100
On 31 Dec SOLARINDS was trading at 12252.00. The strike last trading price was 663.5, which was -211.5 lower than the previous day. The implied volatity was 32.56, the open interest changed by 10 which increased total open position to 99
On 30 Dec SOLARINDS was trading at 12028.00. The strike last trading price was 875, which was 265.5 higher than the previous day. The implied volatity was 49.27, the open interest changed by 32 which increased total open position to 88
On 29 Dec SOLARINDS was trading at 12331.00. The strike last trading price was 609.5, which was 26.3 higher than the previous day. The implied volatity was 30.27, the open interest changed by 31 which increased total open position to 54
On 26 Dec SOLARINDS was trading at 12437.00. The strike last trading price was 558.95, which was 140.15 higher than the previous day. The implied volatity was 32.06, the open interest changed by 19 which increased total open position to 19
On 24 Dec SOLARINDS was trading at 12485.00. The strike last trading price was 418.8, which was -146.4 lower than the previous day. The implied volatity was 21.56, the open interest changed by 0 which decreased total open position to 0
On 23 Dec SOLARINDS was trading at 12545.00. The strike last trading price was 565.2, 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 22 Dec SOLARINDS was trading at 12620.00. The strike last trading price was 565.2, which was 0 lower than the previous day. The implied volatity was 0.15, the open interest changed by 0 which decreased total open position to 0
On 19 Dec SOLARINDS was trading at 11911.00. The strike last trading price was 565.2, 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 18 Dec SOLARINDS was trading at 11772.00. The strike last trading price was 565.2, 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 17 Dec SOLARINDS was trading at 11815.00. The strike last trading price was 565.2, 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 16 Dec SOLARINDS was trading at 11918.00. The strike last trading price was 565.2, 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 15 Dec SOLARINDS was trading at 12196.00. The strike last trading price was 565.2, 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 12 Dec SOLARINDS was trading at 12304.00. The strike last trading price was 565.2, 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 11 Dec SOLARINDS was trading at 12458.00. The strike last trading price was 565.2, 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 10 Dec SOLARINDS was trading at 12456.00. The strike last trading price was 565.2, 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 5 Dec SOLARINDS was trading at 12819.00. The strike last trading price was 565.2, 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 Nov SOLARINDS was trading at 13272.00. The strike last trading price was 565.2, which was 0 lower than the previous day. The implied volatity was 3.52, the open interest changed by 0 which decreased total open position to 0
On 27 Nov SOLARINDS was trading at 13353.00. The strike last trading price was 565.2, which was 0 lower than the previous day. The implied volatity was 3.72, the open interest changed by 0 which decreased total open position to 0
On 26 Nov SOLARINDS was trading at 13460.00. The strike last trading price was 565.2, which was 0 lower than the previous day. The implied volatity was 4.01, the open interest changed by 0 which decreased total open position to 0































































































































































































































