[--[65.84.65.76]--]

SOLARINDS

Solar Industries (I) Ltd
12485 -60.00 (-0.48%)
L: 12453 H: 12708

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Historical option data for SOLARINDS

24 Dec 2025 04:13 PM IST
SOLARINDS 27-JAN-2026 12750 CE
Delta: 0.46
Vega: 15.10
Theta: -7.72
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
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
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 0.46

Historical price for 12750 CE is as follows

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
Delta: -0.57
Vega: 14.97
Theta: -2.69
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
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 -0.57

Historical price for 12750 PE is as follows

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