[--[65.84.65.76]--]

SOLARINDS

Solar Industries (I) Ltd
16105 +218.00 (1.37%)
L: 15900 H: 16199

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Historical option data for SOLARINDS

08 May 2026 04:10 PM IST
SOLARINDS 26-May-2026 (16d) 15750 CE
Delta: 0.63
Vega: 0.14
Theta: -15.27
Gamma: 0.00027
Date Close Ltp Change IV Volume OI Chg OI
8 May 16105.00 781.95 107.80000000000007 (15.99%) 38.72 78 -21 76
7 May 15887.00 683.75 106.60000000000002 (18.47%) 38.83 274 35 111
6 May 15740.00 555.35 -148.19999999999993 (-21.06%) 37.67 200 -21 74
5 May 15845.00 728.45 234.10000000000002 (47.36%) 43.32 189 30 97
4 May 15459.00 493.1 -48.69999999999993 (-8.99%) 38.26 139 16 69
30 Apr 15439.00 546.7 74.50000000000006 (15.78%) 39.61 101 6 59
29 Apr 15377.00 487.2 -21.05000000000001 (-4.14%) 39.62 84 5 52
28 Apr 15304.00 508.25 -45.200000000000045 (-8.17%) 39.46 14 -6 49
27 Apr 15259.00 553.45 65.80000000000007 (13.49%) 41.55 22 9 55
24 Apr 15056.00 487.65 -269.5 (-35.59%) 41.5 58 26 47
23 Apr 15747.00 757.5 704.45 (1327.90%) 39.31 56 20 20
22 Apr 15272.00 0 0 - 0 0 0
21 Apr 14949.00 0 0 - 0 0 0
20 Apr 14907.00 0 0 - 0 0 0
17 Apr 15089.00 0 0 - 0 0 0
16 Apr 14990.00 0 0 - 0 0 0
15 Apr 14886.00 0 0 - 0 0 0


For Solar Industries (I) Ltd - strike price 15750 expiring on 26MAY2026

Delta for 15750 CE is 0.63

Historical price for 15750 CE is as follows

On 8 May SOLARINDS was trading at 16105.00. The strike last trading price was 781.95, which was 107.80000000000007 higher than the previous day. The implied volatity was 38.72, the open interest changed by -21 which decreased total open position to 76


On 7 May SOLARINDS was trading at 15887.00. The strike last trading price was 683.75, which was 106.60000000000002 higher than the previous day. The implied volatity was 38.83, the open interest changed by 35 which increased total open position to 111


On 6 May SOLARINDS was trading at 15740.00. The strike last trading price was 555.35, which was -148.19999999999993 lower than the previous day. The implied volatity was 37.67, the open interest changed by -21 which decreased total open position to 74


On 5 May SOLARINDS was trading at 15845.00. The strike last trading price was 728.45, which was 234.10000000000002 higher than the previous day. The implied volatity was 43.32, the open interest changed by 30 which increased total open position to 97


On 4 May SOLARINDS was trading at 15459.00. The strike last trading price was 493.1, which was -48.69999999999993 lower than the previous day. The implied volatity was 38.26, the open interest changed by 16 which increased total open position to 69


On 30 Apr SOLARINDS was trading at 15439.00. The strike last trading price was 546.7, which was 74.50000000000006 higher than the previous day. The implied volatity was 39.61, the open interest changed by 6 which increased total open position to 59


On 29 Apr SOLARINDS was trading at 15377.00. The strike last trading price was 487.2, which was -21.05000000000001 lower than the previous day. The implied volatity was 39.62, the open interest changed by 5 which increased total open position to 52


On 28 Apr SOLARINDS was trading at 15304.00. The strike last trading price was 508.25, which was -45.200000000000045 lower than the previous day. The implied volatity was 39.46, the open interest changed by -6 which decreased total open position to 49


On 27 Apr SOLARINDS was trading at 15259.00. The strike last trading price was 553.45, which was 65.80000000000007 higher than the previous day. The implied volatity was 41.55, the open interest changed by 9 which increased total open position to 55


On 24 Apr SOLARINDS was trading at 15056.00. The strike last trading price was 487.65, which was -269.5 lower than the previous day. The implied volatity was 41.5, the open interest changed by 26 which increased total open position to 47


On 23 Apr SOLARINDS was trading at 15747.00. The strike last trading price was 757.5, which was 704.45 higher than the previous day. The implied volatity was 39.31, the open interest changed by 20 which increased total open position to 20


On 22 Apr SOLARINDS was trading at 15272.00. The strike last trading price was 0, 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 Apr SOLARINDS was trading at 14949.00. The strike last trading price was 0, 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 20 Apr SOLARINDS was trading at 14907.00. The strike last trading price was 0, 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 Apr SOLARINDS was trading at 15089.00. The strike last trading price was 0, 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 Apr SOLARINDS was trading at 14990.00. The strike last trading price was 0, 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 Apr SOLARINDS was trading at 14886.00. The strike last trading price was 0, 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 26-May-2026 (16d) 15750 PE
Delta: -0.36
Vega: 0.13
Theta: -12.1
Gamma: 0.00028
Date Close Ltp Change IV Volume OI Chg OI
8 May 16105.00 342 -94.10000000000002 (-21.58%) 36.76 261 22 94
7 May 15887.00 406 -137.95000000000005 (-25.36%) 35.74 112 -1 69
6 May 15740.00 550.2 38.200000000000045 (7.46%) 37.14 232 41 71
5 May 15845.00 506.5 -271.6 (-34.91%) 37.52 49 13 29
4 May 15459.00 778.1 65.64999999999998 (9.21%) 39.85 14 9 16
30 Apr 15439.00 712.45 -126.64999999999998 (-15.09%) 37.73 8 3 10
29 Apr 15377.00 839.1 37.85000000000002 (4.72%) 39.52 14 5 6
28 Apr 15304.00 801.25 -2751.6 (-77.45%) 35.19 1 0 0
27 Apr 15259.00 0 0 - 0 0 0
24 Apr 15056.00 0 0 - 0 0 0
23 Apr 15747.00 0 0 - 0 0 0
22 Apr 15272.00 0 0 - 0 0 0
21 Apr 14949.00 0 0 - 0 0 0
20 Apr 14907.00 0 0 - 0 0 0
17 Apr 15089.00 0 0 - 0 0 0
16 Apr 14990.00 0 0 - 0 0 0
15 Apr 14886.00 0 0 - 0 0 0


For Solar Industries (I) Ltd - strike price 15750 expiring on 26MAY2026

Delta for 15750 PE is -0.36

Historical price for 15750 PE is as follows

On 8 May SOLARINDS was trading at 16105.00. The strike last trading price was 342, which was -94.10000000000002 lower than the previous day. The implied volatity was 36.76, the open interest changed by 22 which increased total open position to 94


On 7 May SOLARINDS was trading at 15887.00. The strike last trading price was 406, which was -137.95000000000005 lower than the previous day. The implied volatity was 35.74, the open interest changed by -1 which decreased total open position to 69


On 6 May SOLARINDS was trading at 15740.00. The strike last trading price was 550.2, which was 38.200000000000045 higher than the previous day. The implied volatity was 37.14, the open interest changed by 41 which increased total open position to 71


On 5 May SOLARINDS was trading at 15845.00. The strike last trading price was 506.5, which was -271.6 lower than the previous day. The implied volatity was 37.52, the open interest changed by 13 which increased total open position to 29


On 4 May SOLARINDS was trading at 15459.00. The strike last trading price was 778.1, which was 65.64999999999998 higher than the previous day. The implied volatity was 39.85, the open interest changed by 9 which increased total open position to 16


On 30 Apr SOLARINDS was trading at 15439.00. The strike last trading price was 712.45, which was -126.64999999999998 lower than the previous day. The implied volatity was 37.73, the open interest changed by 3 which increased total open position to 10


On 29 Apr SOLARINDS was trading at 15377.00. The strike last trading price was 839.1, which was 37.85000000000002 higher than the previous day. The implied volatity was 39.52, the open interest changed by 5 which increased total open position to 6


On 28 Apr SOLARINDS was trading at 15304.00. The strike last trading price was 801.25, which was -2751.6 lower than the previous day. The implied volatity was 35.19, the open interest changed by 0 which decreased total open position to 0


On 27 Apr SOLARINDS was trading at 15259.00. The strike last trading price was 0, 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 Apr SOLARINDS was trading at 15056.00. The strike last trading price was 0, 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 23 Apr SOLARINDS was trading at 15747.00. The strike last trading price was 0, 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 Apr SOLARINDS was trading at 15272.00. The strike last trading price was 0, 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 Apr SOLARINDS was trading at 14949.00. The strike last trading price was 0, 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 20 Apr SOLARINDS was trading at 14907.00. The strike last trading price was 0, 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 Apr SOLARINDS was trading at 15089.00. The strike last trading price was 0, 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 Apr SOLARINDS was trading at 14990.00. The strike last trading price was 0, 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 Apr SOLARINDS was trading at 14886.00. The strike last trading price was 0, 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