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Historical option data for SOLARINDS

20 May 2026 04:10 PM IST
SOLARINDS 26-May-2026 (5d) 17250 CE
Delta: 0.88
Vega: 0.05
Theta: -14.92
Gamma: 0.00021
Date Close Ltp Change IV Volume OI Chg OI
20 May 18210.00 1096.85 136.85 (14.26%) 38.37 5 1 77
19 May 18116.00 960 -30.15 (-3.04%) 38.88 73 -5 77
18 May 18019.00 985.9 363.1 (58.30%) 46.68 1,512 -129 84
15 May 17314.00 571 218.35 (61.92%) 43.1 3,396 150 213
14 May 16665.00 360 242 (205.08%) 48.01 372 31 63
13 May 15787.00 118 10.25 (9.51%) 0 9 1 32
12 May 15585.00 107.75 -109.25 (-50.35%) 0 21 -4 33
11 May 16263.00 215 18.9 (9.64%) 0 86 0 38
8 May 16105.00 198.05 53.7 (37.20%) 39.64 75 10 40
7 May 15887.00 144.3 10.3 (7.69%) 38.44 29 4 28
6 May 15740.00 134 -39.85 (-22.92%) 38.9 36 13 24
5 May 15845.00 173.65 24.05 (16.08%) 40.08 21 6 8
4 May 15459.00 153.3 -3.5 (-2.23%) - 0 0 2
30 Apr 15439.00 153.3 3.1 (2.06%) 40.64 11 1 3
29 Apr 15377.00 150.2 113.8 (312.64%) 39.99 4 0 0
28 Apr 15304.00 0 0 - 0 0 0
27 Apr 15259.00 0 0 - 0 0 0
24 Apr 15056.00 0 0 - 0 0 0


For Solar Industries (I) Ltd - strike price 17250 expiring on 26MAY2026

Delta for 17250 CE is 0.88

Historical price for 17250 CE is as follows

On 20 May SOLARINDS was trading at 18210.00. The strike last trading price was 1096.85, which was 136.85 higher than the previous day. The implied volatity was 38.37, the open interest changed by 1 which increased total open position to 77


On 19 May SOLARINDS was trading at 18116.00. The strike last trading price was 960, which was -30.15 lower than the previous day. The implied volatity was 38.88, the open interest changed by -5 which decreased total open position to 77


On 18 May SOLARINDS was trading at 18019.00. The strike last trading price was 985.9, which was 363.1 higher than the previous day. The implied volatity was 46.68, the open interest changed by -129 which decreased total open position to 84


On 15 May SOLARINDS was trading at 17314.00. The strike last trading price was 571, which was 218.35 higher than the previous day. The implied volatity was 43.1, the open interest changed by 150 which increased total open position to 213


On 14 May SOLARINDS was trading at 16665.00. The strike last trading price was 360, which was 242 higher than the previous day. The implied volatity was 48.01, the open interest changed by 31 which increased total open position to 63


On 13 May SOLARINDS was trading at 15787.00. The strike last trading price was 118, which was 10.25 higher than the previous day. The implied volatity was 0, the open interest changed by 1 which increased total open position to 32


On 12 May SOLARINDS was trading at 15585.00. The strike last trading price was 107.75, which was -109.25 lower than the previous day. The implied volatity was 0, the open interest changed by -4 which decreased total open position to 33


On 11 May SOLARINDS was trading at 16263.00. The strike last trading price was 215, which was 18.9 higher than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 38


On 8 May SOLARINDS was trading at 16105.00. The strike last trading price was 198.05, which was 53.7 higher than the previous day. The implied volatity was 39.64, the open interest changed by 10 which increased total open position to 40


On 7 May SOLARINDS was trading at 15887.00. The strike last trading price was 144.3, which was 10.3 higher than the previous day. The implied volatity was 38.44, the open interest changed by 4 which increased total open position to 28


On 6 May SOLARINDS was trading at 15740.00. The strike last trading price was 134, which was -39.85 lower than the previous day. The implied volatity was 38.9, the open interest changed by 13 which increased total open position to 24


On 5 May SOLARINDS was trading at 15845.00. The strike last trading price was 173.65, which was 24.05 higher than the previous day. The implied volatity was 40.08, the open interest changed by 6 which increased total open position to 8


On 4 May SOLARINDS was trading at 15459.00. The strike last trading price was 153.3, which was -3.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 30 Apr SOLARINDS was trading at 15439.00. The strike last trading price was 153.3, which was 3.1 higher than the previous day. The implied volatity was 40.64, the open interest changed by 1 which increased total open position to 3


On 29 Apr SOLARINDS was trading at 15377.00. The strike last trading price was 150.2, which was 113.8 higher than the previous day. The implied volatity was 39.99, the open interest changed by 0 which decreased total open position to 0


On 28 Apr SOLARINDS was trading at 15304.00. 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 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


SOLARINDS 26-May-2026 (5d) 17250 PE
Delta: -0.13
Vega: 0.05
Theta: -13.95
Gamma: 0.00021
Date Close Ltp Change IV Volume OI Chg OI
20 May 18210.00 62.6 -43.05 (-40.75%) 40.66 971 42 295
19 May 18116.00 101 -72.5 (-41.79%) 39.17 1,308 -30 256
18 May 18019.00 166.55 -319.85 (-65.76%) 43.52 3,153 197 294
15 May 17314.00 434.3 -1045.7 (-70.66%) 39.52 871 97 98
14 May 16665.00 1480 0 (0.00%) 0 0 0 1
13 May 15787.00 1480 0 (0.00%) 0 0 0 1
12 May 15585.00 1480 -20 (-1.33%) 0 1 0 1
11 May 16263.00 1500 0 (0.00%) 0 0 0 1
8 May 16105.00 1500 1500 (-65.05%) 45.16 0 0 1
7 May 15887.00 1500 -2792 (-65.05%) 45.16 1 0 0
6 May 15740.00 0 0 - 0 0 0
5 May 15845.00 0 0 - 0 0 0
4 May 15459.00 0 0 - 0 0 0
30 Apr 15439.00 0 0 - 0 0 0
29 Apr 15377.00 0 0 - 0 0 0
28 Apr 15304.00 0 0 - 0 0 0
27 Apr 15259.00 0 0 - 0 0 0
24 Apr 15056.00 0 0 - 0 0 0


For Solar Industries (I) Ltd - strike price 17250 expiring on 26MAY2026

Delta for 17250 PE is -0.13

Historical price for 17250 PE is as follows

On 20 May SOLARINDS was trading at 18210.00. The strike last trading price was 62.6, which was -43.05 lower than the previous day. The implied volatity was 40.66, the open interest changed by 42 which increased total open position to 295


On 19 May SOLARINDS was trading at 18116.00. The strike last trading price was 101, which was -72.5 lower than the previous day. The implied volatity was 39.17, the open interest changed by -30 which decreased total open position to 256


On 18 May SOLARINDS was trading at 18019.00. The strike last trading price was 166.55, which was -319.85 lower than the previous day. The implied volatity was 43.52, the open interest changed by 197 which increased total open position to 294


On 15 May SOLARINDS was trading at 17314.00. The strike last trading price was 434.3, which was -1045.7 lower than the previous day. The implied volatity was 39.52, the open interest changed by 97 which increased total open position to 98


On 14 May SOLARINDS was trading at 16665.00. The strike last trading price was 1480, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 1


On 13 May SOLARINDS was trading at 15787.00. The strike last trading price was 1480, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 1


On 12 May SOLARINDS was trading at 15585.00. The strike last trading price was 1480, which was -20 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 1


On 11 May SOLARINDS was trading at 16263.00. The strike last trading price was 1500, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 1


On 8 May SOLARINDS was trading at 16105.00. The strike last trading price was 1500, which was 1500 higher than the previous day. The implied volatity was 45.16, the open interest changed by 0 which decreased total open position to 1


On 7 May SOLARINDS was trading at 15887.00. The strike last trading price was 1500, which was -2792 lower than the previous day. The implied volatity was 45.16, the open interest changed by 0 which decreased total open position to 0


On 6 May SOLARINDS was trading at 15740.00. 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 5 May SOLARINDS was trading at 15845.00. 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 4 May SOLARINDS was trading at 15459.00. 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 30 Apr SOLARINDS was trading at 15439.00. 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 29 Apr SOLARINDS was trading at 15377.00. 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 28 Apr SOLARINDS was trading at 15304.00. 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 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