Historical option data for SOLARINDS
20 May 2026 04:10 PM IST
| SOLARINDS 26-May-2026 (5d) 17500 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.87
Vega: 0.05
Theta: -12.87
Gamma: 0.00028
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 20 May | 18210.00 | 869.85 | 90.5 (11.61%) | 31.09 | 223 | -38 | 361 | |||||||||
| 19 May | 18116.00 | 788.55 | -19.1 (-2.36%) | 40.36 | 640 | -163 | 401 | |||||||||
| 18 May | 18019.00 | 800.35 | 290.7 (57.04%) | 45.59 | 9,765 | -294 | 565 | |||||||||
| 15 May | 17314.00 | 463.2 | 180.4 (63.79%) | 43.99 | 10,285 | 422 | 858 | |||||||||
| 14 May | 16665.00 | 284 | 194.45 (217.14%) | 48.14 | 4,344 | 61 | 439 | |||||||||
| 13 May | 15787.00 | 90.85 | 13.45 (17.38%) | 46.77 | 1,566 | -37 | 382 | |||||||||
| 12 May | 15585.00 | 84 | -82.4 (-49.52%) | 0 | 472 | -7 | 418 | |||||||||
| 11 May | 16263.00 | 166.6 | 18.1 (12.19%) | 0 | 994 | -76 | 426 | |||||||||
| 8 May | 16105.00 | 146.45 | 30.65 (26.47%) | 39.52 | 3,286 | 183 | 549 | |||||||||
| 7 May | 15887.00 | 125.55 | 30.85 (32.58%) | 39.17 | 473 | -6 | 365 | |||||||||
| 6 May | 15740.00 | 87.9 | -57.95 (-39.73%) | 38.08 | 564 | -28 | 375 | |||||||||
| 5 May | 15845.00 | 152.8 | 63.05 (70.25%) | 41.98 | 614 | 56 | 403 | |||||||||
| 4 May | 15459.00 | 92.65 | -25.75 (-21.75%) | 39.77 | 292 | 76 | 347 | |||||||||
| 30 Apr | 15439.00 | 120 | 12.15 (11.27%) | 40.23 | 710 | 64 | 335 | |||||||||
| 29 Apr | 15377.00 | 105 | -12.5 (-10.64%) | 38.86 | 358 | 99 | 271 | |||||||||
| 28 Apr | 15304.00 | 121.35 | -10.6 (-8.03%) | 41.08 | 154 | 15 | 171 | |||||||||
| 27 Apr | 15259.00 | 137.5 | -5.95 (-4.15%) | 42.53 | 201 | -1 | 157 | |||||||||
| 24 Apr | 15056.00 | 148 | -51.15 (-25.68%) | 44.56 | 327 | 46 | 144 | |||||||||
| 23 Apr | 15747.00 | 190.05 | 179.95 (1781.68%) | 38 | 141 | 98 | 98 | |||||||||
For Solar Industries (I) Ltd - strike price 17500 expiring on 26MAY2026
Delta for 17500 CE is 0.87
Historical price for 17500 CE is as follows
On 20 May SOLARINDS was trading at 18210.00. The strike last trading price was 869.85, which was 90.5 higher than the previous day. The implied volatity was 31.09, the open interest changed by -38 which decreased total open position to 361
On 19 May SOLARINDS was trading at 18116.00. The strike last trading price was 788.55, which was -19.1 lower than the previous day. The implied volatity was 40.36, the open interest changed by -163 which decreased total open position to 401
On 18 May SOLARINDS was trading at 18019.00. The strike last trading price was 800.35, which was 290.7 higher than the previous day. The implied volatity was 45.59, the open interest changed by -294 which decreased total open position to 565
On 15 May SOLARINDS was trading at 17314.00. The strike last trading price was 463.2, which was 180.4 higher than the previous day. The implied volatity was 43.99, the open interest changed by 422 which increased total open position to 858
On 14 May SOLARINDS was trading at 16665.00. The strike last trading price was 284, which was 194.45 higher than the previous day. The implied volatity was 48.14, the open interest changed by 61 which increased total open position to 439
On 13 May SOLARINDS was trading at 15787.00. The strike last trading price was 90.85, which was 13.45 higher than the previous day. The implied volatity was 46.77, the open interest changed by -37 which decreased total open position to 382
On 12 May SOLARINDS was trading at 15585.00. The strike last trading price was 84, which was -82.4 lower than the previous day. The implied volatity was 0, the open interest changed by -7 which decreased total open position to 418
On 11 May SOLARINDS was trading at 16263.00. The strike last trading price was 166.6, which was 18.1 higher than the previous day. The implied volatity was 0, the open interest changed by -76 which decreased total open position to 426
On 8 May SOLARINDS was trading at 16105.00. The strike last trading price was 146.45, which was 30.65 higher than the previous day. The implied volatity was 39.52, the open interest changed by 183 which increased total open position to 549
On 7 May SOLARINDS was trading at 15887.00. The strike last trading price was 125.55, which was 30.85 higher than the previous day. The implied volatity was 39.17, the open interest changed by -6 which decreased total open position to 365
On 6 May SOLARINDS was trading at 15740.00. The strike last trading price was 87.9, which was -57.95 lower than the previous day. The implied volatity was 38.08, the open interest changed by -28 which decreased total open position to 375
On 5 May SOLARINDS was trading at 15845.00. The strike last trading price was 152.8, which was 63.05 higher than the previous day. The implied volatity was 41.98, the open interest changed by 56 which increased total open position to 403
On 4 May SOLARINDS was trading at 15459.00. The strike last trading price was 92.65, which was -25.75 lower than the previous day. The implied volatity was 39.77, the open interest changed by 76 which increased total open position to 347
On 30 Apr SOLARINDS was trading at 15439.00. The strike last trading price was 120, which was 12.15 higher than the previous day. The implied volatity was 40.23, the open interest changed by 64 which increased total open position to 335
On 29 Apr SOLARINDS was trading at 15377.00. The strike last trading price was 105, which was -12.5 lower than the previous day. The implied volatity was 38.86, the open interest changed by 99 which increased total open position to 271
On 28 Apr SOLARINDS was trading at 15304.00. The strike last trading price was 121.35, which was -10.6 lower than the previous day. The implied volatity was 41.08, the open interest changed by 15 which increased total open position to 171
On 27 Apr SOLARINDS was trading at 15259.00. The strike last trading price was 137.5, which was -5.95 lower than the previous day. The implied volatity was 42.53, the open interest changed by -1 which decreased total open position to 157
On 24 Apr SOLARINDS was trading at 15056.00. The strike last trading price was 148, which was -51.15 lower than the previous day. The implied volatity was 44.56, the open interest changed by 46 which increased total open position to 144
On 23 Apr SOLARINDS was trading at 15747.00. The strike last trading price was 190.05, which was 179.95 higher than the previous day. The implied volatity was 38, the open interest changed by 98 which increased total open position to 98
| SOLARINDS 26-May-2026 (5d) 17500 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.18
Vega: 0.06
Theta: -16.98
Gamma: 0.00028
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 20 May | 18210.00 | 90 | -65.55 (-42.14%) | 38.33 | 3,414 | 71 | 566 |
| 19 May | 18116.00 | 155 | -79.5 (-33.90%) | 38.65 | 2,977 | -25 | 520 |
| 18 May | 18019.00 | 230 | -361.2 (-61.10%) | 41.78 | 7,308 | 392 | 565 |
| 15 May | 17314.00 | 565 | -1695 (-75.00%) | 39.51 | 689 | 184 | 186 |
| 14 May | 16665.00 | 2260 | 0 (0.00%) | 0 | 0 | 0 | 2 |
| 13 May | 15787.00 | 2260 | 0 (0.00%) | 0 | 0 | 0 | 2 |
| 12 May | 15585.00 | 2260 | 0 (0.00%) | 0 | 0 | 0 | 2 |
| 11 May | 16263.00 | 2260 | 0 (0.00%) | 0 | 0 | 0 | 2 |
| 8 May | 16105.00 | 2260 | 2260 | - | 0 | 0 | 2 |
| 7 May | 15887.00 | 2260 | 2260 | - | 0 | 0 | 2 |
| 6 May | 15740.00 | 2260 | 2260 | - | 0 | 0 | 2 |
| 5 May | 15845.00 | 2260 | 2260 | - | 0 | 0 | 2 |
| 4 May | 15459.00 | 2260 | 2260 | - | 0 | 0 | 2 |
| 30 Apr | 15439.00 | 2260 | 2260 | - | 0 | 0 | 2 |
| 29 Apr | 15377.00 | 2260 | 2260 | - | 0 | 0 | 2 |
| 28 Apr | 15304.00 | 2260 | 2260 (12.44%) | 37.6 | 0 | 0 | 2 |
| 27 Apr | 15259.00 | 2260 | 250 (12.44%) | 37.6 | 3 | 0 | 1 |
| 24 Apr | 15056.00 | 2010 | -3230.5 (-61.64%) | 44.56 | 1 | 0 | 0 |
| 23 Apr | 15747.00 | 0 | 0 | - | 0 | 0 | 0 |
For Solar Industries (I) Ltd - strike price 17500 expiring on 26MAY2026
Delta for 17500 PE is -0.18
Historical price for 17500 PE is as follows
On 20 May SOLARINDS was trading at 18210.00. The strike last trading price was 90, which was -65.55 lower than the previous day. The implied volatity was 38.33, the open interest changed by 71 which increased total open position to 566
On 19 May SOLARINDS was trading at 18116.00. The strike last trading price was 155, which was -79.5 lower than the previous day. The implied volatity was 38.65, the open interest changed by -25 which decreased total open position to 520
On 18 May SOLARINDS was trading at 18019.00. The strike last trading price was 230, which was -361.2 lower than the previous day. The implied volatity was 41.78, the open interest changed by 392 which increased total open position to 565
On 15 May SOLARINDS was trading at 17314.00. The strike last trading price was 565, which was -1695 lower than the previous day. The implied volatity was 39.51, the open interest changed by 184 which increased total open position to 186
On 14 May SOLARINDS was trading at 16665.00. The strike last trading price was 2260, 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 2
On 13 May SOLARINDS was trading at 15787.00. The strike last trading price was 2260, 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 2
On 12 May SOLARINDS was trading at 15585.00. The strike last trading price was 2260, 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 2
On 11 May SOLARINDS was trading at 16263.00. The strike last trading price was 2260, 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 2
On 8 May SOLARINDS was trading at 16105.00. The strike last trading price was 2260, which was 2260 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 7 May SOLARINDS was trading at 15887.00. The strike last trading price was 2260, which was 2260 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 6 May SOLARINDS was trading at 15740.00. The strike last trading price was 2260, which was 2260 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 5 May SOLARINDS was trading at 15845.00. The strike last trading price was 2260, which was 2260 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 4 May SOLARINDS was trading at 15459.00. The strike last trading price was 2260, which was 2260 higher 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 2260, which was 2260 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 29 Apr SOLARINDS was trading at 15377.00. The strike last trading price was 2260, which was 2260 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 28 Apr SOLARINDS was trading at 15304.00. The strike last trading price was 2260, which was 2260 higher than the previous day. The implied volatity was 37.6, the open interest changed by 0 which decreased total open position to 2
On 27 Apr SOLARINDS was trading at 15259.00. The strike last trading price was 2260, which was 250 higher than the previous day. The implied volatity was 37.6, the open interest changed by 0 which decreased total open position to 1
On 24 Apr SOLARINDS was trading at 15056.00. The strike last trading price was 2010, which was -3230.5 lower than the previous day. The implied volatity was 44.56, 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
