Historical option data for SOLARINDS
26 May 2026 04:10 PM IST
| SOLARINDS 30-Jun-2026 (34d) 17500 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.72
Vega: 0.19
Theta: -11.25
Gamma: 0.00016
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 26 May | 18479.00 | 1490 | 59.2 (4.14%) | 37.5 | 21 | 7 | 120 | |||||||||
| 25 May | 18377.00 | 1450 | 172 (13.46%) | 36.18 | 25 | 9 | 114 | |||||||||
| 22 May | 18132.00 | 1278 | -142 (-10.00%) | 37.22 | 23 | -2 | 105 | |||||||||
| 21 May | 18392.00 | 1420 | 0 (0.00%) | 39.58 | 2 | 0 | 107 | |||||||||
| 20 May | 18210.00 | 1420 | 130 (10.08%) | 39.58 | 2 | -1 | 106 | |||||||||
| 19 May | 18116.00 | 1285.1 | -31.9 (-2.42%) | 37.3 | 66 | -32 | 107 | |||||||||
| 18 May | 18019.00 | 1316.9 | 325.9 (32.89%) | 39.88 | 270 | 70 | 140 | |||||||||
| 15 May | 17314.00 | 981.8 | 352.4 (55.99%) | 41.15 | 163 | 32 | 64 | |||||||||
| 14 May | 16665.00 | 629.4 | 289.4 (85.12%) | 39.31 | 29 | 21 | 33 | |||||||||
| 13 May | 15787.00 | 340 | 0 (0.00%) | 0 | 1 | 1 | 12 | |||||||||
| 12 May | 15585.00 | 340 | -80 (-19.05%) | 0 | 11 | -4 | 11 | |||||||||
| 11 May | 16263.00 | 420 | 0 (0.00%) | 0 | 0 | 0 | 15 | |||||||||
| 8 May | 16105.00 | 420 | 60 (16.67%) | 36.42 | 4 | 3 | 14 | |||||||||
| 7 May | 15887.00 | 360 | -30 (-7.69%) | 36.65 | 10 | 0 | 1 | |||||||||
| 6 May | 15740.00 | 390 | 0 (0.00%) | 36.96 | 0 | 0 | 1 | |||||||||
For Solar Industries (I) Ltd - strike price 17500 expiring on 30JUN2026
Delta for 17500 CE is 0.72
Historical price for 17500 CE is as follows
On 26 May SOLARINDS was trading at 18479.00. The strike last trading price was 1490, which was 59.2 higher than the previous day. The implied volatity was 37.5, the open interest changed by 7 which increased total open position to 120
On 25 May SOLARINDS was trading at 18377.00. The strike last trading price was 1450, which was 172 higher than the previous day. The implied volatity was 36.18, the open interest changed by 9 which increased total open position to 114
On 22 May SOLARINDS was trading at 18132.00. The strike last trading price was 1278, which was -142 lower than the previous day. The implied volatity was 37.22, the open interest changed by -2 which decreased total open position to 105
On 21 May SOLARINDS was trading at 18392.00. The strike last trading price was 1420, which was 0 lower than the previous day. The implied volatity was 39.58, the open interest changed by 0 which decreased total open position to 107
On 20 May SOLARINDS was trading at 18210.00. The strike last trading price was 1420, which was 130 higher than the previous day. The implied volatity was 39.58, the open interest changed by -1 which decreased total open position to 106
On 19 May SOLARINDS was trading at 18116.00. The strike last trading price was 1285.1, which was -31.9 lower than the previous day. The implied volatity was 37.3, the open interest changed by -32 which decreased total open position to 107
On 18 May SOLARINDS was trading at 18019.00. The strike last trading price was 1316.9, which was 325.9 higher than the previous day. The implied volatity was 39.88, the open interest changed by 70 which increased total open position to 140
On 15 May SOLARINDS was trading at 17314.00. The strike last trading price was 981.8, which was 352.4 higher than the previous day. The implied volatity was 41.15, the open interest changed by 32 which increased total open position to 64
On 14 May SOLARINDS was trading at 16665.00. The strike last trading price was 629.4, which was 289.4 higher than the previous day. The implied volatity was 39.31, the open interest changed by 21 which increased total open position to 33
On 13 May SOLARINDS was trading at 15787.00. The strike last trading price was 340, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 1 which increased total open position to 12
On 12 May SOLARINDS was trading at 15585.00. The strike last trading price was 340, which was -80 lower than the previous day. The implied volatity was 0, the open interest changed by -4 which decreased total open position to 11
On 11 May SOLARINDS was trading at 16263.00. The strike last trading price was 420, 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 15
On 8 May SOLARINDS was trading at 16105.00. The strike last trading price was 420, which was 60 higher than the previous day. The implied volatity was 36.42, the open interest changed by 3 which increased total open position to 14
On 7 May SOLARINDS was trading at 15887.00. The strike last trading price was 360, which was -30 lower than the previous day. The implied volatity was 36.65, the open interest changed by 0 which decreased total open position to 1
On 6 May SOLARINDS was trading at 15740.00. The strike last trading price was 390, which was 0 lower than the previous day. The implied volatity was 36.96, the open interest changed by 0 which decreased total open position to 1
| SOLARINDS 30-Jun-2026 (34d) 17500 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.27
Vega: 0.19
Theta: -7.15
Gamma: 0.00017
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 26 May | 18479.00 | 326.8 | -70.3 (-17.70%) | 33.13 | 92 | 33 | 76 |
| 25 May | 18377.00 | 388 | -80.75 (-17.23%) | 34.63 | 54 | 20 | 43 |
| 22 May | 18132.00 | 470 | 16.15 (3.56%) | 33.85 | 52 | 12 | 23 |
| 21 May | 18392.00 | 454 | -4035.75 (-89.89%) | 36.47 | 16 | 11 | 11 |
| 20 May | 18210.00 | 0 | 0 | - | 0 | 0 | 0 |
| 19 May | 18116.00 | 0 | 0 | - | 0 | 0 | 0 |
| 18 May | 18019.00 | 0 | 0 (-100.00%) | - | 0 | 0 | 0 |
| 15 May | 17314.00 | 0 | -4489.75 (-100.00%) | - | 0 | 0 | 0 |
| 14 May | 16665.00 | 0 | -4489.75 (-100.00%) | 0 | 0 | 0 | 0 |
| 13 May | 15787.00 | 0 | -4489.75 (-100.00%) | 0 | 0 | 0 | 0 |
| 12 May | 15585.00 | 0 | -4489.75 (-100.00%) | 0 | 0 | 0 | 0 |
| 11 May | 16263.00 | 0 | -4489.75 (-100.00%) | 0 | 0 | 0 | 0 |
| 8 May | 16105.00 | 0 | 0 | - | 0 | 0 | 0 |
| 7 May | 15887.00 | 0 | 0 | - | 0 | 0 | 0 |
| 6 May | 15740.00 | 0 | 0 | - | 0 | 0 | 0 |
For Solar Industries (I) Ltd - strike price 17500 expiring on 30JUN2026
Delta for 17500 PE is -0.27
Historical price for 17500 PE is as follows
On 26 May SOLARINDS was trading at 18479.00. The strike last trading price was 326.8, which was -70.3 lower than the previous day. The implied volatity was 33.13, the open interest changed by 33 which increased total open position to 76
On 25 May SOLARINDS was trading at 18377.00. The strike last trading price was 388, which was -80.75 lower than the previous day. The implied volatity was 34.63, the open interest changed by 20 which increased total open position to 43
On 22 May SOLARINDS was trading at 18132.00. The strike last trading price was 470, which was 16.15 higher than the previous day. The implied volatity was 33.85, the open interest changed by 12 which increased total open position to 23
On 21 May SOLARINDS was trading at 18392.00. The strike last trading price was 454, which was -4035.75 lower than the previous day. The implied volatity was 36.47, the open interest changed by 11 which increased total open position to 11
On 20 May SOLARINDS was trading at 18210.00. 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 19 May SOLARINDS was trading at 18116.00. 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 18 May SOLARINDS was trading at 18019.00. 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 May SOLARINDS was trading at 17314.00. The strike last trading price was 0, which was -4489.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 May SOLARINDS was trading at 16665.00. The strike last trading price was 0, which was -4489.75 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 13 May SOLARINDS was trading at 15787.00. The strike last trading price was 0, which was -4489.75 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 12 May SOLARINDS was trading at 15585.00. The strike last trading price was 0, which was -4489.75 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 11 May SOLARINDS was trading at 16263.00. The strike last trading price was 0, which was -4489.75 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 8 May SOLARINDS was trading at 16105.00. 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 7 May SOLARINDS was trading at 15887.00. 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 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
