SOLARINDS
Solar Industries (I) Ltd
Historical option data for SOLARINDS
13 Mar 2025 04:14 PM IST
| SOLARINDS 27MAR2025 9000 CE | ||||||||||
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Delta: 0.85
Vega: 4.64
Theta: -12.13
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 13 Mar | 10097.15 | 1200 | 381.95 | 61.05 | 46 | -32 | 72 | |||
| 12 Mar | 9781.10 | 818.05 | 87.6 | 30.77 | 6 | -2 | 104 | |||
| 11 Mar | 9765.30 | 730.45 | -144.45 | - | 5 | 0 | 107 | |||
| 10 Mar | 9837.10 | 874.85 | 224.85 | - | 14 | -4 | 108 | |||
| 7 Mar | 9486.50 | 650 | 95 | 36.39 | 14 | 0 | 112 | |||
| 6 Mar | 9386.85 | 555 | 49.45 | 34.85 | 42 | 17 | 111 | |||
| 5 Mar | 9238.35 | 505.55 | 103.6 | 38.63 | 57 | -15 | 94 | |||
| 4 Mar | 9038.40 | 412 | 47.05 | 39.28 | 162 | 18 | 110 | |||
| 3 Mar | 8977.80 | 377.1 | 159.3 | 38.41 | 254 | 28 | 92 | |||
| 28 Feb | 8710.60 | 228 | -2.95 | 31.36 | 80 | 16 | 65 | |||
| 27 Feb | 8723.50 | 230.95 | -71.1 | 33.64 | 11 | 4 | 49 | |||
| 26 Feb | 8840.00 | 302.05 | 7.05 | 33.82 | 13 | 11 | 43 | |||
| 25 Feb | 8870.10 | 302.05 | 7.05 | 33.82 | 13 | 9 | 43 | |||
| 24 Feb | 8865.95 | 295 | -30.9 | 30.50 | 8 | 5 | 34 | |||
| 21 Feb | 8850.50 | 316 | -1112.95 | 34.03 | 34 | 29 | 29 | |||
| 20 Feb | 8935.65 | 1428.95 | 0 | 0.25 | 0 | 0 | 0 | |||
| 18 Feb | 8609.20 | 1428.95 | 0 | 2.84 | 0 | 0 | 0 | |||
| 14 Feb | 8862.40 | 1428.95 | 0 | 0.90 | 0 | 0 | 0 | |||
| 13 Feb | 8807.20 | 1428.95 | 0 | 0.84 | 0 | 0 | 0 | |||
| 12 Feb | 8956.80 | 1428.95 | 0 | - | 0 | 0 | 0 | |||
| 11 Feb | 8816.25 | 1428.95 | 0 | 0.69 | 0 | 0 | 0 | |||
| 10 Feb | 9174.95 | 1428.95 | 0 | - | 0 | 0 | 0 | |||
| 6 Feb | 9115.00 | 1428.95 | 0 | - | 0 | 0 | 0 | |||
For Solar Industries (I) Ltd - strike price 9000 expiring on 27MAR2025
Delta for 9000 CE is 0.85
Historical price for 9000 CE is as follows
On 13 Mar SOLARINDS was trading at 10097.15. The strike last trading price was 1200, which was 381.95 higher than the previous day. The implied volatity was 61.05, the open interest changed by -32 which decreased total open position to 72
On 12 Mar SOLARINDS was trading at 9781.10. The strike last trading price was 818.05, which was 87.6 higher than the previous day. The implied volatity was 30.77, the open interest changed by -2 which decreased total open position to 104
On 11 Mar SOLARINDS was trading at 9765.30. The strike last trading price was 730.45, which was -144.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 107
On 10 Mar SOLARINDS was trading at 9837.10. The strike last trading price was 874.85, which was 224.85 higher than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 108
On 7 Mar SOLARINDS was trading at 9486.50. The strike last trading price was 650, which was 95 higher than the previous day. The implied volatity was 36.39, the open interest changed by 0 which decreased total open position to 112
On 6 Mar SOLARINDS was trading at 9386.85. The strike last trading price was 555, which was 49.45 higher than the previous day. The implied volatity was 34.85, the open interest changed by 17 which increased total open position to 111
On 5 Mar SOLARINDS was trading at 9238.35. The strike last trading price was 505.55, which was 103.6 higher than the previous day. The implied volatity was 38.63, the open interest changed by -15 which decreased total open position to 94
On 4 Mar SOLARINDS was trading at 9038.40. The strike last trading price was 412, which was 47.05 higher than the previous day. The implied volatity was 39.28, the open interest changed by 18 which increased total open position to 110
On 3 Mar SOLARINDS was trading at 8977.80. The strike last trading price was 377.1, which was 159.3 higher than the previous day. The implied volatity was 38.41, the open interest changed by 28 which increased total open position to 92
On 28 Feb SOLARINDS was trading at 8710.60. The strike last trading price was 228, which was -2.95 lower than the previous day. The implied volatity was 31.36, the open interest changed by 16 which increased total open position to 65
On 27 Feb SOLARINDS was trading at 8723.50. The strike last trading price was 230.95, which was -71.1 lower than the previous day. The implied volatity was 33.64, the open interest changed by 4 which increased total open position to 49
On 26 Feb SOLARINDS was trading at 8840.00. The strike last trading price was 302.05, which was 7.05 higher than the previous day. The implied volatity was 33.82, the open interest changed by 11 which increased total open position to 43
On 25 Feb SOLARINDS was trading at 8870.10. The strike last trading price was 302.05, which was 7.05 higher than the previous day. The implied volatity was 33.82, the open interest changed by 9 which increased total open position to 43
On 24 Feb SOLARINDS was trading at 8865.95. The strike last trading price was 295, which was -30.9 lower than the previous day. The implied volatity was 30.50, the open interest changed by 5 which increased total open position to 34
On 21 Feb SOLARINDS was trading at 8850.50. The strike last trading price was 316, which was -1112.95 lower than the previous day. The implied volatity was 34.03, the open interest changed by 29 which increased total open position to 29
On 20 Feb SOLARINDS was trading at 8935.65. The strike last trading price was 1428.95, which was 0 lower than the previous day. The implied volatity was 0.25, the open interest changed by 0 which decreased total open position to 0
On 18 Feb SOLARINDS was trading at 8609.20. The strike last trading price was 1428.95, which was 0 lower than the previous day. The implied volatity was 2.84, the open interest changed by 0 which decreased total open position to 0
On 14 Feb SOLARINDS was trading at 8862.40. The strike last trading price was 1428.95, which was 0 lower than the previous day. The implied volatity was 0.90, the open interest changed by 0 which decreased total open position to 0
On 13 Feb SOLARINDS was trading at 8807.20. The strike last trading price was 1428.95, which was 0 lower than the previous day. The implied volatity was 0.84, the open interest changed by 0 which decreased total open position to 0
On 12 Feb SOLARINDS was trading at 8956.80. The strike last trading price was 1428.95, 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 Feb SOLARINDS was trading at 8816.25. The strike last trading price was 1428.95, which was 0 lower than the previous day. The implied volatity was 0.69, the open interest changed by 0 which decreased total open position to 0
On 10 Feb SOLARINDS was trading at 9174.95. The strike last trading price was 1428.95, 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 Feb SOLARINDS was trading at 9115.00. The strike last trading price was 1428.95, 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 27MAR2025 9000 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.07
Vega: 2.70
Theta: -3.80
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 13 Mar | 10097.15 | 27 | -22.25 | 41.55 | 267 | 30 | 165 |
| 12 Mar | 9781.10 | 51 | -9.15 | 38.45 | 46 | 4 | 134 |
| 11 Mar | 9765.30 | 60.7 | 3.95 | 40.11 | 228 | 5 | 130 |
| 10 Mar | 9837.10 | 55.5 | -56.05 | 39.82 | 796 | -109 | 124 |
| 7 Mar | 9486.50 | 111 | -36.15 | 35.68 | 84 | 17 | 233 |
| 6 Mar | 9386.85 | 150.1 | -75.8 | 35.90 | 63 | 36 | 216 |
| 5 Mar | 9238.35 | 230.65 | -76.9 | 39.96 | 58 | 23 | 179 |
| 4 Mar | 9038.40 | 305 | -25.85 | 39.71 | 120 | 13 | 157 |
| 3 Mar | 8977.80 | 329.85 | -225.15 | 39.04 | 109 | 59 | 146 |
| 28 Feb | 8710.60 | 555 | 55 | 49.05 | 4 | 1 | 87 |
| 27 Feb | 8723.50 | 500 | 94.35 | 39.22 | 11 | 4 | 86 |
| 26 Feb | 8840.00 | 405.65 | 0.6 | 35.53 | 27 | 20 | 82 |
| 25 Feb | 8870.10 | 405.65 | 0.6 | 35.53 | 27 | 20 | 82 |
| 24 Feb | 8865.95 | 399 | -51 | 36.50 | 63 | 55 | 63 |
| 21 Feb | 8850.50 | 450 | 0 | 0.00 | 0 | 1 | 0 |
| 20 Feb | 8935.65 | 450 | -85 | 39.84 | 1 | 0 | 7 |
| 18 Feb | 8609.20 | 535 | 0 | 0.00 | 0 | 0 | 0 |
| 14 Feb | 8862.40 | 535 | 15 | 40.05 | 4 | 3 | 6 |
| 13 Feb | 8807.20 | 520 | 254.85 | 40.28 | 3 | 2 | 2 |
| 12 Feb | 8956.80 | 265.15 | 0 | 0.75 | 0 | 0 | 0 |
| 11 Feb | 8816.25 | 265.15 | 0 | - | 0 | 0 | 0 |
| 10 Feb | 9174.95 | 265.15 | 0 | 2.13 | 0 | 0 | 0 |
| 6 Feb | 9115.00 | 265.15 | 0 | 1.79 | 0 | 0 | 0 |
For Solar Industries (I) Ltd - strike price 9000 expiring on 27MAR2025
Delta for 9000 PE is -0.07
Historical price for 9000 PE is as follows
On 13 Mar SOLARINDS was trading at 10097.15. The strike last trading price was 27, which was -22.25 lower than the previous day. The implied volatity was 41.55, the open interest changed by 30 which increased total open position to 165
On 12 Mar SOLARINDS was trading at 9781.10. The strike last trading price was 51, which was -9.15 lower than the previous day. The implied volatity was 38.45, the open interest changed by 4 which increased total open position to 134
On 11 Mar SOLARINDS was trading at 9765.30. The strike last trading price was 60.7, which was 3.95 higher than the previous day. The implied volatity was 40.11, the open interest changed by 5 which increased total open position to 130
On 10 Mar SOLARINDS was trading at 9837.10. The strike last trading price was 55.5, which was -56.05 lower than the previous day. The implied volatity was 39.82, the open interest changed by -109 which decreased total open position to 124
On 7 Mar SOLARINDS was trading at 9486.50. The strike last trading price was 111, which was -36.15 lower than the previous day. The implied volatity was 35.68, the open interest changed by 17 which increased total open position to 233
On 6 Mar SOLARINDS was trading at 9386.85. The strike last trading price was 150.1, which was -75.8 lower than the previous day. The implied volatity was 35.90, the open interest changed by 36 which increased total open position to 216
On 5 Mar SOLARINDS was trading at 9238.35. The strike last trading price was 230.65, which was -76.9 lower than the previous day. The implied volatity was 39.96, the open interest changed by 23 which increased total open position to 179
On 4 Mar SOLARINDS was trading at 9038.40. The strike last trading price was 305, which was -25.85 lower than the previous day. The implied volatity was 39.71, the open interest changed by 13 which increased total open position to 157
On 3 Mar SOLARINDS was trading at 8977.80. The strike last trading price was 329.85, which was -225.15 lower than the previous day. The implied volatity was 39.04, the open interest changed by 59 which increased total open position to 146
On 28 Feb SOLARINDS was trading at 8710.60. The strike last trading price was 555, which was 55 higher than the previous day. The implied volatity was 49.05, the open interest changed by 1 which increased total open position to 87
On 27 Feb SOLARINDS was trading at 8723.50. The strike last trading price was 500, which was 94.35 higher than the previous day. The implied volatity was 39.22, the open interest changed by 4 which increased total open position to 86
On 26 Feb SOLARINDS was trading at 8840.00. The strike last trading price was 405.65, which was 0.6 higher than the previous day. The implied volatity was 35.53, the open interest changed by 20 which increased total open position to 82
On 25 Feb SOLARINDS was trading at 8870.10. The strike last trading price was 405.65, which was 0.6 higher than the previous day. The implied volatity was 35.53, the open interest changed by 20 which increased total open position to 82
On 24 Feb SOLARINDS was trading at 8865.95. The strike last trading price was 399, which was -51 lower than the previous day. The implied volatity was 36.50, the open interest changed by 55 which increased total open position to 63
On 21 Feb SOLARINDS was trading at 8850.50. The strike last trading price was 450, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 20 Feb SOLARINDS was trading at 8935.65. The strike last trading price was 450, which was -85 lower than the previous day. The implied volatity was 39.84, the open interest changed by 0 which decreased total open position to 7
On 18 Feb SOLARINDS was trading at 8609.20. The strike last trading price was 535, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 14 Feb SOLARINDS was trading at 8862.40. The strike last trading price was 535, which was 15 higher than the previous day. The implied volatity was 40.05, the open interest changed by 3 which increased total open position to 6
On 13 Feb SOLARINDS was trading at 8807.20. The strike last trading price was 520, which was 254.85 higher than the previous day. The implied volatity was 40.28, the open interest changed by 2 which increased total open position to 2
On 12 Feb SOLARINDS was trading at 8956.80. The strike last trading price was 265.15, which was 0 lower than the previous day. The implied volatity was 0.75, the open interest changed by 0 which decreased total open position to 0
On 11 Feb SOLARINDS was trading at 8816.25. The strike last trading price was 265.15, 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 Feb SOLARINDS was trading at 9174.95. The strike last trading price was 265.15, which was 0 lower than the previous day. The implied volatity was 2.13, the open interest changed by 0 which decreased total open position to 0
On 6 Feb SOLARINDS was trading at 9115.00. The strike last trading price was 265.15, which was 0 lower than the previous day. The implied volatity was 1.79, the open interest changed by 0 which decreased total open position to 0
