`
[--[65.84.65.76]--]
SOLARINDS
Solar Industries (I) Ltd

10097.15 316.05 (3.23%)

Back to Option Chain


Historical option data for SOLARINDS

13 Mar 2025 04:14 PM IST
SOLARINDS 27MAR2025 9100 CE
Delta: 0.87
Vega: 4.07
Theta: -9.17
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
13 Mar 10097.15 1062 402 48.53 14 0 21
12 Mar 9781.10 660 0 0.00 0 -3 0
11 Mar 9765.30 660 -29 - 9 -3 21
10 Mar 9837.10 689 125.35 - 3 -4 24
7 Mar 9486.50 563.65 123.65 34.34 8 1 28
6 Mar 9386.85 440 0 0.00 0 0 0
5 Mar 9238.35 440 90.1 37.83 3 0 27
4 Mar 9038.40 348 33.65 37.78 42 11 26
3 Mar 8977.80 323 167.5 37.71 57 -14 15
28 Feb 8710.60 155.5 -1203.5 27.45 35 30 30
27 Feb 8723.50 1359 0 3.30 0 0 0
26 Feb 8840.00 1359 0 1.92 0 0 0
25 Feb 8870.10 1359 0 1.92 0 0 0
24 Feb 8865.95 1359 0 1.44 0 0 0
21 Feb 8850.50 1359 0 1.89 0 0 0
20 Feb 8935.65 1359 0 1.11 0 0 0
18 Feb 8609.20 1359 0 3.58 0 0 0
13 Feb 8807.20 1359 0 1.60 0 0 0
12 Feb 8956.80 1359 0 0.40 0 0 0
11 Feb 8816.25 1359 0 1.53 0 0 0
10 Feb 9174.95 1359 0 - 0 0 0
6 Feb 9115.00 1359 0 - 0 0 0
3 Feb 9510.30 1359 0 - 0 0 0


For Solar Industries (I) Ltd - strike price 9100 expiring on 27MAR2025

Delta for 9100 CE is 0.87

Historical price for 9100 CE is as follows

On 13 Mar SOLARINDS was trading at 10097.15. The strike last trading price was 1062, which was 402 higher than the previous day. The implied volatity was 48.53, the open interest changed by 0 which decreased total open position to 21


On 12 Mar SOLARINDS was trading at 9781.10. The strike last trading price was 660, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -3 which decreased total open position to 0


On 11 Mar SOLARINDS was trading at 9765.30. The strike last trading price was 660, which was -29 lower than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 21


On 10 Mar SOLARINDS was trading at 9837.10. The strike last trading price was 689, which was 125.35 higher than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 24


On 7 Mar SOLARINDS was trading at 9486.50. The strike last trading price was 563.65, which was 123.65 higher than the previous day. The implied volatity was 34.34, the open interest changed by 1 which increased total open position to 28


On 6 Mar SOLARINDS was trading at 9386.85. The strike last trading price was 440, 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 5 Mar SOLARINDS was trading at 9238.35. The strike last trading price was 440, which was 90.1 higher than the previous day. The implied volatity was 37.83, the open interest changed by 0 which decreased total open position to 27


On 4 Mar SOLARINDS was trading at 9038.40. The strike last trading price was 348, which was 33.65 higher than the previous day. The implied volatity was 37.78, the open interest changed by 11 which increased total open position to 26


On 3 Mar SOLARINDS was trading at 8977.80. The strike last trading price was 323, which was 167.5 higher than the previous day. The implied volatity was 37.71, the open interest changed by -14 which decreased total open position to 15


On 28 Feb SOLARINDS was trading at 8710.60. The strike last trading price was 155.5, which was -1203.5 lower than the previous day. The implied volatity was 27.45, the open interest changed by 30 which increased total open position to 30


On 27 Feb SOLARINDS was trading at 8723.50. The strike last trading price was 1359, which was 0 lower than the previous day. The implied volatity was 3.30, the open interest changed by 0 which decreased total open position to 0


On 26 Feb SOLARINDS was trading at 8840.00. The strike last trading price was 1359, which was 0 lower than the previous day. The implied volatity was 1.92, the open interest changed by 0 which decreased total open position to 0


On 25 Feb SOLARINDS was trading at 8870.10. The strike last trading price was 1359, which was 0 lower than the previous day. The implied volatity was 1.92, the open interest changed by 0 which decreased total open position to 0


On 24 Feb SOLARINDS was trading at 8865.95. The strike last trading price was 1359, which was 0 lower than the previous day. The implied volatity was 1.44, the open interest changed by 0 which decreased total open position to 0


On 21 Feb SOLARINDS was trading at 8850.50. The strike last trading price was 1359, which was 0 lower than the previous day. The implied volatity was 1.89, the open interest changed by 0 which decreased total open position to 0


On 20 Feb SOLARINDS was trading at 8935.65. The strike last trading price was 1359, which was 0 lower than the previous day. The implied volatity was 1.11, 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 1359, which was 0 lower than the previous day. The implied volatity was 3.58, 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 1359, which was 0 lower than the previous day. The implied volatity was 1.60, 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 1359, which was 0 lower than the previous day. The implied volatity was 0.40, 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 1359, which was 0 lower than the previous day. The implied volatity was 1.53, 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 1359, 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 1359, 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 3 Feb SOLARINDS was trading at 9510.30. The strike last trading price was 1359, 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 9100 PE
Delta: -0.08
Vega: 3.05
Theta: -4.11
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
13 Mar 10097.15 31.45 -33 39.97 6 0 20
12 Mar 9781.10 60.85 -16.05 37.10 3 1 21
11 Mar 9765.30 76.9 5.05 39.86 7 -4 20
10 Mar 9837.10 70.2 -66.95 39.56 72 0 22
7 Mar 9486.50 139.25 -70.75 35.75 10 0 22
6 Mar 9386.85 210 -75 39.10 6 0 20
5 Mar 9238.35 285 -72 41.46 22 10 21
4 Mar 9038.40 357 -20.7 40.04 53 0 22
3 Mar 8977.80 377.7 83.6 38.67 22 0 0
28 Feb 8710.60 294.1 0 - 0 0 0
27 Feb 8723.50 294.1 0 - 0 0 0
26 Feb 8840.00 294.1 0 - 0 0 0
25 Feb 8870.10 294.1 0 - 0 0 0
24 Feb 8865.95 294.1 0 - 0 0 0
21 Feb 8850.50 294.1 0 - 0 0 0
20 Feb 8935.65 294.1 0 - 0 0 0
18 Feb 8609.20 294.1 0 - 0 0 0
13 Feb 8807.20 294.1 0 - 0 0 0
12 Feb 8956.80 294.1 0 - 0 0 0
11 Feb 8816.25 294.1 0 - 0 0 0
10 Feb 9174.95 294.1 0 1.44 0 0 0
6 Feb 9115.00 294.1 0 1.11 0 0 0
3 Feb 9510.30 294.1 0 3.81 0 0 0


For Solar Industries (I) Ltd - strike price 9100 expiring on 27MAR2025

Delta for 9100 PE is -0.08

Historical price for 9100 PE is as follows

On 13 Mar SOLARINDS was trading at 10097.15. The strike last trading price was 31.45, which was -33 lower than the previous day. The implied volatity was 39.97, the open interest changed by 0 which decreased total open position to 20


On 12 Mar SOLARINDS was trading at 9781.10. The strike last trading price was 60.85, which was -16.05 lower than the previous day. The implied volatity was 37.10, the open interest changed by 1 which increased total open position to 21


On 11 Mar SOLARINDS was trading at 9765.30. The strike last trading price was 76.9, which was 5.05 higher than the previous day. The implied volatity was 39.86, the open interest changed by -4 which decreased total open position to 20


On 10 Mar SOLARINDS was trading at 9837.10. The strike last trading price was 70.2, which was -66.95 lower than the previous day. The implied volatity was 39.56, the open interest changed by 0 which decreased total open position to 22


On 7 Mar SOLARINDS was trading at 9486.50. The strike last trading price was 139.25, which was -70.75 lower than the previous day. The implied volatity was 35.75, the open interest changed by 0 which decreased total open position to 22


On 6 Mar SOLARINDS was trading at 9386.85. The strike last trading price was 210, which was -75 lower than the previous day. The implied volatity was 39.10, the open interest changed by 0 which decreased total open position to 20


On 5 Mar SOLARINDS was trading at 9238.35. The strike last trading price was 285, which was -72 lower than the previous day. The implied volatity was 41.46, the open interest changed by 10 which increased total open position to 21


On 4 Mar SOLARINDS was trading at 9038.40. The strike last trading price was 357, which was -20.7 lower than the previous day. The implied volatity was 40.04, the open interest changed by 0 which decreased total open position to 22


On 3 Mar SOLARINDS was trading at 8977.80. The strike last trading price was 377.7, which was 83.6 higher than the previous day. The implied volatity was 38.67, the open interest changed by 0 which decreased total open position to 0


On 28 Feb SOLARINDS was trading at 8710.60. The strike last trading price was 294.1, 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 Feb SOLARINDS was trading at 8723.50. The strike last trading price was 294.1, 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 26 Feb SOLARINDS was trading at 8840.00. The strike last trading price was 294.1, 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 25 Feb SOLARINDS was trading at 8870.10. The strike last trading price was 294.1, 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 Feb SOLARINDS was trading at 8865.95. The strike last trading price was 294.1, 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 Feb SOLARINDS was trading at 8850.50. The strike last trading price was 294.1, 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 Feb SOLARINDS was trading at 8935.65. The strike last trading price was 294.1, 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 Feb SOLARINDS was trading at 8609.20. The strike last trading price was 294.1, 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 13 Feb SOLARINDS was trading at 8807.20. The strike last trading price was 294.1, 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 12 Feb SOLARINDS was trading at 8956.80. The strike last trading price was 294.1, 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 294.1, 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 294.1, which was 0 lower than the previous day. The implied volatity was 1.44, 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 294.1, which was 0 lower than the previous day. The implied volatity was 1.11, the open interest changed by 0 which decreased total open position to 0


On 3 Feb SOLARINDS was trading at 9510.30. The strike last trading price was 294.1, which was 0 lower than the previous day. The implied volatity was 3.81, the open interest changed by 0 which decreased total open position to 0