SOLARINDS
Solar Industries (I) Ltd
Historical option data for SOLARINDS
13 Mar 2025 04:14 PM IST
| SOLARINDS 27MAR2025 9600 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.78
Vega: 5.79
Theta: -9.21
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 13 Mar | 10097.15 | 589.95 | 180.7 | 34.90 | 25 | -1 | 48 | |||
|
|
||||||||||
| 12 Mar | 9781.10 | 409.25 | 19.45 | 38.46 | 1 | 0 | 48 | |||
| 11 Mar | 9765.30 | 389.8 | -39 | 32.88 | 15 | 0 | 48 | |||
| 10 Mar | 9837.10 | 432.05 | 189.9 | 31.40 | 68 | 23 | 45 | |||
| 7 Mar | 9486.50 | 242.15 | 0.65 | 30.65 | 7 | 1 | 22 | |||
| 6 Mar | 9386.85 | 241.5 | 20.5 | 35.96 | 6 | -3 | 20 | |||
| 5 Mar | 9238.35 | 221 | 55.05 | 38.61 | 8 | 2 | 23 | |||
| 4 Mar | 9038.40 | 170.35 | 20.35 | 38.96 | 24 | 6 | 21 | |||
| 3 Mar | 8977.80 | 150 | -890.8 | 37.60 | 36 | 14 | 14 | |||
| 28 Feb | 8710.60 | 1040.8 | 0 | 7.15 | 0 | 0 | 0 | |||
| 27 Feb | 8723.50 | 1040.8 | 0 | 7.49 | 0 | 0 | 0 | |||
| 26 Feb | 8840.00 | 1040.8 | 0 | 6.18 | 0 | 0 | 0 | |||
| 25 Feb | 8870.10 | 1040.8 | 0 | 6.18 | 0 | 0 | 0 | |||
| 24 Feb | 8865.95 | 1040.8 | 0 | 5.70 | 0 | 0 | 0 | |||
| 21 Feb | 8850.50 | 1040.8 | 0 | 6.00 | 0 | 0 | 0 | |||
| 20 Feb | 8935.65 | 1040.8 | 0 | 5.67 | 0 | 0 | 0 | |||
| 13 Feb | 8807.20 | 1040.8 | 0 | 5.38 | 0 | 0 | 0 | |||
| 10 Feb | 9174.95 | 1040.8 | 0 | 2.32 | 0 | 0 | 0 | |||
| 6 Feb | 9115.00 | 1040.8 | 0 | 2.59 | 0 | 0 | 0 | |||
| 5 Feb | 9653.75 | 1040.8 | 0 | - | 0 | 0 | 0 | |||
| 4 Feb | 9749.75 | 1040.8 | 0 | - | 0 | 0 | 0 | |||
| 3 Feb | 9510.30 | 1040.8 | 0 | - | 0 | 0 | 0 | |||
| 1 Feb | 10076.80 | 1040.8 | 0 | - | 0 | 0 | 0 | |||
For Solar Industries (I) Ltd - strike price 9600 expiring on 27MAR2025
Delta for 9600 CE is 0.78
Historical price for 9600 CE is as follows
On 13 Mar SOLARINDS was trading at 10097.15. The strike last trading price was 589.95, which was 180.7 higher than the previous day. The implied volatity was 34.90, the open interest changed by -1 which decreased total open position to 48
On 12 Mar SOLARINDS was trading at 9781.10. The strike last trading price was 409.25, which was 19.45 higher than the previous day. The implied volatity was 38.46, the open interest changed by 0 which decreased total open position to 48
On 11 Mar SOLARINDS was trading at 9765.30. The strike last trading price was 389.8, which was -39 lower than the previous day. The implied volatity was 32.88, the open interest changed by 0 which decreased total open position to 48
On 10 Mar SOLARINDS was trading at 9837.10. The strike last trading price was 432.05, which was 189.9 higher than the previous day. The implied volatity was 31.40, the open interest changed by 23 which increased total open position to 45
On 7 Mar SOLARINDS was trading at 9486.50. The strike last trading price was 242.15, which was 0.65 higher than the previous day. The implied volatity was 30.65, the open interest changed by 1 which increased total open position to 22
On 6 Mar SOLARINDS was trading at 9386.85. The strike last trading price was 241.5, which was 20.5 higher than the previous day. The implied volatity was 35.96, the open interest changed by -3 which decreased total open position to 20
On 5 Mar SOLARINDS was trading at 9238.35. The strike last trading price was 221, which was 55.05 higher than the previous day. The implied volatity was 38.61, the open interest changed by 2 which increased total open position to 23
On 4 Mar SOLARINDS was trading at 9038.40. The strike last trading price was 170.35, which was 20.35 higher than the previous day. The implied volatity was 38.96, the open interest changed by 6 which increased total open position to 21
On 3 Mar SOLARINDS was trading at 8977.80. The strike last trading price was 150, which was -890.8 lower than the previous day. The implied volatity was 37.60, the open interest changed by 14 which increased total open position to 14
On 28 Feb SOLARINDS was trading at 8710.60. The strike last trading price was 1040.8, which was 0 lower than the previous day. The implied volatity was 7.15, 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 1040.8, which was 0 lower than the previous day. The implied volatity was 7.49, 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 1040.8, which was 0 lower than the previous day. The implied volatity was 6.18, 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 1040.8, which was 0 lower than the previous day. The implied volatity was 6.18, 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 1040.8, which was 0 lower than the previous day. The implied volatity was 5.70, 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 1040.8, which was 0 lower than the previous day. The implied volatity was 6.00, 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 1040.8, which was 0 lower than the previous day. The implied volatity was 5.67, 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 1040.8, which was 0 lower than the previous day. The implied volatity was 5.38, 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 1040.8, which was 0 lower than the previous day. The implied volatity was 2.32, 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 1040.8, which was 0 lower than the previous day. The implied volatity was 2.59, the open interest changed by 0 which decreased total open position to 0
On 5 Feb SOLARINDS was trading at 9653.75. The strike last trading price was 1040.8, 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 Feb SOLARINDS was trading at 9749.75. The strike last trading price was 1040.8, 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 1040.8, 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 1 Feb SOLARINDS was trading at 10076.80. The strike last trading price was 1040.8, 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 9600 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.23
Vega: 5.91
Theta: -7.01
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 13 Mar | 10097.15 | 96.25 | -104.25 | 36.27 | 89 | 51 | 97 |
| 12 Mar | 9781.10 | 200.5 | -29.55 | 36.94 | 52 | 2 | 49 |
| 11 Mar | 9765.30 | 230 | 21.4 | 40.67 | 60 | 20 | 46 |
| 10 Mar | 9837.10 | 201 | -331.35 | 38.99 | 79 | 27 | 27 |
| 7 Mar | 9486.50 | 532.35 | 0 | 0.00 | 0 | 0 | 0 |
| 6 Mar | 9386.85 | 532.35 | 0 | 0.00 | 0 | -2 | 0 |
| 5 Mar | 9238.35 | 532.35 | -135.7 | 38.73 | 9 | -1 | 9 |
| 4 Mar | 9038.40 | 668.05 | 197.7 | 40.48 | 42 | 9 | 9 |
| 3 Mar | 8977.80 | 470.35 | 0 | - | 0 | 0 | 0 |
| 28 Feb | 8710.60 | 470.35 | 0 | - | 0 | 0 | 0 |
| 27 Feb | 8723.50 | 470.35 | 0 | - | 0 | 0 | 0 |
| 26 Feb | 8840.00 | 470.35 | 0 | - | 0 | 0 | 0 |
| 25 Feb | 8870.10 | 470.35 | 0 | - | 0 | 0 | 0 |
| 24 Feb | 8865.95 | 470.35 | 0 | - | 0 | 0 | 0 |
| 21 Feb | 8850.50 | 470.35 | 0 | - | 0 | 0 | 0 |
| 20 Feb | 8935.65 | 470.35 | 0 | - | 0 | 0 | 0 |
| 13 Feb | 8807.20 | 470.35 | 0 | - | 0 | 0 | 0 |
| 10 Feb | 9174.95 | 470.35 | 0 | - | 0 | 0 | 0 |
| 6 Feb | 9115.00 | 470.35 | 0 | - | 0 | 0 | 0 |
| 5 Feb | 9653.75 | 470.35 | 0 | 1.70 | 0 | 0 | 0 |
| 4 Feb | 9749.75 | 470.35 | 0 | 1.97 | 0 | 0 | 0 |
| 3 Feb | 9510.30 | 470.35 | 0 | 0.48 | 0 | 0 | 0 |
| 1 Feb | 10076.80 | 470.35 | 0 | 4.02 | 0 | 0 | 0 |
For Solar Industries (I) Ltd - strike price 9600 expiring on 27MAR2025
Delta for 9600 PE is -0.23
Historical price for 9600 PE is as follows
On 13 Mar SOLARINDS was trading at 10097.15. The strike last trading price was 96.25, which was -104.25 lower than the previous day. The implied volatity was 36.27, the open interest changed by 51 which increased total open position to 97
On 12 Mar SOLARINDS was trading at 9781.10. The strike last trading price was 200.5, which was -29.55 lower than the previous day. The implied volatity was 36.94, the open interest changed by 2 which increased total open position to 49
On 11 Mar SOLARINDS was trading at 9765.30. The strike last trading price was 230, which was 21.4 higher than the previous day. The implied volatity was 40.67, the open interest changed by 20 which increased total open position to 46
On 10 Mar SOLARINDS was trading at 9837.10. The strike last trading price was 201, which was -331.35 lower than the previous day. The implied volatity was 38.99, the open interest changed by 27 which increased total open position to 27
On 7 Mar SOLARINDS was trading at 9486.50. The strike last trading price was 532.35, 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 6 Mar SOLARINDS was trading at 9386.85. The strike last trading price was 532.35, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -2 which decreased total open position to 0
On 5 Mar SOLARINDS was trading at 9238.35. The strike last trading price was 532.35, which was -135.7 lower than the previous day. The implied volatity was 38.73, the open interest changed by -1 which decreased total open position to 9
On 4 Mar SOLARINDS was trading at 9038.40. The strike last trading price was 668.05, which was 197.7 higher than the previous day. The implied volatity was 40.48, the open interest changed by 9 which increased total open position to 9
On 3 Mar SOLARINDS was trading at 8977.80. The strike last trading price was 470.35, 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 Feb SOLARINDS was trading at 8710.60. The strike last trading price was 470.35, 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 470.35, 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 470.35, 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 470.35, 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 470.35, 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 470.35, 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 470.35, 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 470.35, 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 470.35, 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 470.35, 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 Feb SOLARINDS was trading at 9653.75. The strike last trading price was 470.35, which was 0 lower than the previous day. The implied volatity was 1.70, the open interest changed by 0 which decreased total open position to 0
On 4 Feb SOLARINDS was trading at 9749.75. The strike last trading price was 470.35, which was 0 lower than the previous day. The implied volatity was 1.97, 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 470.35, which was 0 lower than the previous day. The implied volatity was 0.48, the open interest changed by 0 which decreased total open position to 0
On 1 Feb SOLARINDS was trading at 10076.80. The strike last trading price was 470.35, which was 0 lower than the previous day. The implied volatity was 4.02, the open interest changed by 0 which decreased total open position to 0
