SOLARINDS
Solar Industries (I) Ltd
Historical option data for SOLARINDS
13 Mar 2025 04:14 PM IST
| SOLARINDS 27MAR2025 9700 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.74
Vega: 6.42
Theta: -9.81
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 13 Mar | 10097.15 | 513.95 | 193.95 | 34.51 | 37 | 13 | 110 | |||
| 12 Mar | 9781.10 | 320 | -17.75 | 34.18 | 25 | 2 | 98 | |||
| 11 Mar | 9765.30 | 337.75 | -48.6 | 33.68 | 73 | 2 | 98 | |||
| 10 Mar | 9837.10 | 390.9 | 164.75 | 34.06 | 144 | 35 | 96 | |||
| 7 Mar | 9486.50 | 227.3 | 37.7 | 33.75 | 21 | -7 | 61 | |||
| 6 Mar | 9386.85 | 189.6 | 12.6 | 34.20 | 34 | -18 | 65 | |||
| 5 Mar | 9238.35 | 177 | 43.8 | 37.21 | 104 | -74 | 83 | |||
| 4 Mar | 9038.40 | 133.2 | 13.2 | 37.50 | 46 | 23 | 156 | |||
| 3 Mar | 8977.80 | 120 | 64 | 36.77 | 145 | 36 | 132 | |||
| 28 Feb | 8710.60 | 64.85 | -918.85 | 33.12 | 162 | 95 | 95 | |||
| 27 Feb | 8723.50 | 983.7 | 0 | 8.27 | 0 | 0 | 0 | |||
| 26 Feb | 8840.00 | 983.7 | 0 | 6.84 | 0 | 0 | 0 | |||
| 25 Feb | 8870.10 | 983.7 | 0 | 6.84 | 0 | 0 | 0 | |||
| 24 Feb | 8865.95 | 983.7 | 0 | 6.49 | 0 | 0 | 0 | |||
| 21 Feb | 8850.50 | 983.7 | 0 | 6.75 | 0 | 0 | 0 | |||
| 20 Feb | 8935.65 | 983.7 | 0 | 6.04 | 0 | 0 | 0 | |||
| 13 Feb | 8807.20 | 983.7 | 0 | 6.05 | 0 | 0 | 0 | |||
| 5 Feb | 9653.75 | 983.7 | 0 | - | 0 | 0 | 0 | |||
| 4 Feb | 9749.75 | 983.7 | 0 | - | 0 | 0 | 0 | |||
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| 3 Feb | 9510.30 | 983.7 | 0 | 0.27 | 0 | 0 | 0 | |||
| 1 Feb | 10076.80 | 983.7 | 0 | - | 0 | 0 | 0 | |||
For Solar Industries (I) Ltd - strike price 9700 expiring on 27MAR2025
Delta for 9700 CE is 0.74
Historical price for 9700 CE is as follows
On 13 Mar SOLARINDS was trading at 10097.15. The strike last trading price was 513.95, which was 193.95 higher than the previous day. The implied volatity was 34.51, the open interest changed by 13 which increased total open position to 110
On 12 Mar SOLARINDS was trading at 9781.10. The strike last trading price was 320, which was -17.75 lower than the previous day. The implied volatity was 34.18, the open interest changed by 2 which increased total open position to 98
On 11 Mar SOLARINDS was trading at 9765.30. The strike last trading price was 337.75, which was -48.6 lower than the previous day. The implied volatity was 33.68, the open interest changed by 2 which increased total open position to 98
On 10 Mar SOLARINDS was trading at 9837.10. The strike last trading price was 390.9, which was 164.75 higher than the previous day. The implied volatity was 34.06, the open interest changed by 35 which increased total open position to 96
On 7 Mar SOLARINDS was trading at 9486.50. The strike last trading price was 227.3, which was 37.7 higher than the previous day. The implied volatity was 33.75, the open interest changed by -7 which decreased total open position to 61
On 6 Mar SOLARINDS was trading at 9386.85. The strike last trading price was 189.6, which was 12.6 higher than the previous day. The implied volatity was 34.20, the open interest changed by -18 which decreased total open position to 65
On 5 Mar SOLARINDS was trading at 9238.35. The strike last trading price was 177, which was 43.8 higher than the previous day. The implied volatity was 37.21, the open interest changed by -74 which decreased total open position to 83
On 4 Mar SOLARINDS was trading at 9038.40. The strike last trading price was 133.2, which was 13.2 higher than the previous day. The implied volatity was 37.50, the open interest changed by 23 which increased total open position to 156
On 3 Mar SOLARINDS was trading at 8977.80. The strike last trading price was 120, which was 64 higher than the previous day. The implied volatity was 36.77, the open interest changed by 36 which increased total open position to 132
On 28 Feb SOLARINDS was trading at 8710.60. The strike last trading price was 64.85, which was -918.85 lower than the previous day. The implied volatity was 33.12, the open interest changed by 95 which increased total open position to 95
On 27 Feb SOLARINDS was trading at 8723.50. The strike last trading price was 983.7, which was 0 lower than the previous day. The implied volatity was 8.27, 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 983.7, which was 0 lower than the previous day. The implied volatity was 6.84, 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 983.7, which was 0 lower than the previous day. The implied volatity was 6.84, 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 983.7, which was 0 lower than the previous day. The implied volatity was 6.49, 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 983.7, which was 0 lower than the previous day. The implied volatity was 6.75, 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 983.7, which was 0 lower than the previous day. The implied volatity was 6.04, 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 983.7, which was 0 lower than the previous day. The implied volatity was 6.05, 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 983.7, 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 983.7, 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 983.7, which was 0 lower than the previous day. The implied volatity was 0.27, 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 983.7, 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 9700 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.27
Vega: 6.53
Theta: -7.67
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 13 Mar | 10097.15 | 123 | -131.35 | 36.24 | 159 | 1 | 245 |
| 12 Mar | 9781.10 | 254.35 | -18.05 | 38.30 | 67 | 5 | 243 |
| 11 Mar | 9765.30 | 272.6 | 25.75 | 40.58 | 195 | 1 | 239 |
| 10 Mar | 9837.10 | 243.1 | -500.05 | 39.26 | 640 | 238 | 238 |
| 7 Mar | 9486.50 | 743.15 | 0 | 0.00 | 0 | 0 | 0 |
| 6 Mar | 9386.85 | 743.15 | 0 | 0.00 | 0 | 0 | 0 |
| 5 Mar | 9238.35 | 743.15 | 0 | 0.00 | 0 | 6 | 0 |
| 4 Mar | 9038.40 | 743.15 | 231 | 40.79 | 14 | 7 | 7 |
| 3 Mar | 8977.80 | 512.15 | 0 | - | 0 | 0 | 0 |
| 28 Feb | 8710.60 | 512.15 | 0 | - | 0 | 0 | 0 |
| 27 Feb | 8723.50 | 512.15 | 0 | - | 0 | 0 | 0 |
| 26 Feb | 8840.00 | 512.15 | 0 | - | 0 | 0 | 0 |
| 25 Feb | 8870.10 | 512.15 | 0 | - | 0 | 0 | 0 |
| 24 Feb | 8865.95 | 512.15 | 0 | - | 0 | 0 | 0 |
| 21 Feb | 8850.50 | 512.15 | 0 | - | 0 | 0 | 0 |
| 20 Feb | 8935.65 | 512.15 | 0 | - | 0 | 0 | 0 |
| 13 Feb | 8807.20 | 512.15 | 0 | - | 0 | 0 | 0 |
| 5 Feb | 9653.75 | 512.15 | 0 | 0.65 | 0 | 0 | 0 |
| 4 Feb | 9749.75 | 512.15 | 0 | 0.28 | 0 | 0 | 0 |
| 3 Feb | 9510.30 | 512.15 | 0 | - | 0 | 0 | 0 |
| 1 Feb | 10076.80 | 512.15 | 0 | 2.91 | 0 | 0 | 0 |
For Solar Industries (I) Ltd - strike price 9700 expiring on 27MAR2025
Delta for 9700 PE is -0.27
Historical price for 9700 PE is as follows
On 13 Mar SOLARINDS was trading at 10097.15. The strike last trading price was 123, which was -131.35 lower than the previous day. The implied volatity was 36.24, the open interest changed by 1 which increased total open position to 245
On 12 Mar SOLARINDS was trading at 9781.10. The strike last trading price was 254.35, which was -18.05 lower than the previous day. The implied volatity was 38.30, the open interest changed by 5 which increased total open position to 243
On 11 Mar SOLARINDS was trading at 9765.30. The strike last trading price was 272.6, which was 25.75 higher than the previous day. The implied volatity was 40.58, the open interest changed by 1 which increased total open position to 239
On 10 Mar SOLARINDS was trading at 9837.10. The strike last trading price was 243.1, which was -500.05 lower than the previous day. The implied volatity was 39.26, the open interest changed by 238 which increased total open position to 238
On 7 Mar SOLARINDS was trading at 9486.50. The strike last trading price was 743.15, 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 743.15, 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 743.15, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 6 which increased total open position to 0
On 4 Mar SOLARINDS was trading at 9038.40. The strike last trading price was 743.15, which was 231 higher than the previous day. The implied volatity was 40.79, the open interest changed by 7 which increased total open position to 7
On 3 Mar SOLARINDS was trading at 8977.80. The strike last trading price was 512.15, 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 28 Feb SOLARINDS was trading at 8710.60. The strike last trading price was 512.15, 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 27 Feb SOLARINDS was trading at 8723.50. The strike last trading price was 512.15, 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 26 Feb SOLARINDS was trading at 8840.00. The strike last trading price was 512.15, 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 25 Feb SOLARINDS was trading at 8870.10. The strike last trading price was 512.15, 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 24 Feb SOLARINDS was trading at 8865.95. The strike last trading price was 512.15, 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 21 Feb SOLARINDS was trading at 8850.50. The strike last trading price was 512.15, 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 20 Feb SOLARINDS was trading at 8935.65. The strike last trading price was 512.15, 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 13 Feb SOLARINDS was trading at 8807.20. The strike last trading price was 512.15, 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 5 Feb SOLARINDS was trading at 9653.75. The strike last trading price was 512.15, which was 0 lower than the previous day. The implied volatity was 0.65, 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 512.15, which was 0 lower than the previous day. The implied volatity was 0.28, 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 512.15, 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 1 Feb SOLARINDS was trading at 10076.80. The strike last trading price was 512.15, which was 0 lower than the previous day. The implied volatity was 2.91, the open interest changed by 0 which decreased total open position to 0
