`
[--[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 9900 CE
Delta: 0.63
Vega: 7.42
Theta: -10.53
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
13 Mar 10097.15 375 133.8 33.55 131 -14 46
12 Mar 9781.10 238.5 -8.75 36.11 58 1 60
11 Mar 9765.30 247.65 -38.65 34.80 87 -2 59
10 Mar 9837.10 296.9 162.65 35.55 478 61 61
7 Mar 9486.50 134.25 0 0.00 0 -2 0
6 Mar 9386.85 134.25 54.15 34.73 2 0 2
5 Mar 9238.35 80.1 0 0.00 0 0 0
4 Mar 9038.40 80.1 0 0.00 0 0 0
3 Mar 8977.80 80.1 0 0.00 0 0 0
27 Feb 8723.50 80.1 0 0.00 0 0 0
26 Feb 8840.00 80.1 0 0.00 0 0 0
25 Feb 8870.10 80.1 0 0.00 0 2 0
21 Feb 8850.50 876.05 0 7.67 0 0 0
20 Feb 8935.65 876.05 0 7.39 0 0 0
13 Feb 8807.20 876.05 0 7.36 0 0 0
5 Feb 9653.75 876.05 0 0.64 0 0 0
4 Feb 9749.75 876.05 0 0.17 0 0 0
3 Feb 9510.30 876.05 0 1.69 0 0 0
1 Feb 10076.80 876.05 0 - 0 0 0


For Solar Industries (I) Ltd - strike price 9900 expiring on 27MAR2025

Delta for 9900 CE is 0.63

Historical price for 9900 CE is as follows

On 13 Mar SOLARINDS was trading at 10097.15. The strike last trading price was 375, which was 133.8 higher than the previous day. The implied volatity was 33.55, the open interest changed by -14 which decreased total open position to 46


On 12 Mar SOLARINDS was trading at 9781.10. The strike last trading price was 238.5, which was -8.75 lower than the previous day. The implied volatity was 36.11, the open interest changed by 1 which increased total open position to 60


On 11 Mar SOLARINDS was trading at 9765.30. The strike last trading price was 247.65, which was -38.65 lower than the previous day. The implied volatity was 34.80, the open interest changed by -2 which decreased total open position to 59


On 10 Mar SOLARINDS was trading at 9837.10. The strike last trading price was 296.9, which was 162.65 higher than the previous day. The implied volatity was 35.55, the open interest changed by 61 which increased total open position to 61


On 7 Mar SOLARINDS was trading at 9486.50. The strike last trading price was 134.25, 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 6 Mar SOLARINDS was trading at 9386.85. The strike last trading price was 134.25, which was 54.15 higher than the previous day. The implied volatity was 34.73, the open interest changed by 0 which decreased total open position to 2


On 5 Mar SOLARINDS was trading at 9238.35. The strike last trading price was 80.1, 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 4 Mar SOLARINDS was trading at 9038.40. The strike last trading price was 80.1, 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 3 Mar SOLARINDS was trading at 8977.80. The strike last trading price was 80.1, 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 27 Feb SOLARINDS was trading at 8723.50. The strike last trading price was 80.1, 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 26 Feb SOLARINDS was trading at 8840.00. The strike last trading price was 80.1, 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 25 Feb SOLARINDS was trading at 8870.10. The strike last trading price was 80.1, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0


On 21 Feb SOLARINDS was trading at 8850.50. The strike last trading price was 876.05, which was 0 lower than the previous day. The implied volatity was 7.67, 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 876.05, which was 0 lower than the previous day. The implied volatity was 7.39, 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 876.05, which was 0 lower than the previous day. The implied volatity was 7.36, 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 876.05, which was 0 lower than the previous day. The implied volatity was 0.64, 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 876.05, which was 0 lower than the previous day. The implied volatity was 0.17, 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 876.05, which was 0 lower than the previous day. The implied volatity was 1.69, 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 876.05, 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 9900 PE
Delta: -0.37
Vega: 7.46
Theta: -8.50
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
13 Mar 10097.15 190 -160 35.95 21 0 47
12 Mar 9781.10 350 -45.75 37.39 3 0 47
11 Mar 9765.30 395.75 56.25 43.31 20 2 52
10 Mar 9837.10 318.6 -283.6 37.05 269 53 53
7 Mar 9486.50 602.2 0 - 0 0 0
6 Mar 9386.85 602.2 0 - 0 0 0
5 Mar 9238.35 602.2 0 - 0 0 0
4 Mar 9038.40 602.2 0 - 0 0 0
3 Mar 8977.80 602.2 0 0.00 0 0 0
27 Feb 8723.50 602.2 0 - 0 0 0
26 Feb 8840.00 602.2 0 - 0 0 0
25 Feb 8870.10 602.2 0 - 0 0 0
21 Feb 8850.50 602.2 0 - 0 0 0
20 Feb 8935.65 602.2 0 - 0 0 0
13 Feb 8807.20 602.2 0 - 0 0 0
5 Feb 9653.75 602.2 0 - 0 0 0
4 Feb 9749.75 602.2 0 - 0 0 0
3 Feb 9510.30 602.2 0 - 0 0 0
1 Feb 10076.80 602.2 0 2.11 0 0 0


For Solar Industries (I) Ltd - strike price 9900 expiring on 27MAR2025

Delta for 9900 PE is -0.37

Historical price for 9900 PE is as follows

On 13 Mar SOLARINDS was trading at 10097.15. The strike last trading price was 190, which was -160 lower than the previous day. The implied volatity was 35.95, the open interest changed by 0 which decreased total open position to 47


On 12 Mar SOLARINDS was trading at 9781.10. The strike last trading price was 350, which was -45.75 lower than the previous day. The implied volatity was 37.39, the open interest changed by 0 which decreased total open position to 47


On 11 Mar SOLARINDS was trading at 9765.30. The strike last trading price was 395.75, which was 56.25 higher than the previous day. The implied volatity was 43.31, the open interest changed by 2 which increased total open position to 52


On 10 Mar SOLARINDS was trading at 9837.10. The strike last trading price was 318.6, which was -283.6 lower than the previous day. The implied volatity was 37.05, the open interest changed by 53 which increased total open position to 53


On 7 Mar SOLARINDS was trading at 9486.50. The strike last trading price was 602.2, 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 Mar SOLARINDS was trading at 9386.85. The strike last trading price was 602.2, 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 Mar SOLARINDS was trading at 9238.35. The strike last trading price was 602.2, 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 Mar SOLARINDS was trading at 9038.40. The strike last trading price was 602.2, 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 Mar SOLARINDS was trading at 8977.80. The strike last trading price was 602.2, 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 27 Feb SOLARINDS was trading at 8723.50. The strike last trading price was 602.2, 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 602.2, 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 602.2, 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 602.2, 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 602.2, 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 602.2, 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 602.2, 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 602.2, 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 602.2, 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 602.2, which was 0 lower than the previous day. The implied volatity was 2.11, the open interest changed by 0 which decreased total open position to 0