SOLARINDS
Solar Industries (I) Ltd
Historical option data for SOLARINDS
28 Sep 2025 10:10 PM IST
| SOLARINDS 28-OCT-2025 11500 CE | ||||||||||||||||
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 28 Sept | 13766.00 | 2597 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 21 Sept | 14672.00 | 2597 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
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| 14 Sept | 14403.00 | 2597 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Solar Industries (I) Ltd - strike price 11500 expiring on 28OCT2025
Delta for 11500 CE is 0.00
Historical price for 11500 CE is as follows
On 28 Sept SOLARINDS was trading at 13766.00. The strike last trading price was 2597, 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 21 Sept SOLARINDS was trading at 14672.00. The strike last trading price was 2597, 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 Sept SOLARINDS was trading at 14403.00. The strike last trading price was 2597, 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
| SOLARINDS 28OCT2025 11500 PE | |||||||
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Delta: -0.05
Vega: 3.92
Theta: -2.21
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 13766.00 | 31.35 | 8.75 | 38.96 | 352 | 2 | 109 |
| 21 Sept | 14672.00 | 22.45 | -0.05 | 42.35 | 1,037 | 3 | 45 |
| 14 Sept | 14403.00 | 29.45 | -12.5 | 38.59 | 796 | 44 | 52 |
For Solar Industries (I) Ltd - strike price 11500 expiring on 28OCT2025
Delta for 11500 PE is -0.05
Historical price for 11500 PE is as follows
On 28 Sept SOLARINDS was trading at 13766.00. The strike last trading price was 31.35, which was 8.75 higher than the previous day. The implied volatity was 38.96, the open interest changed by 2 which increased total open position to 109
On 21 Sept SOLARINDS was trading at 14672.00. The strike last trading price was 22.45, which was -0.05 lower than the previous day. The implied volatity was 42.35, the open interest changed by 3 which increased total open position to 45
On 14 Sept SOLARINDS was trading at 14403.00. The strike last trading price was 29.45, which was -12.5 lower than the previous day. The implied volatity was 38.59, the open interest changed by 44 which increased total open position to 52
