SOLARINDS
Solar Industries (I) Ltd
Historical option data for SOLARINDS
21 Sep 2025 04:15 PM IST
| SOLARINDS 30SEP2025 14000 CE | ||||||||||||||||
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Delta: 0.89
Vega: 4.82
Theta: -8.81
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 14672.00 | 776.65 | 46.65 | 24.83 | 21 | 0 | 234 | |||||||||
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| 14 Sept | 14403.00 | 642.7 | 237.8 | 28.76 | 1,388 | -233 | 314 | |||||||||
| 17 Aug | 15100.00 | 1380.95 | -52.25 | 26.25 | 2 | 2 | 4 | |||||||||
For Solar Industries (I) Ltd - strike price 14000 expiring on 30SEP2025
Delta for 14000 CE is 0.89
Historical price for 14000 CE is as follows
On 21 Sept SOLARINDS was trading at 14672.00. The strike last trading price was 776.65, which was 46.65 higher than the previous day. The implied volatity was 24.83, the open interest changed by 0 which decreased total open position to 234
On 14 Sept SOLARINDS was trading at 14403.00. The strike last trading price was 642.7, which was 237.8 higher than the previous day. The implied volatity was 28.76, the open interest changed by -233 which decreased total open position to 314
On 17 Aug SOLARINDS was trading at 15100.00. The strike last trading price was 1380.95, which was -52.25 lower than the previous day. The implied volatity was 26.25, the open interest changed by 2 which increased total open position to 4
| SOLARINDS 30SEP2025 14000 PE | |||||||
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Delta: -0.14
Vega: 5.62
Theta: -6.58
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 14672.00 | 51.1 | -40.6 | 28.00 | 424 | 61 | 737 |
| 14 Sept | 14403.00 | 184.4 | -177.8 | 29.85 | 2,077 | 29 | 635 |
| 17 Aug | 15100.00 | 300 | 0 | 0.00 | 0 | 0 | 0 |
For Solar Industries (I) Ltd - strike price 14000 expiring on 30SEP2025
Delta for 14000 PE is -0.14
Historical price for 14000 PE is as follows
On 21 Sept SOLARINDS was trading at 14672.00. The strike last trading price was 51.1, which was -40.6 lower than the previous day. The implied volatity was 28.00, the open interest changed by 61 which increased total open position to 737
On 14 Sept SOLARINDS was trading at 14403.00. The strike last trading price was 184.4, which was -177.8 lower than the previous day. The implied volatity was 29.85, the open interest changed by 29 which increased total open position to 635
On 17 Aug SOLARINDS was trading at 15100.00. The strike last trading price was 300, 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
