SOLARINDS
Solar Industries (I) Ltd
Historical option data for SOLARINDS
21 Sep 2025 04:15 PM IST
| SOLARINDS 30SEP2025 14250 CE | ||||||||||||||||
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Delta: 0.83
Vega: 6.56
Theta: -9.56
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 14672.00 | 545 | -1.85 | 21.39 | 29 | -26 | 112 | |||||||||
| 14 Sept | 14403.00 | 494.05 | 201.8 | 29.28 | 1,377 | -130 | 180 | |||||||||
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| 17 Aug | 15100.00 | 1045.6 | 0 | - | 0 | 0 | 0 | |||||||||
For Solar Industries (I) Ltd - strike price 14250 expiring on 30SEP2025
Delta for 14250 CE is 0.83
Historical price for 14250 CE is as follows
On 21 Sept SOLARINDS was trading at 14672.00. The strike last trading price was 545, which was -1.85 lower than the previous day. The implied volatity was 21.39, the open interest changed by -26 which decreased total open position to 112
On 14 Sept SOLARINDS was trading at 14403.00. The strike last trading price was 494.05, which was 201.8 higher than the previous day. The implied volatity was 29.28, the open interest changed by -130 which decreased total open position to 180
On 17 Aug SOLARINDS was trading at 15100.00. The strike last trading price was 1045.6, 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 30SEP2025 14250 PE | |||||||
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Delta: -0.24
Vega: 7.87
Theta: -9.17
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 14672.00 | 103 | -54.6 | 28.37 | 212 | -7 | 236 |
| 14 Sept | 14403.00 | 277.15 | -224 | 29.79 | 1,177 | 75 | 199 |
| 17 Aug | 15100.00 | 931.1 | 0 | 4.42 | 0 | 0 | 0 |
For Solar Industries (I) Ltd - strike price 14250 expiring on 30SEP2025
Delta for 14250 PE is -0.24
Historical price for 14250 PE is as follows
On 21 Sept SOLARINDS was trading at 14672.00. The strike last trading price was 103, which was -54.6 lower than the previous day. The implied volatity was 28.37, the open interest changed by -7 which decreased total open position to 236
On 14 Sept SOLARINDS was trading at 14403.00. The strike last trading price was 277.15, which was -224 lower than the previous day. The implied volatity was 29.79, the open interest changed by 75 which increased total open position to 199
On 17 Aug SOLARINDS was trading at 15100.00. The strike last trading price was 931.1, which was 0 lower than the previous day. The implied volatity was 4.42, the open interest changed by 0 which decreased total open position to 0
