SOLARINDS
Solar Industries (I) Ltd
Historical option data for SOLARINDS
21 Sep 2025 04:15 PM IST
| SOLARINDS 28OCT2025 14500 CE | ||||||||||||||||
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Delta: 0.63
Vega: 18.18
Theta: -8.48
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 14672.00 | 696 | -25.5 | 26.36 | 1 | 1 | 50 | |||||||||
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| 14 Sept | 14403.00 | 636 | 136 | 29.10 | 31 | 23 | 25 | |||||||||
| 17 Aug | 15100.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Solar Industries (I) Ltd - strike price 14500 expiring on 28OCT2025
Delta for 14500 CE is 0.63
Historical price for 14500 CE is as follows
On 21 Sept SOLARINDS was trading at 14672.00. The strike last trading price was 696, which was -25.5 lower than the previous day. The implied volatity was 26.36, the open interest changed by 1 which increased total open position to 50
On 14 Sept SOLARINDS was trading at 14403.00. The strike last trading price was 636, which was 136 higher than the previous day. The implied volatity was 29.10, the open interest changed by 23 which increased total open position to 25
On 17 Aug SOLARINDS was trading at 15100.00. The strike last trading price was 0, 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 28OCT2025 14500 PE | |||||||
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Delta: -0.38
Vega: 18.34
Theta: -5.43
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 14672.00 | 410.8 | -4.85 | 30.13 | 6 | 1 | 42 |
| 14 Sept | 14403.00 | 700 | 0 | 36.42 | 3 | 3 | 1 |
| 17 Aug | 15100.00 | 0 | 0 | 3.24 | 0 | 0 | 0 |
For Solar Industries (I) Ltd - strike price 14500 expiring on 28OCT2025
Delta for 14500 PE is -0.38
Historical price for 14500 PE is as follows
On 21 Sept SOLARINDS was trading at 14672.00. The strike last trading price was 410.8, which was -4.85 lower than the previous day. The implied volatity was 30.13, the open interest changed by 1 which increased total open position to 42
On 14 Sept SOLARINDS was trading at 14403.00. The strike last trading price was 700, which was 0 lower than the previous day. The implied volatity was 36.42, the open interest changed by 3 which increased total open position to 1
On 17 Aug SOLARINDS was trading at 15100.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 3.24, the open interest changed by 0 which decreased total open position to 0
