SOLARINDS
Solar Industries (I) Ltd
Historical option data for SOLARINDS
21 Sep 2025 04:15 PM IST
| SOLARINDS 30SEP2025 14500 CE | ||||||||||||||||
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Delta: 0.64
Vega: 9.50
Theta: -14.45
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 14672.00 | 418.3 | 14.15 | 27.71 | 397 | -41 | 425 | |||||||||
| 14 Sept | 14403.00 | 363.05 | 156.65 | 29.54 | 5,179 | -43 | 726 | |||||||||
| 17 Aug | 15100.00 | 3402.25 | 0 | - | 0 | 0 | 0 | |||||||||
For Solar Industries (I) Ltd - strike price 14500 expiring on 30SEP2025
Delta for 14500 CE is 0.64
Historical price for 14500 CE is as follows
On 21 Sept SOLARINDS was trading at 14672.00. The strike last trading price was 418.3, which was 14.15 higher than the previous day. The implied volatity was 27.71, the open interest changed by -41 which decreased total open position to 425
On 14 Sept SOLARINDS was trading at 14403.00. The strike last trading price was 363.05, which was 156.65 higher than the previous day. The implied volatity was 29.54, the open interest changed by -43 which decreased total open position to 726
On 17 Aug SOLARINDS was trading at 15100.00. The strike last trading price was 3402.25, 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 14500 PE | |||||||
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Delta: -0.36
Vega: 9.56
Theta: -11.14
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 14672.00 | 188 | -65.1 | 29.11 | 343 | -2 | 442 |
| 14 Sept | 14403.00 | 400.15 | -262.8 | 30.20 | 1,182 | 53 | 272 |
| 17 Aug | 15100.00 | 324.8 | -35.2 | 30.07 | 10 | 4 | 17 |
For Solar Industries (I) Ltd - strike price 14500 expiring on 30SEP2025
Delta for 14500 PE is -0.36
Historical price for 14500 PE is as follows
On 21 Sept SOLARINDS was trading at 14672.00. The strike last trading price was 188, which was -65.1 lower than the previous day. The implied volatity was 29.11, the open interest changed by -2 which decreased total open position to 442
On 14 Sept SOLARINDS was trading at 14403.00. The strike last trading price was 400.15, which was -262.8 lower than the previous day. The implied volatity was 30.20, the open interest changed by 53 which increased total open position to 272
On 17 Aug SOLARINDS was trading at 15100.00. The strike last trading price was 324.8, which was -35.2 lower than the previous day. The implied volatity was 30.07, the open interest changed by 4 which increased total open position to 17
