SOLARINDS
Solar Industries (I) Ltd
Historical option data for SOLARINDS
21 Sep 2025 04:15 PM IST
| SOLARINDS 30SEP2025 14750 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.51
Vega: 10.18
Theta: -14.59
Gamma: 0.00
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 14672.00 | 274.95 | -7.4 | 27.28 | 876 | 3 | 461 | |||||||||
| 14 Sept | 14403.00 | 266.45 | 122.35 | 30.25 | 2,311 | 157 | 356 | |||||||||
|
|
||||||||||||||||
| 17 Aug | 15100.00 | 905 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Solar Industries (I) Ltd - strike price 14750 expiring on 30SEP2025
Delta for 14750 CE is 0.51
Historical price for 14750 CE is as follows
On 21 Sept SOLARINDS was trading at 14672.00. The strike last trading price was 274.95, which was -7.4 lower than the previous day. The implied volatity was 27.28, the open interest changed by 3 which increased total open position to 461
On 14 Sept SOLARINDS was trading at 14403.00. The strike last trading price was 266.45, which was 122.35 higher than the previous day. The implied volatity was 30.25, the open interest changed by 157 which increased total open position to 356
On 17 Aug SOLARINDS was trading at 15100.00. The strike last trading price was 905, 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 30SEP2025 14750 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.49
Vega: 10.18
Theta: -12.20
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 14672.00 | 316.9 | -56.9 | 30.85 | 222 | 36 | 258 |
| 14 Sept | 14403.00 | 548.5 | -324.5 | 30.62 | 124 | 13 | 33 |
| 17 Aug | 15100.00 | 1206.15 | 0 | 2.37 | 0 | 0 | 0 |
For Solar Industries (I) Ltd - strike price 14750 expiring on 30SEP2025
Delta for 14750 PE is -0.49
Historical price for 14750 PE is as follows
On 21 Sept SOLARINDS was trading at 14672.00. The strike last trading price was 316.9, which was -56.9 lower than the previous day. The implied volatity was 30.85, the open interest changed by 36 which increased total open position to 258
On 14 Sept SOLARINDS was trading at 14403.00. The strike last trading price was 548.5, which was -324.5 lower than the previous day. The implied volatity was 30.62, the open interest changed by 13 which increased total open position to 33
On 17 Aug SOLARINDS was trading at 15100.00. The strike last trading price was 1206.15, which was 0 lower than the previous day. The implied volatity was 2.37, the open interest changed by 0 which decreased total open position to 0
