SOLARINDS
Solar Industries (I) Ltd
Historical option data for SOLARINDS
21 Sep 2025 04:15 PM IST
| SOLARINDS 30SEP2025 15000 CE | ||||||||||||||||
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Delta: 0.38
Vega: 9.69
Theta: -14.33
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 14672.00 | 189.4 | -1.15 | 29.19 | 2,278 | 206 | 2,141 | |||||||||
| 14 Sept | 14403.00 | 181.2 | 82.95 | 29.95 | 9,689 | -158 | 1,399 | |||||||||
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| 17 Aug | 15100.00 | 725 | -35 | 28.71 | 11 | 7 | 40 | |||||||||
For Solar Industries (I) Ltd - strike price 15000 expiring on 30SEP2025
Delta for 15000 CE is 0.38
Historical price for 15000 CE is as follows
On 21 Sept SOLARINDS was trading at 14672.00. The strike last trading price was 189.4, which was -1.15 lower than the previous day. The implied volatity was 29.19, the open interest changed by 206 which increased total open position to 2141
On 14 Sept SOLARINDS was trading at 14403.00. The strike last trading price was 181.2, which was 82.95 higher than the previous day. The implied volatity was 29.95, the open interest changed by -158 which decreased total open position to 1399
On 17 Aug SOLARINDS was trading at 15100.00. The strike last trading price was 725, which was -35 lower than the previous day. The implied volatity was 28.71, the open interest changed by 7 which increased total open position to 40
| SOLARINDS 30SEP2025 15000 PE | |||||||
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Delta: -0.62
Vega: 9.71
Theta: -10.54
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 14672.00 | 450.25 | -95.1 | 29.81 | 51 | 19 | 117 |
| 14 Sept | 14403.00 | 726.75 | -351.45 | 31.66 | 102 | 5 | 130 |
| 17 Aug | 15100.00 | 505 | -45.85 | 29.35 | 8 | 6 | 13 |
For Solar Industries (I) Ltd - strike price 15000 expiring on 30SEP2025
Delta for 15000 PE is -0.62
Historical price for 15000 PE is as follows
On 21 Sept SOLARINDS was trading at 14672.00. The strike last trading price was 450.25, which was -95.1 lower than the previous day. The implied volatity was 29.81, the open interest changed by 19 which increased total open position to 117
On 14 Sept SOLARINDS was trading at 14403.00. The strike last trading price was 726.75, which was -351.45 lower than the previous day. The implied volatity was 31.66, the open interest changed by 5 which increased total open position to 130
On 17 Aug SOLARINDS was trading at 15100.00. The strike last trading price was 505, which was -45.85 lower than the previous day. The implied volatity was 29.35, the open interest changed by 6 which increased total open position to 13
