SOLARINDS
Solar Industries (I) Ltd
Historical option data for SOLARINDS
21 Sep 2025 04:15 PM IST
| SOLARINDS 30SEP2025 15500 CE | ||||||||||||||||
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Delta: 0.17
Vega: 6.51
Theta: -9.45
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 14672.00 | 68.2 | -10.8 | 29.64 | 1,324 | -233 | 921 | |||||||||
| 14 Sept | 14403.00 | 90 | 41.5 | 31.52 | 4,174 | 34 | 690 | |||||||||
| 17 Aug | 15100.00 | 459.6 | -27.95 | 26.13 | 4 | 2 | 7 | |||||||||
For Solar Industries (I) Ltd - strike price 15500 expiring on 30SEP2025
Delta for 15500 CE is 0.17
Historical price for 15500 CE is as follows
On 21 Sept SOLARINDS was trading at 14672.00. The strike last trading price was 68.2, which was -10.8 lower than the previous day. The implied volatity was 29.64, the open interest changed by -233 which decreased total open position to 921
On 14 Sept SOLARINDS was trading at 14403.00. The strike last trading price was 90, which was 41.5 higher than the previous day. The implied volatity was 31.52, the open interest changed by 34 which increased total open position to 690
On 17 Aug SOLARINDS was trading at 15100.00. The strike last trading price was 459.6, which was -27.95 lower than the previous day. The implied volatity was 26.13, the open interest changed by 2 which increased total open position to 7
| SOLARINDS 30SEP2025 15500 PE | |||||||
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Delta: -0.80
Vega: 7.18
Theta: -7.43
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 14672.00 | 846.8 | -81.75 | 33.32 | 20 | 1 | 28 |
| 14 Sept | 14403.00 | 1120 | -392 | 32.27 | 2 | 2 | 17 |
| 17 Aug | 15100.00 | 682.6 | 0 | - | 0 | 0 | 0 |
For Solar Industries (I) Ltd - strike price 15500 expiring on 30SEP2025
Delta for 15500 PE is -0.80
Historical price for 15500 PE is as follows
On 21 Sept SOLARINDS was trading at 14672.00. The strike last trading price was 846.8, which was -81.75 lower than the previous day. The implied volatity was 33.32, the open interest changed by 1 which increased total open position to 28
On 14 Sept SOLARINDS was trading at 14403.00. The strike last trading price was 1120, which was -392 lower than the previous day. The implied volatity was 32.27, the open interest changed by 2 which increased total open position to 17
On 17 Aug SOLARINDS was trading at 15100.00. The strike last trading price was 682.6, 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
