SOLARINDS
Solar Industries (I) Ltd
Historical option data for SOLARINDS
21 Sep 2025 04:15 PM IST
| SOLARINDS 30SEP2025 16000 CE | ||||||||||||||||
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Delta: 0.07
Vega: 3.51
Theta: -5.34
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 14672.00 | 25.45 | -4.35 | 31.67 | 1,259 | 56 | 1,051 | |||||||||
| 14 Sept | 14403.00 | 43.05 | 15.85 | 32.93 | 3,827 | 323 | 849 | |||||||||
| 17 Aug | 15100.00 | 2381.95 | 0 | 3.23 | 0 | 0 | 0 | |||||||||
For Solar Industries (I) Ltd - strike price 16000 expiring on 30SEP2025
Delta for 16000 CE is 0.07
Historical price for 16000 CE is as follows
On 21 Sept SOLARINDS was trading at 14672.00. The strike last trading price was 25.45, which was -4.35 lower than the previous day. The implied volatity was 31.67, the open interest changed by 56 which increased total open position to 1051
On 14 Sept SOLARINDS was trading at 14403.00. The strike last trading price was 43.05, which was 15.85 higher than the previous day. The implied volatity was 32.93, the open interest changed by 323 which increased total open position to 849
On 17 Aug SOLARINDS was trading at 15100.00. The strike last trading price was 2381.95, which was 0 lower than the previous day. The implied volatity was 3.23, the open interest changed by 0 which decreased total open position to 0
| SOLARINDS 30SEP2025 16000 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 14672.00 | 1283.75 | 0 | 0.00 | 0 | 0 | 0 |
| 14 Sept | 14403.00 | 1575 | -435.7 | 34.87 | 15 | -8 | 81 |
| 17 Aug | 15100.00 | 1080 | 0 | 0.00 | 0 | 0 | 0 |
For Solar Industries (I) Ltd - strike price 16000 expiring on 30SEP2025
Delta for 16000 PE is 0.00
Historical price for 16000 PE is as follows
On 21 Sept SOLARINDS was trading at 14672.00. The strike last trading price was 1283.75, 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
On 14 Sept SOLARINDS was trading at 14403.00. The strike last trading price was 1575, which was -435.7 lower than the previous day. The implied volatity was 34.87, the open interest changed by -8 which decreased total open position to 81
On 17 Aug SOLARINDS was trading at 15100.00. The strike last trading price was 1080, 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
