SOLARINDS SOLAR INDUSTRIES (I) LTD

SOLAR INDUSTRIES (I) LTD — on this desk since 31 Jan 2025.

implied move
4.8%
12 days to the expiry read
futures
short build
price fell and open interest rose
basis
0.61%
the future traded 0.61% above the share
option prices
54
dearer than 54 of the past 252 sessions

Option chain

as of Thu 15 Oct 15:30
CallsStrikePuts
What happenedPriceChange in OIOpen interestOpen interestChange in OIPriceWhat happened
————17,25080007.70—
—2,413.66065017,5008,800+65028.70long build-up
—2,173.8601,05017,750900−5023.48short covering
—1,939.3201,90018,00024,650−1,70050.90short covering
————18,2503,200+20068.00long build-up
—1,493.7201,80018,50020,100−35088.35short covering
—1,287.03035018,7502,100−300116.50short covering
long unwinding1,142.45−1,35036,50019,00047,050+2,800156.55long build-up
short build-up915.85+505,60019,2508,550+400218.60long build-up
long unwinding756.31−5025,65019,50025,450+1,450285.95long build-up
short build-up580.30+1,30014,10019,750at the money23,800−1,000364.10short covering
short build-up474.60+10,15066,40020,000wall49,050−5,550482.40short covering
short build-up362.55+3,85036,45020,2505,200−1,700623.45short covering
short build-up270.40+4,50055,10020,5008,800+150811.85long build-up
short build-up201.35+3,20011,10020,75080001,069.40—
short build-up150.50+6,60084,00021,0007,300+1001,261.40long build-up
short build-up116.05+1,1009,20021,25030001,465.86—
long unwinding85.05−20026,45021,50030001,680.81—
—62.3101,25021,750————
short build-up50.45+14,45097,200wall22,0002,850−1002,134.79short covering
long unwinding38.75−6501,85022,250————

The options were priced for a move of about 4.8% by 27 Oct.

Open interest

as of Thu 15 Oct 15:30

Short build: price fell and open interest rose.

For this stock, 61 of 122 times the close 5 sessions later was higher.

Across every F&O stock, 58,860 of 1,16,717 times the close 5 sessions later was higher.

Basis, rollover and the ban

as of Thu 15 Oct 15:30

The future traded 0.61% above the share.

Not in the F&O ban this session; open interest stood at 52% of its market-wide limit.

Implied volatility

as of Thu 15 Oct 15:30

The options were priced for a move of about 4.8% by 27 Oct; over the sessions the desk holds it ranged 2.1–9.5%.

Option prices were dearer than 54 of the past 252 sessions.

Puts were priced dearer than calls the same distance out.

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Implied and realised around results

as of Thu 15 Oct 15:30

No results meeting with an option chain on its eve yet.

The futures, session by session

as of Thu 15 Oct 15:30
sessionfuturesimplied movebasisban
Thu 15 Octshort build4.8%0.61%
Wed 14 Octshort build5.0%0.04%
Tue 13 Octshort build5.1%0.60%
Mon 12 Octshort cover5.3%-0.30%
Fri 9 Octshort cover5.6%-0.18%
Thu 8 Octshort build6.1%-0.30%
Wed 7 Octlong unwind6.2%-0.04%
Tue 6 Octshort cover6.4%0.79%
Mon 5 Octlong build6.7%-0.01%
Thu 1 Octshort build7.4%-0.06%
Wed 30 Sepshort cover7.1%-0.38%
Tue 29 Sepshort cover7.3%3.30%
Mon 28 Seplong unwind7.6%-0.10%
Fri 25 Seplong build2.4%-0.30%
Thu 24 Seplong unwind3.0%0.56%
Wed 23 Seplong unwind3.2%-0.28%
Tue 22 Sepshort cover3.6%0.40%
Mon 21 Sepshort cover3.9%0.08%
Fri 18 Seplong build5.0%1.40%
Thu 17 Sepshort build5.1%-0.03%

After a name entered or left the ban

as of Thu 15 Oct 15:30
  • Every F&O stock, on entering the ban: 755 of 1,496 times the close 5 sessions later was higher.
  • Every F&O stock, on leaving it: 747 of 1,496 times the close 5 sessions later was higher.

Before comparing across time

as of Thu 15 Oct 15:30

Open interest is in shares. Traded volume is in contracts before July 2024 and in shares after, so volumes are not compared across that change.

The lot size changed from 75 to 50 on 29 Oct 2025; contracts either side are compared in shares, not lots.