SHREECEM
Shree Cement Limited
Historical option data for SHREECEM
21 Nov 2024 04:11 PM IST
| SHREECEM 28NOV2024 20500 CE | ||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 24052.85 | 4798.55 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Nov | 24106.35 | 4798.55 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 24106.35 | 4798.55 | 0.00 | - | 0 | 0 | 0 | |||
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| 14 Nov | 24091.70 | 4798.55 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 24049.20 | 4798.55 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 24372.80 | 4798.55 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 24418.25 | 4798.55 | - | 0 | 0 | 0 | ||||
For Shree Cement Limited - strike price 20500 expiring on 28NOV2024
Delta for 20500 CE is -
Historical price for 20500 CE is as follows
On 21 Nov SHREECEM was trading at 24052.85. The strike last trading price was 4798.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 20 Nov SHREECEM was trading at 24106.35. The strike last trading price was 4798.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 19 Nov SHREECEM was trading at 24106.35. The strike last trading price was 4798.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 Nov SHREECEM was trading at 24091.70. The strike last trading price was 4798.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Nov SHREECEM was trading at 24049.20. The strike last trading price was 4798.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Nov SHREECEM was trading at 24372.80. The strike last trading price was 4798.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Nov SHREECEM was trading at 24418.25. The strike last trading price was 4798.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| SHREECEM 28NOV2024 20500 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.00
Vega: 0.38
Theta: -1.16
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 24052.85 | 1.75 | -4.25 | 44.01 | 4 | -3 | 22 |
| 20 Nov | 24106.35 | 6 | 0.00 | 45.69 | 0 | 0 | 25 |
| 19 Nov | 24106.35 | 6 | -1.90 | 45.69 | 0 | 0 | 25 |
| 14 Nov | 24091.70 | 7.9 | -16.75 | 38.32 | 25 | -6 | 25 |
| 13 Nov | 24049.20 | 24.65 | -5.30 | 44.57 | 1 | 0 | 30 |
| 12 Nov | 24372.80 | 29.95 | 9.85 | 45.71 | 46 | 21 | 30 |
| 11 Nov | 24418.25 | 20.1 | 42.75 | 9 | 5 | 5 | |
For Shree Cement Limited - strike price 20500 expiring on 28NOV2024
Delta for 20500 PE is -0.00
Historical price for 20500 PE is as follows
On 21 Nov SHREECEM was trading at 24052.85. The strike last trading price was 1.75, which was -4.25 lower than the previous day. The implied volatity was 44.01, the open interest changed by -3 which decreased total open position to 22
On 20 Nov SHREECEM was trading at 24106.35. The strike last trading price was 6, which was 0.00 lower than the previous day. The implied volatity was 45.69, the open interest changed by 0 which decreased total open position to 25
On 19 Nov SHREECEM was trading at 24106.35. The strike last trading price was 6, which was -1.90 lower than the previous day. The implied volatity was 45.69, the open interest changed by 0 which decreased total open position to 25
On 14 Nov SHREECEM was trading at 24091.70. The strike last trading price was 7.9, which was -16.75 lower than the previous day. The implied volatity was 38.32, the open interest changed by -6 which decreased total open position to 25
On 13 Nov SHREECEM was trading at 24049.20. The strike last trading price was 24.65, which was -5.30 lower than the previous day. The implied volatity was 44.57, the open interest changed by 0 which decreased total open position to 30
On 12 Nov SHREECEM was trading at 24372.80. The strike last trading price was 29.95, which was 9.85 higher than the previous day. The implied volatity was 45.71, the open interest changed by 21 which increased total open position to 30
On 11 Nov SHREECEM was trading at 24418.25. The strike last trading price was 20.1, which was lower than the previous day. The implied volatity was 42.75, the open interest changed by 5 which increased total open position to 5
