SHREECEM
Shree Cement Limited
Historical option data for SHREECEM
21 Nov 2024 04:11 PM IST
| SHREECEM 28NOV2024 21500 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 | 3929.85 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Nov | 24106.35 | 3929.85 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 24106.35 | 3929.85 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 23935.05 | 3929.85 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 24091.70 | 3929.85 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 24049.20 | 3929.85 | 0.00 | - | 0 | 0 | 0 | |||
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| 12 Nov | 24372.80 | 3929.85 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 24418.25 | 3929.85 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 24533.00 | 3929.85 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 24778.65 | 3929.85 | - | 0 | 0 | 0 | ||||
For Shree Cement Limited - strike price 21500 expiring on 28NOV2024
Delta for 21500 CE is -
Historical price for 21500 CE is as follows
On 21 Nov SHREECEM was trading at 24052.85. The strike last trading price was 3929.85, 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 3929.85, 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 3929.85, 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 18 Nov SHREECEM was trading at 23935.05. The strike last trading price was 3929.85, 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 3929.85, 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 3929.85, 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 3929.85, 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 3929.85, 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 8 Nov SHREECEM was trading at 24533.00. The strike last trading price was 3929.85, 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 7 Nov SHREECEM was trading at 24778.65. The strike last trading price was 3929.85, 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 21500 PE | |||||||
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Delta: -0.03
Vega: 2.43
Theta: -7.76
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 24052.85 | 20.05 | -1.45 | 45.94 | 4 | 0 | 127 |
| 20 Nov | 24106.35 | 21.5 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Nov | 24106.35 | 21.5 | 0.00 | 0.00 | 0 | -1 | 0 |
| 18 Nov | 23935.05 | 21.5 | -8.95 | 37.62 | 6 | -1 | 127 |
| 14 Nov | 24091.70 | 30.45 | 7.45 | 34.21 | 85 | 15 | 128 |
| 13 Nov | 24049.20 | 23 | -5.60 | 33.32 | 30 | -3 | 113 |
| 12 Nov | 24372.80 | 28.6 | -7.40 | 34.69 | 281 | 41 | 116 |
| 11 Nov | 24418.25 | 36 | 0.00 | 0.00 | 0 | 42 | 0 |
| 8 Nov | 24533.00 | 36 | 14.80 | 34.99 | 43 | 42 | 75 |
| 7 Nov | 24778.65 | 21.2 | 32.62 | 33 | 32 | 33 | |
For Shree Cement Limited - strike price 21500 expiring on 28NOV2024
Delta for 21500 PE is -0.03
Historical price for 21500 PE is as follows
On 21 Nov SHREECEM was trading at 24052.85. The strike last trading price was 20.05, which was -1.45 lower than the previous day. The implied volatity was 45.94, the open interest changed by 0 which decreased total open position to 127
On 20 Nov SHREECEM was trading at 24106.35. The strike last trading price was 21.5, which was 0.00 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 19 Nov SHREECEM was trading at 24106.35. The strike last trading price was 21.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 18 Nov SHREECEM was trading at 23935.05. The strike last trading price was 21.5, which was -8.95 lower than the previous day. The implied volatity was 37.62, the open interest changed by -1 which decreased total open position to 127
On 14 Nov SHREECEM was trading at 24091.70. The strike last trading price was 30.45, which was 7.45 higher than the previous day. The implied volatity was 34.21, the open interest changed by 15 which increased total open position to 128
On 13 Nov SHREECEM was trading at 24049.20. The strike last trading price was 23, which was -5.60 lower than the previous day. The implied volatity was 33.32, the open interest changed by -3 which decreased total open position to 113
On 12 Nov SHREECEM was trading at 24372.80. The strike last trading price was 28.6, which was -7.40 lower than the previous day. The implied volatity was 34.69, the open interest changed by 41 which increased total open position to 116
On 11 Nov SHREECEM was trading at 24418.25. The strike last trading price was 36, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 42 which increased total open position to 0
On 8 Nov SHREECEM was trading at 24533.00. The strike last trading price was 36, which was 14.80 higher than the previous day. The implied volatity was 34.99, the open interest changed by 42 which increased total open position to 75
On 7 Nov SHREECEM was trading at 24778.65. The strike last trading price was 21.2, which was lower than the previous day. The implied volatity was 32.62, the open interest changed by 32 which increased total open position to 33
