SHREECEM
Shree Cement Limited
Historical option data for SHREECEM
21 Nov 2024 04:11 PM IST
| SHREECEM 28NOV2024 22000 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 | 3521.45 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Nov | 24106.35 | 3521.45 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 24106.35 | 3521.45 | 0.00 | - | 0 | 0 | 0 | |||
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| 18 Nov | 23935.05 | 3521.45 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 24091.70 | 3521.45 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 24049.20 | 3521.45 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 24372.80 | 3521.45 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 24418.25 | 3521.45 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 24533.00 | 3521.45 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 24778.65 | 3521.45 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 24695.90 | 3521.45 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 24865.30 | 3521.45 | - | 0 | 0 | 0 | ||||
For Shree Cement Limited - strike price 22000 expiring on 28NOV2024
Delta for 22000 CE is -
Historical price for 22000 CE is as follows
On 21 Nov SHREECEM was trading at 24052.85. The strike last trading price was 3521.45, 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 3521.45, 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 3521.45, 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 3521.45, 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 3521.45, 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 3521.45, 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 3521.45, 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 3521.45, 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 3521.45, 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 3521.45, 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 5 Nov SHREECEM was trading at 24695.90. The strike last trading price was 3521.45, 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 4 Nov SHREECEM was trading at 24865.30. The strike last trading price was 3521.45, 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 22000 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.06
Vega: 4.17
Theta: -13.25
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 24052.85 | 43.6 | 13.70 | 45.91 | 36 | -5 | 249 |
| 20 Nov | 24106.35 | 29.9 | 0.00 | 38.20 | 69 | -8 | 253 |
| 19 Nov | 24106.35 | 29.9 | -2.25 | 38.20 | 69 | -9 | 253 |
| 18 Nov | 23935.05 | 32.15 | -13.35 | 33.58 | 86 | 30 | 263 |
| 14 Nov | 24091.70 | 45.5 | 7.00 | 31.06 | 372 | 35 | 233 |
| 13 Nov | 24049.20 | 38.5 | -0.15 | 31.63 | 340 | -144 | 198 |
| 12 Nov | 24372.80 | 38.65 | -71.30 | 31.30 | 3,557 | 100 | 346 |
| 11 Nov | 24418.25 | 109.95 | 53.35 | 41.31 | 549 | 166 | 220 |
| 8 Nov | 24533.00 | 56.6 | 27.10 | 33.20 | 150 | 41 | 56 |
| 7 Nov | 24778.65 | 29.5 | -14.80 | 30.09 | 12 | 10 | 14 |
| 5 Nov | 24695.90 | 44.3 | 14.35 | 30.78 | 2 | 1 | 3 |
| 4 Nov | 24865.30 | 29.95 | 29.09 | 2 | 1 | 1 | |
For Shree Cement Limited - strike price 22000 expiring on 28NOV2024
Delta for 22000 PE is -0.06
Historical price for 22000 PE is as follows
On 21 Nov SHREECEM was trading at 24052.85. The strike last trading price was 43.6, which was 13.70 higher than the previous day. The implied volatity was 45.91, the open interest changed by -5 which decreased total open position to 249
On 20 Nov SHREECEM was trading at 24106.35. The strike last trading price was 29.9, which was 0.00 lower than the previous day. The implied volatity was 38.20, the open interest changed by -8 which decreased total open position to 253
On 19 Nov SHREECEM was trading at 24106.35. The strike last trading price was 29.9, which was -2.25 lower than the previous day. The implied volatity was 38.20, the open interest changed by -9 which decreased total open position to 253
On 18 Nov SHREECEM was trading at 23935.05. The strike last trading price was 32.15, which was -13.35 lower than the previous day. The implied volatity was 33.58, the open interest changed by 30 which increased total open position to 263
On 14 Nov SHREECEM was trading at 24091.70. The strike last trading price was 45.5, which was 7.00 higher than the previous day. The implied volatity was 31.06, the open interest changed by 35 which increased total open position to 233
On 13 Nov SHREECEM was trading at 24049.20. The strike last trading price was 38.5, which was -0.15 lower than the previous day. The implied volatity was 31.63, the open interest changed by -144 which decreased total open position to 198
On 12 Nov SHREECEM was trading at 24372.80. The strike last trading price was 38.65, which was -71.30 lower than the previous day. The implied volatity was 31.30, the open interest changed by 100 which increased total open position to 346
On 11 Nov SHREECEM was trading at 24418.25. The strike last trading price was 109.95, which was 53.35 higher than the previous day. The implied volatity was 41.31, the open interest changed by 166 which increased total open position to 220
On 8 Nov SHREECEM was trading at 24533.00. The strike last trading price was 56.6, which was 27.10 higher than the previous day. The implied volatity was 33.20, the open interest changed by 41 which increased total open position to 56
On 7 Nov SHREECEM was trading at 24778.65. The strike last trading price was 29.5, which was -14.80 lower than the previous day. The implied volatity was 30.09, the open interest changed by 10 which increased total open position to 14
On 5 Nov SHREECEM was trading at 24695.90. The strike last trading price was 44.3, which was 14.35 higher than the previous day. The implied volatity was 30.78, the open interest changed by 1 which increased total open position to 3
On 4 Nov SHREECEM was trading at 24865.30. The strike last trading price was 29.95, which was lower than the previous day. The implied volatity was 29.09, the open interest changed by 1 which increased total open position to 1
