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[--[65.84.65.76]--]
SHREECEM
Shree Cement Limited

24052.85 -53.50 (-0.22%)

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Historical option data for SHREECEM

21 Nov 2024 04:11 PM IST
SHREECEM 28NOV2024 22500 CE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Nov 24052.85 1820.15 0.00 0.00 0 0 0
20 Nov 24106.35 1820.15 0.00 0.00 0 0 0
19 Nov 24106.35 1820.15 0.00 0.00 0 0 0
18 Nov 23935.05 1820.15 0.00 0.00 0 0 0
14 Nov 24091.70 1820.15 0.00 0.00 0 0 0
13 Nov 24049.20 1820.15 0.00 0.00 0 2 0
12 Nov 24372.80 1820.15 -1313.55 - 4 2 2
11 Nov 24418.25 3133.7 0.00 - 0 0 0
8 Nov 24533.00 3133.7 0.00 - 0 0 0
7 Nov 24778.65 3133.7 0.00 - 0 0 0
5 Nov 24695.90 3133.7 0.00 - 0 0 0
4 Nov 24865.30 3133.7 3133.70 - 0 0 0
19 Sept 24931.70 0 - 0 0 0


For Shree Cement Limited - strike price 22500 expiring on 28NOV2024

Delta for 22500 CE is 0.00

Historical price for 22500 CE is as follows

On 21 Nov SHREECEM was trading at 24052.85. The strike last trading price was 1820.15, 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 20 Nov SHREECEM was trading at 24106.35. The strike last trading price was 1820.15, 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 1820.15, 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 18 Nov SHREECEM was trading at 23935.05. The strike last trading price was 1820.15, 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 14 Nov SHREECEM was trading at 24091.70. The strike last trading price was 1820.15, 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 13 Nov SHREECEM was trading at 24049.20. The strike last trading price was 1820.15, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0


On 12 Nov SHREECEM was trading at 24372.80. The strike last trading price was 1820.15, which was -1313.55 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 2


On 11 Nov SHREECEM was trading at 24418.25. The strike last trading price was 3133.7, 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 3133.7, 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 3133.7, 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 3133.7, 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 3133.7, which was 3133.70 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 19 Sept SHREECEM was trading at 24931.70. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


SHREECEM 28NOV2024 22500 PE
Delta: -0.10
Vega: 5.69
Theta: -16.01
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Nov 24052.85 63.2 21.90 40.97 1 0 71
20 Nov 24106.35 41.3 0.00 33.38 56 -39 71
19 Nov 24106.35 41.3 -4.85 33.38 56 -39 71
18 Nov 23935.05 46.15 -19.60 29.00 43 -3 112
14 Nov 24091.70 65.75 -7.45 27.38 161 22 116
13 Nov 24049.20 73.2 11.40 30.45 222 -113 92
12 Nov 24372.80 61.8 -32.80 28.89 1,315 171 205
11 Nov 24418.25 94.6 -313.05 33.42 39 23 23
8 Nov 24533.00 407.65 0.00 9.06 0 0 0
7 Nov 24778.65 407.65 0.00 9.60 0 0 0
5 Nov 24695.90 407.65 0.00 9.05 0 0 0
4 Nov 24865.30 407.65 407.65 9.42 0 0 0
19 Sept 24931.70 0 - 0 0 0


For Shree Cement Limited - strike price 22500 expiring on 28NOV2024

Delta for 22500 PE is -0.10

Historical price for 22500 PE is as follows

On 21 Nov SHREECEM was trading at 24052.85. The strike last trading price was 63.2, which was 21.90 higher than the previous day. The implied volatity was 40.97, the open interest changed by 0 which decreased total open position to 71


On 20 Nov SHREECEM was trading at 24106.35. The strike last trading price was 41.3, which was 0.00 lower than the previous day. The implied volatity was 33.38, the open interest changed by -39 which decreased total open position to 71


On 19 Nov SHREECEM was trading at 24106.35. The strike last trading price was 41.3, which was -4.85 lower than the previous day. The implied volatity was 33.38, the open interest changed by -39 which decreased total open position to 71


On 18 Nov SHREECEM was trading at 23935.05. The strike last trading price was 46.15, which was -19.60 lower than the previous day. The implied volatity was 29.00, the open interest changed by -3 which decreased total open position to 112


On 14 Nov SHREECEM was trading at 24091.70. The strike last trading price was 65.75, which was -7.45 lower than the previous day. The implied volatity was 27.38, the open interest changed by 22 which increased total open position to 116


On 13 Nov SHREECEM was trading at 24049.20. The strike last trading price was 73.2, which was 11.40 higher than the previous day. The implied volatity was 30.45, the open interest changed by -113 which decreased total open position to 92


On 12 Nov SHREECEM was trading at 24372.80. The strike last trading price was 61.8, which was -32.80 lower than the previous day. The implied volatity was 28.89, the open interest changed by 171 which increased total open position to 205


On 11 Nov SHREECEM was trading at 24418.25. The strike last trading price was 94.6, which was -313.05 lower than the previous day. The implied volatity was 33.42, the open interest changed by 23 which increased total open position to 23


On 8 Nov SHREECEM was trading at 24533.00. The strike last trading price was 407.65, which was 0.00 lower than the previous day. The implied volatity was 9.06, 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 407.65, which was 0.00 lower than the previous day. The implied volatity was 9.60, 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 407.65, which was 0.00 lower than the previous day. The implied volatity was 9.05, 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 407.65, which was 407.65 higher than the previous day. The implied volatity was 9.42, the open interest changed by 0 which decreased total open position to 0


On 19 Sept SHREECEM was trading at 24931.70. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to