SHREECEM
Shree Cement Limited
Historical option data for SHREECEM
02 Apr 2026 03:41 PM IST
| SHREECEM 28-Apr-2026 (26d) 23000 CE | ||||||||||||||||
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Delta: 0.58
Vega: 24.1
Theta: -16.02
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
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| 2 Apr | 23125.00 | 814 | -71.9 | 27.1 | 302 | 139 | 226 | |||||||||
| 1 Apr | 23265.00 | 892.65 | 26.85 | 24.12 | 81 | 13 | 87 | |||||||||
| 30 Mar | 23020.00 | 858.6 | -239.9 | 29.67 | 86 | -11 | 76 | |||||||||
| 27 Mar | 23705.00 | 1123.45 | -266.55 | 22.98 | 176 | 66 | 86 | |||||||||
| 25 Mar | 24230.00 | 1390 | 705 | 8.03 | 41 | -8 | 20 | |||||||||
| 24 Mar | 23325.00 | 685 | 125 | 10.07 | 81 | 16 | 32 | |||||||||
| 23 Mar | 22725.00 | 560 | -4092 | 19.88 | 36 | 17 | 17 | |||||||||
| 20 Mar | 23535.00 | - | - | - | 0 | 0 | 0 | |||||||||
| 19 Mar | 23335.00 | - | - | - | 0 | 0 | 0 | |||||||||
| 18 Mar | 23925.00 | - | - | - | 0 | 0 | 0 | |||||||||
| 17 Mar | 23675.00 | - | - | - | 0 | 0 | 0 | |||||||||
| 16 Mar | 23315.00 | 4652 | 0 | - | 0 | 0 | 0 | |||||||||
For Shree Cement Limited - strike price 23000 expiring on 28APR2026
Delta for 23000 CE is 0.58
Historical price for 23000 CE is as follows
On 2 Apr SHREECEM was trading at 23125.00. The strike last trading price was 814, which was -71.9 lower than the previous day. The implied volatity was 27.1, the open interest changed by 139 which increased total open position to 226
On 1 Apr SHREECEM was trading at 23265.00. The strike last trading price was 892.65, which was 26.85 higher than the previous day. The implied volatity was 24.12, the open interest changed by 13 which increased total open position to 87
On 30 Mar SHREECEM was trading at 23020.00. The strike last trading price was 858.6, which was -239.9 lower than the previous day. The implied volatity was 29.67, the open interest changed by -11 which decreased total open position to 76
On 27 Mar SHREECEM was trading at 23705.00. The strike last trading price was 1123.45, which was -266.55 lower than the previous day. The implied volatity was 22.98, the open interest changed by 66 which increased total open position to 86
On 25 Mar SHREECEM was trading at 24230.00. The strike last trading price was 1390, which was 705 higher than the previous day. The implied volatity was 8.03, the open interest changed by -8 which decreased total open position to 20
On 24 Mar SHREECEM was trading at 23325.00. The strike last trading price was 685, which was 125 higher than the previous day. The implied volatity was 10.07, the open interest changed by 16 which increased total open position to 32
On 23 Mar SHREECEM was trading at 22725.00. The strike last trading price was 560, which was -4092 lower than the previous day. The implied volatity was 19.88, the open interest changed by 17 which increased total open position to 17
On 20 Mar SHREECEM was trading at 23535.00. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 19 Mar SHREECEM was trading at 23335.00. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 18 Mar SHREECEM was trading at 23925.00. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 17 Mar SHREECEM was trading at 23675.00. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 16 Mar SHREECEM was trading at 23315.00. The strike last trading price was 4652, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| SHREECEM 28-Apr-2026 (26d) 23000 PE | |||||||
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Delta: -0.43
Vega: 24.23
Theta: -13.5
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 2 Apr | 23125.00 | 727.6 | 129.85 | 35.24 | 393 | 202 | 281 |
| 1 Apr | 23265.00 | 580.9 | -236.5 | 32.36 | 85 | 37 | 79 |
| 30 Mar | 23020.00 | 817.4 | 159.9 | 35.16 | 56 | 19 | 44 |
| 27 Mar | 23705.00 | 644 | 127.6 | 36.54 | 36 | 18 | 26 |
| 25 Mar | 24230.00 | 516.4 | -423.6 | 38.43 | 4 | 1 | 9 |
| 24 Mar | 23325.00 | 940 | 860.2 | 42.76 | 16 | 8 | 8 |
| 23 Mar | 22725.00 | 79.8 | 0 | - | 0 | 0 | 0 |
| 20 Mar | 23535.00 | - | - | - | 0 | 0 | 0 |
| 19 Mar | 23335.00 | - | - | - | 0 | 0 | 0 |
| 18 Mar | 23925.00 | - | - | - | 0 | 0 | 0 |
| 17 Mar | 23675.00 | - | - | - | 0 | 0 | 0 |
| 16 Mar | 23315.00 | 79.8 | 0 | - | 0 | 0 | 0 |
For Shree Cement Limited - strike price 23000 expiring on 28APR2026
Delta for 23000 PE is -0.43
Historical price for 23000 PE is as follows
On 2 Apr SHREECEM was trading at 23125.00. The strike last trading price was 727.6, which was 129.85 higher than the previous day. The implied volatity was 35.24, the open interest changed by 202 which increased total open position to 281
On 1 Apr SHREECEM was trading at 23265.00. The strike last trading price was 580.9, which was -236.5 lower than the previous day. The implied volatity was 32.36, the open interest changed by 37 which increased total open position to 79
On 30 Mar SHREECEM was trading at 23020.00. The strike last trading price was 817.4, which was 159.9 higher than the previous day. The implied volatity was 35.16, the open interest changed by 19 which increased total open position to 44
On 27 Mar SHREECEM was trading at 23705.00. The strike last trading price was 644, which was 127.6 higher than the previous day. The implied volatity was 36.54, the open interest changed by 18 which increased total open position to 26
On 25 Mar SHREECEM was trading at 24230.00. The strike last trading price was 516.4, which was -423.6 lower than the previous day. The implied volatity was 38.43, the open interest changed by 1 which increased total open position to 9
On 24 Mar SHREECEM was trading at 23325.00. The strike last trading price was 940, which was 860.2 higher than the previous day. The implied volatity was 42.76, the open interest changed by 8 which increased total open position to 8
On 23 Mar SHREECEM was trading at 22725.00. The strike last trading price was 79.8, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 20 Mar SHREECEM was trading at 23535.00. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 19 Mar SHREECEM was trading at 23335.00. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 18 Mar SHREECEM was trading at 23925.00. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 17 Mar SHREECEM was trading at 23675.00. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 16 Mar SHREECEM was trading at 23315.00. The strike last trading price was 79.8, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
