SHREECEM
Shree Cement Limited
Historical option data for SHREECEM
21 Nov 2024 04:11 PM IST
| SHREECEM 28NOV2024 23000 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 24052.85 | 1516.3 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 20 Nov | 24106.35 | 1516.3 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 19 Nov | 24106.35 | 1516.3 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 18 Nov | 23935.05 | 1516.3 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 14 Nov | 24091.70 | 1516.3 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Nov | 24049.20 | 1516.3 | 0.00 | 0.00 | 0 | 30 | 0 | |||
| 12 Nov | 24372.80 | 1516.3 | 92.35 | 30.94 | 53 | 31 | 32 | |||
| 11 Nov | 24418.25 | 1423.95 | -1345.55 | - | 1 | 0 | 0 | |||
| 8 Nov | 24533.00 | 2769.5 | 0.00 | - | 0 | 0 | 0 | |||
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| 7 Nov | 24778.65 | 2769.5 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 24695.90 | 2769.5 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 24865.30 | 2769.5 | 2769.50 | - | 0 | 0 | 0 | |||
| 20 Sept | 25141.70 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Sept | 24931.70 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Sept | 25076.65 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Sept | 25437.10 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Sept | 25427.30 | 0 | - | 0 | 0 | 0 | ||||
For Shree Cement Limited - strike price 23000 expiring on 28NOV2024
Delta for 23000 CE is 0.00
Historical price for 23000 CE is as follows
On 21 Nov SHREECEM was trading at 24052.85. The strike last trading price was 1516.3, 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 1516.3, 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 1516.3, 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 1516.3, 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 1516.3, 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 1516.3, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 30 which increased total open position to 0
On 12 Nov SHREECEM was trading at 24372.80. The strike last trading price was 1516.3, which was 92.35 higher than the previous day. The implied volatity was 30.94, the open interest changed by 31 which increased total open position to 32
On 11 Nov SHREECEM was trading at 24418.25. The strike last trading price was 1423.95, which was -1345.55 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 2769.5, 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 2769.5, 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 2769.5, 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 2769.5, which was 2769.50 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 20 Sept SHREECEM was trading at 25141.70. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 19 Sept SHREECEM was trading at 24931.70. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 18 Sept SHREECEM was trading at 25076.65. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 17 Sept SHREECEM was trading at 25437.10. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 2 Sept SHREECEM was trading at 25427.30. 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 23000 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.15
Vega: 7.67
Theta: -18.43
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 24052.85 | 91.35 | 18.40 | 35.46 | 257 | 5 | 287 |
| 20 Nov | 24106.35 | 72.95 | 0.00 | 30.19 | 176 | -14 | 282 |
| 19 Nov | 24106.35 | 72.95 | -14.65 | 30.19 | 176 | -14 | 282 |
| 18 Nov | 23935.05 | 87.6 | -21.85 | 26.17 | 415 | 28 | 297 |
| 14 Nov | 24091.70 | 109.45 | -23.55 | 24.46 | 452 | -97 | 264 |
| 13 Nov | 24049.20 | 133 | 20.30 | 29.22 | 660 | -168 | 361 |
| 12 Nov | 24372.80 | 112.7 | -137.25 | 27.52 | 5,455 | 255 | 530 |
| 11 Nov | 24418.25 | 249.95 | 85.00 | 38.83 | 963 | 255 | 278 |
| 8 Nov | 24533.00 | 164.95 | -243.45 | 31.76 | 17 | 6 | 16 |
| 7 Nov | 24778.65 | 408.4 | 0.00 | 0.00 | 0 | 0 | 0 |
| 5 Nov | 24695.90 | 408.4 | 0.00 | 0.00 | 0 | 0 | 0 |
| 4 Nov | 24865.30 | 408.4 | 408.40 | 0.00 | 0 | 0 | 0 |
| 20 Sept | 25141.70 | 0 | 0.00 | - | 0 | 0 | 0 |
| 19 Sept | 24931.70 | 0 | 0.00 | - | 0 | 0 | 0 |
| 18 Sept | 25076.65 | 0 | 0.00 | - | 0 | 0 | 0 |
| 17 Sept | 25437.10 | 0 | 0.00 | - | 0 | 0 | 0 |
| 2 Sept | 25427.30 | 0 | - | 0 | 0 | 0 | |
For Shree Cement Limited - strike price 23000 expiring on 28NOV2024
Delta for 23000 PE is -0.15
Historical price for 23000 PE is as follows
On 21 Nov SHREECEM was trading at 24052.85. The strike last trading price was 91.35, which was 18.40 higher than the previous day. The implied volatity was 35.46, the open interest changed by 5 which increased total open position to 287
On 20 Nov SHREECEM was trading at 24106.35. The strike last trading price was 72.95, which was 0.00 lower than the previous day. The implied volatity was 30.19, the open interest changed by -14 which decreased total open position to 282
On 19 Nov SHREECEM was trading at 24106.35. The strike last trading price was 72.95, which was -14.65 lower than the previous day. The implied volatity was 30.19, the open interest changed by -14 which decreased total open position to 282
On 18 Nov SHREECEM was trading at 23935.05. The strike last trading price was 87.6, which was -21.85 lower than the previous day. The implied volatity was 26.17, the open interest changed by 28 which increased total open position to 297
On 14 Nov SHREECEM was trading at 24091.70. The strike last trading price was 109.45, which was -23.55 lower than the previous day. The implied volatity was 24.46, the open interest changed by -97 which decreased total open position to 264
On 13 Nov SHREECEM was trading at 24049.20. The strike last trading price was 133, which was 20.30 higher than the previous day. The implied volatity was 29.22, the open interest changed by -168 which decreased total open position to 361
On 12 Nov SHREECEM was trading at 24372.80. The strike last trading price was 112.7, which was -137.25 lower than the previous day. The implied volatity was 27.52, the open interest changed by 255 which increased total open position to 530
On 11 Nov SHREECEM was trading at 24418.25. The strike last trading price was 249.95, which was 85.00 higher than the previous day. The implied volatity was 38.83, the open interest changed by 255 which increased total open position to 278
On 8 Nov SHREECEM was trading at 24533.00. The strike last trading price was 164.95, which was -243.45 lower than the previous day. The implied volatity was 31.76, the open interest changed by 6 which increased total open position to 16
On 7 Nov SHREECEM was trading at 24778.65. The strike last trading price was 408.4, 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 5 Nov SHREECEM was trading at 24695.90. The strike last trading price was 408.4, 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 4 Nov SHREECEM was trading at 24865.30. The strike last trading price was 408.4, which was 408.40 higher 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 Sept SHREECEM was trading at 25141.70. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 19 Sept SHREECEM was trading at 24931.70. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 18 Sept SHREECEM was trading at 25076.65. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 17 Sept SHREECEM was trading at 25437.10. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 2 Sept SHREECEM was trading at 25427.30. 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
