SHREECEM
Shree Cement Limited
Historical option data for SHREECEM
01 Apr 2026 04:11 PM IST
| SHREECEM 28-Apr-2026 (27d) 23250 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.58
Vega: 24.81
Theta: -14.79
Gamma: 0
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
|
|
||||||||||||||||
| 1 Apr | 23265.00 | 758.05 | 49.1 | 24.57 | 56 | 47 | 48 | |||||||||
| 30 Mar | 23020.00 | 692.85 | -2928.3 | 28.01 | 2 | 1 | 1 | |||||||||
| 27 Mar | 23705.00 | 3621.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 25 Mar | 24230.00 | 3621.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Mar | 23325.00 | 3621.15 | 0 | 0.2 | 0 | 0 | 0 | |||||||||
| 23 Mar | 22725.00 | 3621.15 | 0 | 0.95 | 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 | 3621.15 | 0 | - | 0 | 0 | 0 | |||||||||
For Shree Cement Limited - strike price 23250 expiring on 28APR2026
Delta for 23250 CE is 0.58
Historical price for 23250 CE is as follows
On 1 Apr SHREECEM was trading at 23265.00. The strike last trading price was 758.05, which was 49.1 higher than the previous day. The implied volatity was 24.57, the open interest changed by 47 which increased total open position to 48
On 30 Mar SHREECEM was trading at 23020.00. The strike last trading price was 692.85, which was -2928.3 lower than the previous day. The implied volatity was 28.01, the open interest changed by 1 which increased total open position to 1
On 27 Mar SHREECEM was trading at 23705.00. The strike last trading price was 3621.15, 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 25 Mar SHREECEM was trading at 24230.00. The strike last trading price was 3621.15, 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 24 Mar SHREECEM was trading at 23325.00. The strike last trading price was 3621.15, which was 0 lower than the previous day. The implied volatity was 0.2, the open interest changed by 0 which decreased total open position to 0
On 23 Mar SHREECEM was trading at 22725.00. The strike last trading price was 3621.15, which was 0 lower than the previous day. The implied volatity was 0.95, 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 3621.15, 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 (27d) 23250 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.43
Vega: 24.95
Theta: -12.05
Gamma: 0
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 1 Apr | 23265.00 | 693.45 | -213.75 | 32.47 | 40 | 16 | 29 |
| 30 Mar | 23020.00 | 922.35 | 359.95 | 34.34 | 21 | 11 | 13 |
| 27 Mar | 23705.00 | 562.4 | 31 | 29.66 | 1 | 0 | 2 |
| 25 Mar | 24230.00 | 531.4 | 450.95 | 35.81 | 2 | 1 | 1 |
| 24 Mar | 23325.00 | 80.45 | 0 | 1.25 | 0 | 0 | 0 |
| 23 Mar | 22725.00 | 80.45 | 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 | 80.45 | 0 | 0.58 | 0 | 0 | 0 |
For Shree Cement Limited - strike price 23250 expiring on 28APR2026
Delta for 23250 PE is -0.43
Historical price for 23250 PE is as follows
On 1 Apr SHREECEM was trading at 23265.00. The strike last trading price was 693.45, which was -213.75 lower than the previous day. The implied volatity was 32.47, the open interest changed by 16 which increased total open position to 29
On 30 Mar SHREECEM was trading at 23020.00. The strike last trading price was 922.35, which was 359.95 higher than the previous day. The implied volatity was 34.34, the open interest changed by 11 which increased total open position to 13
On 27 Mar SHREECEM was trading at 23705.00. The strike last trading price was 562.4, which was 31 higher than the previous day. The implied volatity was 29.66, the open interest changed by 0 which decreased total open position to 2
On 25 Mar SHREECEM was trading at 24230.00. The strike last trading price was 531.4, which was 450.95 higher than the previous day. The implied volatity was 35.81, the open interest changed by 1 which increased total open position to 1
On 24 Mar SHREECEM was trading at 23325.00. The strike last trading price was 80.45, which was 0 lower than the previous day. The implied volatity was 1.25, the open interest changed by 0 which decreased total open position to 0
On 23 Mar SHREECEM was trading at 22725.00. The strike last trading price was 80.45, 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 80.45, which was 0 lower than the previous day. The implied volatity was 0.58, the open interest changed by 0 which decreased total open position to 0
