SHREECEM
Shree Cement Limited
Historical option data for SHREECEM
21 Nov 2024 04:11 PM IST
| SHREECEM 28NOV2024 23250 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.79
Vega: 9.54
Theta: -29.56
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 24052.85 | 1082.35 | -119.75 | 36.09 | 3 | 1 | 2 | |||
| 20 Nov | 24106.35 | 1202.1 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 19 Nov | 24106.35 | 1202.1 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 18 Nov | 23935.05 | 1202.1 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 14 Nov | 24091.70 | 1202.1 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Nov | 24049.20 | 1202.1 | 0.00 | 0.00 | 0 | 1 | 0 | |||
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| 12 Nov | 24372.80 | 1202.1 | -2165.05 | 22.23 | 1 | 0 | 0 | |||
| 11 Nov | 24418.25 | 3367.15 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 24533.00 | 3367.15 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 24778.65 | 3367.15 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 24695.90 | 3367.15 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 24865.30 | 3367.15 | - | 0 | 0 | 0 | ||||
For Shree Cement Limited - strike price 23250 expiring on 28NOV2024
Delta for 23250 CE is 0.79
Historical price for 23250 CE is as follows
On 21 Nov SHREECEM was trading at 24052.85. The strike last trading price was 1082.35, which was -119.75 lower than the previous day. The implied volatity was 36.09, the open interest changed by 1 which increased total open position to 2
On 20 Nov SHREECEM was trading at 24106.35. The strike last trading price was 1202.1, 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 1202.1, 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 1202.1, 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 1202.1, 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 1202.1, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 12 Nov SHREECEM was trading at 24372.80. The strike last trading price was 1202.1, which was -2165.05 lower than the previous day. The implied volatity was 22.23, 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 3367.15, 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 3367.15, 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 3367.15, 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 3367.15, 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 3367.15, 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 23250 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.18
Vega: 8.64
Theta: -18.23
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 24052.85 | 101.65 | 4.20 | 31.46 | 54 | 26 | 40 |
| 20 Nov | 24106.35 | 97.45 | 0.00 | 26.79 | 22 | -7 | 14 |
| 19 Nov | 24106.35 | 97.45 | -27.20 | 26.79 | 22 | -7 | 14 |
| 18 Nov | 23935.05 | 124.65 | -6.00 | 25.02 | 7 | 1 | 21 |
| 14 Nov | 24091.70 | 130.65 | -48.40 | 25.55 | 8 | 1 | 18 |
| 13 Nov | 24049.20 | 179.05 | 39.10 | 28.79 | 4 | 0 | 19 |
| 12 Nov | 24372.80 | 139.95 | -63.00 | 26.08 | 49 | 20 | 20 |
| 11 Nov | 24418.25 | 202.95 | 0.00 | 6.12 | 0 | 0 | 0 |
| 8 Nov | 24533.00 | 202.95 | 0.00 | 5.72 | 0 | 0 | 0 |
| 7 Nov | 24778.65 | 202.95 | 0.00 | 6.78 | 0 | 0 | 0 |
| 5 Nov | 24695.90 | 202.95 | 0.00 | 6.03 | 0 | 0 | 0 |
| 4 Nov | 24865.30 | 202.95 | 6.45 | 0 | 0 | 0 | |
For Shree Cement Limited - strike price 23250 expiring on 28NOV2024
Delta for 23250 PE is -0.18
Historical price for 23250 PE is as follows
On 21 Nov SHREECEM was trading at 24052.85. The strike last trading price was 101.65, which was 4.20 higher than the previous day. The implied volatity was 31.46, the open interest changed by 26 which increased total open position to 40
On 20 Nov SHREECEM was trading at 24106.35. The strike last trading price was 97.45, which was 0.00 lower than the previous day. The implied volatity was 26.79, the open interest changed by -7 which decreased total open position to 14
On 19 Nov SHREECEM was trading at 24106.35. The strike last trading price was 97.45, which was -27.20 lower than the previous day. The implied volatity was 26.79, the open interest changed by -7 which decreased total open position to 14
On 18 Nov SHREECEM was trading at 23935.05. The strike last trading price was 124.65, which was -6.00 lower than the previous day. The implied volatity was 25.02, the open interest changed by 1 which increased total open position to 21
On 14 Nov SHREECEM was trading at 24091.70. The strike last trading price was 130.65, which was -48.40 lower than the previous day. The implied volatity was 25.55, the open interest changed by 1 which increased total open position to 18
On 13 Nov SHREECEM was trading at 24049.20. The strike last trading price was 179.05, which was 39.10 higher than the previous day. The implied volatity was 28.79, the open interest changed by 0 which decreased total open position to 19
On 12 Nov SHREECEM was trading at 24372.80. The strike last trading price was 139.95, which was -63.00 lower than the previous day. The implied volatity was 26.08, the open interest changed by 20 which increased total open position to 20
On 11 Nov SHREECEM was trading at 24418.25. The strike last trading price was 202.95, which was 0.00 lower than the previous day. The implied volatity was 6.12, 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 202.95, which was 0.00 lower than the previous day. The implied volatity was 5.72, 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 202.95, which was 0.00 lower than the previous day. The implied volatity was 6.78, 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 202.95, which was 0.00 lower than the previous day. The implied volatity was 6.03, 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 202.95, which was lower than the previous day. The implied volatity was 6.45, the open interest changed by 0 which decreased total open position to 0
