SHREECEM
Shree Cement Limited
Historical option data for SHREECEM
09 Apr 2026 09:32 AM IST
| SHREECEM 28-Apr-2026 (19d) 23500 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 9 Apr | 24200.00 | 1146.75 | 522.85 | - | 0 | 3 | 0 | |||||||||
| 8 Apr | 24360.00 | 1146.75 | 522.85 | 29.1 | 35 | 4 | 186 | |||||||||
| 7 Apr | 23350.00 | 623.55 | -125.85 | 28.92 | 150 | -21 | 182 | |||||||||
| 6 Apr | 23695.00 | 763.1 | 229.2 | 28.13 | 598 | 205 | 210 | |||||||||
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| 2 Apr | 23125.00 | 533.9 | -3666.6 | 25.67 | 5 | 0 | 0 | |||||||||
| 1 Apr | 23265.00 | 4200.5 | 0 | 0.54 | 0 | 0 | 0 | |||||||||
| 30 Mar | 23020.00 | 4200.5 | 0 | 1.21 | 0 | 0 | 0 | |||||||||
| 27 Mar | 23705.00 | 4200.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 25 Mar | 24230.00 | 4200.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Mar | 23325.00 | 4200.5 | 0 | 0.08 | 0 | 0 | 0 | |||||||||
| 23 Mar | 22725.00 | 4200.5 | 0 | 1.81 | 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 | 4200.5 | 0 | - | 0 | 0 | 0 | |||||||||
For Shree Cement Limited - strike price 23500 expiring on 28APR2026
Delta for 23500 CE is -
Historical price for 23500 CE is as follows
On 9 Apr SHREECEM was trading at 24200.00. The strike last trading price was 1146.75, which was 522.85 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0
On 8 Apr SHREECEM was trading at 24360.00. The strike last trading price was 1146.75, which was 522.85 higher than the previous day. The implied volatity was 29.1, the open interest changed by 4 which increased total open position to 186
On 7 Apr SHREECEM was trading at 23350.00. The strike last trading price was 623.55, which was -125.85 lower than the previous day. The implied volatity was 28.92, the open interest changed by -21 which decreased total open position to 182
On 6 Apr SHREECEM was trading at 23695.00. The strike last trading price was 763.1, which was 229.2 higher than the previous day. The implied volatity was 28.13, the open interest changed by 205 which increased total open position to 210
On 2 Apr SHREECEM was trading at 23125.00. The strike last trading price was 533.9, which was -3666.6 lower than the previous day. The implied volatity was 25.67, the open interest changed by 0 which decreased total open position to 0
On 1 Apr SHREECEM was trading at 23265.00. The strike last trading price was 4200.5, which was 0 lower than the previous day. The implied volatity was 0.54, the open interest changed by 0 which decreased total open position to 0
On 30 Mar SHREECEM was trading at 23020.00. The strike last trading price was 4200.5, which was 0 lower than the previous day. The implied volatity was 1.21, the open interest changed by 0 which decreased total open position to 0
On 27 Mar SHREECEM was trading at 23705.00. The strike last trading price was 4200.5, 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 4200.5, 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 4200.5, which was 0 lower than the previous day. The implied volatity was 0.08, 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 4200.5, which was 0 lower than the previous day. The implied volatity was 1.81, 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 4200.5, 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 (19d) 23500 PE | |||||||
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Delta: -0.3
Vega: 19.44
Theta: -13.86
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 9 Apr | 24200.00 | 354.2 | 46.95 | 31.63 | 20 | 5 | 166 |
| 8 Apr | 24360.00 | 305 | -511.05 | 28.68 | 328 | 124 | 162 |
| 7 Apr | 23350.00 | 837.4 | 105.6 | 36.48 | 28 | 2 | 39 |
| 6 Apr | 23695.00 | 737.4 | -268.05 | 36.7 | 64 | 31 | 38 |
| 2 Apr | 23125.00 | 1005.45 | 55.45 | 36.2 | 5 | 0 | 2 |
| 1 Apr | 23265.00 | 950 | 829.4 | 35.08 | 2 | 1 | 1 |
| 30 Mar | 23020.00 | 120.6 | 0 | 0.03 | 0 | 0 | 0 |
| 27 Mar | 23705.00 | 120.6 | 0 | 1.18 | 0 | 0 | 0 |
| 25 Mar | 24230.00 | 120.6 | 0 | 3.15 | 0 | 0 | 0 |
| 24 Mar | 23325.00 | 120.6 | 0 | 0.41 | 0 | 0 | 0 |
| 23 Mar | 22725.00 | 120.6 | 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 | 120.6 | 0 | - | 0 | 0 | 0 |
For Shree Cement Limited - strike price 23500 expiring on 28APR2026
Delta for 23500 PE is -0.3
Historical price for 23500 PE is as follows
On 9 Apr SHREECEM was trading at 24200.00. The strike last trading price was 354.2, which was 46.95 higher than the previous day. The implied volatity was 31.63, the open interest changed by 5 which increased total open position to 166
On 8 Apr SHREECEM was trading at 24360.00. The strike last trading price was 305, which was -511.05 lower than the previous day. The implied volatity was 28.68, the open interest changed by 124 which increased total open position to 162
On 7 Apr SHREECEM was trading at 23350.00. The strike last trading price was 837.4, which was 105.6 higher than the previous day. The implied volatity was 36.48, the open interest changed by 2 which increased total open position to 39
On 6 Apr SHREECEM was trading at 23695.00. The strike last trading price was 737.4, which was -268.05 lower than the previous day. The implied volatity was 36.7, the open interest changed by 31 which increased total open position to 38
On 2 Apr SHREECEM was trading at 23125.00. The strike last trading price was 1005.45, which was 55.45 higher than the previous day. The implied volatity was 36.2, the open interest changed by 0 which decreased total open position to 2
On 1 Apr SHREECEM was trading at 23265.00. The strike last trading price was 950, which was 829.4 higher than the previous day. The implied volatity was 35.08, the open interest changed by 1 which increased total open position to 1
On 30 Mar SHREECEM was trading at 23020.00. The strike last trading price was 120.6, which was 0 lower than the previous day. The implied volatity was 0.03, the open interest changed by 0 which decreased total open position to 0
On 27 Mar SHREECEM was trading at 23705.00. The strike last trading price was 120.6, which was 0 lower than the previous day. The implied volatity was 1.18, 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 120.6, which was 0 lower than the previous day. The implied volatity was 3.15, 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 120.6, which was 0 lower than the previous day. The implied volatity was 0.41, 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 120.6, 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 120.6, 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
