SHREECEM
Shree Cement Limited
Historical option data for SHREECEM
21 Nov 2024 04:11 PM IST
| SHREECEM 28NOV2024 23500 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 | |||
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| 21 Nov | 24052.85 | 726.05 | 0.00 | 0.00 | 0 | -2 | 0 | |||
| 20 Nov | 24106.35 | 726.05 | 0.00 | - | 3 | -2 | 34 | |||
| 19 Nov | 24106.35 | 726.05 | 0.00 | - | 3 | 0 | 34 | |||
| 18 Nov | 23935.05 | 726.05 | 0.00 | 0.00 | 0 | 3 | 0 | |||
| 14 Nov | 24091.70 | 726.05 | 4.60 | 22.05 | 25 | 3 | 34 | |||
| 13 Nov | 24049.20 | 721.45 | -300.10 | - | 19 | -3 | 30 | |||
| 12 Nov | 24372.80 | 1021.55 | -478.45 | 23.59 | 283 | 6 | 35 | |||
| 11 Nov | 24418.25 | 1500 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 8 Nov | 24533.00 | 1500 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 7 Nov | 24778.65 | 1500 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Nov | 25009.15 | 1500 | 121.85 | - | 2 | 0 | 29 | |||
| 5 Nov | 24695.90 | 1378.15 | -1050.15 | 16.44 | 43 | 28 | 28 | |||
| 4 Nov | 24865.30 | 2428.3 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 25065.30 | 2428.3 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 24297.75 | 2428.3 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 24325.25 | 2428.3 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 24439.55 | 2428.3 | 2428.30 | - | 0 | 0 | 0 | |||
| 25 Sept | 25903.65 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Sept | 25911.65 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Sept | 25958.10 | 0 | 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 | |||
| 16 Sept | 25619.40 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Sept | 25883.10 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Sept | 25614.10 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Sept | 25725.15 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Sept | 25798.60 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Sept | 25610.45 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Sept | 25662.25 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Sept | 25770.75 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Sept | 25507.60 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Sept | 25427.30 | 0 | - | 0 | 0 | 0 | ||||
For Shree Cement Limited - strike price 23500 expiring on 28NOV2024
Delta for 23500 CE is 0.00
Historical price for 23500 CE is as follows
On 21 Nov SHREECEM was trading at 24052.85. The strike last trading price was 726.05, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -2 which decreased total open position to 0
On 20 Nov SHREECEM was trading at 24106.35. The strike last trading price was 726.05, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 34
On 19 Nov SHREECEM was trading at 24106.35. The strike last trading price was 726.05, 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 34
On 18 Nov SHREECEM was trading at 23935.05. The strike last trading price was 726.05, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 14 Nov SHREECEM was trading at 24091.70. The strike last trading price was 726.05, which was 4.60 higher than the previous day. The implied volatity was 22.05, the open interest changed by 3 which increased total open position to 34
On 13 Nov SHREECEM was trading at 24049.20. The strike last trading price was 721.45, which was -300.10 lower than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 30
On 12 Nov SHREECEM was trading at 24372.80. The strike last trading price was 1021.55, which was -478.45 lower than the previous day. The implied volatity was 23.59, the open interest changed by 6 which increased total open position to 35
On 11 Nov SHREECEM was trading at 24418.25. The strike last trading price was 1500, 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 8 Nov SHREECEM was trading at 24533.00. The strike last trading price was 1500, 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 7 Nov SHREECEM was trading at 24778.65. The strike last trading price was 1500, 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 6 Nov SHREECEM was trading at 25009.15. The strike last trading price was 1500, which was 121.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 29
On 5 Nov SHREECEM was trading at 24695.90. The strike last trading price was 1378.15, which was -1050.15 lower than the previous day. The implied volatity was 16.44, the open interest changed by 28 which increased total open position to 28
On 4 Nov SHREECEM was trading at 24865.30. The strike last trading price was 2428.3, 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 24 Oct SHREECEM was trading at 25065.30. The strike last trading price was 2428.3, 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 21 Oct SHREECEM was trading at 24297.75. The strike last trading price was 2428.3, 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 Oct SHREECEM was trading at 24325.25. The strike last trading price was 2428.3, 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 16 Oct SHREECEM was trading at 24439.55. The strike last trading price was 2428.3, which was 2428.30 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Sept SHREECEM was trading at 25903.65. 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 24 Sept SHREECEM was trading at 25911.65. 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 23 Sept SHREECEM was trading at 25958.10. 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 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 16 Sept SHREECEM was trading at 25619.40. 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 13 Sept SHREECEM was trading at 25883.10. 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 11 Sept SHREECEM was trading at 25614.10. 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 10 Sept SHREECEM was trading at 25725.15. 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 9 Sept SHREECEM was trading at 25798.60. 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 6 Sept SHREECEM was trading at 25610.45. 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 5 Sept SHREECEM was trading at 25662.25. 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 4 Sept SHREECEM was trading at 25770.75. 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 3 Sept SHREECEM was trading at 25507.60. 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 23500 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.23
Vega: 10.14
Theta: -19.47
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 24052.85 | 132 | -13.00 | 29.02 | 187 | -17 | 177 |
| 20 Nov | 24106.35 | 145 | 0.00 | 28.11 | 93 | -7 | 198 |
| 19 Nov | 24106.35 | 145 | -25.10 | 28.11 | 93 | -3 | 198 |
| 18 Nov | 23935.05 | 170.1 | -29.90 | 23.42 | 576 | -13 | 202 |
| 14 Nov | 24091.70 | 200 | -43.00 | 22.26 | 859 | 18 | 217 |
| 13 Nov | 24049.20 | 243 | 46.00 | 28.70 | 455 | -98 | 199 |
| 12 Nov | 24372.80 | 197 | -158.15 | 26.03 | 3,417 | 177 | 300 |
| 11 Nov | 24418.25 | 355.15 | 101.60 | 37.08 | 336 | 8 | 127 |
| 8 Nov | 24533.00 | 253.55 | 34.55 | 30.43 | 154 | 74 | 117 |
| 7 Nov | 24778.65 | 219 | 56.90 | 30.77 | 32 | 10 | 42 |
| 6 Nov | 25009.15 | 162.1 | -150.30 | 29.38 | 64 | 14 | 34 |
| 5 Nov | 24695.90 | 312.4 | 78.50 | 33.89 | 15 | 8 | 16 |
| 4 Nov | 24865.30 | 233.9 | -106.10 | 30.95 | 2 | 1 | 7 |
| 24 Oct | 25065.30 | 340 | -240.00 | - | 6 | -3 | 6 |
| 21 Oct | 24297.75 | 580 | 83.50 | - | 1 | 0 | 8 |
| 18 Oct | 24325.25 | 496.5 | 16.50 | - | 2 | 0 | 7 |
| 16 Oct | 24439.55 | 480 | -204.25 | - | 11 | 5 | 5 |
| 25 Sept | 25903.65 | 684.25 | 0.00 | - | 0 | 0 | 0 |
| 24 Sept | 25911.65 | 684.25 | 0.00 | - | 0 | 0 | 0 |
| 23 Sept | 25958.10 | 684.25 | 0.00 | - | 0 | 0 | 0 |
| 20 Sept | 25141.70 | 684.25 | 0.00 | - | 0 | 0 | 0 |
| 19 Sept | 24931.70 | 684.25 | 0.00 | - | 0 | 0 | 0 |
| 18 Sept | 25076.65 | 684.25 | 0.00 | - | 0 | 0 | 0 |
| 17 Sept | 25437.10 | 684.25 | 0.00 | - | 0 | 0 | 0 |
| 16 Sept | 25619.40 | 684.25 | 0.00 | - | 0 | 0 | 0 |
| 13 Sept | 25883.10 | 684.25 | 0.00 | - | 0 | 0 | 0 |
| 11 Sept | 25614.10 | 684.25 | 0.00 | - | 0 | 0 | 0 |
| 10 Sept | 25725.15 | 684.25 | 0.00 | - | 0 | 0 | 0 |
| 9 Sept | 25798.60 | 684.25 | 0.00 | - | 0 | 0 | 0 |
| 6 Sept | 25610.45 | 684.25 | 0.00 | - | 0 | 0 | 0 |
| 5 Sept | 25662.25 | 684.25 | 0.00 | - | 0 | 0 | 0 |
| 4 Sept | 25770.75 | 684.25 | 0.00 | - | 0 | 0 | 0 |
| 3 Sept | 25507.60 | 684.25 | 0.00 | - | 0 | 0 | 0 |
| 2 Sept | 25427.30 | 684.25 | - | 0 | 0 | 0 | |
For Shree Cement Limited - strike price 23500 expiring on 28NOV2024
Delta for 23500 PE is -0.23
Historical price for 23500 PE is as follows
On 21 Nov SHREECEM was trading at 24052.85. The strike last trading price was 132, which was -13.00 lower than the previous day. The implied volatity was 29.02, the open interest changed by -17 which decreased total open position to 177
On 20 Nov SHREECEM was trading at 24106.35. The strike last trading price was 145, which was 0.00 lower than the previous day. The implied volatity was 28.11, the open interest changed by -7 which decreased total open position to 198
On 19 Nov SHREECEM was trading at 24106.35. The strike last trading price was 145, which was -25.10 lower than the previous day. The implied volatity was 28.11, the open interest changed by -3 which decreased total open position to 198
On 18 Nov SHREECEM was trading at 23935.05. The strike last trading price was 170.1, which was -29.90 lower than the previous day. The implied volatity was 23.42, the open interest changed by -13 which decreased total open position to 202
On 14 Nov SHREECEM was trading at 24091.70. The strike last trading price was 200, which was -43.00 lower than the previous day. The implied volatity was 22.26, the open interest changed by 18 which increased total open position to 217
On 13 Nov SHREECEM was trading at 24049.20. The strike last trading price was 243, which was 46.00 higher than the previous day. The implied volatity was 28.70, the open interest changed by -98 which decreased total open position to 199
On 12 Nov SHREECEM was trading at 24372.80. The strike last trading price was 197, which was -158.15 lower than the previous day. The implied volatity was 26.03, the open interest changed by 177 which increased total open position to 300
On 11 Nov SHREECEM was trading at 24418.25. The strike last trading price was 355.15, which was 101.60 higher than the previous day. The implied volatity was 37.08, the open interest changed by 8 which increased total open position to 127
On 8 Nov SHREECEM was trading at 24533.00. The strike last trading price was 253.55, which was 34.55 higher than the previous day. The implied volatity was 30.43, the open interest changed by 74 which increased total open position to 117
On 7 Nov SHREECEM was trading at 24778.65. The strike last trading price was 219, which was 56.90 higher than the previous day. The implied volatity was 30.77, the open interest changed by 10 which increased total open position to 42
On 6 Nov SHREECEM was trading at 25009.15. The strike last trading price was 162.1, which was -150.30 lower than the previous day. The implied volatity was 29.38, the open interest changed by 14 which increased total open position to 34
On 5 Nov SHREECEM was trading at 24695.90. The strike last trading price was 312.4, which was 78.50 higher than the previous day. The implied volatity was 33.89, the open interest changed by 8 which increased total open position to 16
On 4 Nov SHREECEM was trading at 24865.30. The strike last trading price was 233.9, which was -106.10 lower than the previous day. The implied volatity was 30.95, the open interest changed by 1 which increased total open position to 7
On 24 Oct SHREECEM was trading at 25065.30. The strike last trading price was 340, which was -240.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 21 Oct SHREECEM was trading at 24297.75. The strike last trading price was 580, which was 83.50 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 18 Oct SHREECEM was trading at 24325.25. The strike last trading price was 496.5, which was 16.50 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 16 Oct SHREECEM was trading at 24439.55. The strike last trading price was 480, which was -204.25 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Sept SHREECEM was trading at 25903.65. The strike last trading price was 684.25, 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 24 Sept SHREECEM was trading at 25911.65. The strike last trading price was 684.25, 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 23 Sept SHREECEM was trading at 25958.10. The strike last trading price was 684.25, 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 20 Sept SHREECEM was trading at 25141.70. The strike last trading price was 684.25, 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 684.25, 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 684.25, 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 684.25, 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 16 Sept SHREECEM was trading at 25619.40. The strike last trading price was 684.25, 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 13 Sept SHREECEM was trading at 25883.10. The strike last trading price was 684.25, 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 11 Sept SHREECEM was trading at 25614.10. The strike last trading price was 684.25, 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 10 Sept SHREECEM was trading at 25725.15. The strike last trading price was 684.25, 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 9 Sept SHREECEM was trading at 25798.60. The strike last trading price was 684.25, 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 6 Sept SHREECEM was trading at 25610.45. The strike last trading price was 684.25, 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 5 Sept SHREECEM was trading at 25662.25. The strike last trading price was 684.25, 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 4 Sept SHREECEM was trading at 25770.75. The strike last trading price was 684.25, 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 3 Sept SHREECEM was trading at 25507.60. The strike last trading price was 684.25, 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 684.25, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
