SHREECEM
Shree Cement Limited
Historical option data for SHREECEM
13 Apr 2026 04:10 PM IST
| SHREECEM 28-Apr-2026 (14d) 23750 CE | ||||||||||||||||
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Delta: 0.66
Vega: 0.18
Theta: -20.91
Gamma: 0.00022
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 13 Apr | 24300.00 | 991.55 | 158.75 | 32.83 | 35 | 0 | 20 | |||||||||
| 10 Apr | 24340.00 | 832.8 | 71.5 | - | 0 | 0 | 20 | |||||||||
| 9 Apr | 23990.00 | 832.8 | -148.35 | 35.58 | 6 | 2 | 20 | |||||||||
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| 8 Apr | 24360.00 | 981.15 | 474.3 | 28.99 | 5 | 0 | 22 | |||||||||
| 7 Apr | 23350.00 | 506.85 | -83.15 | 28.64 | 15 | 1 | 22 | |||||||||
| 6 Apr | 23695.00 | 590 | 93.5 | 26.12 | 13 | 2 | 21 | |||||||||
| 2 Apr | 23125.00 | 493 | -30.8 | 28.15 | 12 | 6 | 19 | |||||||||
| 1 Apr | 23265.00 | 523.8 | -5.45 | 24.93 | 14 | 7 | 13 | |||||||||
| 30 Mar | 23020.00 | 544 | -156 | 30.32 | 5 | 0 | 3 | |||||||||
| 27 Mar | 23705.00 | 700 | -2475.75 | 23.72 | 3 | 1 | 1 | |||||||||
| 25 Mar | 24230.00 | 3175.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Mar | 23325.00 | 3175.75 | 0 | 0.72 | 0 | 0 | 0 | |||||||||
| 23 Mar | 22725.00 | 3175.75 | 0 | 2.53 | 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 | 3175.75 | 0 | 0.97 | 0 | 0 | 0 | |||||||||
For Shree Cement Limited - strike price 23750 expiring on 28APR2026
Delta for 23750 CE is 0.66
Historical price for 23750 CE is as follows
On 13 Apr SHREECEM was trading at 24300.00. The strike last trading price was 991.55, which was 158.75 higher than the previous day. The implied volatity was 32.83, the open interest changed by 0 which decreased total open position to 20
On 10 Apr SHREECEM was trading at 24340.00. The strike last trading price was 832.8, which was 71.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 20
On 9 Apr SHREECEM was trading at 23990.00. The strike last trading price was 832.8, which was -148.35 lower than the previous day. The implied volatity was 35.58, the open interest changed by 2 which increased total open position to 20
On 8 Apr SHREECEM was trading at 24360.00. The strike last trading price was 981.15, which was 474.3 higher than the previous day. The implied volatity was 28.99, the open interest changed by 0 which decreased total open position to 22
On 7 Apr SHREECEM was trading at 23350.00. The strike last trading price was 506.85, which was -83.15 lower than the previous day. The implied volatity was 28.64, the open interest changed by 1 which increased total open position to 22
On 6 Apr SHREECEM was trading at 23695.00. The strike last trading price was 590, which was 93.5 higher than the previous day. The implied volatity was 26.12, the open interest changed by 2 which increased total open position to 21
On 2 Apr SHREECEM was trading at 23125.00. The strike last trading price was 493, which was -30.8 lower than the previous day. The implied volatity was 28.15, the open interest changed by 6 which increased total open position to 19
On 1 Apr SHREECEM was trading at 23265.00. The strike last trading price was 523.8, which was -5.45 lower than the previous day. The implied volatity was 24.93, the open interest changed by 7 which increased total open position to 13
On 30 Mar SHREECEM was trading at 23020.00. The strike last trading price was 544, which was -156 lower than the previous day. The implied volatity was 30.32, the open interest changed by 0 which decreased total open position to 3
On 27 Mar SHREECEM was trading at 23705.00. The strike last trading price was 700, which was -2475.75 lower than the previous day. The implied volatity was 23.72, the open interest changed by 1 which increased total open position to 1
On 25 Mar SHREECEM was trading at 24230.00. The strike last trading price was 3175.75, 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 3175.75, which was 0 lower than the previous day. The implied volatity was 0.72, 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 3175.75, which was 0 lower than the previous day. The implied volatity was 2.53, 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 3175.75, which was 0 lower than the previous day. The implied volatity was 0.97, the open interest changed by 0 which decreased total open position to 0
| SHREECEM 28-Apr-2026 (14d) 23750 PE | |||||||
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Delta: -0.35
Vega: 0.18
Theta: -17.08
Gamma: 0.00023
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 13 Apr | 24300.00 | 393.25 | 4.199999999999989 | 32.07 | 36 | 18 | 32 |
| 10 Apr | 24340.00 | 389.05 | 389.05 | - | 0 | 0 | 14 |
| 9 Apr | 23990.00 | 389.05 | -585.6 | - | 0 | 9 | 0 |
| 8 Apr | 24360.00 | 389.05 | -585.6 | 28.64 | 9 | 0 | 5 |
| 7 Apr | 23350.00 | 974.65 | 845.35 | - | 0 | 0 | 5 |
| 6 Apr | 23695.00 | 974.65 | 845.35 | - | 0 | 0 | 5 |
| 2 Apr | 23125.00 | 974.65 | 845.35 | - | 0 | 0 | 5 |
| 1 Apr | 23265.00 | 974.65 | 845.35 | 33.49 | 5 | 0 | 0 |
| 30 Mar | 23020.00 | 129.3 | 0 | 0.02 | 0 | 0 | 0 |
| 27 Mar | 23705.00 | 129.3 | 0 | 0.3 | 0 | 0 | 0 |
| 25 Mar | 24230.00 | 129.3 | 0 | 2.36 | 0 | 0 | 0 |
| 24 Mar | 23325.00 | 129.3 | 0 | - | 0 | 0 | 0 |
| 23 Mar | 22725.00 | 129.3 | 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 | 129.3 | 0 | - | 0 | 0 | 0 |
For Shree Cement Limited - strike price 23750 expiring on 28APR2026
Delta for 23750 PE is -0.35
Historical price for 23750 PE is as follows
On 13 Apr SHREECEM was trading at 24300.00. The strike last trading price was 393.25, which was 4.199999999999989 higher than the previous day. The implied volatity was 32.07, the open interest changed by 18 which increased total open position to 32
On 10 Apr SHREECEM was trading at 24340.00. The strike last trading price was 389.05, which was 389.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 14
On 9 Apr SHREECEM was trading at 23990.00. The strike last trading price was 389.05, which was -585.6 lower than the previous day. The implied volatity was -, the open interest changed by 9 which increased total open position to 0
On 8 Apr SHREECEM was trading at 24360.00. The strike last trading price was 389.05, which was -585.6 lower than the previous day. The implied volatity was 28.64, the open interest changed by 0 which decreased total open position to 5
On 7 Apr SHREECEM was trading at 23350.00. The strike last trading price was 974.65, which was 845.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 6 Apr SHREECEM was trading at 23695.00. The strike last trading price was 974.65, which was 845.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 2 Apr SHREECEM was trading at 23125.00. The strike last trading price was 974.65, which was 845.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 1 Apr SHREECEM was trading at 23265.00. The strike last trading price was 974.65, which was 845.35 higher than the previous day. The implied volatity was 33.49, 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 129.3, which was 0 lower than the previous day. The implied volatity was 0.02, 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 129.3, which was 0 lower than the previous day. The implied volatity was 0.3, 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 129.3, which was 0 lower than the previous day. The implied volatity was 2.36, 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 129.3, 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 23 Mar SHREECEM was trading at 22725.00. The strike last trading price was 129.3, 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 129.3, 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
