SHREECEM
Shree Cement Limited
Historical option data for SHREECEM
21 Nov 2024 04:11 PM IST
| SHREECEM 28NOV2024 23750 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.70
Vega: 11.61
Theta: -26.05
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 24052.85 | 607.4 | 7.40 | 26.03 | 9 | 1 | 6 | |||
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| 20 Nov | 24106.35 | 600 | 0.00 | 23.96 | 4 | 0 | 5 | |||
| 19 Nov | 24106.35 | 600 | 128.35 | 23.96 | 4 | 0 | 5 | |||
| 18 Nov | 23935.05 | 471.65 | -199.45 | 21.19 | 5 | -1 | 4 | |||
| 14 Nov | 24091.70 | 671.1 | -28.90 | 27.91 | 12 | 4 | 5 | |||
| 13 Nov | 24049.20 | 700 | -2259.15 | 18.73 | 1 | 0 | 0 | |||
| 12 Nov | 24372.80 | 2959.15 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 24418.25 | 2959.15 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 24533.00 | 2959.15 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 24778.65 | 2959.15 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 25009.15 | 2959.15 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 24695.90 | 2959.15 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 24865.30 | 2959.15 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 25065.30 | 2959.15 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 24297.75 | 2959.15 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 24325.25 | 2959.15 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 24439.55 | 2959.15 | - | 0 | 0 | 0 | ||||
For Shree Cement Limited - strike price 23750 expiring on 28NOV2024
Delta for 23750 CE is 0.70
Historical price for 23750 CE is as follows
On 21 Nov SHREECEM was trading at 24052.85. The strike last trading price was 607.4, which was 7.40 higher than the previous day. The implied volatity was 26.03, the open interest changed by 1 which increased total open position to 6
On 20 Nov SHREECEM was trading at 24106.35. The strike last trading price was 600, which was 0.00 lower than the previous day. The implied volatity was 23.96, the open interest changed by 0 which decreased total open position to 5
On 19 Nov SHREECEM was trading at 24106.35. The strike last trading price was 600, which was 128.35 higher than the previous day. The implied volatity was 23.96, the open interest changed by 0 which decreased total open position to 5
On 18 Nov SHREECEM was trading at 23935.05. The strike last trading price was 471.65, which was -199.45 lower than the previous day. The implied volatity was 21.19, the open interest changed by -1 which decreased total open position to 4
On 14 Nov SHREECEM was trading at 24091.70. The strike last trading price was 671.1, which was -28.90 lower than the previous day. The implied volatity was 27.91, the open interest changed by 4 which increased total open position to 5
On 13 Nov SHREECEM was trading at 24049.20. The strike last trading price was 700, which was -2259.15 lower than the previous day. The implied volatity was 18.73, the open interest changed by 0 which decreased total open position to 0
On 12 Nov SHREECEM was trading at 24372.80. The strike last trading price was 2959.15, 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 11 Nov SHREECEM was trading at 24418.25. The strike last trading price was 2959.15, 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 2959.15, 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 2959.15, 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 6 Nov SHREECEM was trading at 25009.15. The strike last trading price was 2959.15, 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 2959.15, 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 2959.15, 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 24 Oct SHREECEM was trading at 25065.30. The strike last trading price was 2959.15, 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 2959.15, 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 2959.15, 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 2959.15, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| SHREECEM 28NOV2024 23750 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.26
Vega: 10.79
Theta: -14.34
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 24052.85 | 109.8 | -110.20 | 20.85 | 87 | 16 | 72 |
| 20 Nov | 24106.35 | 220 | 0.00 | 26.13 | 12 | -1 | 52 |
| 19 Nov | 24106.35 | 220 | -29.10 | 26.13 | 12 | -5 | 52 |
| 18 Nov | 23935.05 | 249.1 | -20.90 | 22.87 | 45 | 8 | 62 |
| 14 Nov | 24091.70 | 270 | -53.00 | 21.22 | 111 | 19 | 56 |
| 13 Nov | 24049.20 | 323 | 86.70 | 28.65 | 88 | -14 | 38 |
| 12 Nov | 24372.80 | 236.3 | -52.40 | 24.11 | 353 | 53 | 53 |
| 11 Nov | 24418.25 | 288.7 | 0.00 | 3.71 | 0 | 0 | 0 |
| 8 Nov | 24533.00 | 288.7 | 0.00 | 3.79 | 0 | 0 | 0 |
| 7 Nov | 24778.65 | 288.7 | 0.00 | 4.69 | 0 | 0 | 0 |
| 6 Nov | 25009.15 | 288.7 | 0.00 | 5.33 | 0 | 0 | 0 |
| 5 Nov | 24695.90 | 288.7 | 0.00 | 4.19 | 0 | 0 | 0 |
| 4 Nov | 24865.30 | 288.7 | 0.00 | 4.67 | 0 | 0 | 0 |
| 24 Oct | 25065.30 | 288.7 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 24297.75 | 288.7 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 24325.25 | 288.7 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 24439.55 | 288.7 | - | 0 | 0 | 0 | |
For Shree Cement Limited - strike price 23750 expiring on 28NOV2024
Delta for 23750 PE is -0.26
Historical price for 23750 PE is as follows
On 21 Nov SHREECEM was trading at 24052.85. The strike last trading price was 109.8, which was -110.20 lower than the previous day. The implied volatity was 20.85, the open interest changed by 16 which increased total open position to 72
On 20 Nov SHREECEM was trading at 24106.35. The strike last trading price was 220, which was 0.00 lower than the previous day. The implied volatity was 26.13, the open interest changed by -1 which decreased total open position to 52
On 19 Nov SHREECEM was trading at 24106.35. The strike last trading price was 220, which was -29.10 lower than the previous day. The implied volatity was 26.13, the open interest changed by -5 which decreased total open position to 52
On 18 Nov SHREECEM was trading at 23935.05. The strike last trading price was 249.1, which was -20.90 lower than the previous day. The implied volatity was 22.87, the open interest changed by 8 which increased total open position to 62
On 14 Nov SHREECEM was trading at 24091.70. The strike last trading price was 270, which was -53.00 lower than the previous day. The implied volatity was 21.22, the open interest changed by 19 which increased total open position to 56
On 13 Nov SHREECEM was trading at 24049.20. The strike last trading price was 323, which was 86.70 higher than the previous day. The implied volatity was 28.65, the open interest changed by -14 which decreased total open position to 38
On 12 Nov SHREECEM was trading at 24372.80. The strike last trading price was 236.3, which was -52.40 lower than the previous day. The implied volatity was 24.11, the open interest changed by 53 which increased total open position to 53
On 11 Nov SHREECEM was trading at 24418.25. The strike last trading price was 288.7, which was 0.00 lower than the previous day. The implied volatity was 3.71, 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 288.7, which was 0.00 lower than the previous day. The implied volatity was 3.79, 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 288.7, which was 0.00 lower than the previous day. The implied volatity was 4.69, 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 288.7, which was 0.00 lower than the previous day. The implied volatity was 5.33, 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 288.7, which was 0.00 lower than the previous day. The implied volatity was 4.19, 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 288.7, which was 0.00 lower than the previous day. The implied volatity was 4.67, 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 288.7, 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 288.7, 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 288.7, 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 288.7, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
