SHREECEM
Shree Cement Limited
Historical option data for SHREECEM
20 Apr 2026 03:08 PM IST
| SHREECEM 28-Apr-2026 (8d) 24000 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.96
Vega: 0.03
Theta: -4.86
Gamma: 0.0001
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 20 Apr | 25505.00 | 1450 | 94.59999999999991 | 22.3 | 10 | -1 | 323 | |||||||||
| 17 Apr | 25290.00 | 1404.5 | 107.84999999999991 | 25.31 | 11 | -7 | 323 | |||||||||
| 16 Apr | 25110.00 | 1280.4 | 71.25 | 26.76 | 37 | -16 | 330 | |||||||||
| 15 Apr | 24965.00 | 1209.1 | 394.29999999999995 | 31.27 | 33 | 3 | 347 | |||||||||
| 13 Apr | 24300.00 | 824.35 | -1.2999999999999545 | 31.98 | 133 | -7 | 342 | |||||||||
| 10 Apr | 24340.00 | 814 | 196.70000000000005 | 27.28 | 324 | -1 | 356 | |||||||||
| 9 Apr | 23990.00 | 597.1 | -242 | 30.25 | 328 | -52 | 352 | |||||||||
| 8 Apr | 24360.00 | 868.35 | 439.5 | 30.62 | 746 | -48 | 410 | |||||||||
| 7 Apr | 23350.00 | 425.05 | -96.25 | 29.29 | 538 | 10 | 460 | |||||||||
| 6 Apr | 23695.00 | 540.3 | 151.3 | 28.81 | 1,060 | 65 | 390 | |||||||||
| 2 Apr | 23125.00 | 400.45 | -35.85 | 27.96 | 163 | -2 | 324 | |||||||||
| 1 Apr | 23265.00 | 436.95 | 1.65 | 25.42 | 726 | 206 | 327 | |||||||||
| 30 Mar | 23020.00 | 417.2 | -195 | 28.66 | 256 | 24 | 121 | |||||||||
| 27 Mar | 23705.00 | 620.05 | -240.85 | 25.08 | 189 | -2 | 93 | |||||||||
| 25 Mar | 24230.00 | 850 | 480 | 19.73 | 197 | -5 | 95 | |||||||||
| 24 Mar | 23325.00 | 380 | 110.9 | 18.94 | 221 | 51 | 102 | |||||||||
| 23 Mar | 22725.00 | 270 | -3494.05 | 22.41 | 156 | 51 | 51 | |||||||||
| 20 Mar | 23535.00 | 3764.05 | 0 | 0.8 | 0 | 0 | 0 | |||||||||
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| 19 Mar | 23335.00 | 3764.05 | 0 | 1.21 | 0 | 0 | 0 | |||||||||
| 18 Mar | 23925.00 | 3764.05 | 0 | 0.13 | 0 | 0 | 0 | |||||||||
| 17 Mar | 23675.00 | 3764.05 | 0 | 1.21 | 0 | 0 | 0 | |||||||||
| 16 Mar | 23315.00 | 3764.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Mar | 22965.00 | 3764.05 | 0 | 1.89 | 0 | 0 | 0 | |||||||||
| 12 Mar | 23500.00 | 3764.05 | 0 | 1.11 | 0 | 0 | 0 | |||||||||
| 11 Mar | 23740.00 | - | - | - | 0 | 0 | 0 | |||||||||
| 10 Mar | 23960.00 | - | - | - | 0 | 0 | 0 | |||||||||
| 9 Mar | 23590.00 | - | - | - | 0 | 0 | 0 | |||||||||
| 6 Mar | 24875.00 | 3764.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Mar | 25200.00 | 3764.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Feb | 27020.00 | - | - | - | 0 | 0 | 0 | |||||||||
| 2 Feb | 26800.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Feb | 26385.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Shree Cement Limited - strike price 24000 expiring on 28APR2026
Delta for 24000 CE is 0.96
Historical price for 24000 CE is as follows
On 20 Apr SHREECEM was trading at 25505.00. The strike last trading price was 1450, which was 94.59999999999991 higher than the previous day. The implied volatity was 22.3, the open interest changed by -1 which decreased total open position to 323
On 17 Apr SHREECEM was trading at 25290.00. The strike last trading price was 1404.5, which was 107.84999999999991 higher than the previous day. The implied volatity was 25.31, the open interest changed by -7 which decreased total open position to 323
On 16 Apr SHREECEM was trading at 25110.00. The strike last trading price was 1280.4, which was 71.25 higher than the previous day. The implied volatity was 26.76, the open interest changed by -16 which decreased total open position to 330
On 15 Apr SHREECEM was trading at 24965.00. The strike last trading price was 1209.1, which was 394.29999999999995 higher than the previous day. The implied volatity was 31.27, the open interest changed by 3 which increased total open position to 347
On 13 Apr SHREECEM was trading at 24300.00. The strike last trading price was 824.35, which was -1.2999999999999545 lower than the previous day. The implied volatity was 31.98, the open interest changed by -7 which decreased total open position to 342
On 10 Apr SHREECEM was trading at 24340.00. The strike last trading price was 814, which was 196.70000000000005 higher than the previous day. The implied volatity was 27.28, the open interest changed by -1 which decreased total open position to 356
On 9 Apr SHREECEM was trading at 23990.00. The strike last trading price was 597.1, which was -242 lower than the previous day. The implied volatity was 30.25, the open interest changed by -52 which decreased total open position to 352
On 8 Apr SHREECEM was trading at 24360.00. The strike last trading price was 868.35, which was 439.5 higher than the previous day. The implied volatity was 30.62, the open interest changed by -48 which decreased total open position to 410
On 7 Apr SHREECEM was trading at 23350.00. The strike last trading price was 425.05, which was -96.25 lower than the previous day. The implied volatity was 29.29, the open interest changed by 10 which increased total open position to 460
On 6 Apr SHREECEM was trading at 23695.00. The strike last trading price was 540.3, which was 151.3 higher than the previous day. The implied volatity was 28.81, the open interest changed by 65 which increased total open position to 390
On 2 Apr SHREECEM was trading at 23125.00. The strike last trading price was 400.45, which was -35.85 lower than the previous day. The implied volatity was 27.96, the open interest changed by -2 which decreased total open position to 324
On 1 Apr SHREECEM was trading at 23265.00. The strike last trading price was 436.95, which was 1.65 higher than the previous day. The implied volatity was 25.42, the open interest changed by 206 which increased total open position to 327
On 30 Mar SHREECEM was trading at 23020.00. The strike last trading price was 417.2, which was -195 lower than the previous day. The implied volatity was 28.66, the open interest changed by 24 which increased total open position to 121
On 27 Mar SHREECEM was trading at 23705.00. The strike last trading price was 620.05, which was -240.85 lower than the previous day. The implied volatity was 25.08, the open interest changed by -2 which decreased total open position to 93
On 25 Mar SHREECEM was trading at 24230.00. The strike last trading price was 850, which was 480 higher than the previous day. The implied volatity was 19.73, the open interest changed by -5 which decreased total open position to 95
On 24 Mar SHREECEM was trading at 23325.00. The strike last trading price was 380, which was 110.9 higher than the previous day. The implied volatity was 18.94, the open interest changed by 51 which increased total open position to 102
On 23 Mar SHREECEM was trading at 22725.00. The strike last trading price was 270, which was -3494.05 lower than the previous day. The implied volatity was 22.41, the open interest changed by 51 which increased total open position to 51
On 20 Mar SHREECEM was trading at 23535.00. The strike last trading price was 3764.05, which was 0 lower than the previous day. The implied volatity was 0.8, 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 3764.05, 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 18 Mar SHREECEM was trading at 23925.00. The strike last trading price was 3764.05, which was 0 lower than the previous day. The implied volatity was 0.13, 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 3764.05, 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 16 Mar SHREECEM was trading at 23315.00. The strike last trading price was 3764.05, 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 13 Mar SHREECEM was trading at 22965.00. The strike last trading price was 3764.05, which was 0 lower than the previous day. The implied volatity was 1.89, the open interest changed by 0 which decreased total open position to 0
On 12 Mar SHREECEM was trading at 23500.00. The strike last trading price was 3764.05, which was 0 lower than the previous day. The implied volatity was 1.11, the open interest changed by 0 which decreased total open position to 0
On 11 Mar SHREECEM was trading at 23740.00. 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 10 Mar SHREECEM was trading at 23960.00. 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 9 Mar SHREECEM was trading at 23590.00. 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 6 Mar SHREECEM was trading at 24875.00. The strike last trading price was 3764.05, 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 5 Mar SHREECEM was trading at 25200.00. The strike last trading price was 3764.05, 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 3 Feb SHREECEM was trading at 27020.00. 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 2 Feb SHREECEM was trading at 26800.00. The strike last trading price was 0, 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 1 Feb SHREECEM was trading at 26385.00. The strike last trading price was 0, 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 (8d) 24000 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.11
Vega: 0.07
Theta: -12.75
Gamma: 0.00014
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 20 Apr | 25505.00 | 77.05 | -22.25 | 34.85 | 67 | 1 | 453 |
| 17 Apr | 25290.00 | 97.6 | -37.349999999999994 | 29.6 | 53 | 6 | 452 |
| 16 Apr | 25110.00 | 128.65 | -52.099999999999994 | 28.21 | 67 | 6 | 446 |
| 15 Apr | 24965.00 | 193.05 | -275.25 | 29.54 | 239 | 21 | 438 |
| 13 Apr | 24300.00 | 485 | 42.85000000000002 | 31.02 | 234 | 46 | 417 |
| 10 Apr | 24340.00 | 449.95 | -207.7 | 29.4 | 362 | 62 | 370 |
| 9 Apr | 23990.00 | 770.45 | 300.35 | 32.7 | 113 | -1 | 306 |
| 8 Apr | 24360.00 | 466.75 | -759.3 | 27.64 | 450 | 175 | 305 |
| 7 Apr | 23350.00 | 1226.05 | 264.15 | 41.21 | 17 | 6 | 132 |
| 6 Apr | 23695.00 | 997.5 | -252.5 | 36.71 | 14 | -4 | 125 |
| 2 Apr | 23125.00 | 1250 | -79.25 | - | 0 | 0 | 129 |
| 1 Apr | 23265.00 | 1250 | -79.25 | 38.7 | 13 | 3 | 129 |
| 30 Mar | 23020.00 | 1329.25 | 138.75 | 32.86 | 25 | 6 | 127 |
| 27 Mar | 23705.00 | 1195 | 400 | 39.58 | 135 | 32 | 44 |
| 25 Mar | 24230.00 | 780 | -750 | 34.31 | 27 | 2 | 12 |
| 24 Mar | 23325.00 | 1530 | -355.7 | 45.64 | 5 | 4 | 9 |
| 23 Mar | 22725.00 | 1885.7 | 735.7 | 45.23 | 4 | 0 | 1 |
| 20 Mar | 23535.00 | 1150 | 973.5 | - | 0 | 0 | 1 |
| 19 Mar | 23335.00 | 1150 | 973.5 | - | 0 | 0 | 1 |
| 18 Mar | 23925.00 | 1150 | 973.5 | - | 0 | 0 | 1 |
| 17 Mar | 23675.00 | 1150 | 973.5 | - | 0 | 0 | 1 |
| 16 Mar | 23315.00 | 1150 | 973.5 | - | 0 | 0 | 0 |
| 13 Mar | 22965.00 | 1150 | 973.5 | - | 0 | 0 | 1 |
| 12 Mar | 23500.00 | 1150 | 973.5 | - | 0 | 0 | 1 |
| 11 Mar | 23740.00 | - | - | - | 0 | 0 | 0 |
| 10 Mar | 23960.00 | - | - | - | 0 | 0 | 0 |
| 9 Mar | 23590.00 | - | - | - | 0 | 0 | 0 |
| 6 Mar | 24875.00 | 176.5 | 0 | - | 0 | 0 | 0 |
| 5 Mar | 25200.00 | 176.5 | 0 | - | 0 | 0 | 0 |
| 3 Feb | 27020.00 | - | - | - | 0 | 0 | 0 |
| 2 Feb | 26800.00 | 0 | 0 | - | 0 | 0 | 0 |
| 1 Feb | 26385.00 | 0 | 0 | 5.33 | 0 | 0 | 0 |
For Shree Cement Limited - strike price 24000 expiring on 28APR2026
Delta for 24000 PE is -0.11
Historical price for 24000 PE is as follows
On 20 Apr SHREECEM was trading at 25505.00. The strike last trading price was 77.05, which was -22.25 lower than the previous day. The implied volatity was 34.85, the open interest changed by 1 which increased total open position to 453
On 17 Apr SHREECEM was trading at 25290.00. The strike last trading price was 97.6, which was -37.349999999999994 lower than the previous day. The implied volatity was 29.6, the open interest changed by 6 which increased total open position to 452
On 16 Apr SHREECEM was trading at 25110.00. The strike last trading price was 128.65, which was -52.099999999999994 lower than the previous day. The implied volatity was 28.21, the open interest changed by 6 which increased total open position to 446
On 15 Apr SHREECEM was trading at 24965.00. The strike last trading price was 193.05, which was -275.25 lower than the previous day. The implied volatity was 29.54, the open interest changed by 21 which increased total open position to 438
On 13 Apr SHREECEM was trading at 24300.00. The strike last trading price was 485, which was 42.85000000000002 higher than the previous day. The implied volatity was 31.02, the open interest changed by 46 which increased total open position to 417
On 10 Apr SHREECEM was trading at 24340.00. The strike last trading price was 449.95, which was -207.7 lower than the previous day. The implied volatity was 29.4, the open interest changed by 62 which increased total open position to 370
On 9 Apr SHREECEM was trading at 23990.00. The strike last trading price was 770.45, which was 300.35 higher than the previous day. The implied volatity was 32.7, the open interest changed by -1 which decreased total open position to 306
On 8 Apr SHREECEM was trading at 24360.00. The strike last trading price was 466.75, which was -759.3 lower than the previous day. The implied volatity was 27.64, the open interest changed by 175 which increased total open position to 305
On 7 Apr SHREECEM was trading at 23350.00. The strike last trading price was 1226.05, which was 264.15 higher than the previous day. The implied volatity was 41.21, the open interest changed by 6 which increased total open position to 132
On 6 Apr SHREECEM was trading at 23695.00. The strike last trading price was 997.5, which was -252.5 lower than the previous day. The implied volatity was 36.71, the open interest changed by -4 which decreased total open position to 125
On 2 Apr SHREECEM was trading at 23125.00. The strike last trading price was 1250, which was -79.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 129
On 1 Apr SHREECEM was trading at 23265.00. The strike last trading price was 1250, which was -79.25 lower than the previous day. The implied volatity was 38.7, the open interest changed by 3 which increased total open position to 129
On 30 Mar SHREECEM was trading at 23020.00. The strike last trading price was 1329.25, which was 138.75 higher than the previous day. The implied volatity was 32.86, the open interest changed by 6 which increased total open position to 127
On 27 Mar SHREECEM was trading at 23705.00. The strike last trading price was 1195, which was 400 higher than the previous day. The implied volatity was 39.58, the open interest changed by 32 which increased total open position to 44
On 25 Mar SHREECEM was trading at 24230.00. The strike last trading price was 780, which was -750 lower than the previous day. The implied volatity was 34.31, the open interest changed by 2 which increased total open position to 12
On 24 Mar SHREECEM was trading at 23325.00. The strike last trading price was 1530, which was -355.7 lower than the previous day. The implied volatity was 45.64, the open interest changed by 4 which increased total open position to 9
On 23 Mar SHREECEM was trading at 22725.00. The strike last trading price was 1885.7, which was 735.7 higher than the previous day. The implied volatity was 45.23, the open interest changed by 0 which decreased total open position to 1
On 20 Mar SHREECEM was trading at 23535.00. The strike last trading price was 1150, which was 973.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 19 Mar SHREECEM was trading at 23335.00. The strike last trading price was 1150, which was 973.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 18 Mar SHREECEM was trading at 23925.00. The strike last trading price was 1150, which was 973.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 17 Mar SHREECEM was trading at 23675.00. The strike last trading price was 1150, which was 973.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 16 Mar SHREECEM was trading at 23315.00. The strike last trading price was 1150, which was 973.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Mar SHREECEM was trading at 22965.00. The strike last trading price was 1150, which was 973.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 12 Mar SHREECEM was trading at 23500.00. The strike last trading price was 1150, which was 973.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 11 Mar SHREECEM was trading at 23740.00. 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 10 Mar SHREECEM was trading at 23960.00. 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 9 Mar SHREECEM was trading at 23590.00. 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 6 Mar SHREECEM was trading at 24875.00. The strike last trading price was 176.5, 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 5 Mar SHREECEM was trading at 25200.00. The strike last trading price was 176.5, 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 3 Feb SHREECEM was trading at 27020.00. 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 2 Feb SHREECEM was trading at 26800.00. The strike last trading price was 0, 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 1 Feb SHREECEM was trading at 26385.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 5.33, the open interest changed by 0 which decreased total open position to 0
