SHREECEM
Shree Cement Limited
Historical option data for SHREECEM
30 Mar 2026 04:11 PM IST
| SHREECEM 28-Apr-2026 (28d) 24000 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.35
Vega: 23.99
Theta: -13.94
Gamma: 0
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 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 | |||||||||
| 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 0.35
Historical price for 24000 CE is as follows
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 (28d) 24000 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.63
Vega: 24.51
Theta: -9.57
Gamma: 0
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 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 -0.63
Historical price for 24000 PE is as follows
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
