[--[65.84.65.76]--]

SHREECEM

Shree Cement Limited
26100 -35.00 (-0.13%)
L: 25750 H: 26350

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Historical option data for SHREECEM

09 Dec 2025 04:11 PM IST
SHREECEM 30-DEC-2025 24250 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 26100.00 2536 -2109.2 - 0 0 0
8 Dec 26135.00 2536 -2109.2 - 0 0 3
5 Dec 26075.00 2536 -2109.2 - 0 0 0
3 Dec 26300.00 2536 -2109.2 - 0 0 0
2 Dec 26545.00 2536 -2109.2 - 0 0 0
1 Dec 26415.00 2536 -2109.2 - 0 0 0
28 Nov 26400.00 2536 -2109.2 - 0 0 0
27 Nov 26755.00 2536 -2109.2 - 0 0 0
25 Nov 26455.00 2536 -2109.2 - 0 3 0
24 Nov 26490.00 2536 -2109.2 25.50 6 3 3
21 Nov 26480.00 4645.2 0 - 0 0 0
20 Nov 26480.00 4645.2 0 - 0 0 0
19 Nov 26510.00 4645.2 0 - 0 0 0


For Shree Cement Limited - strike price 24250 expiring on 30DEC2025

Delta for 24250 CE is -

Historical price for 24250 CE is as follows

On 9 Dec SHREECEM was trading at 26100.00. The strike last trading price was 2536, which was -2109.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 8 Dec SHREECEM was trading at 26135.00. The strike last trading price was 2536, which was -2109.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3


On 5 Dec SHREECEM was trading at 26075.00. The strike last trading price was 2536, which was -2109.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 3 Dec SHREECEM was trading at 26300.00. The strike last trading price was 2536, which was -2109.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 2 Dec SHREECEM was trading at 26545.00. The strike last trading price was 2536, which was -2109.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 1 Dec SHREECEM was trading at 26415.00. The strike last trading price was 2536, which was -2109.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 28 Nov SHREECEM was trading at 26400.00. The strike last trading price was 2536, which was -2109.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 27 Nov SHREECEM was trading at 26755.00. The strike last trading price was 2536, which was -2109.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 25 Nov SHREECEM was trading at 26455.00. The strike last trading price was 2536, which was -2109.2 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0


On 24 Nov SHREECEM was trading at 26490.00. The strike last trading price was 2536, which was -2109.2 lower than the previous day. The implied volatity was 25.50, the open interest changed by 3 which increased total open position to 3


On 21 Nov SHREECEM was trading at 26480.00. The strike last trading price was 4645.2, 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 Nov SHREECEM was trading at 26480.00. The strike last trading price was 4645.2, 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 19 Nov SHREECEM was trading at 26510.00. The strike last trading price was 4645.2, 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 30DEC2025 24250 PE
Delta: -0.07
Vega: 8.46
Theta: -3.87
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 26100.00 43.65 -13.7 21.80 18 -1 4
8 Dec 26135.00 57.3 -17.7 - 0 0 5
5 Dec 26075.00 57.3 -17.7 22.39 2 0 5
3 Dec 26300.00 75 -22.35 - 0 0 0
2 Dec 26545.00 75 -22.35 - 0 0 0
1 Dec 26415.00 75 -22.35 - 0 0 0
28 Nov 26400.00 75 -22.35 - 0 0 0
27 Nov 26755.00 75 -22.35 - 0 0 0
25 Nov 26455.00 75 -22.35 23.54 1 0 4
24 Nov 26490.00 97.35 -24.35 24.92 4 0 2
21 Nov 26480.00 121.7 65.9 - 0 0 0
20 Nov 26480.00 121.7 65.9 - 0 2 0
19 Nov 26510.00 121.7 65.9 25.29 2 0 0


For Shree Cement Limited - strike price 24250 expiring on 30DEC2025

Delta for 24250 PE is -0.07

Historical price for 24250 PE is as follows

On 9 Dec SHREECEM was trading at 26100.00. The strike last trading price was 43.65, which was -13.7 lower than the previous day. The implied volatity was 21.80, the open interest changed by -1 which decreased total open position to 4


On 8 Dec SHREECEM was trading at 26135.00. The strike last trading price was 57.3, which was -17.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5


On 5 Dec SHREECEM was trading at 26075.00. The strike last trading price was 57.3, which was -17.7 lower than the previous day. The implied volatity was 22.39, the open interest changed by 0 which decreased total open position to 5


On 3 Dec SHREECEM was trading at 26300.00. The strike last trading price was 75, which was -22.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 2 Dec SHREECEM was trading at 26545.00. The strike last trading price was 75, which was -22.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 1 Dec SHREECEM was trading at 26415.00. The strike last trading price was 75, which was -22.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 28 Nov SHREECEM was trading at 26400.00. The strike last trading price was 75, which was -22.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 27 Nov SHREECEM was trading at 26755.00. The strike last trading price was 75, which was -22.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 25 Nov SHREECEM was trading at 26455.00. The strike last trading price was 75, which was -22.35 lower than the previous day. The implied volatity was 23.54, the open interest changed by 0 which decreased total open position to 4


On 24 Nov SHREECEM was trading at 26490.00. The strike last trading price was 97.35, which was -24.35 lower than the previous day. The implied volatity was 24.92, the open interest changed by 0 which decreased total open position to 2


On 21 Nov SHREECEM was trading at 26480.00. The strike last trading price was 121.7, which was 65.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 20 Nov SHREECEM was trading at 26480.00. The strike last trading price was 121.7, which was 65.9 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0


On 19 Nov SHREECEM was trading at 26510.00. The strike last trading price was 121.7, which was 65.9 higher than the previous day. The implied volatity was 25.29, the open interest changed by 0 which decreased total open position to 0