SHREECEM
Shree Cement Limited
Historical option data for SHREECEM
18 Mar 2026 04:11 PM IST
| SHREECEM 30-MAR-2026 24250 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 18 Mar | 23925.00 | 1022.95 | -2321.3 | - | 0 | 0 | 2 | |||||||||
| 17 Mar | 23675.00 | 1022.95 | -2321.3 | - | 0 | 0 | 2 | |||||||||
| 16 Mar | 23315.00 | 1022.95 | -2321.3 | - | 0 | 0 | 0 | |||||||||
| 13 Mar | 22965.00 | 1022.95 | -2321.3 | - | 0 | 0 | 2 | |||||||||
| 12 Mar | 23500.00 | 1022.95 | -2321.3 | - | 0 | 0 | 2 | |||||||||
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| 11 Mar | 23740.00 | 1022.95 | -2321.3 | - | 0 | 0 | 2 | |||||||||
| 10 Mar | 23960.00 | 1022.95 | -2321.3 | - | 0 | 0 | 2 | |||||||||
| 9 Mar | 23590.00 | 1022.95 | -2321.3 | - | 0 | 0 | 2 | |||||||||
| 6 Mar | 24875.00 | 1022.95 | -2321.3 | - | 0 | 0 | 0 | |||||||||
| 5 Mar | 25200.00 | 1022.95 | -2321.3 | - | 10 | 2 | 0 | |||||||||
| 4 Mar | 25355.00 | 1022.95 | -2321.3 | 10.13 | 10 | 3 | 3 | |||||||||
For Shree Cement Limited - strike price 24250 expiring on 30MAR2026
Delta for 24250 CE is -
Historical price for 24250 CE is as follows
On 18 Mar SHREECEM was trading at 23925.00. The strike last trading price was 1022.95, which was -2321.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 17 Mar SHREECEM was trading at 23675.00. The strike last trading price was 1022.95, which was -2321.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 16 Mar SHREECEM was trading at 23315.00. The strike last trading price was 1022.95, which was -2321.3 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 1022.95, which was -2321.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 12 Mar SHREECEM was trading at 23500.00. The strike last trading price was 1022.95, which was -2321.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 11 Mar SHREECEM was trading at 23740.00. The strike last trading price was 1022.95, which was -2321.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 10 Mar SHREECEM was trading at 23960.00. The strike last trading price was 1022.95, which was -2321.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 9 Mar SHREECEM was trading at 23590.00. The strike last trading price was 1022.95, which was -2321.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 6 Mar SHREECEM was trading at 24875.00. The strike last trading price was 1022.95, which was -2321.3 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 1022.95, which was -2321.3 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0
On 4 Mar SHREECEM was trading at 25355.00. The strike last trading price was 1022.95, which was -2321.3 lower than the previous day. The implied volatity was 10.13, the open interest changed by 3 which increased total open position to 3
| SHREECEM 30MAR2026 24250 PE | |||||||
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Delta: -0.6
Vega: 16.74
Theta: -12.27
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 18 Mar | 23925.00 | 563.05 | -282.6 | 23.45 | 6 | -1 | 258 |
| 17 Mar | 23675.00 | 845.65 | -263.6 | 32.28 | 7 | -5 | 260 |
| 16 Mar | 23315.00 | 1109.25 | 120.35 | 37.62 | 1 | 0 | 266 |
| 13 Mar | 22965.00 | 988.9 | 197.6 | - | 0 | 0 | 266 |
| 12 Mar | 23500.00 | 988.9 | 197.6 | - | 0 | 0 | 266 |
| 11 Mar | 23740.00 | 988.9 | 197.6 | 36.17 | 2 | 0 | 265 |
| 10 Mar | 23960.00 | 791.3 | -395 | 31.51 | 16 | 0 | 265 |
| 9 Mar | 23590.00 | 1236.05 | 773.75 | 41.14 | 269 | -24 | 265 |
| 6 Mar | 24875.00 | 462.3 | 341.7 | 32.68 | 289 | 0 | 0 |
| 5 Mar | 25200.00 | 120.6 | 0 | 4.24 | 0 | 0 | 0 |
| 4 Mar | 25355.00 | 120.6 | 0 | 4.45 | 0 | 0 | 0 |
For Shree Cement Limited - strike price 24250 expiring on 30MAR2026
Delta for 24250 PE is -0.6
Historical price for 24250 PE is as follows
On 18 Mar SHREECEM was trading at 23925.00. The strike last trading price was 563.05, which was -282.6 lower than the previous day. The implied volatity was 23.45, the open interest changed by -1 which decreased total open position to 258
On 17 Mar SHREECEM was trading at 23675.00. The strike last trading price was 845.65, which was -263.6 lower than the previous day. The implied volatity was 32.28, the open interest changed by -5 which decreased total open position to 260
On 16 Mar SHREECEM was trading at 23315.00. The strike last trading price was 1109.25, which was 120.35 higher than the previous day. The implied volatity was 37.62, the open interest changed by 0 which decreased total open position to 266
On 13 Mar SHREECEM was trading at 22965.00. The strike last trading price was 988.9, which was 197.6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 266
On 12 Mar SHREECEM was trading at 23500.00. The strike last trading price was 988.9, which was 197.6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 266
On 11 Mar SHREECEM was trading at 23740.00. The strike last trading price was 988.9, which was 197.6 higher than the previous day. The implied volatity was 36.17, the open interest changed by 0 which decreased total open position to 265
On 10 Mar SHREECEM was trading at 23960.00. The strike last trading price was 791.3, which was -395 lower than the previous day. The implied volatity was 31.51, the open interest changed by 0 which decreased total open position to 265
On 9 Mar SHREECEM was trading at 23590.00. The strike last trading price was 1236.05, which was 773.75 higher than the previous day. The implied volatity was 41.14, the open interest changed by -24 which decreased total open position to 265
On 6 Mar SHREECEM was trading at 24875.00. The strike last trading price was 462.3, which was 341.7 higher than the previous day. The implied volatity was 32.68, 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 120.6, which was 0 lower than the previous day. The implied volatity was 4.24, the open interest changed by 0 which decreased total open position to 0
On 4 Mar SHREECEM was trading at 25355.00. The strike last trading price was 120.6, which was 0 lower than the previous day. The implied volatity was 4.45, the open interest changed by 0 which decreased total open position to 0
