SHREECEM
Shree Cement Limited
Historical option data for SHREECEM
14 Nov 2024 04:11 PM IST
| SHREECEM 28NOV2024 24250 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.42
Vega: 18.30
Theta: -15.86
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 24091.70 | 280.5 | -44.15 | 20.19 | 234 | 10 | 89 | |||
| 13 Nov | 24049.20 | 324.65 | -156.50 | 15.31 | 218 | 12 | 78 | |||
| 12 Nov | 24372.80 | 481.15 | -229.15 | 20.81 | 1,017 | 52 | 72 | |||
| 11 Nov | 24418.25 | 710.3 | -1865.10 | 26.58 | 120 | 22 | 22 | |||
| 8 Nov | 24533.00 | 2575.4 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 24778.65 | 2575.4 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 25009.15 | 2575.4 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 24695.90 | 2575.4 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 24865.30 | 2575.4 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Nov | 25241.05 | 2575.4 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 25072.15 | 2575.4 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 25351.35 | 2575.4 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 25331.75 | 2575.4 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 25056.15 | 2575.4 | 0.00 | - | 0 | 0 | 0 | |||
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| 25 Oct | 24956.80 | 2575.4 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 25065.30 | 2575.4 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 24710.25 | 2575.4 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 24434.40 | 2575.4 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 24297.75 | 2575.4 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 24325.25 | 2575.4 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 24245.10 | 2575.4 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 24439.55 | 2575.4 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 24718.50 | 2575.4 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 24572.20 | 2575.4 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 24337.05 | 2575.4 | - | 0 | 0 | 0 | ||||
For Shree Cement Limited - strike price 24250 expiring on 28NOV2024
Delta for 24250 CE is 0.42
Historical price for 24250 CE is as follows
On 14 Nov SHREECEM was trading at 24091.70. The strike last trading price was 280.5, which was -44.15 lower than the previous day. The implied volatity was 20.19, the open interest changed by 10 which increased total open position to 89
On 13 Nov SHREECEM was trading at 24049.20. The strike last trading price was 324.65, which was -156.50 lower than the previous day. The implied volatity was 15.31, the open interest changed by 12 which increased total open position to 78
On 12 Nov SHREECEM was trading at 24372.80. The strike last trading price was 481.15, which was -229.15 lower than the previous day. The implied volatity was 20.81, the open interest changed by 52 which increased total open position to 72
On 11 Nov SHREECEM was trading at 24418.25. The strike last trading price was 710.3, which was -1865.10 lower than the previous day. The implied volatity was 26.58, the open interest changed by 22 which increased total open position to 22
On 8 Nov SHREECEM was trading at 24533.00. The strike last trading price was 2575.4, 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 2575.4, 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 2575.4, 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 2575.4, 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 2575.4, 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 1 Nov SHREECEM was trading at 25241.05. The strike last trading price was 2575.4, 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 31 Oct SHREECEM was trading at 25072.15. The strike last trading price was 2575.4, 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 30 Oct SHREECEM was trading at 25351.35. The strike last trading price was 2575.4, 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 29 Oct SHREECEM was trading at 25331.75. The strike last trading price was 2575.4, 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 28 Oct SHREECEM was trading at 25056.15. The strike last trading price was 2575.4, 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 25 Oct SHREECEM was trading at 24956.80. The strike last trading price was 2575.4, 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 24 Oct SHREECEM was trading at 25065.30. The strike last trading price was 2575.4, 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 23 Oct SHREECEM was trading at 24710.25. The strike last trading price was 2575.4, 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 22 Oct SHREECEM was trading at 24434.40. The strike last trading price was 2575.4, 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 2575.4, 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 2575.4, 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 17 Oct SHREECEM was trading at 24245.10. The strike last trading price was 2575.4, 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 2575.4, 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 15 Oct SHREECEM was trading at 24718.50. The strike last trading price was 2575.4, 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 14 Oct SHREECEM was trading at 24572.20. The strike last trading price was 2575.4, 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 11 Oct SHREECEM was trading at 24337.05. The strike last trading price was 2575.4, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| SHREECEM 28NOV2024 24250 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.59
Vega: 18.26
Theta: -8.73
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 24091.70 | 485 | -94.50 | 19.48 | 33 | -18 | 38 |
| 13 Nov | 24049.20 | 579.5 | 157.40 | 30.89 | 142 | -32 | 56 |
| 12 Nov | 24372.80 | 422.1 | -67.90 | 23.64 | 1,154 | 68 | 92 |
| 11 Nov | 24418.25 | 490 | 0.00 | 0.00 | 0 | 0 | 0 |
| 8 Nov | 24533.00 | 490 | 0.00 | 0.00 | 0 | 0 | 0 |
| 7 Nov | 24778.65 | 490 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Nov | 25009.15 | 490 | 0.00 | 0.00 | 0 | 0 | 0 |
| 5 Nov | 24695.90 | 490 | 0.00 | 0.00 | 0 | 0 | 0 |
| 4 Nov | 24865.30 | 490 | 0.00 | 0.00 | 0 | 0 | 0 |
| 1 Nov | 25241.05 | 490 | 0.00 | 0.00 | 0 | 0 | 0 |
| 31 Oct | 25072.15 | 490 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 25351.35 | 490 | 0.00 | - | 0 | 14 | 0 |
| 29 Oct | 25331.75 | 490 | 90.00 | - | 14 | 12 | 22 |
| 28 Oct | 25056.15 | 400 | 1.30 | - | 10 | 0 | 0 |
| 25 Oct | 24956.80 | 398.7 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 25065.30 | 398.7 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 24710.25 | 398.7 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 24434.40 | 398.7 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 24297.75 | 398.7 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 24325.25 | 398.7 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 24245.10 | 398.7 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 24439.55 | 398.7 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 24718.50 | 398.7 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 24572.20 | 398.7 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 24337.05 | 398.7 | - | 0 | 0 | 0 | |
For Shree Cement Limited - strike price 24250 expiring on 28NOV2024
Delta for 24250 PE is -0.59
Historical price for 24250 PE is as follows
On 14 Nov SHREECEM was trading at 24091.70. The strike last trading price was 485, which was -94.50 lower than the previous day. The implied volatity was 19.48, the open interest changed by -18 which decreased total open position to 38
On 13 Nov SHREECEM was trading at 24049.20. The strike last trading price was 579.5, which was 157.40 higher than the previous day. The implied volatity was 30.89, the open interest changed by -32 which decreased total open position to 56
On 12 Nov SHREECEM was trading at 24372.80. The strike last trading price was 422.1, which was -67.90 lower than the previous day. The implied volatity was 23.64, the open interest changed by 68 which increased total open position to 92
On 11 Nov SHREECEM was trading at 24418.25. The strike last trading price was 490, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 490, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 490, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 490, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 490, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 490, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 1 Nov SHREECEM was trading at 25241.05. The strike last trading price was 490, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 31 Oct SHREECEM was trading at 25072.15. The strike last trading price was 490, 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 30 Oct SHREECEM was trading at 25351.35. The strike last trading price was 490, 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 29 Oct SHREECEM was trading at 25331.75. The strike last trading price was 490, which was 90.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct SHREECEM was trading at 25056.15. The strike last trading price was 400, which was 1.30 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct SHREECEM was trading at 24956.80. The strike last trading price was 398.7, 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 24 Oct SHREECEM was trading at 25065.30. The strike last trading price was 398.7, 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 23 Oct SHREECEM was trading at 24710.25. The strike last trading price was 398.7, 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 22 Oct SHREECEM was trading at 24434.40. The strike last trading price was 398.7, 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 398.7, 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 398.7, 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 17 Oct SHREECEM was trading at 24245.10. The strike last trading price was 398.7, 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 398.7, 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 15 Oct SHREECEM was trading at 24718.50. The strike last trading price was 398.7, 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 14 Oct SHREECEM was trading at 24572.20. The strike last trading price was 398.7, 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 11 Oct SHREECEM was trading at 24337.05. The strike last trading price was 398.7, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
