Historical option data for SHREECEM
10 Jun 2026 11:17 AM IST
| SHREECEM 30-Jun-2026 (20d) 24500 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.33
Vega: 0.2
Theta: -14.82
Gamma: 0.00024
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 10 Jun | 23695.00 | 320.35 | 69.35 (27.63%) | 27.32 | 290 | 35 | 267 | |||||||||
| 9 Jun | 23415.00 | 238.35 | -67.65 (-22.11%) | 27.38 | 404 | 63 | 234 | |||||||||
| 8 Jun | 23535.00 | 288 | -212 (-42.40%) | 28.2 | 377 | 111 | 171 | |||||||||
| 5 Jun | 24085.00 | 500 | -212 (-29.78%) | 25.61 | 151 | 53 | 56 | |||||||||
| 4 Jun | 24485.00 | 712.4 | -595.6 (-45.54%) | 25.3 | 3 | 1 | 3 | |||||||||
| 3 Jun | 24775.00 | 1308 | 0 (0.00%) | - | 2 | 0 | 2 | |||||||||
| 2 Jun | 24995.00 | 1308 | 0 (0.00%) | - | 2 | 0 | 2 | |||||||||
| 1 Jun | 25060.00 | 1308 | 0 (0.00%) | - | 2 | 0 | 2 | |||||||||
| 29 May | 25275.00 | 1308 | 0 (0.00%) | - | 2 | 0 | 2 | |||||||||
| 27 May | 25400.00 | 1308 | 478 (57.59%) | 19.93 | 2 | 0 | 2 | |||||||||
| 26 May | 25180.00 | 829.9 | -0.1 (-0.01%) | - | 2 | 0 | 2 | |||||||||
| 25 May | 25355.00 | 829.9 | -0.1 (-0.01%) | 15.63 | 2 | 0 | 2 | |||||||||
| 22 May | 24785.00 | 829.9 | 221.9 (36.50%) | 15.63 | 2 | -2 | 2 | |||||||||
| 21 May | 24605.00 | 607.65 | 7.65 (1.27%) | 13.77 | 1 | -1 | 4 | |||||||||
| 20 May | 24420.00 | 600 | -372 (-38.27%) | 22.83 | 4 | 4 | 5 | |||||||||
| 19 May | 24425.00 | 971.8 | 175.8 (22.09%) | 28.43 | 1 | 1 | 1 | |||||||||
| 18 May | 24475.00 | 0 | -796.4 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 15 May | 24970.00 | 0 | -796.4 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 14 May | 25025.00 | 0 | -796.4 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 13 May | 24995.00 | 0 | -796.4 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 12 May | 24860.00 | 0 | -796.4 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 11 May | 25205.00 | 0 | -796.4 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 8 May | 25435.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 May | 25595.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 May | 24975.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 May | 24845.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 May | 24740.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Apr | 24195.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Apr | 25110.00 | - | - | - | 0 | 0 | 0 | |||||||||
| 10 Apr | 24185.00 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 9 Apr | 23990.00 | 0 | 0 (0.00%) | 0.26 | 0 | 0 | 0 | |||||||||
| 8 Apr | 24360.00 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 7 Apr | 23350.00 | 0 | 0 (0.00%) | 1.27 | 0 | 0 | 0 | |||||||||
| 6 Apr | 23695.00 | 0 | 0 (0.00%) | 1.68 | 0 | 0 | 0 | |||||||||
| 2 Apr | 23125.00 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
For Shree Cement Limited - strike price 24500 expiring on 30JUN2026
Delta for 24500 CE is 0.33
Historical price for 24500 CE is as follows
On 10 Jun SHREECEM was trading at 23695.00. The strike last trading price was 320.35, which was 69.35 higher than the previous day. The implied volatity was 27.32, the open interest changed by 35 which increased total open position to 267
On 9 Jun SHREECEM was trading at 23415.00. The strike last trading price was 238.35, which was -67.65 lower than the previous day. The implied volatity was 27.38, the open interest changed by 63 which increased total open position to 234
On 8 Jun SHREECEM was trading at 23535.00. The strike last trading price was 288, which was -212 lower than the previous day. The implied volatity was 28.2, the open interest changed by 111 which increased total open position to 171
On 5 Jun SHREECEM was trading at 24085.00. The strike last trading price was 500, which was -212 lower than the previous day. The implied volatity was 25.61, the open interest changed by 53 which increased total open position to 56
On 4 Jun SHREECEM was trading at 24485.00. The strike last trading price was 712.4, which was -595.6 lower than the previous day. The implied volatity was 25.3, the open interest changed by 1 which increased total open position to 3
On 3 Jun SHREECEM was trading at 24775.00. The strike last trading price was 1308, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 2 Jun SHREECEM was trading at 24995.00. The strike last trading price was 1308, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 1 Jun SHREECEM was trading at 25060.00. The strike last trading price was 1308, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 29 May SHREECEM was trading at 25275.00. The strike last trading price was 1308, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 27 May SHREECEM was trading at 25400.00. The strike last trading price was 1308, which was 478 higher than the previous day. The implied volatity was 19.93, the open interest changed by 0 which decreased total open position to 2
On 26 May SHREECEM was trading at 25180.00. The strike last trading price was 829.9, which was -0.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 25 May SHREECEM was trading at 25355.00. The strike last trading price was 829.9, which was -0.1 lower than the previous day. The implied volatity was 15.63, the open interest changed by 0 which decreased total open position to 2
On 22 May SHREECEM was trading at 24785.00. The strike last trading price was 829.9, which was 221.9 higher than the previous day. The implied volatity was 15.63, the open interest changed by -2 which decreased total open position to 2
On 21 May SHREECEM was trading at 24605.00. The strike last trading price was 607.65, which was 7.65 higher than the previous day. The implied volatity was 13.77, the open interest changed by -1 which decreased total open position to 4
On 20 May SHREECEM was trading at 24420.00. The strike last trading price was 600, which was -372 lower than the previous day. The implied volatity was 22.83, the open interest changed by 4 which increased total open position to 5
On 19 May SHREECEM was trading at 24425.00. The strike last trading price was 971.8, which was 175.8 higher than the previous day. The implied volatity was 28.43, the open interest changed by 1 which increased total open position to 1
On 18 May SHREECEM was trading at 24475.00. The strike last trading price was 0, which was -796.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 15 May SHREECEM was trading at 24970.00. The strike last trading price was 0, which was -796.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 May SHREECEM was trading at 25025.00. The strike last trading price was 0, which was -796.4 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 13 May SHREECEM was trading at 24995.00. The strike last trading price was 0, which was -796.4 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 12 May SHREECEM was trading at 24860.00. The strike last trading price was 0, which was -796.4 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 11 May SHREECEM was trading at 25205.00. The strike last trading price was 0, which was -796.4 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 8 May SHREECEM was trading at 25435.00. 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 7 May SHREECEM was trading at 25595.00. 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 6 May SHREECEM was trading at 24975.00. 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 5 May SHREECEM was trading at 24845.00. 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 4 May SHREECEM was trading at 24740.00. 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 30 Apr SHREECEM was trading at 24195.00. 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 16 Apr SHREECEM was trading at 25110.00. 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 Apr SHREECEM was trading at 24185.00. 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 9 Apr SHREECEM was trading at 23990.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.26, the open interest changed by 0 which decreased total open position to 0
On 8 Apr SHREECEM was trading at 24360.00. 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 7 Apr SHREECEM was trading at 23350.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 1.27, the open interest changed by 0 which decreased total open position to 0
On 6 Apr SHREECEM was trading at 23695.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 1.68, the open interest changed by 0 which decreased total open position to 0
On 2 Apr SHREECEM was trading at 23125.00. 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 30-Jun-2026 (20d) 24500 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.7
Vega: 0.19
Theta: -8.43
Gamma: 0.00027
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 10 Jun | 23695.00 | 965.2 | -252.75 (-20.75%) | 22.92 | 3 | 1 | 58 |
| 9 Jun | 23415.00 | 1251.85 | 138.85 (12.48%) | 25.01 | 13 | -2 | 54 |
| 8 Jun | 23535.00 | 1113 | 296.95 (36.39%) | 24.98 | 52 | -5 | 56 |
| 5 Jun | 24085.00 | 831.55 | 200.7 (31.81%) | 26.39 | 123 | -6 | 64 |
| 4 Jun | 24485.00 | 630.85 | 140.75 (28.72%) | 25.87 | 64 | 9 | 70 |
| 3 Jun | 24775.00 | 490.1 | 490.1 (-75.54%) | 24.24 | 68 | 0 | 61 |
| 2 Jun | 24995.00 | 449.55 | -1388 (-75.54%) | 24.24 | 68 | 61 | 61 |
| 1 Jun | 25060.00 | 0 | 0 | - | 0 | 0 | 0 |
| 29 May | 25275.00 | 0 | 0 | - | 0 | 0 | 0 |
| 27 May | 25400.00 | 0 | 0 | - | 0 | 0 | 0 |
| 26 May | 25180.00 | 0 | 0 | - | 0 | 0 | 0 |
| 25 May | 25355.00 | 0 | 0 | - | 0 | 0 | 0 |
| 22 May | 24785.00 | 0 | 0 | - | 0 | 0 | 0 |
| 21 May | 24605.00 | 0 | 0 | - | 0 | 0 | 0 |
| 20 May | 24420.00 | 0 | 0 | - | 0 | 0 | 0 |
| 19 May | 24425.00 | 0 | 0 | - | 0 | 0 | 0 |
| 18 May | 24475.00 | 0 | -1837.55 (-100.00%) | - | 0 | 0 | 0 |
| 15 May | 24970.00 | 0 | -1837.55 (-100.00%) | - | 0 | 0 | 0 |
| 14 May | 25025.00 | 0 | -1837.55 (-100.00%) | 0 | 0 | 0 | 0 |
| 13 May | 24995.00 | 0 | -1837.55 (-100.00%) | 0 | 0 | 0 | 0 |
| 12 May | 24860.00 | 0 | -1837.55 (-100.00%) | 0 | 0 | 0 | 0 |
| 11 May | 25205.00 | 0 | -1837.55 (-100.00%) | 0 | 0 | 0 | 0 |
| 8 May | 25435.00 | 0 | 0 | - | 0 | 0 | 0 |
| 7 May | 25595.00 | 0 | 0 | - | 0 | 0 | 0 |
| 6 May | 24975.00 | 0 | 0 | - | 0 | 0 | 0 |
| 5 May | 24845.00 | 0 | 0 | - | 0 | 0 | 0 |
| 4 May | 24740.00 | 0 | 0 | - | 0 | 0 | 0 |
| 30 Apr | 24195.00 | 0 | 0 | - | 0 | 0 | 0 |
| 16 Apr | 25110.00 | - | - | - | 0 | 0 | 0 |
| 10 Apr | 24185.00 | 0 | 0 (0.00%) | 0.24 | 0 | 0 | 0 |
| 9 Apr | 23990.00 | 0 | 0 (0.00%) | 0.22 | 0 | 0 | 0 |
| 8 Apr | 24360.00 | 0 | 0 (0.00%) | 0.96 | 0 | 0 | 0 |
| 7 Apr | 23350.00 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 6 Apr | 23695.00 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 2 Apr | 23125.00 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
For Shree Cement Limited - strike price 24500 expiring on 30JUN2026
Delta for 24500 PE is -0.7
Historical price for 24500 PE is as follows
On 10 Jun SHREECEM was trading at 23695.00. The strike last trading price was 965.2, which was -252.75 lower than the previous day. The implied volatity was 22.92, the open interest changed by 1 which increased total open position to 58
On 9 Jun SHREECEM was trading at 23415.00. The strike last trading price was 1251.85, which was 138.85 higher than the previous day. The implied volatity was 25.01, the open interest changed by -2 which decreased total open position to 54
On 8 Jun SHREECEM was trading at 23535.00. The strike last trading price was 1113, which was 296.95 higher than the previous day. The implied volatity was 24.98, the open interest changed by -5 which decreased total open position to 56
On 5 Jun SHREECEM was trading at 24085.00. The strike last trading price was 831.55, which was 200.7 higher than the previous day. The implied volatity was 26.39, the open interest changed by -6 which decreased total open position to 64
On 4 Jun SHREECEM was trading at 24485.00. The strike last trading price was 630.85, which was 140.75 higher than the previous day. The implied volatity was 25.87, the open interest changed by 9 which increased total open position to 70
On 3 Jun SHREECEM was trading at 24775.00. The strike last trading price was 490.1, which was 490.1 higher than the previous day. The implied volatity was 24.24, the open interest changed by 0 which decreased total open position to 61
On 2 Jun SHREECEM was trading at 24995.00. The strike last trading price was 449.55, which was -1388 lower than the previous day. The implied volatity was 24.24, the open interest changed by 61 which increased total open position to 61
On 1 Jun SHREECEM was trading at 25060.00. 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 29 May SHREECEM was trading at 25275.00. 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 27 May SHREECEM was trading at 25400.00. 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 26 May SHREECEM was trading at 25180.00. 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 25 May SHREECEM was trading at 25355.00. 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 22 May SHREECEM was trading at 24785.00. 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 21 May SHREECEM was trading at 24605.00. 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 20 May SHREECEM was trading at 24420.00. 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 19 May SHREECEM was trading at 24425.00. 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 18 May SHREECEM was trading at 24475.00. The strike last trading price was 0, which was -1837.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 15 May SHREECEM was trading at 24970.00. The strike last trading price was 0, which was -1837.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 May SHREECEM was trading at 25025.00. The strike last trading price was 0, which was -1837.55 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 13 May SHREECEM was trading at 24995.00. The strike last trading price was 0, which was -1837.55 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 12 May SHREECEM was trading at 24860.00. The strike last trading price was 0, which was -1837.55 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 11 May SHREECEM was trading at 25205.00. The strike last trading price was 0, which was -1837.55 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 8 May SHREECEM was trading at 25435.00. 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 7 May SHREECEM was trading at 25595.00. 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 6 May SHREECEM was trading at 24975.00. 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 5 May SHREECEM was trading at 24845.00. 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 4 May SHREECEM was trading at 24740.00. 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 30 Apr SHREECEM was trading at 24195.00. 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 16 Apr SHREECEM was trading at 25110.00. 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 Apr SHREECEM was trading at 24185.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.24, the open interest changed by 0 which decreased total open position to 0
On 9 Apr SHREECEM was trading at 23990.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.22, the open interest changed by 0 which decreased total open position to 0
On 8 Apr SHREECEM was trading at 24360.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.96, the open interest changed by 0 which decreased total open position to 0
On 7 Apr SHREECEM was trading at 23350.00. 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 6 Apr SHREECEM was trading at 23695.00. 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 2 Apr SHREECEM was trading at 23125.00. 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
