[--[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 24500 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 26100.00 2335.35 101.7 - 0 0 0
8 Dec 26135.00 2335.35 101.7 - 0 0 1
5 Dec 26075.00 2335.35 101.7 - 0 0 0
4 Dec 26450.00 2335.35 101.7 - 0 0 0
3 Dec 26300.00 2335.35 101.7 - 0 0 0
2 Dec 26545.00 2335.35 101.7 - 0 0 0
1 Dec 26415.00 2335.35 101.7 - 0 0 0
28 Nov 26400.00 2335.35 101.7 - 0 0 0
27 Nov 26755.00 2335.35 101.7 - 1 0 1
26 Nov 26935.00 2233.65 -3007.1 - 0 1 0
25 Nov 26455.00 2233.65 -3007.1 - 1 0 0
24 Nov 26490.00 5240.75 0 - 0 0 0
21 Nov 26480.00 5240.75 0 - 0 0 0
20 Nov 26480.00 5240.75 0 - 0 0 0
19 Nov 26510.00 5240.75 0 - 0 0 0


For Shree Cement Limited - strike price 24500 expiring on 30DEC2025

Delta for 24500 CE is -

Historical price for 24500 CE is as follows

On 9 Dec SHREECEM was trading at 26100.00. The strike last trading price was 2335.35, which was 101.7 higher 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 2335.35, which was 101.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 5 Dec SHREECEM was trading at 26075.00. The strike last trading price was 2335.35, which was 101.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 4 Dec SHREECEM was trading at 26450.00. The strike last trading price was 2335.35, which was 101.7 higher 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 2335.35, which was 101.7 higher 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 2335.35, which was 101.7 higher 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 2335.35, which was 101.7 higher 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 2335.35, which was 101.7 higher 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 2335.35, which was 101.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 26 Nov SHREECEM was trading at 26935.00. The strike last trading price was 2233.65, which was -3007.1 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 25 Nov SHREECEM was trading at 26455.00. The strike last trading price was 2233.65, which was -3007.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 24 Nov SHREECEM was trading at 26490.00. The strike last trading price was 5240.75, 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 Nov SHREECEM was trading at 26480.00. The strike last trading price was 5240.75, 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 5240.75, 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 5240.75, 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 24500 PE
Delta: -0.08
Vega: 9.45
Theta: -3.87
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 26100.00 47.2 -7.7 19.87 8 -5 51
8 Dec 26135.00 55.95 5.1 20.91 35 -10 55
5 Dec 26075.00 49.45 -17.65 - 0 7 0
4 Dec 26450.00 49.45 -17.65 21.41 46 7 65
3 Dec 26300.00 67.1 12.95 21.45 78 -7 59
2 Dec 26545.00 54 -16 22.94 86 -7 78
1 Dec 26415.00 70 -8.3 21.68 1 0 84
28 Nov 26400.00 80.85 13.1 22.35 41 9 80
27 Nov 26755.00 67.75 11.95 23.49 5 0 72
26 Nov 26935.00 55 -48.85 23.09 142 55 72
25 Nov 26455.00 103.85 -8.95 23.70 20 4 19
24 Nov 26490.00 112.8 8.05 23.99 34 14 14
21 Nov 26480.00 104.75 0 6.10 0 0 0
20 Nov 26480.00 104.75 0 - 0 0 0
19 Nov 26510.00 104.75 0 6.13 0 0 0


For Shree Cement Limited - strike price 24500 expiring on 30DEC2025

Delta for 24500 PE is -0.08

Historical price for 24500 PE is as follows

On 9 Dec SHREECEM was trading at 26100.00. The strike last trading price was 47.2, which was -7.7 lower than the previous day. The implied volatity was 19.87, the open interest changed by -5 which decreased total open position to 51


On 8 Dec SHREECEM was trading at 26135.00. The strike last trading price was 55.95, which was 5.1 higher than the previous day. The implied volatity was 20.91, the open interest changed by -10 which decreased total open position to 55


On 5 Dec SHREECEM was trading at 26075.00. The strike last trading price was 49.45, which was -17.65 lower than the previous day. The implied volatity was -, the open interest changed by 7 which increased total open position to 0


On 4 Dec SHREECEM was trading at 26450.00. The strike last trading price was 49.45, which was -17.65 lower than the previous day. The implied volatity was 21.41, the open interest changed by 7 which increased total open position to 65


On 3 Dec SHREECEM was trading at 26300.00. The strike last trading price was 67.1, which was 12.95 higher than the previous day. The implied volatity was 21.45, the open interest changed by -7 which decreased total open position to 59


On 2 Dec SHREECEM was trading at 26545.00. The strike last trading price was 54, which was -16 lower than the previous day. The implied volatity was 22.94, the open interest changed by -7 which decreased total open position to 78


On 1 Dec SHREECEM was trading at 26415.00. The strike last trading price was 70, which was -8.3 lower than the previous day. The implied volatity was 21.68, the open interest changed by 0 which decreased total open position to 84


On 28 Nov SHREECEM was trading at 26400.00. The strike last trading price was 80.85, which was 13.1 higher than the previous day. The implied volatity was 22.35, the open interest changed by 9 which increased total open position to 80


On 27 Nov SHREECEM was trading at 26755.00. The strike last trading price was 67.75, which was 11.95 higher than the previous day. The implied volatity was 23.49, the open interest changed by 0 which decreased total open position to 72


On 26 Nov SHREECEM was trading at 26935.00. The strike last trading price was 55, which was -48.85 lower than the previous day. The implied volatity was 23.09, the open interest changed by 55 which increased total open position to 72


On 25 Nov SHREECEM was trading at 26455.00. The strike last trading price was 103.85, which was -8.95 lower than the previous day. The implied volatity was 23.70, the open interest changed by 4 which increased total open position to 19


On 24 Nov SHREECEM was trading at 26490.00. The strike last trading price was 112.8, which was 8.05 higher than the previous day. The implied volatity was 23.99, the open interest changed by 14 which increased total open position to 14


On 21 Nov SHREECEM was trading at 26480.00. The strike last trading price was 104.75, which was 0 lower than the previous day. The implied volatity was 6.10, 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 104.75, 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 104.75, which was 0 lower than the previous day. The implied volatity was 6.13, the open interest changed by 0 which decreased total open position to 0