SHREECEM
Shree Cement Limited
Historical option data for SHREECEM
09 Dec 2025 04:11 PM IST
| SHREECEM 30-DEC-2025 24500 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| 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 | |||||||||
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| 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 | |||||||
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Delta: -0.08
Vega: 9.45
Theta: -3.87
Gamma: 0.00
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| 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































































































































































































































