[--[65.84.65.76]--]

SHREECEM

Shree Cement Limited
24985 -485.00 (-1.90%)
L: 24815 H: 25550

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Historical option data for SHREECEM

24 Apr 2026 01:36 PM IST
SHREECEM 28-Apr-2026 (4d) 24500 CE
Delta: 0.71
Vega: 0.09
Theta: -29.26
Gamma: 0.00047
Date Close Ltp Change IV Volume OI Chg OI
24 Apr 24950.00 519.4 -480.45000000000005 26.39 5 1 58
23 Apr 25470.00 999.85 -96.44999999999993 24.8 5 1 57
22 Apr 25735.00 1096.3 0 45.93 0 0 56
21 Apr 25540.00 1096.3 146.25 45.93 15 -14 56
20 Apr 25490.00 950.05 -48.950000000000045 40.3 15 -11 70
17 Apr 25290.00 999 86.5 26.91 1 0 82
16 Apr 25110.00 925 114.95000000000005 29.19 50 -5 84
15 Apr 24965.00 772.75 223.89999999999998 26.21 478 -114 93
13 Apr 24300.00 534.5 -24.75 30.29 272 47 207
10 Apr 24340.00 542.5 152.5 27.73 542 44 155
9 Apr 23990.00 349.95 -229.25 27.84 208 31 113
8 Apr 24360.00 581.45 273.8 29.06 301 73 80
7 Apr 23350.00 307.65 -3038.1 31.11 14 7 7
6 Apr 23695.00 3345.75 0 3.05 0 0 0
2 Apr 23125.00 3345.75 0 4.39 0 0 0
1 Apr 23265.00 3345.75 0 3.73 0 0 0
30 Mar 23020.00 3345.75 0 4.51 0 0 0
27 Mar 23705.00 3345.75 0 2.08 0 0 0
25 Mar 24230.00 3345.75 0 0.05 0 0 0
24 Mar 23325.00 3345.75 0 2.95 0 0 0
23 Mar 22725.00 3345.75 0 4.76 0 0 0
20 Mar 23535.00 3345.75 0 1.75 0 0 0
19 Mar 23335.00 3345.75 0 2.57 0 0 0
18 Mar 23925.00 3345.75 0 1.65 0 0 0
17 Mar 23675.00 3345.75 0 2.39 0 0 0
16 Mar 23315.00 3345.75 0 - 0 0 0
13 Mar 22965.00 3345.75 0 3.23 0 0 0
12 Mar 23500.00 3345.75 0 1.29 0 0 0
11 Mar 23740.00 - - - 0 0 0
10 Mar 23960.00 - - - 0 0 0
9 Mar 23590.00 - - - 0 0 0
6 Mar 24875.00 3345.75 0 - 0 0 0
5 Mar 25200.00 3345.75 0 - 0 0 0
4 Mar 25355.00 - - - 0 0 0
2 Mar 26125.00 3345.75 0 - 0 0 0
3 Feb 27020.00 - - - 0 0 0
2 Feb 26800.00 0 0 - 0 0 0
1 Feb 26385.00 0 0 - 0 0 0
30 Jan 26985.00 0 0 - 0 0 0
29 Jan 27055.00 0 0 - 0 0 0


For Shree Cement Limited - strike price 24500 expiring on 28APR2026

Delta for 24500 CE is 0.71

Historical price for 24500 CE is as follows

On 24 Apr SHREECEM was trading at 24950.00. The strike last trading price was 519.4, which was -480.45000000000005 lower than the previous day. The implied volatity was 26.39, the open interest changed by 1 which increased total open position to 58


On 23 Apr SHREECEM was trading at 25470.00. The strike last trading price was 999.85, which was -96.44999999999993 lower than the previous day. The implied volatity was 24.8, the open interest changed by 1 which increased total open position to 57


On 22 Apr SHREECEM was trading at 25735.00. The strike last trading price was 1096.3, which was 0 lower than the previous day. The implied volatity was 45.93, the open interest changed by 0 which decreased total open position to 56


On 21 Apr SHREECEM was trading at 25540.00. The strike last trading price was 1096.3, which was 146.25 higher than the previous day. The implied volatity was 45.93, the open interest changed by -14 which decreased total open position to 56


On 20 Apr SHREECEM was trading at 25490.00. The strike last trading price was 950.05, which was -48.950000000000045 lower than the previous day. The implied volatity was 40.3, the open interest changed by -11 which decreased total open position to 70


On 17 Apr SHREECEM was trading at 25290.00. The strike last trading price was 999, which was 86.5 higher than the previous day. The implied volatity was 26.91, the open interest changed by 0 which decreased total open position to 82


On 16 Apr SHREECEM was trading at 25110.00. The strike last trading price was 925, which was 114.95000000000005 higher than the previous day. The implied volatity was 29.19, the open interest changed by -5 which decreased total open position to 84


On 15 Apr SHREECEM was trading at 24965.00. The strike last trading price was 772.75, which was 223.89999999999998 higher than the previous day. The implied volatity was 26.21, the open interest changed by -114 which decreased total open position to 93


On 13 Apr SHREECEM was trading at 24300.00. The strike last trading price was 534.5, which was -24.75 lower than the previous day. The implied volatity was 30.29, the open interest changed by 47 which increased total open position to 207


On 10 Apr SHREECEM was trading at 24340.00. The strike last trading price was 542.5, which was 152.5 higher than the previous day. The implied volatity was 27.73, the open interest changed by 44 which increased total open position to 155


On 9 Apr SHREECEM was trading at 23990.00. The strike last trading price was 349.95, which was -229.25 lower than the previous day. The implied volatity was 27.84, the open interest changed by 31 which increased total open position to 113


On 8 Apr SHREECEM was trading at 24360.00. The strike last trading price was 581.45, which was 273.8 higher than the previous day. The implied volatity was 29.06, the open interest changed by 73 which increased total open position to 80


On 7 Apr SHREECEM was trading at 23350.00. The strike last trading price was 307.65, which was -3038.1 lower than the previous day. The implied volatity was 31.11, the open interest changed by 7 which increased total open position to 7


On 6 Apr SHREECEM was trading at 23695.00. The strike last trading price was 3345.75, which was 0 lower than the previous day. The implied volatity was 3.05, 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 3345.75, which was 0 lower than the previous day. The implied volatity was 4.39, the open interest changed by 0 which decreased total open position to 0


On 1 Apr SHREECEM was trading at 23265.00. The strike last trading price was 3345.75, which was 0 lower than the previous day. The implied volatity was 3.73, the open interest changed by 0 which decreased total open position to 0


On 30 Mar SHREECEM was trading at 23020.00. The strike last trading price was 3345.75, which was 0 lower than the previous day. The implied volatity was 4.51, the open interest changed by 0 which decreased total open position to 0


On 27 Mar SHREECEM was trading at 23705.00. The strike last trading price was 3345.75, which was 0 lower than the previous day. The implied volatity was 2.08, the open interest changed by 0 which decreased total open position to 0


On 25 Mar SHREECEM was trading at 24230.00. The strike last trading price was 3345.75, which was 0 lower than the previous day. The implied volatity was 0.05, the open interest changed by 0 which decreased total open position to 0


On 24 Mar SHREECEM was trading at 23325.00. The strike last trading price was 3345.75, which was 0 lower than the previous day. The implied volatity was 2.95, the open interest changed by 0 which decreased total open position to 0


On 23 Mar SHREECEM was trading at 22725.00. The strike last trading price was 3345.75, which was 0 lower than the previous day. The implied volatity was 4.76, the open interest changed by 0 which decreased total open position to 0


On 20 Mar SHREECEM was trading at 23535.00. The strike last trading price was 3345.75, which was 0 lower than the previous day. The implied volatity was 1.75, the open interest changed by 0 which decreased total open position to 0


On 19 Mar SHREECEM was trading at 23335.00. The strike last trading price was 3345.75, which was 0 lower than the previous day. The implied volatity was 2.57, the open interest changed by 0 which decreased total open position to 0


On 18 Mar SHREECEM was trading at 23925.00. The strike last trading price was 3345.75, which was 0 lower than the previous day. The implied volatity was 1.65, the open interest changed by 0 which decreased total open position to 0


On 17 Mar SHREECEM was trading at 23675.00. The strike last trading price was 3345.75, which was 0 lower than the previous day. The implied volatity was 2.39, the open interest changed by 0 which decreased total open position to 0


On 16 Mar SHREECEM was trading at 23315.00. The strike last trading price was 3345.75, 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 13 Mar SHREECEM was trading at 22965.00. The strike last trading price was 3345.75, which was 0 lower than the previous day. The implied volatity was 3.23, the open interest changed by 0 which decreased total open position to 0


On 12 Mar SHREECEM was trading at 23500.00. The strike last trading price was 3345.75, which was 0 lower than the previous day. The implied volatity was 1.29, the open interest changed by 0 which decreased total open position to 0


On 11 Mar SHREECEM was trading at 23740.00. 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 Mar SHREECEM was trading at 23960.00. 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 9 Mar SHREECEM was trading at 23590.00. 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 6 Mar SHREECEM was trading at 24875.00. The strike last trading price was 3345.75, 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 5 Mar SHREECEM was trading at 25200.00. The strike last trading price was 3345.75, 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 4 Mar SHREECEM was trading at 25355.00. 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 2 Mar SHREECEM was trading at 26125.00. The strike last trading price was 3345.75, 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 3 Feb SHREECEM was trading at 27020.00. 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 2 Feb SHREECEM was trading at 26800.00. 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 1 Feb SHREECEM was trading at 26385.00. 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 Jan SHREECEM was trading at 26985.00. 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 Jan SHREECEM was trading at 27055.00. 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 28-Apr-2026 (4d) 24500 PE
Delta: -0.16
Vega: 0.07
Theta: -20.11
Gamma: 0.00023
Date Close Ltp Change IV Volume OI Chg OI
24 Apr 24950.00 84.5 84.5 33.27 0 0 160
23 Apr 25470.00 84.5 -141.3 33.27 158 4 160
22 Apr 25735.00 230 230 - 0 0 156
21 Apr 25540.00 230 230 - 0 0 156
20 Apr 25490.00 230 230 - 0 0 156
17 Apr 25290.00 230 230 - 0 0 156
16 Apr 25110.00 230 -64.35000000000002 27.3 61 30 152
15 Apr 24965.00 294 -405.15 26.71 98 26 118
13 Apr 24300.00 708.3 27.34999999999991 31.81 6 -1 91
10 Apr 24340.00 684.6 -262.19999999999993 29.23 156 67 92
9 Apr 23990.00 946.8 248.4 26.8 12 -2 25
8 Apr 24360.00 682.1 -844.65 26.38 92 26 27
7 Apr 23350.00 1526.75 -273.25 40.11 8 2 2
6 Apr 23695.00 1800 690 - 0 0 0
2 Apr 23125.00 1800 690 43.29 2 0 2
1 Apr 23265.00 1110 859.45 - 0 0 2
30 Mar 23020.00 1110 859.45 - 0 0 2
27 Mar 23705.00 1110 859.45 - 0 0 2
25 Mar 24230.00 1110 859.45 37.37 2 0 0
24 Mar 23325.00 250.55 0 - 0 0 0
23 Mar 22725.00 250.55 0 - 0 0 0
20 Mar 23535.00 250.55 0 - 0 0 0
19 Mar 23335.00 250.55 0 - 0 0 0
18 Mar 23925.00 250.55 0 - 0 0 0
17 Mar 23675.00 250.55 0 - 0 0 0
16 Mar 23315.00 250.55 0 - 0 0 0
13 Mar 22965.00 250.55 0 - 0 0 0
12 Mar 23500.00 250.55 0 - 0 0 0
11 Mar 23740.00 - - - 0 0 0
10 Mar 23960.00 - - - 0 0 0
9 Mar 23590.00 - - - 0 0 0
6 Mar 24875.00 250.55 0 2.57 0 0 0
5 Mar 25200.00 250.55 0 - 0 0 0
4 Mar 25355.00 - - - 0 0 0
2 Mar 26125.00 0 0 - 0 0 0
3 Feb 27020.00 - - - 0 0 0
2 Feb 26800.00 0 0 - 0 0 0
1 Feb 26385.00 0 0 4.41 0 0 0
30 Jan 26985.00 0 0 5.6 0 0 0
29 Jan 27055.00 0 0 - 0 0 0


For Shree Cement Limited - strike price 24500 expiring on 28APR2026

Delta for 24500 PE is -0.16

Historical price for 24500 PE is as follows

On 24 Apr SHREECEM was trading at 24950.00. The strike last trading price was 84.5, which was 84.5 higher than the previous day. The implied volatity was 33.27, the open interest changed by 0 which decreased total open position to 160


On 23 Apr SHREECEM was trading at 25470.00. The strike last trading price was 84.5, which was -141.3 lower than the previous day. The implied volatity was 33.27, the open interest changed by 4 which increased total open position to 160


On 22 Apr SHREECEM was trading at 25735.00. The strike last trading price was 230, which was 230 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 156


On 21 Apr SHREECEM was trading at 25540.00. The strike last trading price was 230, which was 230 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 156


On 20 Apr SHREECEM was trading at 25490.00. The strike last trading price was 230, which was 230 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 156


On 17 Apr SHREECEM was trading at 25290.00. The strike last trading price was 230, which was 230 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 156


On 16 Apr SHREECEM was trading at 25110.00. The strike last trading price was 230, which was -64.35000000000002 lower than the previous day. The implied volatity was 27.3, the open interest changed by 30 which increased total open position to 152


On 15 Apr SHREECEM was trading at 24965.00. The strike last trading price was 294, which was -405.15 lower than the previous day. The implied volatity was 26.71, the open interest changed by 26 which increased total open position to 118


On 13 Apr SHREECEM was trading at 24300.00. The strike last trading price was 708.3, which was 27.34999999999991 higher than the previous day. The implied volatity was 31.81, the open interest changed by -1 which decreased total open position to 91


On 10 Apr SHREECEM was trading at 24340.00. The strike last trading price was 684.6, which was -262.19999999999993 lower than the previous day. The implied volatity was 29.23, the open interest changed by 67 which increased total open position to 92


On 9 Apr SHREECEM was trading at 23990.00. The strike last trading price was 946.8, which was 248.4 higher than the previous day. The implied volatity was 26.8, the open interest changed by -2 which decreased total open position to 25


On 8 Apr SHREECEM was trading at 24360.00. The strike last trading price was 682.1, which was -844.65 lower than the previous day. The implied volatity was 26.38, the open interest changed by 26 which increased total open position to 27


On 7 Apr SHREECEM was trading at 23350.00. The strike last trading price was 1526.75, which was -273.25 lower than the previous day. The implied volatity was 40.11, the open interest changed by 2 which increased total open position to 2


On 6 Apr SHREECEM was trading at 23695.00. The strike last trading price was 1800, which was 690 higher 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 1800, which was 690 higher than the previous day. The implied volatity was 43.29, the open interest changed by 0 which decreased total open position to 2


On 1 Apr SHREECEM was trading at 23265.00. The strike last trading price was 1110, which was 859.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 30 Mar SHREECEM was trading at 23020.00. The strike last trading price was 1110, which was 859.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 27 Mar SHREECEM was trading at 23705.00. The strike last trading price was 1110, which was 859.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 25 Mar SHREECEM was trading at 24230.00. The strike last trading price was 1110, which was 859.45 higher than the previous day. The implied volatity was 37.37, the open interest changed by 0 which decreased total open position to 0


On 24 Mar SHREECEM was trading at 23325.00. The strike last trading price was 250.55, 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 23 Mar SHREECEM was trading at 22725.00. The strike last trading price was 250.55, 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 Mar SHREECEM was trading at 23535.00. The strike last trading price was 250.55, 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 Mar SHREECEM was trading at 23335.00. The strike last trading price was 250.55, 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 Mar SHREECEM was trading at 23925.00. The strike last trading price was 250.55, 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 17 Mar SHREECEM was trading at 23675.00. The strike last trading price was 250.55, 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 Mar SHREECEM was trading at 23315.00. The strike last trading price was 250.55, 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 13 Mar SHREECEM was trading at 22965.00. The strike last trading price was 250.55, 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 12 Mar SHREECEM was trading at 23500.00. The strike last trading price was 250.55, 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 11 Mar SHREECEM was trading at 23740.00. 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 Mar SHREECEM was trading at 23960.00. 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 9 Mar SHREECEM was trading at 23590.00. 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 6 Mar SHREECEM was trading at 24875.00. The strike last trading price was 250.55, which was 0 lower than the previous day. The implied volatity was 2.57, 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 250.55, 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 Mar SHREECEM was trading at 25355.00. 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 2 Mar SHREECEM was trading at 26125.00. 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 3 Feb SHREECEM was trading at 27020.00. 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 2 Feb SHREECEM was trading at 26800.00. 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 1 Feb SHREECEM was trading at 26385.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 4.41, the open interest changed by 0 which decreased total open position to 0


On 30 Jan SHREECEM was trading at 26985.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 5.6, the open interest changed by 0 which decreased total open position to 0


On 29 Jan SHREECEM was trading at 27055.00. 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