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[--[65.84.65.76]--]
SHREECEM
Shree Cement Limited

23724.6 -324.60 (-1.35%)

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Historical option data for SHREECEM

14 Nov 2024 09:22 AM IST
SHREECEM 28NOV2024 24500 CE
Delta: 0.27
Vega: 15.36
Theta: -13.69
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
14 Nov 23715.90 164.85 -65.30 22.30 44 13 263
13 Nov 24049.20 230.15 -139.85 16.29 586 57 251
12 Nov 24372.80 370 -179.50 21.32 4,468 51 175
11 Nov 24418.25 549.5 -77.70 25.26 558 117 123
8 Nov 24533.00 627.2 -1200.40 23.84 8 5 5
7 Nov 24778.65 1827.6 0.00 - 0 0 0
6 Nov 25009.15 1827.6 0.00 - 0 0 0
5 Nov 24695.90 1827.6 0.00 - 0 0 0
4 Nov 24865.30 1827.6 0.00 - 0 0 0
1 Nov 25241.05 1827.6 0.00 - 0 0 0
31 Oct 25072.15 1827.6 0.00 - 0 0 0
30 Oct 25351.35 1827.6 0.00 - 0 0 0
29 Oct 25331.75 1827.6 0.00 - 0 0 0
28 Oct 25056.15 1827.6 0.00 - 0 0 0
25 Oct 24956.80 1827.6 0.00 - 0 0 0
24 Oct 25065.30 1827.6 0.00 - 0 0 0
23 Oct 24710.25 1827.6 0.00 - 0 0 0
22 Oct 24434.40 1827.6 0.00 - 0 0 0
21 Oct 24297.75 1827.6 0.00 - 0 0 0
18 Oct 24325.25 1827.6 0.00 - 0 0 0
17 Oct 24245.10 1827.6 0.00 - 0 0 0
16 Oct 24439.55 1827.6 0.00 - 0 0 0
15 Oct 24718.50 1827.6 0.00 - 0 0 0
14 Oct 24572.20 1827.6 0.00 - 0 0 0
11 Oct 24337.05 1827.6 0.00 - 0 0 0
8 Oct 25582.90 1827.6 1827.60 - 0 0 0
26 Sept 26123.10 0 0.00 - 0 0 0
25 Sept 25903.65 0 0.00 - 0 0 0
24 Sept 25911.65 0 0.00 - 0 0 0
23 Sept 25958.10 0 0.00 - 0 0 0
20 Sept 25141.70 0 0.00 - 0 0 0
19 Sept 24931.70 0 0.00 - 0 0 0
18 Sept 25076.65 0 0.00 - 0 0 0
17 Sept 25437.10 0 0.00 - 0 0 0
16 Sept 25619.40 0 0.00 - 0 0 0
13 Sept 25883.10 0 0.00 - 0 0 0
12 Sept 26019.65 0 0.00 - 0 0 0
11 Sept 25614.10 0 0.00 - 0 0 0
10 Sept 25725.15 0 0.00 - 0 0 0
9 Sept 25798.60 0 0.00 - 0 0 0
6 Sept 25610.45 0 0.00 - 0 0 0
5 Sept 25662.25 0 0.00 - 0 0 0
4 Sept 25770.75 0 0.00 - 0 0 0
3 Sept 25507.60 0 0.00 - 0 0 0
2 Sept 25427.30 0 - 0 0 0


For Shree Cement Limited - strike price 24500 expiring on 28NOV2024

Delta for 24500 CE is 0.27

Historical price for 24500 CE is as follows

On 14 Nov SHREECEM was trading at 23715.90. The strike last trading price was 164.85, which was -65.30 lower than the previous day. The implied volatity was 22.30, the open interest changed by 13 which increased total open position to 263


On 13 Nov SHREECEM was trading at 24049.20. The strike last trading price was 230.15, which was -139.85 lower than the previous day. The implied volatity was 16.29, the open interest changed by 57 which increased total open position to 251


On 12 Nov SHREECEM was trading at 24372.80. The strike last trading price was 370, which was -179.50 lower than the previous day. The implied volatity was 21.32, the open interest changed by 51 which increased total open position to 175


On 11 Nov SHREECEM was trading at 24418.25. The strike last trading price was 549.5, which was -77.70 lower than the previous day. The implied volatity was 25.26, the open interest changed by 117 which increased total open position to 123


On 8 Nov SHREECEM was trading at 24533.00. The strike last trading price was 627.2, which was -1200.40 lower than the previous day. The implied volatity was 23.84, the open interest changed by 5 which increased total open position to 5


On 7 Nov SHREECEM was trading at 24778.65. The strike last trading price was 1827.6, 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 1827.6, 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 1827.6, 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 1827.6, 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 1827.6, 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 1827.6, 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 1827.6, 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 1827.6, 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 1827.6, 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 1827.6, 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 1827.6, 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 1827.6, 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 1827.6, 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 1827.6, 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 1827.6, 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 1827.6, 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 1827.6, 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 1827.6, 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 1827.6, 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 1827.6, 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 8 Oct SHREECEM was trading at 25582.90. The strike last trading price was 1827.6, which was 1827.60 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 26 Sept SHREECEM was trading at 26123.10. The strike last trading price was 0, 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 Sept SHREECEM was trading at 25903.65. The strike last trading price was 0, 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 Sept SHREECEM was trading at 25911.65. The strike last trading price was 0, 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 Sept SHREECEM was trading at 25958.10. The strike last trading price was 0, 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 20 Sept SHREECEM was trading at 25141.70. The strike last trading price was 0, 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 19 Sept SHREECEM was trading at 24931.70. The strike last trading price was 0, 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 Sept SHREECEM was trading at 25076.65. The strike last trading price was 0, 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 Sept SHREECEM was trading at 25437.10. The strike last trading price was 0, 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 Sept SHREECEM was trading at 25619.40. The strike last trading price was 0, 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 13 Sept SHREECEM was trading at 25883.10. The strike last trading price was 0, 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 12 Sept SHREECEM was trading at 26019.65. The strike last trading price was 0, 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 Sept SHREECEM was trading at 25614.10. The strike last trading price was 0, 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 10 Sept SHREECEM was trading at 25725.15. The strike last trading price was 0, 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 9 Sept SHREECEM was trading at 25798.60. The strike last trading price was 0, 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 6 Sept SHREECEM was trading at 25610.45. The strike last trading price was 0, 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 5 Sept SHREECEM was trading at 25662.25. The strike last trading price was 0, 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 4 Sept SHREECEM was trading at 25770.75. The strike last trading price was 0, 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 3 Sept SHREECEM was trading at 25507.60. The strike last trading price was 0, 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 2 Sept SHREECEM was trading at 25427.30. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


SHREECEM 28NOV2024 24500 PE
Delta: -0.67
Vega: 17.03
Theta: -14.54
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
14 Nov 23715.90 1023.95 300.85 32.06 14 0 254
13 Nov 24049.20 723.1 162.25 31.46 161 -21 255
12 Nov 24372.80 560.85 -154.15 24.19 1,951 144 277
11 Nov 24418.25 715 109.50 34.92 221 15 133
8 Nov 24533.00 605.5 110.50 29.88 83 8 118
7 Nov 24778.65 495 68.75 28.77 134 35 107
6 Nov 25009.15 426.25 -253.70 29.09 44 23 69
5 Nov 24695.90 679.95 -20.05 34.25 56 33 43
4 Nov 24865.30 700 280.05 37.20 8 5 9
1 Nov 25241.05 419.95 -645.60 31.13 4 0 0
31 Oct 25072.15 1065.55 0.00 - 0 0 0
30 Oct 25351.35 1065.55 0.00 - 0 0 0
29 Oct 25331.75 1065.55 0.00 - 0 0 0
28 Oct 25056.15 1065.55 0.00 - 0 0 0
25 Oct 24956.80 1065.55 0.00 - 0 0 0
24 Oct 25065.30 1065.55 0.00 - 0 0 0
23 Oct 24710.25 1065.55 0.00 - 0 0 0
22 Oct 24434.40 1065.55 0.00 - 0 0 0
21 Oct 24297.75 1065.55 0.00 - 0 0 0
18 Oct 24325.25 1065.55 0.00 - 0 0 0
17 Oct 24245.10 1065.55 0.00 - 0 0 0
16 Oct 24439.55 1065.55 0.00 - 0 0 0
15 Oct 24718.50 1065.55 0.00 - 0 0 0
14 Oct 24572.20 1065.55 0.00 - 0 0 0
11 Oct 24337.05 1065.55 0.00 - 0 0 0
8 Oct 25582.90 1065.55 1065.55 - 0 0 0
26 Sept 26123.10 0 0.00 - 0 0 0
25 Sept 25903.65 0 0.00 - 0 0 0
24 Sept 25911.65 0 0.00 - 0 0 0
23 Sept 25958.10 0 0.00 - 0 0 0
20 Sept 25141.70 0 0.00 - 0 0 0
19 Sept 24931.70 0 0.00 - 0 0 0
18 Sept 25076.65 0 0.00 - 0 0 0
17 Sept 25437.10 0 0.00 - 0 0 0
16 Sept 25619.40 0 0.00 - 0 0 0
13 Sept 25883.10 0 0.00 - 0 0 0
12 Sept 26019.65 0 0.00 - 0 0 0
11 Sept 25614.10 0 0.00 - 0 0 0
10 Sept 25725.15 0 0.00 - 0 0 0
9 Sept 25798.60 0 0.00 - 0 0 0
6 Sept 25610.45 0 0.00 - 0 0 0
5 Sept 25662.25 0 0.00 - 0 0 0
4 Sept 25770.75 0 0.00 - 0 0 0
3 Sept 25507.60 0 0.00 - 0 0 0
2 Sept 25427.30 0 - 0 0 0


For Shree Cement Limited - strike price 24500 expiring on 28NOV2024

Delta for 24500 PE is -0.67

Historical price for 24500 PE is as follows

On 14 Nov SHREECEM was trading at 23715.90. The strike last trading price was 1023.95, which was 300.85 higher than the previous day. The implied volatity was 32.06, the open interest changed by 0 which decreased total open position to 254


On 13 Nov SHREECEM was trading at 24049.20. The strike last trading price was 723.1, which was 162.25 higher than the previous day. The implied volatity was 31.46, the open interest changed by -21 which decreased total open position to 255


On 12 Nov SHREECEM was trading at 24372.80. The strike last trading price was 560.85, which was -154.15 lower than the previous day. The implied volatity was 24.19, the open interest changed by 144 which increased total open position to 277


On 11 Nov SHREECEM was trading at 24418.25. The strike last trading price was 715, which was 109.50 higher than the previous day. The implied volatity was 34.92, the open interest changed by 15 which increased total open position to 133


On 8 Nov SHREECEM was trading at 24533.00. The strike last trading price was 605.5, which was 110.50 higher than the previous day. The implied volatity was 29.88, the open interest changed by 8 which increased total open position to 118


On 7 Nov SHREECEM was trading at 24778.65. The strike last trading price was 495, which was 68.75 higher than the previous day. The implied volatity was 28.77, the open interest changed by 35 which increased total open position to 107


On 6 Nov SHREECEM was trading at 25009.15. The strike last trading price was 426.25, which was -253.70 lower than the previous day. The implied volatity was 29.09, the open interest changed by 23 which increased total open position to 69


On 5 Nov SHREECEM was trading at 24695.90. The strike last trading price was 679.95, which was -20.05 lower than the previous day. The implied volatity was 34.25, the open interest changed by 33 which increased total open position to 43


On 4 Nov SHREECEM was trading at 24865.30. The strike last trading price was 700, which was 280.05 higher than the previous day. The implied volatity was 37.20, the open interest changed by 5 which increased total open position to 9


On 1 Nov SHREECEM was trading at 25241.05. The strike last trading price was 419.95, which was -645.60 lower than the previous day. The implied volatity was 31.13, 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 1065.55, 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 1065.55, 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 1065.55, 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 1065.55, 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 1065.55, 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 1065.55, 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 1065.55, 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 1065.55, 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 1065.55, 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 1065.55, 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 1065.55, 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 1065.55, 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 1065.55, 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 1065.55, 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 1065.55, 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 8 Oct SHREECEM was trading at 25582.90. The strike last trading price was 1065.55, which was 1065.55 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 26 Sept SHREECEM was trading at 26123.10. The strike last trading price was 0, 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 Sept SHREECEM was trading at 25903.65. The strike last trading price was 0, 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 Sept SHREECEM was trading at 25911.65. The strike last trading price was 0, 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 Sept SHREECEM was trading at 25958.10. The strike last trading price was 0, 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 20 Sept SHREECEM was trading at 25141.70. The strike last trading price was 0, 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 19 Sept SHREECEM was trading at 24931.70. The strike last trading price was 0, 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 Sept SHREECEM was trading at 25076.65. The strike last trading price was 0, 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 Sept SHREECEM was trading at 25437.10. The strike last trading price was 0, 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 Sept SHREECEM was trading at 25619.40. The strike last trading price was 0, 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 13 Sept SHREECEM was trading at 25883.10. The strike last trading price was 0, 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 12 Sept SHREECEM was trading at 26019.65. The strike last trading price was 0, 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 Sept SHREECEM was trading at 25614.10. The strike last trading price was 0, 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 10 Sept SHREECEM was trading at 25725.15. The strike last trading price was 0, 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 9 Sept SHREECEM was trading at 25798.60. The strike last trading price was 0, 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 6 Sept SHREECEM was trading at 25610.45. The strike last trading price was 0, 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 5 Sept SHREECEM was trading at 25662.25. The strike last trading price was 0, 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 4 Sept SHREECEM was trading at 25770.75. The strike last trading price was 0, 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 3 Sept SHREECEM was trading at 25507.60. The strike last trading price was 0, 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 2 Sept SHREECEM was trading at 25427.30. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to