Historical option data for SHREECEM
18 Jun 2026 04:10 PM IST
| SHREECEM 30-Jun-2026 (11d) 24750 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.75
Vega: 0.15
Theta: -14.98
Gamma: 0.0003
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 18 Jun | 25410.00 | 835.95 | 253.95 (43.63%) | 22.72 | 10 | 2 | 59 | |||||||||
| 17 Jun | 24970.00 | 582.4 | 32.4 (5.89%) | 23.23 | 42 | 2 | 61 | |||||||||
| 16 Jun | 24870.00 | 570 | -9 (-1.55%) | 24.85 | 153 | -9 | 59 | |||||||||
| 15 Jun | 24825.00 | 527.6 | 223.6 (73.55%) | 24.53 | 192 | -5 | 68 | |||||||||
| 12 Jun | 24175.00 | 297.05 | 113.05 (61.44%) | 23.13 | 178 | 4 | 72 | |||||||||
| 11 Jun | 23700.00 | 184.15 | -101.85 (-35.61%) | 24.12 | 37 | 1 | 68 | |||||||||
| 10 Jun | 23850.00 | 295.75 | 48.75 (19.74%) | 27.2 | 59 | -7 | 66 | |||||||||
| 9 Jun | 23415.00 | 247.15 | 0.15 (0.06%) | 28.43 | 20 | 0 | 73 | |||||||||
| 8 Jun | 23535.00 | 231.4 | -182.6 (-44.11%) | 28.43 | 20 | -5 | 74 | |||||||||
| 5 Jun | 24085.00 | 411.8 | -144.2 (-25.94%) | 25.54 | 71 | 2 | 78 | |||||||||
| 4 Jun | 24485.00 | 558.65 | -140.35 (-20.08%) | 24.08 | 155 | 58 | 76 | |||||||||
| 3 Jun | 24775.00 | 701.7 | 123.7 (21.40%) | 24.39 | 17 | 2 | 17 | |||||||||
| 2 Jun | 24995.00 | 577.85 | -0.15 (-0.03%) | 13.21 | 16 | 0 | 15 | |||||||||
| 1 Jun | 25060.00 | 577.85 | -203.15 (-26.01%) | 13.21 | 16 | 11 | 14 | |||||||||
| 29 May | 25275.00 | 781.3 | 0.3 (0.04%) | - | 6 | 0 | 3 | |||||||||
| 27 May | 25400.00 | 781.3 | 0.3 (0.04%) | 14.37 | 6 | 0 | 3 | |||||||||
| 26 May | 25180.00 | 822.65 | -27.35 (-3.22%) | 14.37 | 6 | 2 | 3 | |||||||||
| 25 May | 25355.00 | 725.3 | 0.3 (0.04%) | 18.63 | 2 | 0 | 1 | |||||||||
| 22 May | 24785.00 | 725.3 | -585.7 (-44.68%) | 20.95 | 2 | 1 | 1 | |||||||||
| 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 | 0 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 15 May | 24970.00 | 0 | -1311.15 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 14 May | 25025.00 | 0 | -1311.15 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 13 May | 24995.00 | 0 | -1311.15 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 12 May | 24860.00 | 0 | -1311.15 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 11 May | 25205.00 | 0 | -1311.15 (-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 | |||||||||
For Shree Cement Limited - strike price 24750 expiring on 30JUN2026
Delta for 24750 CE is 0.75
Historical price for 24750 CE is as follows
On 18 Jun SHREECEM was trading at 25410.00. The strike last trading price was 835.95, which was 253.95 higher than the previous day. The implied volatity was 22.72, the open interest changed by 2 which increased total open position to 59
On 17 Jun SHREECEM was trading at 24970.00. The strike last trading price was 582.4, which was 32.4 higher than the previous day. The implied volatity was 23.23, the open interest changed by 2 which increased total open position to 61
On 16 Jun SHREECEM was trading at 24870.00. The strike last trading price was 570, which was -9 lower than the previous day. The implied volatity was 24.85, the open interest changed by -9 which decreased total open position to 59
On 15 Jun SHREECEM was trading at 24825.00. The strike last trading price was 527.6, which was 223.6 higher than the previous day. The implied volatity was 24.53, the open interest changed by -5 which decreased total open position to 68
On 12 Jun SHREECEM was trading at 24175.00. The strike last trading price was 297.05, which was 113.05 higher than the previous day. The implied volatity was 23.13, the open interest changed by 4 which increased total open position to 72
On 11 Jun SHREECEM was trading at 23700.00. The strike last trading price was 184.15, which was -101.85 lower than the previous day. The implied volatity was 24.12, the open interest changed by 1 which increased total open position to 68
On 10 Jun SHREECEM was trading at 23850.00. The strike last trading price was 295.75, which was 48.75 higher than the previous day. The implied volatity was 27.2, the open interest changed by -7 which decreased total open position to 66
On 9 Jun SHREECEM was trading at 23415.00. The strike last trading price was 247.15, which was 0.15 higher than the previous day. The implied volatity was 28.43, the open interest changed by 0 which decreased total open position to 73
On 8 Jun SHREECEM was trading at 23535.00. The strike last trading price was 231.4, which was -182.6 lower than the previous day. The implied volatity was 28.43, the open interest changed by -5 which decreased total open position to 74
On 5 Jun SHREECEM was trading at 24085.00. The strike last trading price was 411.8, which was -144.2 lower than the previous day. The implied volatity was 25.54, the open interest changed by 2 which increased total open position to 78
On 4 Jun SHREECEM was trading at 24485.00. The strike last trading price was 558.65, which was -140.35 lower than the previous day. The implied volatity was 24.08, the open interest changed by 58 which increased total open position to 76
On 3 Jun SHREECEM was trading at 24775.00. The strike last trading price was 701.7, which was 123.7 higher than the previous day. The implied volatity was 24.39, the open interest changed by 2 which increased total open position to 17
On 2 Jun SHREECEM was trading at 24995.00. The strike last trading price was 577.85, which was -0.15 lower than the previous day. The implied volatity was 13.21, the open interest changed by 0 which decreased total open position to 15
On 1 Jun SHREECEM was trading at 25060.00. The strike last trading price was 577.85, which was -203.15 lower than the previous day. The implied volatity was 13.21, the open interest changed by 11 which increased total open position to 14
On 29 May SHREECEM was trading at 25275.00. The strike last trading price was 781.3, which was 0.3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 27 May SHREECEM was trading at 25400.00. The strike last trading price was 781.3, which was 0.3 higher than the previous day. The implied volatity was 14.37, the open interest changed by 0 which decreased total open position to 3
On 26 May SHREECEM was trading at 25180.00. The strike last trading price was 822.65, which was -27.35 lower than the previous day. The implied volatity was 14.37, the open interest changed by 2 which increased total open position to 3
On 25 May SHREECEM was trading at 25355.00. The strike last trading price was 725.3, which was 0.3 higher than the previous day. The implied volatity was 18.63, the open interest changed by 0 which decreased total open position to 1
On 22 May SHREECEM was trading at 24785.00. The strike last trading price was 725.3, which was -585.7 lower than the previous day. The implied volatity was 20.95, the open interest changed by 1 which increased total open position to 1
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 0 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 -1311.15 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 -1311.15 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 -1311.15 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 -1311.15 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 -1311.15 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
| SHREECEM 30-Jun-2026 (11d) 24750 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.24
Vega: 0.15
Theta: -11.31
Gamma: 0.00029
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 18 Jun | 25410.00 | 160.9 | -107.2 (-39.99%) | 23.22 | 45 | 6 | 90 |
| 17 Jun | 24970.00 | 260 | -56.45 (-17.84%) | 20.99 | 551 | -76 | 85 |
| 16 Jun | 24870.00 | 307.15 | -44.55 (-12.67%) | 19.46 | 1,063 | 104 | 160 |
| 15 Jun | 24825.00 | 351.7 | -404.85 (-53.51%) | 21.65 | 67 | -9 | 55 |
| 12 Jun | 24175.00 | 756.55 | -285 (-27.36%) | 20.7 | 51 | 8 | 64 |
| 11 Jun | 23700.00 | 1041.55 | 1041.55 (6.93%) | 22.57 | 3 | 0 | 56 |
| 10 Jun | 23850.00 | 1025.7 | 66.45 (6.93%) | 22.57 | 3 | -1 | 55 |
| 9 Jun | 23415.00 | 959.25 | 959.25 | - | 31 | 0 | 56 |
| 8 Jun | 23535.00 | 959.25 | 959.25 | - | 31 | 0 | 56 |
| 5 Jun | 24085.00 | 959.25 | 241.9 (33.72%) | 25.24 | 31 | -11 | 57 |
| 4 Jun | 24485.00 | 717.35 | 84.1 (13.28%) | 24.73 | 21 | 0 | 65 |
| 3 Jun | 24775.00 | 650 | 64.95 (11.10%) | 26.04 | 14 | 2 | 65 |
| 2 Jun | 24995.00 | 572 | -254.25 (-30.77%) | 25.07 | 42 | 26 | 64 |
| 1 Jun | 25060.00 | 836.55 | 132.35 (18.79%) | 36.69 | 22 | 14 | 37 |
| 29 May | 25275.00 | 704.2 | 704.2 | - | 23 | 0 | 23 |
| 27 May | 25400.00 | 704.2 | 704.2 (48.17%) | 29.27 | 23 | 0 | 23 |
| 26 May | 25180.00 | 700.6 | 227.75 (48.17%) | 29.27 | 23 | 7 | 9 |
| 25 May | 25355.00 | 900 | 900 (-47.46%) | 24.62 | 1 | 1 | 2 |
| 22 May | 24785.00 | 900 | 0 (0.00%) | 29.14 | 1 | 0 | 1 |
| 21 May | 24605.00 | 900 | -24.7 (-2.67%) | 29.63 | 1 | 0 | 1 |
| 20 May | 24420.00 | 924.7 | 0 (0.00%) | - | 1 | 0 | 1 |
| 19 May | 24425.00 | 924.7 | 0 (0.00%) | - | 1 | 0 | 1 |
| 18 May | 24475.00 | 924.7 | 0 (0.00%) | - | 1 | 0 | 1 |
| 15 May | 24970.00 | 924.7 | 0 (0.00%) | - | 0 | 0 | 1 |
| 14 May | 25025.00 | 924.7 | 0 (0.00%) | 0 | 0 | 0 | 1 |
| 13 May | 24995.00 | 924.7 | 0 (0.00%) | 0 | 0 | 0 | 1 |
| 12 May | 24860.00 | 924.7 | 0.1 (0.01%) | 29.45 | 1 | 0 | 0 |
| 11 May | 25205.00 | 0 | -924.6 (-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 |
For Shree Cement Limited - strike price 24750 expiring on 30JUN2026
Delta for 24750 PE is -0.24
Historical price for 24750 PE is as follows
On 18 Jun SHREECEM was trading at 25410.00. The strike last trading price was 160.9, which was -107.2 lower than the previous day. The implied volatity was 23.22, the open interest changed by 6 which increased total open position to 90
On 17 Jun SHREECEM was trading at 24970.00. The strike last trading price was 260, which was -56.45 lower than the previous day. The implied volatity was 20.99, the open interest changed by -76 which decreased total open position to 85
On 16 Jun SHREECEM was trading at 24870.00. The strike last trading price was 307.15, which was -44.55 lower than the previous day. The implied volatity was 19.46, the open interest changed by 104 which increased total open position to 160
On 15 Jun SHREECEM was trading at 24825.00. The strike last trading price was 351.7, which was -404.85 lower than the previous day. The implied volatity was 21.65, the open interest changed by -9 which decreased total open position to 55
On 12 Jun SHREECEM was trading at 24175.00. The strike last trading price was 756.55, which was -285 lower than the previous day. The implied volatity was 20.7, the open interest changed by 8 which increased total open position to 64
On 11 Jun SHREECEM was trading at 23700.00. The strike last trading price was 1041.55, which was 1041.55 higher than the previous day. The implied volatity was 22.57, the open interest changed by 0 which decreased total open position to 56
On 10 Jun SHREECEM was trading at 23850.00. The strike last trading price was 1025.7, which was 66.45 higher than the previous day. The implied volatity was 22.57, the open interest changed by -1 which decreased total open position to 55
On 9 Jun SHREECEM was trading at 23415.00. The strike last trading price was 959.25, which was 959.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 56
On 8 Jun SHREECEM was trading at 23535.00. The strike last trading price was 959.25, which was 959.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 56
On 5 Jun SHREECEM was trading at 24085.00. The strike last trading price was 959.25, which was 241.9 higher than the previous day. The implied volatity was 25.24, the open interest changed by -11 which decreased total open position to 57
On 4 Jun SHREECEM was trading at 24485.00. The strike last trading price was 717.35, which was 84.1 higher than the previous day. The implied volatity was 24.73, the open interest changed by 0 which decreased total open position to 65
On 3 Jun SHREECEM was trading at 24775.00. The strike last trading price was 650, which was 64.95 higher than the previous day. The implied volatity was 26.04, the open interest changed by 2 which increased total open position to 65
On 2 Jun SHREECEM was trading at 24995.00. The strike last trading price was 572, which was -254.25 lower than the previous day. The implied volatity was 25.07, the open interest changed by 26 which increased total open position to 64
On 1 Jun SHREECEM was trading at 25060.00. The strike last trading price was 836.55, which was 132.35 higher than the previous day. The implied volatity was 36.69, the open interest changed by 14 which increased total open position to 37
On 29 May SHREECEM was trading at 25275.00. The strike last trading price was 704.2, which was 704.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 23
On 27 May SHREECEM was trading at 25400.00. The strike last trading price was 704.2, which was 704.2 higher than the previous day. The implied volatity was 29.27, the open interest changed by 0 which decreased total open position to 23
On 26 May SHREECEM was trading at 25180.00. The strike last trading price was 700.6, which was 227.75 higher than the previous day. The implied volatity was 29.27, the open interest changed by 7 which increased total open position to 9
On 25 May SHREECEM was trading at 25355.00. The strike last trading price was 900, which was 900 higher than the previous day. The implied volatity was 24.62, the open interest changed by 1 which increased total open position to 2
On 22 May SHREECEM was trading at 24785.00. The strike last trading price was 900, which was 0 lower than the previous day. The implied volatity was 29.14, the open interest changed by 0 which decreased total open position to 1
On 21 May SHREECEM was trading at 24605.00. The strike last trading price was 900, which was -24.7 lower than the previous day. The implied volatity was 29.63, the open interest changed by 0 which decreased total open position to 1
On 20 May SHREECEM was trading at 24420.00. The strike last trading price was 924.7, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 19 May SHREECEM was trading at 24425.00. The strike last trading price was 924.7, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 18 May SHREECEM was trading at 24475.00. The strike last trading price was 924.7, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 15 May SHREECEM was trading at 24970.00. The strike last trading price was 924.7, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 14 May SHREECEM was trading at 25025.00. The strike last trading price was 924.7, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 1
On 13 May SHREECEM was trading at 24995.00. The strike last trading price was 924.7, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 1
On 12 May SHREECEM was trading at 24860.00. The strike last trading price was 924.7, which was 0.1 higher than the previous day. The implied volatity was 29.45, 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 -924.6 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
