Historical option data for SHREECEM
22 May 2026 04:10 PM IST
| SHREECEM 26-May-2026 (3d) 24750 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.56
Vega: 0.11
Theta: -27.07
Gamma: 0.0007
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 22 May | 24785.00 | 267.45 | 33.35 (14.25%) | 20.83 | 124 | 9 | 93 | |||||||||
| 21 May | 24605.00 | 236.75 | 6.6 (2.87%) | 25.37 | 206 | 6 | 85 | |||||||||
| 20 May | 24420.00 | 230.15 | -39.6 (-14.68%) | 25.07 | 47 | 2 | 79 | |||||||||
| 19 May | 24425.00 | 269.75 | -34.4 (-11.31%) | 26.91 | 36 | -9 | 76 | |||||||||
| 18 May | 24475.00 | 300 | -293.9 (-49.49%) | 29.39 | 33 | 3 | 79 | |||||||||
| 15 May | 24970.00 | 593.9 | -95.3 (-13.83%) | 26.31 | 19 | 3 | 76 | |||||||||
| 14 May | 25025.00 | 683.2 | -96.85 (-12.42%) | 26.55 | 13 | 0 | 74 | |||||||||
| 13 May | 24995.00 | 780.05 | 152.75 (24.35%) | 0 | 13 | -1 | 74 | |||||||||
| 12 May | 24860.00 | 649.45 | -334.95 (-34.03%) | 0 | 124 | 17 | 75 | |||||||||
| 11 May | 25205.00 | 984.4 | -120.4 (-10.90%) | 0 | 4 | 0 | 60 | |||||||||
| 8 May | 25435.00 | 1104.8 | -116.45 (-9.54%) | 27.93 | 8 | -3 | 60 | |||||||||
| 7 May | 25595.00 | 1219.95 | 495.8 (68.47%) | 26.85 | 94 | -23 | 60 | |||||||||
| 6 May | 24975.00 | 745.35 | 122.05 (19.58%) | 21.52 | 257 | 38 | 88 | |||||||||
| 5 May | 24845.00 | 645.1 | -78 (-10.79%) | 22.1 | 147 | -22 | 51 | |||||||||
| 4 May | 24740.00 | 719.2 | 88.45 (14.02%) | 28.2 | 185 | 43 | 67 | |||||||||
| 30 Apr | 24195.00 | 614.3 | -16.45 (-2.61%) | 23.46 | 0 | 0 | 24 | |||||||||
| 29 Apr | 24555.00 | 614.3 | 188.2 (44.17%) | 23.46 | 32 | 16 | 16 | |||||||||
| 28 Apr | 24890.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Apr | 25125.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Apr | 24950.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 23 Apr | 25470.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 22 Apr | 25735.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 Apr | 25540.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Apr | 25490.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Apr | 25290.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Apr | 25110.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 15 Apr | 24965.00 | - | - | - | 0 | 0 | 0 | |||||||||
| 13 Apr | 24300.00 | 0 | 0 | - | 0 | 10 | 10 | |||||||||
| 10 Apr | 24340.00 | 426.1 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 9 Apr | 23990.00 | 426.1 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 8 Apr | 24360.00 | - | - | - | 0 | 0 | 0 | |||||||||
| 7 Apr | 23350.00 | - | - | - | 0 | 0 | 0 | |||||||||
| 6 Apr | 23695.00 | - | - | - | 0 | 0 | 0 | |||||||||
| 2 Apr | 23125.00 | - | - | - | 0 | 0 | 0 | |||||||||
| 1 Apr | 23265.00 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
For Shree Cement Limited - strike price 24750 expiring on 26MAY2026
Delta for 24750 CE is 0.56
Historical price for 24750 CE is as follows
On 22 May SHREECEM was trading at 24785.00. The strike last trading price was 267.45, which was 33.35 higher than the previous day. The implied volatity was 20.83, the open interest changed by 9 which increased total open position to 93
On 21 May SHREECEM was trading at 24605.00. The strike last trading price was 236.75, which was 6.6 higher than the previous day. The implied volatity was 25.37, the open interest changed by 6 which increased total open position to 85
On 20 May SHREECEM was trading at 24420.00. The strike last trading price was 230.15, which was -39.6 lower than the previous day. The implied volatity was 25.07, the open interest changed by 2 which increased total open position to 79
On 19 May SHREECEM was trading at 24425.00. The strike last trading price was 269.75, which was -34.4 lower than the previous day. The implied volatity was 26.91, the open interest changed by -9 which decreased total open position to 76
On 18 May SHREECEM was trading at 24475.00. The strike last trading price was 300, which was -293.9 lower than the previous day. The implied volatity was 29.39, the open interest changed by 3 which increased total open position to 79
On 15 May SHREECEM was trading at 24970.00. The strike last trading price was 593.9, which was -95.3 lower than the previous day. The implied volatity was 26.31, the open interest changed by 3 which increased total open position to 76
On 14 May SHREECEM was trading at 25025.00. The strike last trading price was 683.2, which was -96.85 lower than the previous day. The implied volatity was 26.55, the open interest changed by 0 which decreased total open position to 74
On 13 May SHREECEM was trading at 24995.00. The strike last trading price was 780.05, which was 152.75 higher than the previous day. The implied volatity was 0, the open interest changed by -1 which decreased total open position to 74
On 12 May SHREECEM was trading at 24860.00. The strike last trading price was 649.45, which was -334.95 lower than the previous day. The implied volatity was 0, the open interest changed by 17 which increased total open position to 75
On 11 May SHREECEM was trading at 25205.00. The strike last trading price was 984.4, which was -120.4 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 60
On 8 May SHREECEM was trading at 25435.00. The strike last trading price was 1104.8, which was -116.45 lower than the previous day. The implied volatity was 27.93, the open interest changed by -3 which decreased total open position to 60
On 7 May SHREECEM was trading at 25595.00. The strike last trading price was 1219.95, which was 495.8 higher than the previous day. The implied volatity was 26.85, the open interest changed by -23 which decreased total open position to 60
On 6 May SHREECEM was trading at 24975.00. The strike last trading price was 745.35, which was 122.05 higher than the previous day. The implied volatity was 21.52, the open interest changed by 38 which increased total open position to 88
On 5 May SHREECEM was trading at 24845.00. The strike last trading price was 645.1, which was -78 lower than the previous day. The implied volatity was 22.1, the open interest changed by -22 which decreased total open position to 51
On 4 May SHREECEM was trading at 24740.00. The strike last trading price was 719.2, which was 88.45 higher than the previous day. The implied volatity was 28.2, the open interest changed by 43 which increased total open position to 67
On 30 Apr SHREECEM was trading at 24195.00. The strike last trading price was 614.3, which was -16.45 lower than the previous day. The implied volatity was 23.46, the open interest changed by 0 which decreased total open position to 24
On 29 Apr SHREECEM was trading at 24555.00. The strike last trading price was 614.3, which was 188.2 higher than the previous day. The implied volatity was 23.46, the open interest changed by 16 which increased total open position to 16
On 28 Apr SHREECEM was trading at 24890.00. 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 27 Apr SHREECEM was trading at 25125.00. 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 24 Apr SHREECEM was trading at 24950.00. 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 23 Apr SHREECEM was trading at 25470.00. 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 22 Apr SHREECEM was trading at 25735.00. 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 21 Apr SHREECEM was trading at 25540.00. 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 Apr SHREECEM was trading at 25490.00. 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 17 Apr SHREECEM was trading at 25290.00. 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 16 Apr SHREECEM was trading at 25110.00. 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 Apr SHREECEM was trading at 24965.00. 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 13 Apr SHREECEM was trading at 24300.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 10
On 10 Apr SHREECEM was trading at 24340.00. The strike last trading price was 426.1, 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 9 Apr SHREECEM was trading at 23990.00. The strike last trading price was 426.1, 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 8 Apr SHREECEM was trading at 24360.00. 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 7 Apr SHREECEM was trading at 23350.00. 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 Apr SHREECEM was trading at 23695.00. 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 Apr SHREECEM was trading at 23125.00. 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 1 Apr SHREECEM was trading at 23265.00. 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 26-May-2026 (3d) 24750 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.46
Vega: 0.11
Theta: -23.29
Gamma: 0.00071
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 22 May | 24785.00 | 199.9 | -143.85 (-41.85%) | 20.64 | 121 | -20 | 97 |
| 21 May | 24605.00 | 344 | -118.55 (-25.63%) | 23.27 | 34 | -4 | 117 |
| 20 May | 24420.00 | 462.55 | -16.4 (-3.42%) | 25.06 | 29 | 1 | 121 |
| 19 May | 24425.00 | 478.95 | -62.05 (-11.47%) | 24.01 | 11 | -3 | 120 |
| 18 May | 24475.00 | 555.35 | 204.35 (58.22%) | 24.39 | 45 | -30 | 126 |
| 15 May | 24970.00 | 350.6 | 19.35 (5.84%) | 27.04 | 56 | 27 | 157 |
| 14 May | 25025.00 | 318.1 | -79.9 (-20.08%) | 25.39 | 29 | -1 | 131 |
| 13 May | 24995.00 | 413.1 | -70.4 (-14.56%) | 0 | 20 | -4 | 132 |
| 12 May | 24860.00 | 467.45 | 104.15 (28.67%) | 0 | 96 | -56 | 138 |
| 11 May | 25205.00 | 363.3 | 50.3 (16.07%) | 0 | 19 | -5 | 194 |
| 8 May | 25435.00 | 332.8 | 57.6 (20.93%) | 26.71 | 127 | 43 | 199 |
| 7 May | 25595.00 | 260.8 | -421.65 (-61.78%) | 27.13 | 348 | 13 | 160 |
| 6 May | 24975.00 | 534.7 | -336.2 (-38.60%) | 30.19 | 283 | 23 | 139 |
| 5 May | 24845.00 | 845 | 20.4 (2.47%) | 39.79 | 144 | 11 | 117 |
| 4 May | 24740.00 | 850.2 | -391.25 (-31.52%) | 37.23 | 87 | 5 | 112 |
| 30 Apr | 24195.00 | 1241.45 | 213 (20.71%) | 36.66 | 14 | -1 | 106 |
| 29 Apr | 24555.00 | 1041.9 | 96.15 (10.17%) | 37.41 | 163 | 10 | 100 |
| 28 Apr | 24890.00 | 955.45 | 85.5 (9.83%) | 37.95 | 103 | 73 | 85 |
| 27 Apr | 25125.00 | 869.95 | -1012.35 (-53.78%) | 39.88 | 18 | 11 | 11 |
| 24 Apr | 24950.00 | 0 | 0 | - | 0 | 0 | 0 |
| 23 Apr | 25470.00 | 0 | 0 | - | 0 | 0 | 0 |
| 22 Apr | 25735.00 | 0 | 0 | - | 0 | 0 | 0 |
| 21 Apr | 25540.00 | 0 | 0 | - | 0 | 0 | 0 |
| 20 Apr | 25490.00 | 0 | 0 | - | 0 | 0 | 0 |
| 17 Apr | 25290.00 | 0 | 0 | - | 0 | 0 | 0 |
| 16 Apr | 25110.00 | 0 | 0 | - | 0 | 0 | 0 |
| 15 Apr | 24965.00 | - | - | - | 0 | 0 | 0 |
| 13 Apr | 24300.00 | 0 | 0 | - | 0 | 10 | 10 |
| 10 Apr | 24340.00 | 1882.3 | 0 (0.00%) | - | 0 | 0 | 0 |
| 9 Apr | 23990.00 | 1882.3 | 0 (0.00%) | - | 0 | 0 | 0 |
| 8 Apr | 24360.00 | - | - | - | 0 | 0 | 0 |
| 7 Apr | 23350.00 | - | - | - | 0 | 0 | 0 |
| 6 Apr | 23695.00 | - | - | - | 0 | 0 | 0 |
| 2 Apr | 23125.00 | - | - | - | 0 | 0 | 0 |
| 1 Apr | 23265.00 | 1882.3 | 0 (0.00%) | - | 0 | 0 | 0 |
For Shree Cement Limited - strike price 24750 expiring on 26MAY2026
Delta for 24750 PE is -0.46
Historical price for 24750 PE is as follows
On 22 May SHREECEM was trading at 24785.00. The strike last trading price was 199.9, which was -143.85 lower than the previous day. The implied volatity was 20.64, the open interest changed by -20 which decreased total open position to 97
On 21 May SHREECEM was trading at 24605.00. The strike last trading price was 344, which was -118.55 lower than the previous day. The implied volatity was 23.27, the open interest changed by -4 which decreased total open position to 117
On 20 May SHREECEM was trading at 24420.00. The strike last trading price was 462.55, which was -16.4 lower than the previous day. The implied volatity was 25.06, the open interest changed by 1 which increased total open position to 121
On 19 May SHREECEM was trading at 24425.00. The strike last trading price was 478.95, which was -62.05 lower than the previous day. The implied volatity was 24.01, the open interest changed by -3 which decreased total open position to 120
On 18 May SHREECEM was trading at 24475.00. The strike last trading price was 555.35, which was 204.35 higher than the previous day. The implied volatity was 24.39, the open interest changed by -30 which decreased total open position to 126
On 15 May SHREECEM was trading at 24970.00. The strike last trading price was 350.6, which was 19.35 higher than the previous day. The implied volatity was 27.04, the open interest changed by 27 which increased total open position to 157
On 14 May SHREECEM was trading at 25025.00. The strike last trading price was 318.1, which was -79.9 lower than the previous day. The implied volatity was 25.39, the open interest changed by -1 which decreased total open position to 131
On 13 May SHREECEM was trading at 24995.00. The strike last trading price was 413.1, which was -70.4 lower than the previous day. The implied volatity was 0, the open interest changed by -4 which decreased total open position to 132
On 12 May SHREECEM was trading at 24860.00. The strike last trading price was 467.45, which was 104.15 higher than the previous day. The implied volatity was 0, the open interest changed by -56 which decreased total open position to 138
On 11 May SHREECEM was trading at 25205.00. The strike last trading price was 363.3, which was 50.3 higher than the previous day. The implied volatity was 0, the open interest changed by -5 which decreased total open position to 194
On 8 May SHREECEM was trading at 25435.00. The strike last trading price was 332.8, which was 57.6 higher than the previous day. The implied volatity was 26.71, the open interest changed by 43 which increased total open position to 199
On 7 May SHREECEM was trading at 25595.00. The strike last trading price was 260.8, which was -421.65 lower than the previous day. The implied volatity was 27.13, the open interest changed by 13 which increased total open position to 160
On 6 May SHREECEM was trading at 24975.00. The strike last trading price was 534.7, which was -336.2 lower than the previous day. The implied volatity was 30.19, the open interest changed by 23 which increased total open position to 139
On 5 May SHREECEM was trading at 24845.00. The strike last trading price was 845, which was 20.4 higher than the previous day. The implied volatity was 39.79, the open interest changed by 11 which increased total open position to 117
On 4 May SHREECEM was trading at 24740.00. The strike last trading price was 850.2, which was -391.25 lower than the previous day. The implied volatity was 37.23, the open interest changed by 5 which increased total open position to 112
On 30 Apr SHREECEM was trading at 24195.00. The strike last trading price was 1241.45, which was 213 higher than the previous day. The implied volatity was 36.66, the open interest changed by -1 which decreased total open position to 106
On 29 Apr SHREECEM was trading at 24555.00. The strike last trading price was 1041.9, which was 96.15 higher than the previous day. The implied volatity was 37.41, the open interest changed by 10 which increased total open position to 100
On 28 Apr SHREECEM was trading at 24890.00. The strike last trading price was 955.45, which was 85.5 higher than the previous day. The implied volatity was 37.95, the open interest changed by 73 which increased total open position to 85
On 27 Apr SHREECEM was trading at 25125.00. The strike last trading price was 869.95, which was -1012.35 lower than the previous day. The implied volatity was 39.88, the open interest changed by 11 which increased total open position to 11
On 24 Apr SHREECEM was trading at 24950.00. 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 23 Apr SHREECEM was trading at 25470.00. 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 22 Apr SHREECEM was trading at 25735.00. 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 21 Apr SHREECEM was trading at 25540.00. 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 Apr SHREECEM was trading at 25490.00. 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 17 Apr SHREECEM was trading at 25290.00. 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 16 Apr SHREECEM was trading at 25110.00. 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 Apr SHREECEM was trading at 24965.00. 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 13 Apr SHREECEM was trading at 24300.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 10
On 10 Apr SHREECEM was trading at 24340.00. The strike last trading price was 1882.3, 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 9 Apr SHREECEM was trading at 23990.00. The strike last trading price was 1882.3, 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 8 Apr SHREECEM was trading at 24360.00. 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 7 Apr SHREECEM was trading at 23350.00. 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 Apr SHREECEM was trading at 23695.00. 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 Apr SHREECEM was trading at 23125.00. 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 1 Apr SHREECEM was trading at 23265.00. The strike last trading price was 1882.3, 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
