SHREECEM
Shree Cement Limited
Historical option data for SHREECEM
21 Nov 2024 04:11 PM IST
| SHREECEM 28NOV2024 24750 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.26
Vega: 10.88
Theta: -21.25
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 24052.85 | 130.9 | -6.85 | 25.17 | 1 | 0 | 46 | |||
| 20 Nov | 24106.35 | 137.75 | 0.00 | 23.39 | 13 | 0 | 46 | |||
| 19 Nov | 24106.35 | 137.75 | 33.05 | 23.39 | 13 | 0 | 46 | |||
| 18 Nov | 23935.05 | 104.7 | -38.65 | 22.60 | 24 | 9 | 43 | |||
| 14 Nov | 24091.70 | 143.35 | -19.20 | 21.30 | 73 | 7 | 34 | |||
| 13 Nov | 24049.20 | 162.55 | -105.05 | 17.26 | 49 | -4 | 26 | |||
| 12 Nov | 24372.80 | 267.6 | -117.05 | 21.15 | 88 | -7 | 33 | |||
| 11 Nov | 24418.25 | 384.65 | -102.90 | 22.88 | 73 | 3 | 40 | |||
| 8 Nov | 24533.00 | 487.55 | -135.45 | 23.15 | 20 | 8 | 36 | |||
| 7 Nov | 24778.65 | 623 | -147.00 | 23.05 | 23 | 9 | 28 | |||
| 6 Nov | 25009.15 | 770 | 130.45 | 22.55 | 36 | 5 | 20 | |||
| 5 Nov | 24695.90 | 639.55 | -115.45 | 23.94 | 20 | 10 | 13 | |||
| 4 Nov | 24865.30 | 755 | -144.00 | 24.18 | 1 | 0 | 2 | |||
| 1 Nov | 25241.05 | 899 | 0.00 | 0.00 | 0 | 0 | 2 | |||
| 31 Oct | 25072.15 | 899 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 25351.35 | 899 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 25331.75 | 899 | 0.00 | - | 0 | -1 | 0 | |||
| 28 Oct | 25056.15 | 899 | 261.30 | - | 1 | 3 | 3 | |||
| 25 Oct | 24956.80 | 637.7 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 25065.30 | 637.7 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 24710.25 | 637.7 | 0.00 | - | 0 | 1 | 0 | |||
| 22 Oct | 24434.40 | 637.7 | -26.30 | - | 1 | 0 | 2 | |||
| 21 Oct | 24297.75 | 664 | 0.00 | - | 0 | 2 | 0 | |||
| 18 Oct | 24325.25 | 664 | -1554.40 | - | 2 | 0 | 0 | |||
| 17 Oct | 24245.10 | 2218.4 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 24439.55 | 2218.4 | 0.00 | - | 0 | 0 | 0 | |||
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| 15 Oct | 24718.50 | 2218.4 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 24572.20 | 2218.4 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 24337.05 | 2218.4 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 25582.90 | 2218.4 | - | 0 | 0 | 0 | ||||
For Shree Cement Limited - strike price 24750 expiring on 28NOV2024
Delta for 24750 CE is 0.26
Historical price for 24750 CE is as follows
On 21 Nov SHREECEM was trading at 24052.85. The strike last trading price was 130.9, which was -6.85 lower than the previous day. The implied volatity was 25.17, the open interest changed by 0 which decreased total open position to 46
On 20 Nov SHREECEM was trading at 24106.35. The strike last trading price was 137.75, which was 0.00 lower than the previous day. The implied volatity was 23.39, the open interest changed by 0 which decreased total open position to 46
On 19 Nov SHREECEM was trading at 24106.35. The strike last trading price was 137.75, which was 33.05 higher than the previous day. The implied volatity was 23.39, the open interest changed by 0 which decreased total open position to 46
On 18 Nov SHREECEM was trading at 23935.05. The strike last trading price was 104.7, which was -38.65 lower than the previous day. The implied volatity was 22.60, the open interest changed by 9 which increased total open position to 43
On 14 Nov SHREECEM was trading at 24091.70. The strike last trading price was 143.35, which was -19.20 lower than the previous day. The implied volatity was 21.30, the open interest changed by 7 which increased total open position to 34
On 13 Nov SHREECEM was trading at 24049.20. The strike last trading price was 162.55, which was -105.05 lower than the previous day. The implied volatity was 17.26, the open interest changed by -4 which decreased total open position to 26
On 12 Nov SHREECEM was trading at 24372.80. The strike last trading price was 267.6, which was -117.05 lower than the previous day. The implied volatity was 21.15, the open interest changed by -7 which decreased total open position to 33
On 11 Nov SHREECEM was trading at 24418.25. The strike last trading price was 384.65, which was -102.90 lower than the previous day. The implied volatity was 22.88, the open interest changed by 3 which increased total open position to 40
On 8 Nov SHREECEM was trading at 24533.00. The strike last trading price was 487.55, which was -135.45 lower than the previous day. The implied volatity was 23.15, the open interest changed by 8 which increased total open position to 36
On 7 Nov SHREECEM was trading at 24778.65. The strike last trading price was 623, which was -147.00 lower than the previous day. The implied volatity was 23.05, the open interest changed by 9 which increased total open position to 28
On 6 Nov SHREECEM was trading at 25009.15. The strike last trading price was 770, which was 130.45 higher than the previous day. The implied volatity was 22.55, the open interest changed by 5 which increased total open position to 20
On 5 Nov SHREECEM was trading at 24695.90. The strike last trading price was 639.55, which was -115.45 lower than the previous day. The implied volatity was 23.94, the open interest changed by 10 which increased total open position to 13
On 4 Nov SHREECEM was trading at 24865.30. The strike last trading price was 755, which was -144.00 lower than the previous day. The implied volatity was 24.18, the open interest changed by 0 which decreased total open position to 2
On 1 Nov SHREECEM was trading at 25241.05. The strike last trading price was 899, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 2
On 31 Oct SHREECEM was trading at 25072.15. The strike last trading price was 899, 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 899, 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 899, 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 899, which was 261.30 higher 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 637.7, 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 637.7, 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 637.7, 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 637.7, which was -26.30 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 664, 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 664, which was -1554.40 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 2218.4, 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 2218.4, 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 2218.4, 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 2218.4, 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 2218.4, 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 2218.4, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| SHREECEM 28NOV2024 24750 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 24052.85 | 1150.2 | 0.00 | 0.00 | 0 | 0 | 0 |
| 20 Nov | 24106.35 | 1150.2 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Nov | 24106.35 | 1150.2 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Nov | 23935.05 | 1150.2 | 0.00 | 0.00 | 0 | -2 | 0 |
| 14 Nov | 24091.70 | 1150.2 | 413.10 | 38.88 | 7 | 0 | 19 |
| 13 Nov | 24049.20 | 737.1 | 0.00 | 0.00 | 0 | -1 | 0 |
| 12 Nov | 24372.80 | 737.1 | -106.30 | 25.67 | 112 | -1 | 19 |
| 11 Nov | 24418.25 | 843.4 | 353.30 | 34.71 | 25 | 9 | 20 |
| 8 Nov | 24533.00 | 490.1 | 0.00 | 0.00 | 0 | 7 | 0 |
| 7 Nov | 24778.65 | 490.1 | -47.40 | 23.83 | 8 | 5 | 9 |
| 6 Nov | 25009.15 | 537.5 | 0.00 | 0.00 | 0 | 0 | 0 |
| 5 Nov | 24695.90 | 537.5 | 0.00 | 0.00 | 0 | 0 | 0 |
| 4 Nov | 24865.30 | 537.5 | 0.00 | 0.00 | 0 | 4 | 0 |
| 1 Nov | 25241.05 | 537.5 | 2.10 | 32.36 | 4 | 0 | 0 |
| 31 Oct | 25072.15 | 535.4 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 25351.35 | 535.4 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 25331.75 | 535.4 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 25056.15 | 535.4 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 24956.80 | 535.4 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 25065.30 | 535.4 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 24710.25 | 535.4 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 24434.40 | 535.4 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 24297.75 | 535.4 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 24325.25 | 535.4 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 24245.10 | 535.4 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 24439.55 | 535.4 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 24718.50 | 535.4 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 24572.20 | 535.4 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 24337.05 | 535.4 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 25582.90 | 535.4 | - | 0 | 0 | 0 | |
For Shree Cement Limited - strike price 24750 expiring on 28NOV2024
Delta for 24750 PE is 0.00
Historical price for 24750 PE is as follows
On 21 Nov SHREECEM was trading at 24052.85. The strike last trading price was 1150.2, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 20 Nov SHREECEM was trading at 24106.35. The strike last trading price was 1150.2, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 19 Nov SHREECEM was trading at 24106.35. The strike last trading price was 1150.2, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 18 Nov SHREECEM was trading at 23935.05. The strike last trading price was 1150.2, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -2 which decreased total open position to 0
On 14 Nov SHREECEM was trading at 24091.70. The strike last trading price was 1150.2, which was 413.10 higher than the previous day. The implied volatity was 38.88, the open interest changed by 0 which decreased total open position to 19
On 13 Nov SHREECEM was trading at 24049.20. The strike last trading price was 737.1, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 12 Nov SHREECEM was trading at 24372.80. The strike last trading price was 737.1, which was -106.30 lower than the previous day. The implied volatity was 25.67, the open interest changed by -1 which decreased total open position to 19
On 11 Nov SHREECEM was trading at 24418.25. The strike last trading price was 843.4, which was 353.30 higher than the previous day. The implied volatity was 34.71, the open interest changed by 9 which increased total open position to 20
On 8 Nov SHREECEM was trading at 24533.00. The strike last trading price was 490.1, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 7 which increased total open position to 0
On 7 Nov SHREECEM was trading at 24778.65. The strike last trading price was 490.1, which was -47.40 lower than the previous day. The implied volatity was 23.83, the open interest changed by 5 which increased total open position to 9
On 6 Nov SHREECEM was trading at 25009.15. The strike last trading price was 537.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 537.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 537.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 1 Nov SHREECEM was trading at 25241.05. The strike last trading price was 537.5, which was 2.10 higher than the previous day. The implied volatity was 32.36, 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 535.4, 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 535.4, 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 535.4, 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 535.4, 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 535.4, 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 535.4, 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 535.4, 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 535.4, 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 535.4, 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 535.4, 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 535.4, 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 535.4, 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 535.4, 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 535.4, 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 535.4, 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 535.4, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
