SHREECEM
Shree Cement Limited
Historical option data for SHREECEM
13 Mar 2026 04:11 PM IST
| SHREECEM 30-MAR-2026 24750 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 13 Mar | 22965.00 | 433.5 | -207.3 | - | 0 | 0 | 54 | |||||||||
| 12 Mar | 23500.00 | 433.5 | -207.3 | - | 0 | 0 | 54 | |||||||||
| 11 Mar | 23740.00 | 433.5 | -207.3 | - | 0 | 0 | 54 | |||||||||
| 10 Mar | 23960.00 | 433.5 | -207.3 | 31.56 | 3 | 0 | 53 | |||||||||
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| 9 Mar | 23590.00 | 638.65 | -213.65 | - | 0 | 0 | 53 | |||||||||
| 6 Mar | 24875.00 | 638.65 | -213.65 | 17.25 | 30 | 18 | 53 | |||||||||
| 5 Mar | 25200.00 | 852.3 | -2.05 | 17.71 | 11 | 5 | 35 | |||||||||
| 4 Mar | 25355.00 | 854.35 | -2059.9 | 12.49 | 43 | 31 | 31 | |||||||||
| 2 Mar | 26125.00 | 2914.25 | 0 | - | 0 | 0 | 0 | |||||||||
For Shree Cement Limited - strike price 24750 expiring on 30MAR2026
Delta for 24750 CE is -
Historical price for 24750 CE is as follows
On 13 Mar SHREECEM was trading at 22965.00. The strike last trading price was 433.5, which was -207.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 54
On 12 Mar SHREECEM was trading at 23500.00. The strike last trading price was 433.5, which was -207.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 54
On 11 Mar SHREECEM was trading at 23740.00. The strike last trading price was 433.5, which was -207.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 54
On 10 Mar SHREECEM was trading at 23960.00. The strike last trading price was 433.5, which was -207.3 lower than the previous day. The implied volatity was 31.56, the open interest changed by 0 which decreased total open position to 53
On 9 Mar SHREECEM was trading at 23590.00. The strike last trading price was 638.65, which was -213.65 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 53
On 6 Mar SHREECEM was trading at 24875.00. The strike last trading price was 638.65, which was -213.65 lower than the previous day. The implied volatity was 17.25, the open interest changed by 18 which increased total open position to 53
On 5 Mar SHREECEM was trading at 25200.00. The strike last trading price was 852.3, which was -2.05 lower than the previous day. The implied volatity was 17.71, the open interest changed by 5 which increased total open position to 35
On 4 Mar SHREECEM was trading at 25355.00. The strike last trading price was 854.35, which was -2059.9 lower than the previous day. The implied volatity was 12.49, the open interest changed by 31 which increased total open position to 31
On 2 Mar SHREECEM was trading at 26125.00. The strike last trading price was 2914.25, 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 30MAR2026 24750 PE | |||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 13 Mar | 22965.00 | 1525 | 770.45 | - | 0 | 0 | 299 |
| 12 Mar | 23500.00 | 1525 | 770.45 | - | 0 | 0 | 299 |
| 11 Mar | 23740.00 | 1525 | 770.45 | - | 0 | 0 | 299 |
| 10 Mar | 23960.00 | 1525 | 770.45 | - | 20 | 0 | 299 |
| 9 Mar | 23590.00 | 1525 | 770.45 | 39.5 | 20 | -5 | 299 |
| 6 Mar | 24875.00 | 722.85 | 180.65 | 35.14 | 329 | 277 | 304 |
| 5 Mar | 25200.00 | 542.2 | 356.85 | 31.72 | 34 | 26 | 26 |
| 4 Mar | 25355.00 | 185.35 | 0 | 2.73 | 0 | 0 | 0 |
| 2 Mar | 26125.00 | 185.35 | 0 | 4.27 | 0 | 0 | 0 |
For Shree Cement Limited - strike price 24750 expiring on 30MAR2026
Delta for 24750 PE is -
Historical price for 24750 PE is as follows
On 13 Mar SHREECEM was trading at 22965.00. The strike last trading price was 1525, which was 770.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 299
On 12 Mar SHREECEM was trading at 23500.00. The strike last trading price was 1525, which was 770.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 299
On 11 Mar SHREECEM was trading at 23740.00. The strike last trading price was 1525, which was 770.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 299
On 10 Mar SHREECEM was trading at 23960.00. The strike last trading price was 1525, which was 770.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 299
On 9 Mar SHREECEM was trading at 23590.00. The strike last trading price was 1525, which was 770.45 higher than the previous day. The implied volatity was 39.5, the open interest changed by -5 which decreased total open position to 299
On 6 Mar SHREECEM was trading at 24875.00. The strike last trading price was 722.85, which was 180.65 higher than the previous day. The implied volatity was 35.14, the open interest changed by 277 which increased total open position to 304
On 5 Mar SHREECEM was trading at 25200.00. The strike last trading price was 542.2, which was 356.85 higher than the previous day. The implied volatity was 31.72, the open interest changed by 26 which increased total open position to 26
On 4 Mar SHREECEM was trading at 25355.00. The strike last trading price was 185.35, which was 0 lower than the previous day. The implied volatity was 2.73, 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 185.35, which was 0 lower than the previous day. The implied volatity was 4.27, the open interest changed by 0 which decreased total open position to 0
