SHREECEM

Shree Cement Limited

26100 -35.00 (-0.13%)

L: 25750 H: 26350

Back to Option Chain

Historical option data for SHREECEM
09 Dec 2025 04:11 PM IST

Strike Price

Expiry

Ltp Ltp OI Open Interest (OI) OI Chg Change Open Interest Volume Volume IV IV

Call
Put

Per Lot

SHREECEM 30-DEC-2025 25000 CE
Delta: 0.75 Vega: 20.01 Theta: -19.22 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
9 Dec	26100.00	1440.1 ₹ 36,002.5	-59.9 -1497.50	30.03	6 150	1 25	8 200
8 Dec	26135.00	1500 ₹ 37,500	187 4675.00	29.64	5 125	0 0	6 150
5 Dec	26075.00	1313 ₹ 32,825	-656.95 -16423.75	14.48	2 50	0 0	4 100

4 Dec	26450.00	1969.95 ₹ 49,248.75	188.2 4705.00	-	0 0	0 0	0 0
3 Dec	26300.00	1969.95 ₹ 49,248.75	188.2 4705.00	-	0 0	0 0	0 0
2 Dec	26545.00	1969.95 ₹ 49,248.75	188.2 4705.00	-	0 0	0 0	0 0
1 Dec	26415.00	1969.95 ₹ 49,248.75	188.2 4705.00	-	0 0	0 0	0 0
28 Nov	26400.00	1969.95 ₹ 49,248.75	188.2 4705.00	-	0 0	3 75	0 0
27 Nov	26755.00	1969.95 ₹ 49,248.75	188.2 4705.00	-	5 125	3 75	4 100
26 Nov	26935.00	1781.75 ₹ 44,543.75	-3010.95 -75273.75	-	0 0	1 25	0 0
25 Nov	26455.00	1781.75 ₹ 44,543.75	-3010.95 -75273.75	15.04	1 25	0 0	0 0
24 Nov	26490.00	4792.7 ₹ 1,19,817.5	0 0.00	-	0 0	0 0	0 0
21 Nov	26480.00	4792.7 ₹ 1,19,817.5	0 0.00	-	0 0	0 0	0 0
20 Nov	26480.00	4792.7 ₹ 1,19,817.5	0 0.00	-	0 0	0 0	0 0
19 Nov	26510.00	4792.7 ₹ 1,19,817.5	0 0.00	-	0 0	0 0	0 0
18 Nov	26420.00	4792.7 ₹ 1,19,817.5	0 0.00	-	0 0	0 0	0 0

For Shree Cement Limited - strike price 25000 expiring on 30DEC2025

Delta for 25000 CE is 0.75

Historical price for 25000 CE is as follows

On 9 Dec SHREECEM was trading at 26100.00. The strike last trading price was 1440.1, which was -59.9 lower than the previous day. The implied volatity was 30.03, the open interest changed by 1 which increased total open position to 8

On 8 Dec SHREECEM was trading at 26135.00. The strike last trading price was 1500, which was 187 higher than the previous day. The implied volatity was 29.64, the open interest changed by 0 which decreased total open position to 6

On 5 Dec SHREECEM was trading at 26075.00. The strike last trading price was 1313, which was -656.95 lower than the previous day. The implied volatity was 14.48, the open interest changed by 0 which decreased total open position to 4

On 4 Dec SHREECEM was trading at 26450.00. The strike last trading price was 1969.95, which was 188.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 3 Dec SHREECEM was trading at 26300.00. The strike last trading price was 1969.95, which was 188.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 2 Dec SHREECEM was trading at 26545.00. The strike last trading price was 1969.95, which was 188.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 1 Dec SHREECEM was trading at 26415.00. The strike last trading price was 1969.95, which was 188.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 28 Nov SHREECEM was trading at 26400.00. The strike last trading price was 1969.95, which was 188.2 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0

On 27 Nov SHREECEM was trading at 26755.00. The strike last trading price was 1969.95, which was 188.2 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 4

On 26 Nov SHREECEM was trading at 26935.00. The strike last trading price was 1781.75, which was -3010.95 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0

On 25 Nov SHREECEM was trading at 26455.00. The strike last trading price was 1781.75, which was -3010.95 lower than the previous day. The implied volatity was 15.04, the open interest changed by 0 which decreased total open position to 0

On 24 Nov SHREECEM was trading at 26490.00. The strike last trading price was 4792.7, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 21 Nov SHREECEM was trading at 26480.00. The strike last trading price was 4792.7, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 20 Nov SHREECEM was trading at 26480.00. The strike last trading price was 4792.7, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 19 Nov SHREECEM was trading at 26510.00. The strike last trading price was 4792.7, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 18 Nov SHREECEM was trading at 26420.00. The strike last trading price was 4792.7, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

SHREECEM 30DEC2025 25000 PE
Delta: -0.16 Vega: 15.00 Theta: -5.66 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
9 Dec	26100.00	100 ₹ 2,500	1.3 32.50	19.07	80 2,000	-5 -125	95 2,375
8 Dec	26135.00	97.2 ₹ 2,430	-9.5 -237.50	19.18	67 1,675	-7 -175	101 2,525
5 Dec	26075.00	104.8 ₹ 2,620	19.9 497.50	19.01	143 3,575	-30 -750	109 2,725
4 Dec	26450.00	88.95 ₹ 2,223.75	-20.75 -518.75	20.34	44 1,100	-2 -50	138 3,450
3 Dec	26300.00	109.05 ₹ 2,726.25	26.4 660.00	19.90	67 1,675	3 75	141 3,525
2 Dec	26545.00	83.95 ₹ 2,098.75	-23.4 -585.00	21.35	83 2,075	3 75	140 3,500
1 Dec	26415.00	107.35 ₹ 2,683.75	-14.45 -361.25	19.95	46 1,150	6 150	138 3,450
28 Nov	26400.00	125.3 ₹ 3,132.5	33.3 832.50	21.00	79 1,975	17 425	131 3,275
27 Nov	26755.00	92 ₹ 2,300	10.3 257.50	21.46	34 850	18 450	113 2,825
26 Nov	26935.00	83.85 ₹ 2,096.25	-59.45 -1486.25	21.79	113 2,825	6 150	97 2,425
25 Nov	26455.00	140 ₹ 3,500	-22 -550.00	21.70	45 1,125	8 200	90 2,250
24 Nov	26490.00	164 ₹ 4,100	-13.85 -346.25	22.67	60 1,500	46 1,150	82 2,050
21 Nov	26480.00	170 ₹ 4,250	4.1 102.50	21.97	38 950	25 625	36 900
20 Nov	26480.00	165.9 ₹ 4,147.5	-44.1 -1102.50	-	1 25	0 0	11 275
19 Nov	26510.00	210 ₹ 5,250	1.55 38.75	-	5 125	2 50	10 250
18 Nov	26420.00	208.45 ₹ 5,211.25	59.3 1482.50	22.95	15 375	7 175	7 175

For Shree Cement Limited - strike price 25000 expiring on 30DEC2025

Delta for 25000 PE is -0.16

Historical price for 25000 PE is as follows

On 9 Dec SHREECEM was trading at 26100.00. The strike last trading price was 100, which was 1.3 higher than the previous day. The implied volatity was 19.07, the open interest changed by -5 which decreased total open position to 95

On 8 Dec SHREECEM was trading at 26135.00. The strike last trading price was 97.2, which was -9.5 lower than the previous day. The implied volatity was 19.18, the open interest changed by -7 which decreased total open position to 101

On 5 Dec SHREECEM was trading at 26075.00. The strike last trading price was 104.8, which was 19.9 higher than the previous day. The implied volatity was 19.01, the open interest changed by -30 which decreased total open position to 109

On 4 Dec SHREECEM was trading at 26450.00. The strike last trading price was 88.95, which was -20.75 lower than the previous day. The implied volatity was 20.34, the open interest changed by -2 which decreased total open position to 138

On 3 Dec SHREECEM was trading at 26300.00. The strike last trading price was 109.05, which was 26.4 higher than the previous day. The implied volatity was 19.90, the open interest changed by 3 which increased total open position to 141

On 2 Dec SHREECEM was trading at 26545.00. The strike last trading price was 83.95, which was -23.4 lower than the previous day. The implied volatity was 21.35, the open interest changed by 3 which increased total open position to 140

On 1 Dec SHREECEM was trading at 26415.00. The strike last trading price was 107.35, which was -14.45 lower than the previous day. The implied volatity was 19.95, the open interest changed by 6 which increased total open position to 138

On 28 Nov SHREECEM was trading at 26400.00. The strike last trading price was 125.3, which was 33.3 higher than the previous day. The implied volatity was 21.00, the open interest changed by 17 which increased total open position to 131

On 27 Nov SHREECEM was trading at 26755.00. The strike last trading price was 92, which was 10.3 higher than the previous day. The implied volatity was 21.46, the open interest changed by 18 which increased total open position to 113

On 26 Nov SHREECEM was trading at 26935.00. The strike last trading price was 83.85, which was -59.45 lower than the previous day. The implied volatity was 21.79, the open interest changed by 6 which increased total open position to 97

On 25 Nov SHREECEM was trading at 26455.00. The strike last trading price was 140, which was -22 lower than the previous day. The implied volatity was 21.70, the open interest changed by 8 which increased total open position to 90

On 24 Nov SHREECEM was trading at 26490.00. The strike last trading price was 164, which was -13.85 lower than the previous day. The implied volatity was 22.67, the open interest changed by 46 which increased total open position to 82

On 21 Nov SHREECEM was trading at 26480.00. The strike last trading price was 170, which was 4.1 higher than the previous day. The implied volatity was 21.97, the open interest changed by 25 which increased total open position to 36

On 20 Nov SHREECEM was trading at 26480.00. The strike last trading price was 165.9, which was -44.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11

On 19 Nov SHREECEM was trading at 26510.00. The strike last trading price was 210, which was 1.55 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 10

On 18 Nov SHREECEM was trading at 26420.00. The strike last trading price was 208.45, which was 59.3 higher than the previous day. The implied volatity was 22.95, the open interest changed by 7 which increased total open position to 7

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