Historical option data for SHREECEM
03 Jun 2026 04:10 PM IST
| SHREECEM 30-Jun-2026 (27d) 25000 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.47
Vega: 0.27
Theta: -13.58
Gamma: 0.00024
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 3 Jun | 24775.00 | 586.45 | -65.55 (-10.05%) | 24.53 | 214 | 17 | 256 | |||||||||
| 2 Jun | 24995.00 | 686.95 | 226.95 (49.34%) | 25.08 | 274 | 73 | 239 | |||||||||
| 1 Jun | 25060.00 | 450 | -141 (-23.86%) | 12.69 | 75 | 15 | 162 | |||||||||
| 29 May | 25275.00 | 655 | -242 (-26.98%) | 12.9 | 81 | -23 | 144 | |||||||||
| 27 May | 25400.00 | 872.5 | 211.5 (32.00%) | 18.86 | 179 | 39 | 179 | |||||||||
| 26 May | 25180.00 | 700 | -145 (-17.16%) | 15.91 | 148 | 33 | 140 | |||||||||
| 25 May | 25355.00 | 800.85 | 156.85 (24.36%) | 15.61 | 326 | 27 | 111 | |||||||||
| 22 May | 24785.00 | 654 | 80 (13.94%) | 20.99 | 140 | 18 | 85 | |||||||||
| 21 May | 24605.00 | 577.9 | 56.9 (10.92%) | 21.34 | 105 | 59 | 66 | |||||||||
| 20 May | 24420.00 | 521.2 | -118.8 (-18.56%) | 22.81 | 14 | 6 | 6 | |||||||||
| 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 | -640.5 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 14 May | 25025.00 | 0 | -640.5 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 13 May | 24995.00 | 0 | -640.5 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 12 May | 24860.00 | 0 | -640.5 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 11 May | 25205.00 | 0 | -640.5 (-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 | |||||||||
| 16 Apr | 25110.00 | - | - | - | 0 | 0 | 0 | |||||||||
| 10 Apr | 24185.00 | 0 | 0 (0.00%) | 0.86 | 0 | 0 | 0 | |||||||||
| 9 Apr | 23990.00 | 0 | 0 (0.00%) | 0.86 | 0 | 0 | 0 | |||||||||
| 8 Apr | 24360.00 | 0 | 0 (0.00%) | 0.12 | 0 | 0 | 0 | |||||||||
| 7 Apr | 23350.00 | 0 | 0 (0.00%) | 2.25 | 0 | 0 | 0 | |||||||||
| 6 Apr | 23695.00 | 0 | 0 (0.00%) | 2.64 | 0 | 0 | 0 | |||||||||
| 2 Apr | 23125.00 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
For Shree Cement Limited - strike price 25000 expiring on 30JUN2026
Delta for 25000 CE is 0.47
Historical price for 25000 CE is as follows
On 3 Jun SHREECEM was trading at 24775.00. The strike last trading price was 586.45, which was -65.55 lower than the previous day. The implied volatity was 24.53, the open interest changed by 17 which increased total open position to 256
On 2 Jun SHREECEM was trading at 24995.00. The strike last trading price was 686.95, which was 226.95 higher than the previous day. The implied volatity was 25.08, the open interest changed by 73 which increased total open position to 239
On 1 Jun SHREECEM was trading at 25060.00. The strike last trading price was 450, which was -141 lower than the previous day. The implied volatity was 12.69, the open interest changed by 15 which increased total open position to 162
On 29 May SHREECEM was trading at 25275.00. The strike last trading price was 655, which was -242 lower than the previous day. The implied volatity was 12.9, the open interest changed by -23 which decreased total open position to 144
On 27 May SHREECEM was trading at 25400.00. The strike last trading price was 872.5, which was 211.5 higher than the previous day. The implied volatity was 18.86, the open interest changed by 39 which increased total open position to 179
On 26 May SHREECEM was trading at 25180.00. The strike last trading price was 700, which was -145 lower than the previous day. The implied volatity was 15.91, the open interest changed by 33 which increased total open position to 140
On 25 May SHREECEM was trading at 25355.00. The strike last trading price was 800.85, which was 156.85 higher than the previous day. The implied volatity was 15.61, the open interest changed by 27 which increased total open position to 111
On 22 May SHREECEM was trading at 24785.00. The strike last trading price was 654, which was 80 higher than the previous day. The implied volatity was 20.99, the open interest changed by 18 which increased total open position to 85
On 21 May SHREECEM was trading at 24605.00. The strike last trading price was 577.9, which was 56.9 higher than the previous day. The implied volatity was 21.34, the open interest changed by 59 which increased total open position to 66
On 20 May SHREECEM was trading at 24420.00. The strike last trading price was 521.2, which was -118.8 lower than the previous day. The implied volatity was 22.81, the open interest changed by 6 which increased total open position to 6
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 -640.5 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 -640.5 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 -640.5 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 -640.5 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 -640.5 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
On 16 Apr SHREECEM was trading at 25110.00. 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 10 Apr SHREECEM was trading at 24185.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.86, 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 0, which was 0 lower than the previous day. The implied volatity was 0.86, 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 0, which was 0 lower than the previous day. The implied volatity was 0.12, 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 0, which was 0 lower than the previous day. The implied volatity was 2.25, 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 0, which was 0 lower than the previous day. The implied volatity was 2.64, 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 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 (27d) 25000 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.53
Vega: 0.27
Theta: -10.45
Gamma: 0.00023
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 3 Jun | 24775.00 | 809.15 | 102.05 (14.43%) | 25.89 | 97 | -44 | 206 |
| 2 Jun | 24995.00 | 704.85 | -233.9 (-24.92%) | 26.11 | 53 | 28 | 245 |
| 1 Jun | 25060.00 | 937.55 | 104.35 (12.52%) | 35.97 | 156 | 52 | 216 |
| 29 May | 25275.00 | 927.2 | 389.95 (72.58%) | 38.3 | 295 | -66 | 162 |
| 27 May | 25400.00 | 599.95 | -205.9 (-25.55%) | 26.87 | 320 | 85 | 229 |
| 26 May | 25180.00 | 800 | 140 (21.21%) | 30.05 | 57 | 27 | 142 |
| 25 May | 25355.00 | 668.2 | -187.3 (-21.89%) | 28.06 | 100 | 13 | 112 |
| 22 May | 24785.00 | 855.5 | -113.2 (-11.69%) | 27.04 | 61 | 11 | 99 |
| 21 May | 24605.00 | 968.7 | -180.2 (-15.68%) | 29.41 | 91 | 64 | 87 |
| 20 May | 24420.00 | 1148.9 | 14.5 (1.28%) | 28.87 | 10 | 7 | 22 |
| 19 May | 24425.00 | 1134.4 | -45.6 (-3.86%) | 27.07 | 2 | 1 | 15 |
| 18 May | 24475.00 | 1180 | 140 (13.46%) | 28.34 | 12 | 1 | 3 |
| 15 May | 24970.00 | 1040 | 140 (15.56%) | 31.06 | 1 | 1 | 2 |
| 14 May | 25025.00 | 900 | 0 (0.00%) | 0 | 0 | 0 | 1 |
| 13 May | 24995.00 | 900 | -1272.65 (-58.58%) | 27.08 | 1 | 1 | 1 |
| 12 May | 24860.00 | 0 | -2172.65 (-100.00%) | 0 | 0 | 0 | 0 |
| 11 May | 25205.00 | 0 | -2172.65 (-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 |
| 16 Apr | 25110.00 | - | - | - | 0 | 0 | 0 |
| 10 Apr | 24185.00 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 9 Apr | 23990.00 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 8 Apr | 24360.00 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 7 Apr | 23350.00 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 6 Apr | 23695.00 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 2 Apr | 23125.00 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
For Shree Cement Limited - strike price 25000 expiring on 30JUN2026
Delta for 25000 PE is -0.53
Historical price for 25000 PE is as follows
On 3 Jun SHREECEM was trading at 24775.00. The strike last trading price was 809.15, which was 102.05 higher than the previous day. The implied volatity was 25.89, the open interest changed by -44 which decreased total open position to 206
On 2 Jun SHREECEM was trading at 24995.00. The strike last trading price was 704.85, which was -233.9 lower than the previous day. The implied volatity was 26.11, the open interest changed by 28 which increased total open position to 245
On 1 Jun SHREECEM was trading at 25060.00. The strike last trading price was 937.55, which was 104.35 higher than the previous day. The implied volatity was 35.97, the open interest changed by 52 which increased total open position to 216
On 29 May SHREECEM was trading at 25275.00. The strike last trading price was 927.2, which was 389.95 higher than the previous day. The implied volatity was 38.3, the open interest changed by -66 which decreased total open position to 162
On 27 May SHREECEM was trading at 25400.00. The strike last trading price was 599.95, which was -205.9 lower than the previous day. The implied volatity was 26.87, the open interest changed by 85 which increased total open position to 229
On 26 May SHREECEM was trading at 25180.00. The strike last trading price was 800, which was 140 higher than the previous day. The implied volatity was 30.05, the open interest changed by 27 which increased total open position to 142
On 25 May SHREECEM was trading at 25355.00. The strike last trading price was 668.2, which was -187.3 lower than the previous day. The implied volatity was 28.06, the open interest changed by 13 which increased total open position to 112
On 22 May SHREECEM was trading at 24785.00. The strike last trading price was 855.5, which was -113.2 lower than the previous day. The implied volatity was 27.04, the open interest changed by 11 which increased total open position to 99
On 21 May SHREECEM was trading at 24605.00. The strike last trading price was 968.7, which was -180.2 lower than the previous day. The implied volatity was 29.41, the open interest changed by 64 which increased total open position to 87
On 20 May SHREECEM was trading at 24420.00. The strike last trading price was 1148.9, which was 14.5 higher than the previous day. The implied volatity was 28.87, the open interest changed by 7 which increased total open position to 22
On 19 May SHREECEM was trading at 24425.00. The strike last trading price was 1134.4, which was -45.6 lower than the previous day. The implied volatity was 27.07, the open interest changed by 1 which increased total open position to 15
On 18 May SHREECEM was trading at 24475.00. The strike last trading price was 1180, which was 140 higher than the previous day. The implied volatity was 28.34, the open interest changed by 1 which increased total open position to 3
On 15 May SHREECEM was trading at 24970.00. The strike last trading price was 1040, which was 140 higher than the previous day. The implied volatity was 31.06, the open interest changed by 1 which increased total open position to 2
On 14 May SHREECEM was trading at 25025.00. The strike last trading price was 900, 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 900, which was -1272.65 lower than the previous day. The implied volatity was 27.08, the open interest changed by 1 which increased total open position to 1
On 12 May SHREECEM was trading at 24860.00. The strike last trading price was 0, which was -2172.65 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 -2172.65 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
On 16 Apr SHREECEM was trading at 25110.00. 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 10 Apr SHREECEM was trading at 24185.00. 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 9 Apr SHREECEM was trading at 23990.00. 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 8 Apr SHREECEM was trading at 24360.00. 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 Apr SHREECEM was trading at 23350.00. 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 Apr SHREECEM was trading at 23695.00. 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 2 Apr SHREECEM was trading at 23125.00. 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
