[--[65.84.65.76]--]

SHREECEM

Shree Cement Limited
25685 +710.00 (2.84%)
L: 25430 H: 25950

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Historical option data for SHREECEM

07 May 2026 11:56 AM IST
SHREECEM 26-May-2026 (19d) 25000 CE
Delta: 0.7
Vega: 0.2
Theta: -14.27
Gamma: 0.00024
Date Close Ltp Change IV Volume OI Chg OI
7 May 25685.00 1001 379.4 (61.04%) 24.53 1,206 -197 329
6 May 24975.00 699.7 176.80000000000007 (33.81%) 25.8 2,729 167 532
5 May 24845.00 540 -88.79999999999995 (-14.12%) 23.83 878 -37 367
4 May 24740.00 624.55 203.44999999999993 (48.31%) 28.06 717 87 402
30 Apr 24195.00 442.4 -84.30000000000007 (-16.01%) 26.8 850 54 369
29 Apr 24555.00 523.1 -159.29999999999995 (-23.34%) 24.22 670 214 309
28 Apr 24890.00 723 -282.9 (-28.12%) 21.49 178 57 96
27 Apr 25125.00 965.85 65.85000000000002 (7.32%) 30.11 45 27 39
24 Apr 24950.00 800 -183 (-18.62%) 25.91 13 9 12
23 Apr 25470.00 983 0 (0.00%) 20.81 1 0 2
22 Apr 25735.00 983 -65.45000000000005 (-6.24%) - 0 0 2
21 Apr 25540.00 983 -65.45000000000005 (-6.24%) - 0 0 2
20 Apr 25490.00 983 -65.45000000000005 (-6.24%) - 0 0 2
17 Apr 25290.00 983 -65.45000000000005 (-6.24%) - 0 0 2
16 Apr 25110.00 983 -1435.1 (-59.35%) 25.2 2 1 1
15 Apr 24965.00 - - - 0 0 0
13 Apr 24300.00 0 0 - 0 10 10
10 Apr 24340.00 2418.1 0 (0.00%) - 0 0 0
9 Apr 23990.00 2418.1 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
30 Mar 23020.00 2418.1 0 (0.00%) 3.87 0 0 0
27 Mar 23705.00 2418.1 0 (0.00%) 2.05 0 0 0
25 Mar 24230.00 2418.1 0 (0.00%) - 0 0 0
24 Mar 23325.00 0 0 (0.00%) 2.98 0 0 0
23 Mar 22725.00 0 0 (0.00%) - 0 0 0
20 Mar 23535.00 0 0 (0.00%) 2.04 0 0 0
19 Mar 23335.00 0 0 (0.00%) 2.74 0 0 0
18 Mar 23925.00 0 0 (0.00%) 1.33 0 0 0
17 Mar 23675.00 0 0 (0.00%) 2.07 0 0 0
16 Mar 23315.00 0 0 (0.00%) 2.43 0 0 0
13 Mar 22965.00 0 0 (0.00%) - 0 0 0
12 Mar 23500.00 0 0 (0.00%) - 0 0 0
11 Mar 23740.00 0 0 (0.00%) 1.55 0 0 0
10 Mar 23960.00 0 0 (0.00%) 1.15 0 0 0
9 Mar 23590.00 0 0 (0.00%) - 0 0 0
6 Mar 24875.00 0 0 (0.00%) - 0 0 0
5 Mar 25200.00 0 0 (0.00%) - 0 0 0
4 Mar 25355.00 0 0 (0.00%) - 0 0 0
2 Mar 26125.00 0 0 (0.00%) - 0 0 0
27 Feb 26075.00 0 0 (0.00%) - 0 0 0


For Shree Cement Limited - strike price 25000 expiring on 26MAY2026

Delta for 25000 CE is 0.7

Historical price for 25000 CE is as follows

On 7 May SHREECEM was trading at 25685.00. The strike last trading price was 1001, which was 379.4 higher than the previous day. The implied volatity was 24.53, the open interest changed by -197 which decreased total open position to 329


On 6 May SHREECEM was trading at 24975.00. The strike last trading price was 699.7, which was 176.80000000000007 higher than the previous day. The implied volatity was 25.8, the open interest changed by 167 which increased total open position to 532


On 5 May SHREECEM was trading at 24845.00. The strike last trading price was 540, which was -88.79999999999995 lower than the previous day. The implied volatity was 23.83, the open interest changed by -37 which decreased total open position to 367


On 4 May SHREECEM was trading at 24740.00. The strike last trading price was 624.55, which was 203.44999999999993 higher than the previous day. The implied volatity was 28.06, the open interest changed by 87 which increased total open position to 402


On 30 Apr SHREECEM was trading at 24195.00. The strike last trading price was 442.4, which was -84.30000000000007 lower than the previous day. The implied volatity was 26.8, the open interest changed by 54 which increased total open position to 369


On 29 Apr SHREECEM was trading at 24555.00. The strike last trading price was 523.1, which was -159.29999999999995 lower than the previous day. The implied volatity was 24.22, the open interest changed by 214 which increased total open position to 309


On 28 Apr SHREECEM was trading at 24890.00. The strike last trading price was 723, which was -282.9 lower than the previous day. The implied volatity was 21.49, the open interest changed by 57 which increased total open position to 96


On 27 Apr SHREECEM was trading at 25125.00. The strike last trading price was 965.85, which was 65.85000000000002 higher than the previous day. The implied volatity was 30.11, the open interest changed by 27 which increased total open position to 39


On 24 Apr SHREECEM was trading at 24950.00. The strike last trading price was 800, which was -183 lower than the previous day. The implied volatity was 25.91, the open interest changed by 9 which increased total open position to 12


On 23 Apr SHREECEM was trading at 25470.00. The strike last trading price was 983, which was 0 lower than the previous day. The implied volatity was 20.81, the open interest changed by 0 which decreased total open position to 2


On 22 Apr SHREECEM was trading at 25735.00. The strike last trading price was 983, which was -65.45000000000005 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 21 Apr SHREECEM was trading at 25540.00. The strike last trading price was 983, which was -65.45000000000005 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 20 Apr SHREECEM was trading at 25490.00. The strike last trading price was 983, which was -65.45000000000005 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 17 Apr SHREECEM was trading at 25290.00. The strike last trading price was 983, which was -65.45000000000005 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 16 Apr SHREECEM was trading at 25110.00. The strike last trading price was 983, which was -1435.1 lower than the previous day. The implied volatity was 25.2, the open interest changed by 1 which increased total open position to 1


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 2418.1, 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 2418.1, 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 -, 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 30 Mar SHREECEM was trading at 23020.00. The strike last trading price was 2418.1, which was 0 lower than the previous day. The implied volatity was 3.87, the open interest changed by 0 which decreased total open position to 0


On 27 Mar SHREECEM was trading at 23705.00. The strike last trading price was 2418.1, which was 0 lower than the previous day. The implied volatity was 2.05, the open interest changed by 0 which decreased total open position to 0


On 25 Mar SHREECEM was trading at 24230.00. The strike last trading price was 2418.1, 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 24 Mar SHREECEM was trading at 23325.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 2.98, the open interest changed by 0 which decreased total open position to 0


On 23 Mar SHREECEM was trading at 22725.00. 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 Mar SHREECEM was trading at 23535.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 2.04, the open interest changed by 0 which decreased total open position to 0


On 19 Mar SHREECEM was trading at 23335.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 2.74, the open interest changed by 0 which decreased total open position to 0


On 18 Mar SHREECEM was trading at 23925.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 1.33, the open interest changed by 0 which decreased total open position to 0


On 17 Mar SHREECEM was trading at 23675.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 2.07, the open interest changed by 0 which decreased total open position to 0


On 16 Mar SHREECEM was trading at 23315.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 2.43, the open interest changed by 0 which decreased total open position to 0


On 13 Mar SHREECEM was trading at 22965.00. 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 12 Mar SHREECEM was trading at 23500.00. 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 11 Mar SHREECEM was trading at 23740.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 1.55, the open interest changed by 0 which decreased total open position to 0


On 10 Mar SHREECEM was trading at 23960.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 1.15, the open interest changed by 0 which decreased total open position to 0


On 9 Mar SHREECEM was trading at 23590.00. 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 Mar SHREECEM was trading at 24875.00. 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 Mar SHREECEM was trading at 25200.00. 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 Mar SHREECEM was trading at 25355.00. 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 Mar SHREECEM was trading at 26125.00. 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 Feb SHREECEM was trading at 26075.00. 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 (19d) 25000 PE
Delta: -0.32
Vega: 0.21
Theta: -13.58
Gamma: 0.0002
Date Close Ltp Change IV Volume OI Chg OI
7 May 25685.00 372 -425.70000000000005 (-53.37%) 29.4 1,524 44 583
6 May 24975.00 796.6 -204.60000000000002 (-20.44%) 36.69 682 301 538
5 May 24845.00 971.45 -5.099999999999909 (-0.52%) 39.12 86 -31 244
4 May 24740.00 976.55 -352.79999999999995 (-26.54%) 35.74 114 31 276
30 Apr 24195.00 1329.35 142.0999999999999 (11.97%) 36.69 86 -27 218
29 Apr 24555.00 1146.8 74.14999999999986 (6.91%) 36.21 383 142 246
28 Apr 24890.00 1049 69 (7.04%) 41.87 139 40 104
27 Apr 25125.00 980 100 (11.36%) 38.13 175 62 64
24 Apr 24950.00 880 80 (10.00%) 35.31 1 0 1
23 Apr 25470.00 800 800 - 0 0 1
22 Apr 25735.00 800 800 - 0 0 1
21 Apr 25540.00 800 800 (66.18%) 29.9 0 0 1
20 Apr 25490.00 800 318.6 (66.18%) 29.9 1 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 24340.00 481.4 0 (0.00%) - 0 0 0
9 Apr 23990.00 481.4 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
30 Mar 23020.00 0 0 (0.00%) - 0 0 0
27 Mar 23705.00 0 0 (0.00%) - 0 0 0
25 Mar 24230.00 0 0 (0.00%) - 0 0 0
24 Mar 23325.00 0 0 (0.00%) - 0 0 0
23 Mar 22725.00 0 0 (0.00%) - 0 0 0
20 Mar 23535.00 0 0 (0.00%) - 0 0 0
19 Mar 23335.00 0 0 (0.00%) - 0 0 0
18 Mar 23925.00 0 0 (0.00%) - 0 0 0
17 Mar 23675.00 0 0 (0.00%) - 0 0 0
16 Mar 23315.00 0 0 (0.00%) - 0 0 0
13 Mar 22965.00 0 0 (0.00%) - 0 0 0
12 Mar 23500.00 0 0 (0.00%) - 0 0 0
11 Mar 23740.00 0 0 (0.00%) - 0 0 0
10 Mar 23960.00 0 0 (0.00%) - 0 0 0
9 Mar 23590.00 0 0 (0.00%) - 0 0 0
6 Mar 24875.00 0 0 (0.00%) 0.92 0 0 0
5 Mar 25200.00 0 0 (0.00%) - 0 0 0
4 Mar 25355.00 0 0 (0.00%) 1.85 0 0 0
2 Mar 26125.00 0 0 (0.00%) 3.3 0 0 0
27 Feb 26075.00 0 0 (0.00%) 3.12 0 0 0


For Shree Cement Limited - strike price 25000 expiring on 26MAY2026

Delta for 25000 PE is -0.32

Historical price for 25000 PE is as follows

On 7 May SHREECEM was trading at 25685.00. The strike last trading price was 372, which was -425.70000000000005 lower than the previous day. The implied volatity was 29.4, the open interest changed by 44 which increased total open position to 583


On 6 May SHREECEM was trading at 24975.00. The strike last trading price was 796.6, which was -204.60000000000002 lower than the previous day. The implied volatity was 36.69, the open interest changed by 301 which increased total open position to 538


On 5 May SHREECEM was trading at 24845.00. The strike last trading price was 971.45, which was -5.099999999999909 lower than the previous day. The implied volatity was 39.12, the open interest changed by -31 which decreased total open position to 244


On 4 May SHREECEM was trading at 24740.00. The strike last trading price was 976.55, which was -352.79999999999995 lower than the previous day. The implied volatity was 35.74, the open interest changed by 31 which increased total open position to 276


On 30 Apr SHREECEM was trading at 24195.00. The strike last trading price was 1329.35, which was 142.0999999999999 higher than the previous day. The implied volatity was 36.69, the open interest changed by -27 which decreased total open position to 218


On 29 Apr SHREECEM was trading at 24555.00. The strike last trading price was 1146.8, which was 74.14999999999986 higher than the previous day. The implied volatity was 36.21, the open interest changed by 142 which increased total open position to 246


On 28 Apr SHREECEM was trading at 24890.00. The strike last trading price was 1049, which was 69 higher than the previous day. The implied volatity was 41.87, the open interest changed by 40 which increased total open position to 104


On 27 Apr SHREECEM was trading at 25125.00. The strike last trading price was 980, which was 100 higher than the previous day. The implied volatity was 38.13, the open interest changed by 62 which increased total open position to 64


On 24 Apr SHREECEM was trading at 24950.00. The strike last trading price was 880, which was 80 higher than the previous day. The implied volatity was 35.31, the open interest changed by 0 which decreased total open position to 1


On 23 Apr SHREECEM was trading at 25470.00. The strike last trading price was 800, which was 800 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 22 Apr SHREECEM was trading at 25735.00. The strike last trading price was 800, which was 800 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 21 Apr SHREECEM was trading at 25540.00. The strike last trading price was 800, which was 800 higher than the previous day. The implied volatity was 29.9, the open interest changed by 0 which decreased total open position to 1


On 20 Apr SHREECEM was trading at 25490.00. The strike last trading price was 800, which was 318.6 higher than the previous day. The implied volatity was 29.9, 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 481.4, 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 481.4, 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 -, 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 30 Mar SHREECEM was trading at 23020.00. 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 Mar SHREECEM was trading at 23705.00. 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 25 Mar SHREECEM was trading at 24230.00. 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 Mar SHREECEM was trading at 23325.00. 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 Mar SHREECEM was trading at 22725.00. 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 Mar SHREECEM was trading at 23535.00. 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 19 Mar SHREECEM was trading at 23335.00. 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 Mar SHREECEM was trading at 23925.00. 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 Mar SHREECEM was trading at 23675.00. 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 Mar SHREECEM was trading at 23315.00. 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 13 Mar SHREECEM was trading at 22965.00. 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 12 Mar SHREECEM was trading at 23500.00. 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 11 Mar SHREECEM was trading at 23740.00. 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 10 Mar SHREECEM was trading at 23960.00. 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 Mar SHREECEM was trading at 23590.00. 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 Mar SHREECEM was trading at 24875.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.92, the open interest changed by 0 which decreased total open position to 0


On 5 Mar SHREECEM was trading at 25200.00. 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 Mar SHREECEM was trading at 25355.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 1.85, 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 0, which was 0 lower than the previous day. The implied volatity was 3.3, the open interest changed by 0 which decreased total open position to 0


On 27 Feb SHREECEM was trading at 26075.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 3.12, the open interest changed by 0 which decreased total open position to 0