Historical option data for SHREECEM
22 Jun 2026 01:19 PM IST
| SHREECEM 28-Jul-2026 (36d) 25000 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 22 Jun | 25000.00 | 306.6 | 0 (0.00%) | - | 2 | 0 | 2 | |||||||||
| 19 Jun | 25075.00 | 306.6 | 0 (0.00%) | - | 2 | 0 | 2 | |||||||||
| 18 Jun | 25410.00 | 306.6 | 0 (0.00%) | - | 2 | 0 | 2 | |||||||||
| 17 Jun | 24970.00 | 306.6 | 0 (0.00%) | - | 2 | 0 | 2 | |||||||||
| 16 Jun | 24870.00 | 306.6 | 0 (0.00%) | - | 2 | 0 | 2 | |||||||||
| 15 Jun | 24825.00 | 306.6 | 0 (0.00%) | - | 2 | 0 | 2 | |||||||||
| 12 Jun | 24175.00 | 306.6 | -0.4 (-0.13%) | - | 2 | 0 | 2 | |||||||||
| 11 Jun | 23700.00 | 306.6 | 0 (0.00%) | - | 2 | 0 | 2 | |||||||||
| 10 Jun | 23850.00 | 306.6 | 0 (0.00%) | 23.6 | 2 | 0 | 2 | |||||||||
| 9 Jun | 23415.00 | 306.6 | -1155.4 (-79.03%) | 23.6 | 2 | 2 | 2 | |||||||||
For Shree Cement Limited - strike price 25000 expiring on 28JUL2026
Delta for 25000 CE is -
Historical price for 25000 CE is as follows
On 22 Jun SHREECEM was trading at 25000.00. The strike last trading price was 306.6, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 19 Jun SHREECEM was trading at 25075.00. The strike last trading price was 306.6, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 18 Jun SHREECEM was trading at 25410.00. The strike last trading price was 306.6, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 17 Jun SHREECEM was trading at 24970.00. The strike last trading price was 306.6, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 16 Jun SHREECEM was trading at 24870.00. The strike last trading price was 306.6, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 15 Jun SHREECEM was trading at 24825.00. The strike last trading price was 306.6, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 12 Jun SHREECEM was trading at 24175.00. The strike last trading price was 306.6, which was -0.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 11 Jun SHREECEM was trading at 23700.00. The strike last trading price was 306.6, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 10 Jun SHREECEM was trading at 23850.00. The strike last trading price was 306.6, which was 0 lower than the previous day. The implied volatity was 23.6, the open interest changed by 0 which decreased total open position to 2
On 9 Jun SHREECEM was trading at 23415.00. The strike last trading price was 306.6, which was -1155.4 lower than the previous day. The implied volatity was 23.6, the open interest changed by 2 which increased total open position to 2
| SHREECEM 28-Jul-2026 (36d) 25000 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.4
Vega: 0.32
Theta: -8.29
Gamma: 0.00018
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 22 Jun | 25000.00 | 630 | 630 (0.00%) | 25.57 | 1 | 0 | 2 |
| 19 Jun | 25075.00 | 630 | -195 (-23.64%) | 25.05 | 1 | 1 | 2 |
| 18 Jun | 25410.00 | 825 | 825 | - | 1 | 0 | 1 |
| 17 Jun | 24970.00 | 825 | 825 (-31.99%) | 25.98 | 1 | 0 | 1 |
| 16 Jun | 24870.00 | 825 | -388 (-31.99%) | 25.98 | 1 | 0 | 0 |
| 15 Jun | 24825.00 | 0 | 0 | - | 0 | 0 | 0 |
| 12 Jun | 24175.00 | 0 | 0 | - | 0 | 0 | 0 |
| 11 Jun | 23700.00 | 0 | 0 | - | 0 | 0 | 0 |
| 10 Jun | 23850.00 | 0 | 0 | - | 0 | 0 | 0 |
| 9 Jun | 23415.00 | 0 | 0 | - | 0 | 0 | 0 |
For Shree Cement Limited - strike price 25000 expiring on 28JUL2026
Delta for 25000 PE is -0.4
Historical price for 25000 PE is as follows
On 22 Jun SHREECEM was trading at 25000.00. The strike last trading price was 630, which was 630 higher than the previous day. The implied volatity was 25.57, the open interest changed by 0 which decreased total open position to 2
On 19 Jun SHREECEM was trading at 25075.00. The strike last trading price was 630, which was -195 lower than the previous day. The implied volatity was 25.05, the open interest changed by 1 which increased total open position to 2
On 18 Jun SHREECEM was trading at 25410.00. The strike last trading price was 825, which was 825 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 17 Jun SHREECEM was trading at 24970.00. The strike last trading price was 825, which was 825 higher than the previous day. The implied volatity was 25.98, the open interest changed by 0 which decreased total open position to 1
On 16 Jun SHREECEM was trading at 24870.00. The strike last trading price was 825, which was -388 lower than the previous day. The implied volatity was 25.98, the open interest changed by 0 which decreased total open position to 0
On 15 Jun SHREECEM was trading at 24825.00. 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 Jun SHREECEM was trading at 24175.00. 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 Jun SHREECEM was trading at 23700.00. 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 Jun SHREECEM was trading at 23850.00. 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 Jun SHREECEM was trading at 23415.00. 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
