SHREECEM
Shree Cement Limited
Historical option data for SHREECEM
21 Nov 2024 04:11 PM IST
| SHREECEM 28NOV2024 25250 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.11
Vega: 6.49
Theta: -12.52
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 24052.85 | 46.9 | -21.55 | 25.41 | 28 | 0 | 38 | |||
| 20 Nov | 24106.35 | 68.45 | 0.00 | 25.61 | 20 | 4 | 40 | |||
| 19 Nov | 24106.35 | 68.45 | 9.00 | 25.61 | 20 | 6 | 40 | |||
|
|
||||||||||
| 18 Nov | 23935.05 | 59.45 | -27.90 | 25.73 | 28 | 3 | 32 | |||
| 14 Nov | 24091.70 | 87.35 | -12.65 | 24.04 | 17 | -5 | 28 | |||
| 13 Nov | 24049.20 | 100 | -60.95 | 20.60 | 19 | 4 | 32 | |||
| 12 Nov | 24372.80 | 160.95 | -61.05 | 23.14 | 62 | -13 | 30 | |||
| 11 Nov | 24418.25 | 222 | -71.45 | 23.37 | 44 | 9 | 44 | |||
| 8 Nov | 24533.00 | 293.45 | -227.55 | 23.16 | 1 | 0 | 34 | |||
| 7 Nov | 24778.65 | 521 | 71.00 | 28.52 | 11 | -2 | 34 | |||
| 6 Nov | 25009.15 | 450 | 43.80 | 20.28 | 10 | -2 | 36 | |||
| 5 Nov | 24695.90 | 406.2 | -47.35 | 23.48 | 38 | 11 | 39 | |||
| 4 Nov | 24865.30 | 453.55 | -302.15 | 21.94 | 44 | 24 | 28 | |||
| 1 Nov | 25241.05 | 755.7 | 75.00 | 22.74 | 2 | 0 | 4 | |||
| 31 Oct | 25072.15 | 680.7 | -2.30 | - | 4 | 0 | 3 | |||
| 30 Oct | 25351.35 | 683 | 135.55 | - | 2 | 1 | 2 | |||
| 29 Oct | 25331.75 | 547.45 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 25056.15 | 547.45 | -39.05 | - | 2 | 0 | 1 | |||
| 25 Oct | 24956.80 | 586.5 | 0.00 | - | 0 | 0 | 1 | |||
| 24 Oct | 25065.30 | 586.5 | -1305.00 | - | 1 | 0 | 0 | |||
| 23 Oct | 24710.25 | 1891.5 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 24434.40 | 1891.5 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 24297.75 | 1891.5 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 24325.25 | 1891.5 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 24245.10 | 1891.5 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 24439.55 | 1891.5 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 24718.50 | 1891.5 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 24572.20 | 1891.5 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 24337.05 | 1891.5 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 24641.80 | 1891.5 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 24975.05 | 1891.5 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 25582.90 | 1891.5 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 26308.90 | 1891.5 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Sept | 26247.90 | 1891.5 | - | 0 | 0 | 0 | ||||
For Shree Cement Limited - strike price 25250 expiring on 28NOV2024
Delta for 25250 CE is 0.11
Historical price for 25250 CE is as follows
On 21 Nov SHREECEM was trading at 24052.85. The strike last trading price was 46.9, which was -21.55 lower than the previous day. The implied volatity was 25.41, the open interest changed by 0 which decreased total open position to 38
On 20 Nov SHREECEM was trading at 24106.35. The strike last trading price was 68.45, which was 0.00 lower than the previous day. The implied volatity was 25.61, the open interest changed by 4 which increased total open position to 40
On 19 Nov SHREECEM was trading at 24106.35. The strike last trading price was 68.45, which was 9.00 higher than the previous day. The implied volatity was 25.61, the open interest changed by 6 which increased total open position to 40
On 18 Nov SHREECEM was trading at 23935.05. The strike last trading price was 59.45, which was -27.90 lower than the previous day. The implied volatity was 25.73, the open interest changed by 3 which increased total open position to 32
On 14 Nov SHREECEM was trading at 24091.70. The strike last trading price was 87.35, which was -12.65 lower than the previous day. The implied volatity was 24.04, the open interest changed by -5 which decreased total open position to 28
On 13 Nov SHREECEM was trading at 24049.20. The strike last trading price was 100, which was -60.95 lower than the previous day. The implied volatity was 20.60, the open interest changed by 4 which increased total open position to 32
On 12 Nov SHREECEM was trading at 24372.80. The strike last trading price was 160.95, which was -61.05 lower than the previous day. The implied volatity was 23.14, the open interest changed by -13 which decreased total open position to 30
On 11 Nov SHREECEM was trading at 24418.25. The strike last trading price was 222, which was -71.45 lower than the previous day. The implied volatity was 23.37, the open interest changed by 9 which increased total open position to 44
On 8 Nov SHREECEM was trading at 24533.00. The strike last trading price was 293.45, which was -227.55 lower than the previous day. The implied volatity was 23.16, the open interest changed by 0 which decreased total open position to 34
On 7 Nov SHREECEM was trading at 24778.65. The strike last trading price was 521, which was 71.00 higher than the previous day. The implied volatity was 28.52, the open interest changed by -2 which decreased total open position to 34
On 6 Nov SHREECEM was trading at 25009.15. The strike last trading price was 450, which was 43.80 higher than the previous day. The implied volatity was 20.28, the open interest changed by -2 which decreased total open position to 36
On 5 Nov SHREECEM was trading at 24695.90. The strike last trading price was 406.2, which was -47.35 lower than the previous day. The implied volatity was 23.48, the open interest changed by 11 which increased total open position to 39
On 4 Nov SHREECEM was trading at 24865.30. The strike last trading price was 453.55, which was -302.15 lower than the previous day. The implied volatity was 21.94, the open interest changed by 24 which increased total open position to 28
On 1 Nov SHREECEM was trading at 25241.05. The strike last trading price was 755.7, which was 75.00 higher than the previous day. The implied volatity was 22.74, the open interest changed by 0 which decreased total open position to 4
On 31 Oct SHREECEM was trading at 25072.15. The strike last trading price was 680.7, which was -2.30 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct SHREECEM was trading at 25351.35. The strike last trading price was 683, which was 135.55 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct SHREECEM was trading at 25331.75. The strike last trading price was 547.45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct SHREECEM was trading at 25056.15. The strike last trading price was 547.45, which was -39.05 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct SHREECEM was trading at 24956.80. The strike last trading price was 586.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct SHREECEM was trading at 25065.30. The strike last trading price was 586.5, which was -1305.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct SHREECEM was trading at 24710.25. The strike last trading price was 1891.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct SHREECEM was trading at 24434.40. The strike last trading price was 1891.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 21 Oct SHREECEM was trading at 24297.75. The strike last trading price was 1891.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 18 Oct SHREECEM was trading at 24325.25. The strike last trading price was 1891.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 17 Oct SHREECEM was trading at 24245.10. The strike last trading price was 1891.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 16 Oct SHREECEM was trading at 24439.55. The strike last trading price was 1891.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 15 Oct SHREECEM was trading at 24718.50. The strike last trading price was 1891.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 14 Oct SHREECEM was trading at 24572.20. The strike last trading price was 1891.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 11 Oct SHREECEM was trading at 24337.05. The strike last trading price was 1891.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 10 Oct SHREECEM was trading at 24641.80. The strike last trading price was 1891.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 9 Oct SHREECEM was trading at 24975.05. The strike last trading price was 1891.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 8 Oct SHREECEM was trading at 25582.90. The strike last trading price was 1891.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Sept SHREECEM was trading at 26308.90. The strike last trading price was 1891.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 27 Sept SHREECEM was trading at 26247.90. The strike last trading price was 1891.5, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| SHREECEM 28NOV2024 25250 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 24052.85 | 702.25 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 24106.35 | 702.25 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 24106.35 | 702.25 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 23935.05 | 702.25 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 24091.70 | 702.25 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 24049.20 | 702.25 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 24372.80 | 702.25 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 24418.25 | 702.25 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 24533.00 | 702.25 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 24778.65 | 702.25 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 25009.15 | 702.25 | 0.00 | - | 0 | 0 | 0 |
| 5 Nov | 24695.90 | 702.25 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 24865.30 | 702.25 | 0.00 | - | 0 | 0 | 0 |
| 1 Nov | 25241.05 | 702.25 | 0.00 | 1.05 | 0 | 0 | 0 |
| 31 Oct | 25072.15 | 702.25 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 25351.35 | 702.25 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 25331.75 | 702.25 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 25056.15 | 702.25 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 24956.80 | 702.25 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 25065.30 | 702.25 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 24710.25 | 702.25 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 24434.40 | 702.25 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 24297.75 | 702.25 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 24325.25 | 702.25 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 24245.10 | 702.25 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 24439.55 | 702.25 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 24718.50 | 702.25 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 24572.20 | 702.25 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 24337.05 | 702.25 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 24641.80 | 702.25 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 24975.05 | 702.25 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 25582.90 | 702.25 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 26308.90 | 702.25 | 702.25 | - | 0 | 0 | 0 |
| 27 Sept | 26247.90 | 0 | - | 0 | 0 | 0 | |
For Shree Cement Limited - strike price 25250 expiring on 28NOV2024
Delta for 25250 PE is -
Historical price for 25250 PE is as follows
On 21 Nov SHREECEM was trading at 24052.85. The strike last trading price was 702.25, which was 0.00 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 24106.35. The strike last trading price was 702.25, which was 0.00 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 24106.35. The strike last trading price was 702.25, which was 0.00 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 23935.05. The strike last trading price was 702.25, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 Nov SHREECEM was trading at 24091.70. The strike last trading price was 702.25, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Nov SHREECEM was trading at 24049.20. The strike last trading price was 702.25, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Nov SHREECEM was trading at 24372.80. The strike last trading price was 702.25, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Nov SHREECEM was trading at 24418.25. The strike last trading price was 702.25, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 8 Nov SHREECEM was trading at 24533.00. The strike last trading price was 702.25, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 Nov SHREECEM was trading at 24778.65. The strike last trading price was 702.25, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Nov SHREECEM was trading at 25009.15. The strike last trading price was 702.25, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 Nov SHREECEM was trading at 24695.90. The strike last trading price was 702.25, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Nov SHREECEM was trading at 24865.30. The strike last trading price was 702.25, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 1 Nov SHREECEM was trading at 25241.05. The strike last trading price was 702.25, which was 0.00 lower than the previous day. The implied volatity was 1.05, the open interest changed by 0 which decreased total open position to 0
On 31 Oct SHREECEM was trading at 25072.15. The strike last trading price was 702.25, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct SHREECEM was trading at 25351.35. The strike last trading price was 702.25, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct SHREECEM was trading at 25331.75. The strike last trading price was 702.25, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct SHREECEM was trading at 25056.15. The strike last trading price was 702.25, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct SHREECEM was trading at 24956.80. The strike last trading price was 702.25, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct SHREECEM was trading at 25065.30. The strike last trading price was 702.25, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct SHREECEM was trading at 24710.25. The strike last trading price was 702.25, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct SHREECEM was trading at 24434.40. The strike last trading price was 702.25, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 21 Oct SHREECEM was trading at 24297.75. The strike last trading price was 702.25, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 18 Oct SHREECEM was trading at 24325.25. The strike last trading price was 702.25, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 17 Oct SHREECEM was trading at 24245.10. The strike last trading price was 702.25, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 16 Oct SHREECEM was trading at 24439.55. The strike last trading price was 702.25, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 15 Oct SHREECEM was trading at 24718.50. The strike last trading price was 702.25, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 14 Oct SHREECEM was trading at 24572.20. The strike last trading price was 702.25, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 11 Oct SHREECEM was trading at 24337.05. The strike last trading price was 702.25, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 10 Oct SHREECEM was trading at 24641.80. The strike last trading price was 702.25, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 9 Oct SHREECEM was trading at 24975.05. The strike last trading price was 702.25, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 8 Oct SHREECEM was trading at 25582.90. The strike last trading price was 702.25, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Sept SHREECEM was trading at 26308.90. The strike last trading price was 702.25, which was 702.25 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 27 Sept SHREECEM was trading at 26247.90. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
