Historical option data for SHREECEM
24 Jun 2026 04:10 PM IST
| SHREECEM 30-Jun-2026 (5d) 25250 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.83
Vega: 0.09
Theta: -20.38
Gamma: 0.00026
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Jun | 26070.00 | 969.35 | 765.35 (375.17%) | 28.01 | 567 | -28 | 51 | |||||||||
| 23 Jun | 25035.00 | 176.2 | -124.8 (-41.46%) | 21.95 | 125 | 8 | 79 | |||||||||
| 22 Jun | 24995.00 | 300.85 | -32.15 (-9.65%) | 26.45 | 57 | -10 | 70 | |||||||||
| 19 Jun | 25075.00 | 339.2 | -176.8 (-34.26%) | 22.08 | 47 | 6 | 80 | |||||||||
| 18 Jun | 25410.00 | 540 | 191 (54.73%) | 22.78 | 117 | 27 | 74 | |||||||||
| 17 Jun | 24970.00 | 352 | 43 (13.92%) | 22.29 | 108 | 17 | 47 | |||||||||
| 16 Jun | 24870.00 | 310.7 | 139.7 (81.70%) | 23.31 | 17 | -1 | 30 | |||||||||
| 15 Jun | 24825.00 | 171.3 | 0.3 (0.18%) | 24.18 | 44 | 0 | 31 | |||||||||
| 12 Jun | 24175.00 | 171.3 | -0.7 (-0.41%) | 24.18 | 44 | 22 | 31 | |||||||||
| 11 Jun | 23700.00 | 172.1 | 0.1 (0.06%) | 27.01 | 23 | 0 | 9 | |||||||||
| 10 Jun | 23850.00 | 172.8 | -310.2 (-64.22%) | 27.01 | 23 | 4 | 7 | |||||||||
| 9 Jun | 23415.00 | 483.45 | 0.45 (0.09%) | - | 9 | 0 | 3 | |||||||||
| 8 Jun | 23535.00 | 483.45 | 0.45 (0.09%) | - | 9 | 0 | 3 | |||||||||
| 5 Jun | 24085.00 | 483.45 | 0.45 (0.09%) | - | 9 | 0 | 3 | |||||||||
| 4 Jun | 24485.00 | 483.45 | 0.45 (0.09%) | - | 9 | 0 | 3 | |||||||||
| 3 Jun | 24775.00 | 483.45 | 0.45 (0.09%) | - | 9 | 0 | 3 | |||||||||
| 2 Jun | 24995.00 | 483.45 | 0.45 (0.09%) | - | 9 | 0 | 3 | |||||||||
| 1 Jun | 25060.00 | 483.45 | 0.45 (0.09%) | 11.08 | 9 | 0 | 3 | |||||||||
| 29 May | 25275.00 | 363.4 | -416.6 (-53.41%) | 11.08 | 9 | 1 | 4 | |||||||||
| 27 May | 25400.00 | 779.6 | 214.6 (37.98%) | 20.47 | 9 | -5 | 2 | |||||||||
| 26 May | 25180.00 | 564.85 | -500.15 (-46.96%) | 16.01 | 10 | 6 | 6 | |||||||||
| 18 May | 24475.00 | 0 | -1064.75 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 15 May | 24970.00 | 0 | -1064.75 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 14 May | 25025.00 | 0 | -1064.75 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 13 May | 24995.00 | 0 | -1064.75 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 12 May | 24860.00 | 0 | -1064.75 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 11 May | 25205.00 | 0 | -1064.75 (-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 | |||||||||
For Shree Cement Limited - strike price 25250 expiring on 30JUN2026
Delta for 25250 CE is 0.83
Historical price for 25250 CE is as follows
On 24 Jun SHREECEM was trading at 26070.00. The strike last trading price was 969.35, which was 765.35 higher than the previous day. The implied volatity was 28.01, the open interest changed by -28 which decreased total open position to 51
On 23 Jun SHREECEM was trading at 25035.00. The strike last trading price was 176.2, which was -124.8 lower than the previous day. The implied volatity was 21.95, the open interest changed by 8 which increased total open position to 79
On 22 Jun SHREECEM was trading at 24995.00. The strike last trading price was 300.85, which was -32.15 lower than the previous day. The implied volatity was 26.45, the open interest changed by -10 which decreased total open position to 70
On 19 Jun SHREECEM was trading at 25075.00. The strike last trading price was 339.2, which was -176.8 lower than the previous day. The implied volatity was 22.08, the open interest changed by 6 which increased total open position to 80
On 18 Jun SHREECEM was trading at 25410.00. The strike last trading price was 540, which was 191 higher than the previous day. The implied volatity was 22.78, the open interest changed by 27 which increased total open position to 74
On 17 Jun SHREECEM was trading at 24970.00. The strike last trading price was 352, which was 43 higher than the previous day. The implied volatity was 22.29, the open interest changed by 17 which increased total open position to 47
On 16 Jun SHREECEM was trading at 24870.00. The strike last trading price was 310.7, which was 139.7 higher than the previous day. The implied volatity was 23.31, the open interest changed by -1 which decreased total open position to 30
On 15 Jun SHREECEM was trading at 24825.00. The strike last trading price was 171.3, which was 0.3 higher than the previous day. The implied volatity was 24.18, the open interest changed by 0 which decreased total open position to 31
On 12 Jun SHREECEM was trading at 24175.00. The strike last trading price was 171.3, which was -0.7 lower than the previous day. The implied volatity was 24.18, the open interest changed by 22 which increased total open position to 31
On 11 Jun SHREECEM was trading at 23700.00. The strike last trading price was 172.1, which was 0.1 higher than the previous day. The implied volatity was 27.01, the open interest changed by 0 which decreased total open position to 9
On 10 Jun SHREECEM was trading at 23850.00. The strike last trading price was 172.8, which was -310.2 lower than the previous day. The implied volatity was 27.01, the open interest changed by 4 which increased total open position to 7
On 9 Jun SHREECEM was trading at 23415.00. The strike last trading price was 483.45, which was 0.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 8 Jun SHREECEM was trading at 23535.00. The strike last trading price was 483.45, which was 0.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 5 Jun SHREECEM was trading at 24085.00. The strike last trading price was 483.45, which was 0.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 4 Jun SHREECEM was trading at 24485.00. The strike last trading price was 483.45, which was 0.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 3 Jun SHREECEM was trading at 24775.00. The strike last trading price was 483.45, which was 0.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 2 Jun SHREECEM was trading at 24995.00. The strike last trading price was 483.45, which was 0.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 1 Jun SHREECEM was trading at 25060.00. The strike last trading price was 483.45, which was 0.45 higher than the previous day. The implied volatity was 11.08, the open interest changed by 0 which decreased total open position to 3
On 29 May SHREECEM was trading at 25275.00. The strike last trading price was 363.4, which was -416.6 lower than the previous day. The implied volatity was 11.08, the open interest changed by 1 which increased total open position to 4
On 27 May SHREECEM was trading at 25400.00. The strike last trading price was 779.6, which was 214.6 higher than the previous day. The implied volatity was 20.47, the open interest changed by -5 which decreased total open position to 2
On 26 May SHREECEM was trading at 25180.00. The strike last trading price was 564.85, which was -500.15 lower than the previous day. The implied volatity was 16.01, the open interest changed by 6 which increased total open position to 6
On 18 May SHREECEM was trading at 24475.00. The strike last trading price was 0, which was -1064.75 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 -1064.75 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 -1064.75 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 -1064.75 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 -1064.75 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 -1064.75 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
| SHREECEM 30-Jun-2026 (5d) 25250 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.17
Vega: 0.09
Theta: -15.61
Gamma: 0.00027
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Jun | 26070.00 | 83.9 | -382.45 (-82.01%) | 27.28 | 655 | 39 | 109 |
| 23 Jun | 25035.00 | 459.65 | -2.25 (-0.49%) | 18.94 | 22 | -1 | 72 |
| 22 Jun | 24995.00 | 461.9 | 28.2 (6.50%) | 20.1 | 11 | 6 | 71 |
| 19 Jun | 25075.00 | 430.05 | 106.2 (32.79%) | 21.01 | 28 | 3 | 67 |
| 18 Jun | 25410.00 | 321.55 | -218.45 (-40.45%) | 22.69 | 66 | 17 | 64 |
| 17 Jun | 24970.00 | 540 | -11.15 (-2.02%) | 20.09 | 110 | 26 | 48 |
| 16 Jun | 24870.00 | 551.15 | -399.75 (-42.04%) | 20.09 | 5 | 1 | 24 |
| 15 Jun | 24825.00 | 950.9 | 950.9 | - | 57 | 0 | 23 |
| 12 Jun | 24175.00 | 950.9 | 950.9 | - | 57 | 0 | 23 |
| 11 Jun | 23700.00 | 950.9 | 950.9 | - | 57 | 0 | 23 |
| 10 Jun | 23850.00 | 950.9 | 950.9 | - | 57 | 0 | 23 |
| 9 Jun | 23415.00 | 950.9 | 950.9 | - | 57 | 0 | 23 |
| 8 Jun | 23535.00 | 950.9 | 950.9 | - | 57 | 0 | 23 |
| 5 Jun | 24085.00 | 950.9 | 950.9 | - | 57 | 0 | 23 |
| 4 Jun | 24485.00 | 950.9 | 950.9 (-3.29%) | 26.15 | 57 | 0 | 23 |
| 3 Jun | 24775.00 | 950.9 | -32.3 (-3.29%) | 26.15 | 57 | 17 | 22 |
| 2 Jun | 24995.00 | 983.2 | -190.05 (-16.20%) | 30.42 | 5 | 0 | 0 |
| 1 Jun | 25060.00 | 0 | 0 | - | 0 | 0 | 0 |
| 29 May | 25275.00 | 0 | 0 | - | 0 | 0 | 0 |
| 27 May | 25400.00 | 0 | 0 | - | 0 | 0 | 0 |
| 26 May | 25180.00 | 0 | 0 | - | 0 | 0 | 0 |
| 18 May | 24475.00 | 0 | -1173.25 (-100.00%) | - | 0 | 0 | 0 |
| 15 May | 24970.00 | 0 | -1173.25 (-100.00%) | - | 0 | 0 | 0 |
| 14 May | 25025.00 | 0 | -1173.25 (-100.00%) | 0 | 0 | 0 | 0 |
| 13 May | 24995.00 | 0 | -1173.25 (-100.00%) | 0 | 0 | 0 | 0 |
| 12 May | 24860.00 | 0 | -1173.25 (-100.00%) | 0 | 0 | 0 | 0 |
| 11 May | 25205.00 | 0 | -1173.25 (-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 |
For Shree Cement Limited - strike price 25250 expiring on 30JUN2026
Delta for 25250 PE is -0.17
Historical price for 25250 PE is as follows
On 24 Jun SHREECEM was trading at 26070.00. The strike last trading price was 83.9, which was -382.45 lower than the previous day. The implied volatity was 27.28, the open interest changed by 39 which increased total open position to 109
On 23 Jun SHREECEM was trading at 25035.00. The strike last trading price was 459.65, which was -2.25 lower than the previous day. The implied volatity was 18.94, the open interest changed by -1 which decreased total open position to 72
On 22 Jun SHREECEM was trading at 24995.00. The strike last trading price was 461.9, which was 28.2 higher than the previous day. The implied volatity was 20.1, the open interest changed by 6 which increased total open position to 71
On 19 Jun SHREECEM was trading at 25075.00. The strike last trading price was 430.05, which was 106.2 higher than the previous day. The implied volatity was 21.01, the open interest changed by 3 which increased total open position to 67
On 18 Jun SHREECEM was trading at 25410.00. The strike last trading price was 321.55, which was -218.45 lower than the previous day. The implied volatity was 22.69, the open interest changed by 17 which increased total open position to 64
On 17 Jun SHREECEM was trading at 24970.00. The strike last trading price was 540, which was -11.15 lower than the previous day. The implied volatity was 20.09, the open interest changed by 26 which increased total open position to 48
On 16 Jun SHREECEM was trading at 24870.00. The strike last trading price was 551.15, which was -399.75 lower than the previous day. The implied volatity was 20.09, the open interest changed by 1 which increased total open position to 24
On 15 Jun SHREECEM was trading at 24825.00. The strike last trading price was 950.9, which was 950.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 23
On 12 Jun SHREECEM was trading at 24175.00. The strike last trading price was 950.9, which was 950.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 23
On 11 Jun SHREECEM was trading at 23700.00. The strike last trading price was 950.9, which was 950.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 23
On 10 Jun SHREECEM was trading at 23850.00. The strike last trading price was 950.9, which was 950.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 23
On 9 Jun SHREECEM was trading at 23415.00. The strike last trading price was 950.9, which was 950.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 23
On 8 Jun SHREECEM was trading at 23535.00. The strike last trading price was 950.9, which was 950.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 23
On 5 Jun SHREECEM was trading at 24085.00. The strike last trading price was 950.9, which was 950.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 23
On 4 Jun SHREECEM was trading at 24485.00. The strike last trading price was 950.9, which was 950.9 higher than the previous day. The implied volatity was 26.15, the open interest changed by 0 which decreased total open position to 23
On 3 Jun SHREECEM was trading at 24775.00. The strike last trading price was 950.9, which was -32.3 lower than the previous day. The implied volatity was 26.15, the open interest changed by 17 which increased total open position to 22
On 2 Jun SHREECEM was trading at 24995.00. The strike last trading price was 983.2, which was -190.05 lower than the previous day. The implied volatity was 30.42, the open interest changed by 0 which decreased total open position to 0
On 1 Jun SHREECEM was trading at 25060.00. 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 29 May SHREECEM was trading at 25275.00. 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 May SHREECEM was trading at 25400.00. 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 26 May SHREECEM was trading at 25180.00. 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 -1173.25 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 -1173.25 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 -1173.25 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 -1173.25 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 -1173.25 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 -1173.25 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
