SHREECEM
Shree Cement Limited
Historical option data for SHREECEM
17 Apr 2026 11:50 PM IST
| SHREECEM 28-Apr-2026 (10d) 25250 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.55
Vega: 0.18
Theta: -18.71
Gamma: 0.0004
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 17 Apr | 25290.00 | 440 | 11.149999999999977 | 22.07 | 86 | 22 | 29 | |||||||||
| 16 Apr | 25110.00 | 428.85 | -1554.4 | 25.17 | 9 | 7 | 7 | |||||||||
| 15 Apr | 24965.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Apr | 24300.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Apr | 24340.00 | 0 | 0 | 3.95 | 0 | 0 | 0 | |||||||||
| 9 Apr | 23990.00 | 1983.25 | 0 | 5.57 | 0 | 0 | 0 | |||||||||
| 8 Apr | 24360.00 | 1983.25 | 0 | 3.65 | 0 | 0 | 0 | |||||||||
| 7 Apr | 23350.00 | 1983.25 | 0 | 7.23 | 0 | 0 | 0 | |||||||||
| 6 Apr | 23695.00 | 1983.25 | 0 | 5.63 | 0 | 0 | 0 | |||||||||
| 2 Apr | 23125.00 | 1983.25 | 0 | 6.81 | 0 | 0 | 0 | |||||||||
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| 1 Apr | 23265.00 | 1983.25 | 0 | 6.19 | 0 | 0 | 0 | |||||||||
| 30 Mar | 23020.00 | 1983.25 | 0 | 6.79 | 0 | 0 | 0 | |||||||||
| 27 Mar | 23705.00 | 1983.25 | 0 | 4.27 | 0 | 0 | 0 | |||||||||
| 25 Mar | 24230.00 | 1983.25 | 0 | 2.37 | 0 | 0 | 0 | |||||||||
| 24 Mar | 23325.00 | 1983.25 | 0 | 5.15 | 0 | 0 | 0 | |||||||||
| 23 Mar | 22725.00 | 1983.25 | 0 | 6.79 | 0 | 0 | 0 | |||||||||
| 20 Mar | 23535.00 | 1983.25 | 0 | 3.87 | 0 | 0 | 0 | |||||||||
| 19 Mar | 23335.00 | 1983.25 | 0 | 4.67 | 0 | 0 | 0 | |||||||||
| 18 Mar | 23925.00 | 1983.25 | 0 | 2.93 | 0 | 0 | 0 | |||||||||
| 17 Mar | 23675.00 | 1983.25 | 0 | 4.5 | 0 | 0 | 0 | |||||||||
| 16 Mar | 23315.00 | 1983.25 | 0 | 4.57 | 0 | 0 | 0 | |||||||||
| 13 Mar | 22965.00 | 1983.25 | 0 | 5.08 | 0 | 0 | 0 | |||||||||
| 12 Mar | 23500.00 | 1983.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Mar | 23740.00 | 1983.25 | 0 | 3.1 | 0 | 0 | 0 | |||||||||
| 10 Mar | 23960.00 | 1983.25 | 0 | 2.48 | 0 | 0 | 0 | |||||||||
| 9 Mar | 23590.00 | 1983.25 | 0 | 3.46 | 0 | 0 | 0 | |||||||||
| 6 Mar | 24875.00 | 1983.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Mar | 25200.00 | 1983.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Mar | 25355.00 | - | - | - | 0 | 0 | 0 | |||||||||
| 2 Mar | 26125.00 | 1983.25 | 0 | - | 0 | 0 | 0 | |||||||||
For Shree Cement Limited - strike price 25250 expiring on 28APR2026
Delta for 25250 CE is 0.55
Historical price for 25250 CE is as follows
On 17 Apr SHREECEM was trading at 25290.00. The strike last trading price was 440, which was 11.149999999999977 higher than the previous day. The implied volatity was 22.07, the open interest changed by 22 which increased total open position to 29
On 16 Apr SHREECEM was trading at 25110.00. The strike last trading price was 428.85, which was -1554.4 lower than the previous day. The implied volatity was 25.17, the open interest changed by 7 which increased total open position to 7
On 15 Apr SHREECEM was trading at 24965.00. 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 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 0 which decreased total open position to 0
On 10 Apr SHREECEM was trading at 24340.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 3.95, 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 1983.25, which was 0 lower than the previous day. The implied volatity was 5.57, 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 1983.25, which was 0 lower than the previous day. The implied volatity was 3.65, 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 1983.25, which was 0 lower than the previous day. The implied volatity was 7.23, 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 1983.25, which was 0 lower than the previous day. The implied volatity was 5.63, 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 1983.25, which was 0 lower than the previous day. The implied volatity was 6.81, 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 1983.25, which was 0 lower than the previous day. The implied volatity was 6.19, 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 1983.25, which was 0 lower than the previous day. The implied volatity was 6.79, 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 1983.25, which was 0 lower than the previous day. The implied volatity was 4.27, 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 1983.25, which was 0 lower than the previous day. The implied volatity was 2.37, 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 1983.25, which was 0 lower than the previous day. The implied volatity was 5.15, 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 1983.25, which was 0 lower than the previous day. The implied volatity was 6.79, 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 1983.25, 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 19 Mar SHREECEM was trading at 23335.00. The strike last trading price was 1983.25, which was 0 lower than the previous day. The implied volatity was 4.67, 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 1983.25, which was 0 lower than the previous day. The implied volatity was 2.93, 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 1983.25, which was 0 lower than the previous day. The implied volatity was 4.5, 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 1983.25, which was 0 lower than the previous day. The implied volatity was 4.57, 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 1983.25, which was 0 lower than the previous day. The implied volatity was 5.08, 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 1983.25, 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 1983.25, which was 0 lower than the previous day. The implied volatity was 3.1, 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 1983.25, which was 0 lower than the previous day. The implied volatity was 2.48, 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 1983.25, which was 0 lower than the previous day. The implied volatity was 3.46, 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 1983.25, 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 1983.25, 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 -, 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 Mar SHREECEM was trading at 26125.00. The strike last trading price was 1983.25, 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 28-Apr-2026 (10d) 25250 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.46
Vega: 0.18
Theta: -19.27
Gamma: 0.00032
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 17 Apr | 25290.00 | 438.6 | -135.04999999999995 | 27.64 | 21 | 11 | 14 |
| 16 Apr | 25110.00 | 573.65 | -1785.0499999999997 | 29.16 | 1 | 0 | 2 |
| 15 Apr | 24965.00 | 2358.7 | 183.14999999999964 | - | 0 | 0 | 2 |
| 13 Apr | 24300.00 | 2358.7 | 183.14999999999964 | - | 0 | 0 | 2 |
| 10 Apr | 24340.00 | 2358.7 | 183.14999999999964 | - | 0 | 0 | 2 |
| 9 Apr | 23990.00 | 2358.7 | 1939.05 | - | 0 | 0 | 0 |
| 8 Apr | 24360.00 | 2358.7 | 1939.05 | - | 0 | 0 | 2 |
| 7 Apr | 23350.00 | 2358.7 | 1939.05 | - | 0 | 0 | 2 |
| 6 Apr | 23695.00 | 2358.7 | 1939.05 | - | 0 | 0 | 2 |
| 2 Apr | 23125.00 | 2358.7 | 1939.05 | - | 0 | 0 | 2 |
| 1 Apr | 23265.00 | 2358.7 | 1939.05 | - | 0 | 0 | 2 |
| 30 Mar | 23020.00 | 2358.7 | 1939.05 | 37.91 | 2 | 0 | 0 |
| 27 Mar | 23705.00 | 419.65 | 0 | - | 0 | 0 | 0 |
| 25 Mar | 24230.00 | 419.65 | 0 | - | 0 | 0 | 0 |
| 24 Mar | 23325.00 | 419.65 | 0 | - | 0 | 0 | 0 |
| 23 Mar | 22725.00 | 419.65 | 0 | - | 0 | 0 | 0 |
| 20 Mar | 23535.00 | 419.65 | 0 | - | 0 | 0 | 0 |
| 19 Mar | 23335.00 | 419.65 | 0 | - | 0 | 0 | 0 |
| 18 Mar | 23925.00 | 419.65 | 0 | - | 0 | 0 | 0 |
| 17 Mar | 23675.00 | 419.65 | 0 | - | 0 | 0 | 0 |
| 16 Mar | 23315.00 | 419.65 | 0 | - | 0 | 0 | 0 |
| 13 Mar | 22965.00 | 419.65 | 0 | - | 0 | 0 | 0 |
| 12 Mar | 23500.00 | 419.65 | 0 | - | 0 | 0 | 0 |
| 11 Mar | 23740.00 | 419.65 | 0 | - | 0 | 0 | 0 |
| 10 Mar | 23960.00 | 419.65 | 0 | - | 0 | 0 | 0 |
| 9 Mar | 23590.00 | 419.65 | 0 | - | 0 | 0 | 0 |
| 6 Mar | 24875.00 | 419.65 | 0 | 0.78 | 0 | 0 | 0 |
| 5 Mar | 25200.00 | 419.65 | 0 | 0.97 | 0 | 0 | 0 |
| 4 Mar | 25355.00 | - | - | - | 0 | 0 | 0 |
| 2 Mar | 26125.00 | 0 | 0 | - | 0 | 0 | 0 |
For Shree Cement Limited - strike price 25250 expiring on 28APR2026
Delta for 25250 PE is -0.46
Historical price for 25250 PE is as follows
On 17 Apr SHREECEM was trading at 25290.00. The strike last trading price was 438.6, which was -135.04999999999995 lower than the previous day. The implied volatity was 27.64, the open interest changed by 11 which increased total open position to 14
On 16 Apr SHREECEM was trading at 25110.00. The strike last trading price was 573.65, which was -1785.0499999999997 lower than the previous day. The implied volatity was 29.16, the open interest changed by 0 which decreased total open position to 2
On 15 Apr SHREECEM was trading at 24965.00. The strike last trading price was 2358.7, which was 183.14999999999964 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 13 Apr SHREECEM was trading at 24300.00. The strike last trading price was 2358.7, which was 183.14999999999964 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 10 Apr SHREECEM was trading at 24340.00. The strike last trading price was 2358.7, which was 183.14999999999964 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 9 Apr SHREECEM was trading at 23990.00. The strike last trading price was 2358.7, which was 1939.05 higher 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 2358.7, which was 1939.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 7 Apr SHREECEM was trading at 23350.00. The strike last trading price was 2358.7, which was 1939.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 6 Apr SHREECEM was trading at 23695.00. The strike last trading price was 2358.7, which was 1939.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 2 Apr SHREECEM was trading at 23125.00. The strike last trading price was 2358.7, which was 1939.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 1 Apr SHREECEM was trading at 23265.00. The strike last trading price was 2358.7, which was 1939.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 30 Mar SHREECEM was trading at 23020.00. The strike last trading price was 2358.7, which was 1939.05 higher than the previous day. The implied volatity was 37.91, 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 419.65, 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 419.65, 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 419.65, 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 419.65, 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 419.65, 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 419.65, 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 419.65, 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 419.65, 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 419.65, 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 419.65, 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 419.65, 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 419.65, 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 419.65, 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 419.65, 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 419.65, which was 0 lower than the previous day. The implied volatity was 0.78, 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 419.65, which was 0 lower than the previous day. The implied volatity was 0.97, 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 -, 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 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
