SHREECEM
Shree Cement Limited
Historical option data for SHREECEM
09 Dec 2025 04:11 PM IST
| SHREECEM 30-DEC-2025 25500 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 9 Dec | 26100.00 | 4358.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 8 Dec | 26135.00 | 4358.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Dec | 26075.00 | 4358.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Dec | 26450.00 | 4358.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Dec | 26300.00 | 4358.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Dec | 26545.00 | 4358.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Dec | 26415.00 | 4358.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 28 Nov | 26400.00 | 4358.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Nov | 26755.00 | 4358.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 26 Nov | 26935.00 | 4358.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 25 Nov | 26455.00 | 4358.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Nov | 26490.00 | 4358.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 Nov | 26480.00 | 4358.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Nov | 26480.00 | 4358.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Nov | 26510.00 | 4358.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Nov | 26420.00 | 4358.25 | 0 | - | 0 | 0 | 0 | |||||||||
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| 17 Nov | 26680.00 | 4358.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 14 Nov | 26700.00 | 4358.25 | 0 | - | 0 | 0 | 0 | |||||||||
For Shree Cement Limited - strike price 25500 expiring on 30DEC2025
Delta for 25500 CE is -
Historical price for 25500 CE is as follows
On 9 Dec SHREECEM was trading at 26100.00. The strike last trading price was 4358.25, 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 8 Dec SHREECEM was trading at 26135.00. The strike last trading price was 4358.25, 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 Dec SHREECEM was trading at 26075.00. The strike last trading price was 4358.25, 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 Dec SHREECEM was trading at 26450.00. The strike last trading price was 4358.25, 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 3 Dec SHREECEM was trading at 26300.00. The strike last trading price was 4358.25, 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 2 Dec SHREECEM was trading at 26545.00. The strike last trading price was 4358.25, 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 1 Dec SHREECEM was trading at 26415.00. The strike last trading price was 4358.25, 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 28 Nov SHREECEM was trading at 26400.00. The strike last trading price was 4358.25, 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 27 Nov SHREECEM was trading at 26755.00. The strike last trading price was 4358.25, 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 26 Nov SHREECEM was trading at 26935.00. The strike last trading price was 4358.25, 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 25 Nov SHREECEM was trading at 26455.00. The strike last trading price was 4358.25, 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 24 Nov SHREECEM was trading at 26490.00. The strike last trading price was 4358.25, 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 21 Nov SHREECEM was trading at 26480.00. The strike last trading price was 4358.25, 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 20 Nov SHREECEM was trading at 26480.00. The strike last trading price was 4358.25, 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 19 Nov SHREECEM was trading at 26510.00. The strike last trading price was 4358.25, 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 18 Nov SHREECEM was trading at 26420.00. The strike last trading price was 4358.25, 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 17 Nov SHREECEM was trading at 26680.00. The strike last trading price was 4358.25, 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 14 Nov SHREECEM was trading at 26700.00. The strike last trading price was 4358.25, 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 30DEC2025 25500 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.27
Vega: 20.74
Theta: -6.91
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 9 Dec | 26100.00 | 193 | 15.65 | 18.04 | 97 | -5 | 145 |
| 8 Dec | 26135.00 | 180 | -21.05 | 17.92 | 138 | 16 | 150 |
| 5 Dec | 26075.00 | 192 | 2 | 18.02 | 28 | 6 | 133 |
| 4 Dec | 26450.00 | 190 | 49.7 | - | 0 | -11 | 0 |
| 3 Dec | 26300.00 | 190 | 49.7 | 18.89 | 13 | -10 | 128 |
| 2 Dec | 26545.00 | 137.75 | -42.25 | 20.08 | 71 | 9 | 142 |
| 1 Dec | 26415.00 | 180 | -23.85 | 18.79 | 1 | 0 | 133 |
| 28 Nov | 26400.00 | 206.65 | 49.65 | 20.21 | 93 | -7 | 132 |
| 27 Nov | 26755.00 | 157 | 30.6 | 20.89 | 41 | 6 | 138 |
| 26 Nov | 26935.00 | 129.7 | -95.15 | 20.57 | 75 | 21 | 134 |
| 25 Nov | 26455.00 | 216 | -14 | 20.68 | 87 | 73 | 113 |
| 24 Nov | 26490.00 | 230 | -21.9 | 21.03 | 5 | 4 | 40 |
| 21 Nov | 26480.00 | 251.9 | 1.9 | 21.20 | 60 | 25 | 35 |
| 20 Nov | 26480.00 | 250 | -25 | 20.80 | 3 | 1 | 8 |
| 19 Nov | 26510.00 | 275 | 15 | - | 0 | 2 | 0 |
| 18 Nov | 26420.00 | 275 | 15 | 21.46 | 2 | 1 | 6 |
| 17 Nov | 26680.00 | 260 | -5 | 22.33 | 1 | 0 | 4 |
| 14 Nov | 26700.00 | 265 | 57.9 | 22.91 | 6 | 3 | 3 |
For Shree Cement Limited - strike price 25500 expiring on 30DEC2025
Delta for 25500 PE is -0.27
Historical price for 25500 PE is as follows
On 9 Dec SHREECEM was trading at 26100.00. The strike last trading price was 193, which was 15.65 higher than the previous day. The implied volatity was 18.04, the open interest changed by -5 which decreased total open position to 145
On 8 Dec SHREECEM was trading at 26135.00. The strike last trading price was 180, which was -21.05 lower than the previous day. The implied volatity was 17.92, the open interest changed by 16 which increased total open position to 150
On 5 Dec SHREECEM was trading at 26075.00. The strike last trading price was 192, which was 2 higher than the previous day. The implied volatity was 18.02, the open interest changed by 6 which increased total open position to 133
On 4 Dec SHREECEM was trading at 26450.00. The strike last trading price was 190, which was 49.7 higher than the previous day. The implied volatity was -, the open interest changed by -11 which decreased total open position to 0
On 3 Dec SHREECEM was trading at 26300.00. The strike last trading price was 190, which was 49.7 higher than the previous day. The implied volatity was 18.89, the open interest changed by -10 which decreased total open position to 128
On 2 Dec SHREECEM was trading at 26545.00. The strike last trading price was 137.75, which was -42.25 lower than the previous day. The implied volatity was 20.08, the open interest changed by 9 which increased total open position to 142
On 1 Dec SHREECEM was trading at 26415.00. The strike last trading price was 180, which was -23.85 lower than the previous day. The implied volatity was 18.79, the open interest changed by 0 which decreased total open position to 133
On 28 Nov SHREECEM was trading at 26400.00. The strike last trading price was 206.65, which was 49.65 higher than the previous day. The implied volatity was 20.21, the open interest changed by -7 which decreased total open position to 132
On 27 Nov SHREECEM was trading at 26755.00. The strike last trading price was 157, which was 30.6 higher than the previous day. The implied volatity was 20.89, the open interest changed by 6 which increased total open position to 138
On 26 Nov SHREECEM was trading at 26935.00. The strike last trading price was 129.7, which was -95.15 lower than the previous day. The implied volatity was 20.57, the open interest changed by 21 which increased total open position to 134
On 25 Nov SHREECEM was trading at 26455.00. The strike last trading price was 216, which was -14 lower than the previous day. The implied volatity was 20.68, the open interest changed by 73 which increased total open position to 113
On 24 Nov SHREECEM was trading at 26490.00. The strike last trading price was 230, which was -21.9 lower than the previous day. The implied volatity was 21.03, the open interest changed by 4 which increased total open position to 40
On 21 Nov SHREECEM was trading at 26480.00. The strike last trading price was 251.9, which was 1.9 higher than the previous day. The implied volatity was 21.20, the open interest changed by 25 which increased total open position to 35
On 20 Nov SHREECEM was trading at 26480.00. The strike last trading price was 250, which was -25 lower than the previous day. The implied volatity was 20.80, the open interest changed by 1 which increased total open position to 8
On 19 Nov SHREECEM was trading at 26510.00. The strike last trading price was 275, which was 15 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0
On 18 Nov SHREECEM was trading at 26420.00. The strike last trading price was 275, which was 15 higher than the previous day. The implied volatity was 21.46, the open interest changed by 1 which increased total open position to 6
On 17 Nov SHREECEM was trading at 26680.00. The strike last trading price was 260, which was -5 lower than the previous day. The implied volatity was 22.33, the open interest changed by 0 which decreased total open position to 4
On 14 Nov SHREECEM was trading at 26700.00. The strike last trading price was 265, which was 57.9 higher than the previous day. The implied volatity was 22.91, the open interest changed by 3 which increased total open position to 3































































































































































































































