[--[65.84.65.76]--]

SHREECEM

Shree Cement Limited
24875 -325.00 (-1.29%)
L: 24825 H: 25275

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Historical option data for SHREECEM

06 Mar 2026 04:11 PM IST
SHREECEM 30-MAR-2026 25500 CE
Delta: 0.39
Vega: 24.53
Theta: -12.62
Gamma: 0
Date Close Ltp Change IV Volume OI Chg OI
6 Mar 24875.00 335 -154.85 19.66 292 50 166
5 Mar 25200.00 490 1.35 20.43 525 18 115
4 Mar 25355.00 459.9 -436.2 16.47 475 65 98
2 Mar 26125.00 882.1 -1053.8 20.12 108 33 33
27 Feb 26075.00 1935.9 0 - 0 0 0
26 Feb 26745.00 1935.9 0 - 0 0 0
25 Feb 26865.00 1935.9 0 - 0 0 0
24 Feb 26525.00 1935.9 0 - 0 0 0
23 Feb 26550.00 1935.9 0 - 0 0 0
20 Feb 26510.00 1935.9 0 - 0 0 0
19 Feb 26215.00 1935.9 0 - 0 0 0
18 Feb 26635.00 1935.9 0 - 0 0 0
17 Feb 26370.00 1935.9 0 - 0 0 0
16 Feb 26315.00 1935.9 0 - 0 0 0
13 Feb 26130.00 1935.9 0 - 0 0 0
12 Feb 26340.00 1935.9 0 - 0 0 0
11 Feb 26805.00 1935.9 0 - 0 0 0
10 Feb 26525.00 1935.9 0 - 0 0 0
9 Feb 27145.00 1935.9 0 - 0 0 0
6 Feb 27330.00 1935.9 0 - 0 0 0
5 Feb 27225.00 1935.9 0 - 0 0 0
4 Feb 27350.00 1935.9 0 - 0 0 0
3 Feb 27020.00 1935.9 0 - 0 0 0
2 Feb 26800.00 1935.9 0 - 0 0 0
1 Feb 26385.00 1935.9 0 - 0 0 0
30 Jan 26985.00 1935.9 0 - 0 0 0
29 Jan 27055.00 - - - 0 0 0
28 Jan 27480.00 - - - 0 0 0
27 Jan 27220.00 1935.9 0 - 0 0 0
23 Jan 27000.00 1935.9 0 - 0 0 0
22 Jan 27430.00 1935.9 0 - 0 0 0
21 Jan 27370.00 1935.9 0 - 0 0 0
20 Jan 27225.00 1935.9 0 - 0 0 0
19 Jan 27510.00 1935.9 0 - 0 0 0
16 Jan 27840.00 1935.9 0 - 0 0 0
14 Jan 27550.00 1935.9 0 - 0 0 0
13 Jan 27155.00 1935.9 0 - 0 0 0
12 Jan 27165.00 1935.9 0 - 0 0 0
9 Jan 26950.00 1935.9 0 - 0 0 0
8 Jan 26850.00 1935.9 0 - 0 0 0
7 Jan 27320.00 1935.9 0 - 0 0 0
6 Jan 27670.00 1935.9 0 - 0 0 0
5 Jan 27645.00 1935.9 0 - 0 0 0
2 Jan 27045.00 1935.9 0 - 0 0 0
1 Jan 26835.00 1935.9 0 - 0 0 0
31 Dec 26575.00 1935.9 0 - 0 0 0


For Shree Cement Limited - strike price 25500 expiring on 30MAR2026

Delta for 25500 CE is 0.39

Historical price for 25500 CE is as follows

On 6 Mar SHREECEM was trading at 24875.00. The strike last trading price was 335, which was -154.85 lower than the previous day. The implied volatity was 19.66, the open interest changed by 50 which increased total open position to 166


On 5 Mar SHREECEM was trading at 25200.00. The strike last trading price was 490, which was 1.35 higher than the previous day. The implied volatity was 20.43, the open interest changed by 18 which increased total open position to 115


On 4 Mar SHREECEM was trading at 25355.00. The strike last trading price was 459.9, which was -436.2 lower than the previous day. The implied volatity was 16.47, the open interest changed by 65 which increased total open position to 98


On 2 Mar SHREECEM was trading at 26125.00. The strike last trading price was 882.1, which was -1053.8 lower than the previous day. The implied volatity was 20.12, the open interest changed by 33 which increased total open position to 33


On 27 Feb SHREECEM was trading at 26075.00. The strike last trading price was 1935.9, 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 Feb SHREECEM was trading at 26745.00. The strike last trading price was 1935.9, 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 Feb SHREECEM was trading at 26865.00. The strike last trading price was 1935.9, 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 Feb SHREECEM was trading at 26525.00. The strike last trading price was 1935.9, 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 Feb SHREECEM was trading at 26550.00. The strike last trading price was 1935.9, 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 Feb SHREECEM was trading at 26510.00. The strike last trading price was 1935.9, 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 Feb SHREECEM was trading at 26215.00. The strike last trading price was 1935.9, 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 Feb SHREECEM was trading at 26635.00. The strike last trading price was 1935.9, 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 Feb SHREECEM was trading at 26370.00. The strike last trading price was 1935.9, 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 Feb SHREECEM was trading at 26315.00. The strike last trading price was 1935.9, 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 Feb SHREECEM was trading at 26130.00. The strike last trading price was 1935.9, 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 Feb SHREECEM was trading at 26340.00. The strike last trading price was 1935.9, 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 Feb SHREECEM was trading at 26805.00. The strike last trading price was 1935.9, 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 Feb SHREECEM was trading at 26525.00. The strike last trading price was 1935.9, 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 Feb SHREECEM was trading at 27145.00. The strike last trading price was 1935.9, 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 Feb SHREECEM was trading at 27330.00. The strike last trading price was 1935.9, 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 Feb SHREECEM was trading at 27225.00. The strike last trading price was 1935.9, 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 Feb SHREECEM was trading at 27350.00. The strike last trading price was 1935.9, 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 Feb SHREECEM was trading at 27020.00. The strike last trading price was 1935.9, 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 Feb SHREECEM was trading at 26800.00. The strike last trading price was 1935.9, 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 Feb SHREECEM was trading at 26385.00. The strike last trading price was 1935.9, 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 Jan SHREECEM was trading at 26985.00. The strike last trading price was 1935.9, 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 Jan SHREECEM was trading at 27055.00. 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 28 Jan SHREECEM was trading at 27480.00. 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 27 Jan SHREECEM was trading at 27220.00. The strike last trading price was 1935.9, 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 Jan SHREECEM was trading at 27000.00. The strike last trading price was 1935.9, 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 22 Jan SHREECEM was trading at 27430.00. The strike last trading price was 1935.9, 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 Jan SHREECEM was trading at 27370.00. The strike last trading price was 1935.9, 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 Jan SHREECEM was trading at 27225.00. The strike last trading price was 1935.9, 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 Jan SHREECEM was trading at 27510.00. The strike last trading price was 1935.9, 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 Jan SHREECEM was trading at 27840.00. The strike last trading price was 1935.9, 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 Jan SHREECEM was trading at 27550.00. The strike last trading price was 1935.9, 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 Jan SHREECEM was trading at 27155.00. The strike last trading price was 1935.9, 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 Jan SHREECEM was trading at 27165.00. The strike last trading price was 1935.9, 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 Jan SHREECEM was trading at 26950.00. The strike last trading price was 1935.9, 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 Jan SHREECEM was trading at 26850.00. The strike last trading price was 1935.9, 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 Jan SHREECEM was trading at 27320.00. The strike last trading price was 1935.9, 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 Jan SHREECEM was trading at 27670.00. The strike last trading price was 1935.9, 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 Jan SHREECEM was trading at 27645.00. The strike last trading price was 1935.9, 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 Jan SHREECEM was trading at 27045.00. The strike last trading price was 1935.9, 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 Jan SHREECEM was trading at 26835.00. The strike last trading price was 1935.9, 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 31 Dec SHREECEM was trading at 26575.00. The strike last trading price was 1935.9, 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 30MAR2026 25500 PE
Delta: -0.54
Vega: 25.37
Theta: -16.23
Gamma: 0
Date Close Ltp Change IV Volume OI Chg OI
6 Mar 24875.00 1191.65 291 38.34 23 3 139
5 Mar 25200.00 900.65 -55.4 32.19 32 -4 136
4 Mar 25355.00 993.4 558.4 37.41 256 78 140
2 Mar 26125.00 442 87.25 23.45 348 20 57
27 Feb 26075.00 343 46.9 21.35 112 -9 37
26 Feb 26745.00 297.95 -124.55 - 0 0 46
25 Feb 26865.00 297.95 -124.55 28.72 4 2 46
24 Feb 26525.00 420 -93.2 29.42 86 42 46
23 Feb 26550.00 513.2 -205.15 - 0 0 4
20 Feb 26510.00 513.2 -205.15 - 0 0 4
19 Feb 26215.00 513.2 -205.15 - 0 0 4
18 Feb 26635.00 513.2 -205.15 - 0 0 4
17 Feb 26370.00 513.2 -205.15 - 0 0 4
16 Feb 26315.00 513.2 -205.15 - 0 0 4
13 Feb 26130.00 513.2 -205.15 - 0 0 4
12 Feb 26340.00 513.2 -205.15 - 0 0 4
11 Feb 26805.00 513.2 -205.15 - 0 0 4
10 Feb 26525.00 513.2 -205.15 - 0 0 4
9 Feb 27145.00 513.2 -205.15 - 0 0 4
6 Feb 27330.00 513.2 -205.15 - 0 0 4
5 Feb 27225.00 513.2 -205.15 - 0 0 4
4 Feb 27350.00 513.2 -205.15 - 0 0 4
3 Feb 27020.00 513.2 -205.15 - 0 0 4
2 Feb 26800.00 513.2 -205.15 - 0 0 4
1 Feb 26385.00 513.2 -205.15 - 0 0 4
30 Jan 26985.00 513.2 -205.15 28.9 4 0 0
29 Jan 27055.00 - - - 0 0 0
28 Jan 27480.00 - - - 0 0 0
27 Jan 27220.00 718.35 0 - 0 0 0
23 Jan 27000.00 718.35 0 4.1 0 0 0
22 Jan 27430.00 718.35 0 4.87 0 0 0
21 Jan 27370.00 718.35 0 4.75 0 0 0
20 Jan 27225.00 718.35 0 4.54 0 0 0
19 Jan 27510.00 718.35 0 4.95 0 0 0
16 Jan 27840.00 718.35 0 5.42 0 0 0
14 Jan 27550.00 718.35 0 5.04 0 0 0
13 Jan 27155.00 718.35 0 4.25 0 0 0
12 Jan 27165.00 718.35 0 4.18 0 0 0
9 Jan 26950.00 718.35 0 - 0 0 0
8 Jan 26850.00 718.35 0 3.64 0 0 0
7 Jan 27320.00 718.35 0 - 0 0 0
6 Jan 27670.00 718.35 0 5.02 0 0 0
5 Jan 27645.00 718.35 0 - 0 0 0
2 Jan 27045.00 718.35 0 - 0 0 0
1 Jan 26835.00 718.35 0 3.61 0 0 0
31 Dec 26575.00 718.35 0 - 0 0 0


For Shree Cement Limited - strike price 25500 expiring on 30MAR2026

Delta for 25500 PE is -0.54

Historical price for 25500 PE is as follows

On 6 Mar SHREECEM was trading at 24875.00. The strike last trading price was 1191.65, which was 291 higher than the previous day. The implied volatity was 38.34, the open interest changed by 3 which increased total open position to 139


On 5 Mar SHREECEM was trading at 25200.00. The strike last trading price was 900.65, which was -55.4 lower than the previous day. The implied volatity was 32.19, the open interest changed by -4 which decreased total open position to 136


On 4 Mar SHREECEM was trading at 25355.00. The strike last trading price was 993.4, which was 558.4 higher than the previous day. The implied volatity was 37.41, the open interest changed by 78 which increased total open position to 140


On 2 Mar SHREECEM was trading at 26125.00. The strike last trading price was 442, which was 87.25 higher than the previous day. The implied volatity was 23.45, the open interest changed by 20 which increased total open position to 57


On 27 Feb SHREECEM was trading at 26075.00. The strike last trading price was 343, which was 46.9 higher than the previous day. The implied volatity was 21.35, the open interest changed by -9 which decreased total open position to 37


On 26 Feb SHREECEM was trading at 26745.00. The strike last trading price was 297.95, which was -124.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 46


On 25 Feb SHREECEM was trading at 26865.00. The strike last trading price was 297.95, which was -124.55 lower than the previous day. The implied volatity was 28.72, the open interest changed by 2 which increased total open position to 46


On 24 Feb SHREECEM was trading at 26525.00. The strike last trading price was 420, which was -93.2 lower than the previous day. The implied volatity was 29.42, the open interest changed by 42 which increased total open position to 46


On 23 Feb SHREECEM was trading at 26550.00. The strike last trading price was 513.2, which was -205.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4


On 20 Feb SHREECEM was trading at 26510.00. The strike last trading price was 513.2, which was -205.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4


On 19 Feb SHREECEM was trading at 26215.00. The strike last trading price was 513.2, which was -205.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4


On 18 Feb SHREECEM was trading at 26635.00. The strike last trading price was 513.2, which was -205.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4


On 17 Feb SHREECEM was trading at 26370.00. The strike last trading price was 513.2, which was -205.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4


On 16 Feb SHREECEM was trading at 26315.00. The strike last trading price was 513.2, which was -205.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4


On 13 Feb SHREECEM was trading at 26130.00. The strike last trading price was 513.2, which was -205.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4


On 12 Feb SHREECEM was trading at 26340.00. The strike last trading price was 513.2, which was -205.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4


On 11 Feb SHREECEM was trading at 26805.00. The strike last trading price was 513.2, which was -205.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4


On 10 Feb SHREECEM was trading at 26525.00. The strike last trading price was 513.2, which was -205.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4


On 9 Feb SHREECEM was trading at 27145.00. The strike last trading price was 513.2, which was -205.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4


On 6 Feb SHREECEM was trading at 27330.00. The strike last trading price was 513.2, which was -205.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4


On 5 Feb SHREECEM was trading at 27225.00. The strike last trading price was 513.2, which was -205.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4


On 4 Feb SHREECEM was trading at 27350.00. The strike last trading price was 513.2, which was -205.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4


On 3 Feb SHREECEM was trading at 27020.00. The strike last trading price was 513.2, which was -205.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4


On 2 Feb SHREECEM was trading at 26800.00. The strike last trading price was 513.2, which was -205.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4


On 1 Feb SHREECEM was trading at 26385.00. The strike last trading price was 513.2, which was -205.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4


On 30 Jan SHREECEM was trading at 26985.00. The strike last trading price was 513.2, which was -205.15 lower than the previous day. The implied volatity was 28.9, the open interest changed by 0 which decreased total open position to 0


On 29 Jan SHREECEM was trading at 27055.00. 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 28 Jan SHREECEM was trading at 27480.00. 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 27 Jan SHREECEM was trading at 27220.00. The strike last trading price was 718.35, 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 Jan SHREECEM was trading at 27000.00. The strike last trading price was 718.35, which was 0 lower than the previous day. The implied volatity was 4.1, the open interest changed by 0 which decreased total open position to 0


On 22 Jan SHREECEM was trading at 27430.00. The strike last trading price was 718.35, which was 0 lower than the previous day. The implied volatity was 4.87, the open interest changed by 0 which decreased total open position to 0


On 21 Jan SHREECEM was trading at 27370.00. The strike last trading price was 718.35, which was 0 lower than the previous day. The implied volatity was 4.75, the open interest changed by 0 which decreased total open position to 0


On 20 Jan SHREECEM was trading at 27225.00. The strike last trading price was 718.35, which was 0 lower than the previous day. The implied volatity was 4.54, the open interest changed by 0 which decreased total open position to 0


On 19 Jan SHREECEM was trading at 27510.00. The strike last trading price was 718.35, which was 0 lower than the previous day. The implied volatity was 4.95, the open interest changed by 0 which decreased total open position to 0


On 16 Jan SHREECEM was trading at 27840.00. The strike last trading price was 718.35, which was 0 lower than the previous day. The implied volatity was 5.42, the open interest changed by 0 which decreased total open position to 0


On 14 Jan SHREECEM was trading at 27550.00. The strike last trading price was 718.35, which was 0 lower than the previous day. The implied volatity was 5.04, the open interest changed by 0 which decreased total open position to 0


On 13 Jan SHREECEM was trading at 27155.00. The strike last trading price was 718.35, which was 0 lower than the previous day. The implied volatity was 4.25, the open interest changed by 0 which decreased total open position to 0


On 12 Jan SHREECEM was trading at 27165.00. The strike last trading price was 718.35, which was 0 lower than the previous day. The implied volatity was 4.18, the open interest changed by 0 which decreased total open position to 0


On 9 Jan SHREECEM was trading at 26950.00. The strike last trading price was 718.35, 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 Jan SHREECEM was trading at 26850.00. The strike last trading price was 718.35, which was 0 lower than the previous day. The implied volatity was 3.64, the open interest changed by 0 which decreased total open position to 0


On 7 Jan SHREECEM was trading at 27320.00. The strike last trading price was 718.35, 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 Jan SHREECEM was trading at 27670.00. The strike last trading price was 718.35, which was 0 lower than the previous day. The implied volatity was 5.02, the open interest changed by 0 which decreased total open position to 0


On 5 Jan SHREECEM was trading at 27645.00. The strike last trading price was 718.35, 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 Jan SHREECEM was trading at 27045.00. The strike last trading price was 718.35, 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 Jan SHREECEM was trading at 26835.00. The strike last trading price was 718.35, which was 0 lower than the previous day. The implied volatity was 3.61, the open interest changed by 0 which decreased total open position to 0


On 31 Dec SHREECEM was trading at 26575.00. The strike last trading price was 718.35, 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