[--[65.84.65.76]--]

SHREECEM

Shree Cement Limited
26100 -35.00 (-0.13%)
L: 25750 H: 26350

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Historical option data for SHREECEM

09 Dec 2025 04:11 PM IST
SHREECEM 30-DEC-2025 25500 CE
Delta: -
Vega: -
Theta: -
Gamma: -
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
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
Delta: -0.27
Vega: 20.74
Theta: -6.91
Gamma: 0.00
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