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[--[65.84.65.76]--]
SHREECEM
Shree Cement Limited

27063.5 -553.60 (-2.00%)

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Historical option data for SHREECEM

20 Dec 2024 04:11 PM IST
SHREECEM 26DEC2024 25500 CE
Delta: 0.85
Vega: 8.11
Theta: -37.52
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
20 Dec 27063.50 1713.65 -536.35 46.90 3 -2 25
19 Dec 27617.10 2250 0.00 0.00 0 -1 0
18 Dec 27908.80 2250 -49.00 - 1 0 28
17 Dec 28352.20 2299 0.00 0.00 0 0 0
16 Dec 28091.25 2299 412.50 - 1 0 28
13 Dec 27591.45 1886.5 0.00 0.00 0 0 0
12 Dec 27228.75 1886.5 0.00 0.00 0 0 0
11 Dec 27305.50 1886.5 786.50 - 1 0 28
10 Dec 27119.30 1100 0.00 0.00 0 1 0
9 Dec 26711.25 1100 -158.50 - 2 0 27
6 Dec 27076.65 1258.5 0.00 0.00 0 0 0
5 Dec 26608.00 1258.5 -471.80 11.73 3 0 27
4 Dec 27403.90 1730.3 -125.70 - 1 0 27
3 Dec 27159.35 1856 170.75 16.56 28 -3 28
2 Dec 26784.00 1685.25 685.25 27.33 32 -2 32
29 Nov 26076.45 1000 370.00 22.01 30 1 33
28 Nov 25545.60 630 42.00 18.25 82 20 30
27 Nov 25421.85 588 148.00 18.02 21 6 9
26 Nov 24980.65 440 -232.45 19.64 4 1 2
25 Nov 25467.30 672.45 -1383.35 16.87 1 0 0
12 Nov 24372.80 2055.8 0.00 2.20 0 0 0
11 Nov 24418.25 2055.8 0.00 2.23 0 0 0
8 Nov 24533.00 2055.8 0.00 1.69 0 0 0
7 Nov 24778.65 2055.8 0.00 1.10 0 0 0
4 Nov 24865.30 2055.8 0.00 0.38 0 0 0
1 Nov 25241.05 2055.8 0.00 - 0 0 0
31 Oct 25072.15 2055.8 2055.80 - 0 0 0
30 Oct 25351.35 0 0.00 - 0 0 0
29 Oct 25331.75 0 0.00 - 0 0 0
28 Oct 25056.15 0 0.00 - 0 0 0
24 Oct 25065.30 0 0.00 - 0 0 0
22 Oct 24434.40 0 0.00 - 0 0 0
11 Oct 24337.05 0 0.00 - 0 0 0
10 Oct 24641.80 0 0.00 - 0 0 0
9 Oct 24975.05 0 0.00 - 0 0 0
8 Oct 25582.90 0 0.00 - 0 0 0
7 Oct 25376.45 0 0.00 - 0 0 0
4 Oct 26034.20 0 0.00 - 0 0 0
3 Oct 26259.20 0 0.00 - 0 0 0
1 Oct 26523.25 0 0.00 - 0 0 0
30 Sept 26308.90 0 - 0 0 0


For Shree Cement Limited - strike price 25500 expiring on 26DEC2024

Delta for 25500 CE is 0.85

Historical price for 25500 CE is as follows

On 20 Dec SHREECEM was trading at 27063.50. The strike last trading price was 1713.65, which was -536.35 lower than the previous day. The implied volatity was 46.90, the open interest changed by -2 which decreased total open position to 25


On 19 Dec SHREECEM was trading at 27617.10. The strike last trading price was 2250, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0


On 18 Dec SHREECEM was trading at 27908.80. The strike last trading price was 2250, which was -49.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 28


On 17 Dec SHREECEM was trading at 28352.20. The strike last trading price was 2299, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 16 Dec SHREECEM was trading at 28091.25. The strike last trading price was 2299, which was 412.50 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 28


On 13 Dec SHREECEM was trading at 27591.45. The strike last trading price was 1886.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 12 Dec SHREECEM was trading at 27228.75. The strike last trading price was 1886.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 11 Dec SHREECEM was trading at 27305.50. The strike last trading price was 1886.5, which was 786.50 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 28


On 10 Dec SHREECEM was trading at 27119.30. The strike last trading price was 1100, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0


On 9 Dec SHREECEM was trading at 26711.25. The strike last trading price was 1100, which was -158.50 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 27


On 6 Dec SHREECEM was trading at 27076.65. The strike last trading price was 1258.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 5 Dec SHREECEM was trading at 26608.00. The strike last trading price was 1258.5, which was -471.80 lower than the previous day. The implied volatity was 11.73, the open interest changed by 0 which decreased total open position to 27


On 4 Dec SHREECEM was trading at 27403.90. The strike last trading price was 1730.3, which was -125.70 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 27


On 3 Dec SHREECEM was trading at 27159.35. The strike last trading price was 1856, which was 170.75 higher than the previous day. The implied volatity was 16.56, the open interest changed by -3 which decreased total open position to 28


On 2 Dec SHREECEM was trading at 26784.00. The strike last trading price was 1685.25, which was 685.25 higher than the previous day. The implied volatity was 27.33, the open interest changed by -2 which decreased total open position to 32


On 29 Nov SHREECEM was trading at 26076.45. The strike last trading price was 1000, which was 370.00 higher than the previous day. The implied volatity was 22.01, the open interest changed by 1 which increased total open position to 33


On 28 Nov SHREECEM was trading at 25545.60. The strike last trading price was 630, which was 42.00 higher than the previous day. The implied volatity was 18.25, the open interest changed by 20 which increased total open position to 30


On 27 Nov SHREECEM was trading at 25421.85. The strike last trading price was 588, which was 148.00 higher than the previous day. The implied volatity was 18.02, the open interest changed by 6 which increased total open position to 9


On 26 Nov SHREECEM was trading at 24980.65. The strike last trading price was 440, which was -232.45 lower than the previous day. The implied volatity was 19.64, the open interest changed by 1 which increased total open position to 2


On 25 Nov SHREECEM was trading at 25467.30. The strike last trading price was 672.45, which was -1383.35 lower than the previous day. The implied volatity was 16.87, the open interest changed by 0 which decreased total open position to 0


On 12 Nov SHREECEM was trading at 24372.80. The strike last trading price was 2055.8, which was 0.00 lower than the previous day. The implied volatity was 2.20, the open interest changed by 0 which decreased total open position to 0


On 11 Nov SHREECEM was trading at 24418.25. The strike last trading price was 2055.8, which was 0.00 lower than the previous day. The implied volatity was 2.23, the open interest changed by 0 which decreased total open position to 0


On 8 Nov SHREECEM was trading at 24533.00. The strike last trading price was 2055.8, which was 0.00 lower than the previous day. The implied volatity was 1.69, the open interest changed by 0 which decreased total open position to 0


On 7 Nov SHREECEM was trading at 24778.65. The strike last trading price was 2055.8, which was 0.00 lower than the previous day. The implied volatity was 1.10, the open interest changed by 0 which decreased total open position to 0


On 4 Nov SHREECEM was trading at 24865.30. The strike last trading price was 2055.8, which was 0.00 lower than the previous day. The implied volatity was 0.38, the open interest changed by 0 which decreased total open position to 0


On 1 Nov SHREECEM was trading at 25241.05. The strike last trading price was 2055.8, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 31 Oct SHREECEM was trading at 25072.15. The strike last trading price was 2055.8, which was 2055.80 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 30 Oct SHREECEM was trading at 25351.35. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 29 Oct SHREECEM was trading at 25331.75. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 28 Oct SHREECEM was trading at 25056.15. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 24 Oct SHREECEM was trading at 25065.30. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 22 Oct SHREECEM was trading at 24434.40. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 11 Oct SHREECEM was trading at 24337.05. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 10 Oct SHREECEM was trading at 24641.80. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 9 Oct SHREECEM was trading at 24975.05. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 8 Oct SHREECEM was trading at 25582.90. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 7 Oct SHREECEM was trading at 25376.45. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 4 Oct SHREECEM was trading at 26034.20. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 3 Oct SHREECEM was trading at 26259.20. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 1 Oct SHREECEM was trading at 26523.25. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 30 Sept SHREECEM was trading at 26308.90. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


SHREECEM 26DEC2024 25500 PE
Delta: -0.04
Vega: 2.89
Theta: -6.17
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
20 Dec 27063.50 14.5 0.45 26.84 77 -16 125
19 Dec 27617.10 14.05 3.85 31.44 19 4 142
18 Dec 27908.80 10.2 4.20 30.98 8 -1 139
17 Dec 28352.20 6 -9.10 30.69 9 0 142
16 Dec 28091.25 15.1 -16.95 31.69 107 24 132
13 Dec 27591.45 32.05 -16.95 27.43 28 14 110
12 Dec 27228.75 49 -8.00 25.44 20 6 97
11 Dec 27305.50 57 -42.40 26.35 66 -27 92
10 Dec 27119.30 99.4 -64.70 28.63 176 7 128
9 Dec 26711.25 164.1 19.45 27.77 503 66 120
6 Dec 27076.65 144.65 -61.40 27.29 122 3 53
5 Dec 26608.00 206.05 86.05 26.03 70 -8 52
4 Dec 27403.90 120 -10.00 26.49 24 3 59
3 Dec 27159.35 130 -57.30 26.38 132 -20 57
2 Dec 26784.00 187.3 -202.55 25.70 356 43 76
29 Nov 26076.45 389.85 -582.95 24.08 92 34 34
28 Nov 25545.60 972.8 0.00 0.79 0 0 0
27 Nov 25421.85 972.8 0.00 0.53 0 0 0
26 Nov 24980.65 972.8 0.00 - 0 0 0
25 Nov 25467.30 972.8 0.00 1.07 0 0 0
12 Nov 24372.80 972.8 0.00 - 0 0 0
11 Nov 24418.25 972.8 0.00 - 0 0 0
8 Nov 24533.00 972.8 0.00 - 0 0 0
7 Nov 24778.65 972.8 972.80 - 0 0 0
4 Nov 24865.30 0 0.00 - 0 0 0
1 Nov 25241.05 0 0.00 0.44 0 0 0
31 Oct 25072.15 0 0.00 - 0 0 0
30 Oct 25351.35 0 0.00 - 0 0 0
29 Oct 25331.75 0 0.00 - 0 0 0
28 Oct 25056.15 0 0.00 - 0 0 0
24 Oct 25065.30 0 0.00 - 0 0 0
22 Oct 24434.40 0 0.00 - 0 0 0
11 Oct 24337.05 0 0.00 - 0 0 0
10 Oct 24641.80 0 0.00 - 0 0 0
9 Oct 24975.05 0 0.00 - 0 0 0
8 Oct 25582.90 0 0.00 - 0 0 0
7 Oct 25376.45 0 0.00 - 0 0 0
4 Oct 26034.20 0 0.00 - 0 0 0
3 Oct 26259.20 0 0.00 - 0 0 0
1 Oct 26523.25 0 0.00 - 0 0 0
30 Sept 26308.90 0 - 0 0 0


For Shree Cement Limited - strike price 25500 expiring on 26DEC2024

Delta for 25500 PE is -0.04

Historical price for 25500 PE is as follows

On 20 Dec SHREECEM was trading at 27063.50. The strike last trading price was 14.5, which was 0.45 higher than the previous day. The implied volatity was 26.84, the open interest changed by -16 which decreased total open position to 125


On 19 Dec SHREECEM was trading at 27617.10. The strike last trading price was 14.05, which was 3.85 higher than the previous day. The implied volatity was 31.44, the open interest changed by 4 which increased total open position to 142


On 18 Dec SHREECEM was trading at 27908.80. The strike last trading price was 10.2, which was 4.20 higher than the previous day. The implied volatity was 30.98, the open interest changed by -1 which decreased total open position to 139


On 17 Dec SHREECEM was trading at 28352.20. The strike last trading price was 6, which was -9.10 lower than the previous day. The implied volatity was 30.69, the open interest changed by 0 which decreased total open position to 142


On 16 Dec SHREECEM was trading at 28091.25. The strike last trading price was 15.1, which was -16.95 lower than the previous day. The implied volatity was 31.69, the open interest changed by 24 which increased total open position to 132


On 13 Dec SHREECEM was trading at 27591.45. The strike last trading price was 32.05, which was -16.95 lower than the previous day. The implied volatity was 27.43, the open interest changed by 14 which increased total open position to 110


On 12 Dec SHREECEM was trading at 27228.75. The strike last trading price was 49, which was -8.00 lower than the previous day. The implied volatity was 25.44, the open interest changed by 6 which increased total open position to 97


On 11 Dec SHREECEM was trading at 27305.50. The strike last trading price was 57, which was -42.40 lower than the previous day. The implied volatity was 26.35, the open interest changed by -27 which decreased total open position to 92


On 10 Dec SHREECEM was trading at 27119.30. The strike last trading price was 99.4, which was -64.70 lower than the previous day. The implied volatity was 28.63, the open interest changed by 7 which increased total open position to 128


On 9 Dec SHREECEM was trading at 26711.25. The strike last trading price was 164.1, which was 19.45 higher than the previous day. The implied volatity was 27.77, the open interest changed by 66 which increased total open position to 120


On 6 Dec SHREECEM was trading at 27076.65. The strike last trading price was 144.65, which was -61.40 lower than the previous day. The implied volatity was 27.29, the open interest changed by 3 which increased total open position to 53


On 5 Dec SHREECEM was trading at 26608.00. The strike last trading price was 206.05, which was 86.05 higher than the previous day. The implied volatity was 26.03, the open interest changed by -8 which decreased total open position to 52


On 4 Dec SHREECEM was trading at 27403.90. The strike last trading price was 120, which was -10.00 lower than the previous day. The implied volatity was 26.49, the open interest changed by 3 which increased total open position to 59


On 3 Dec SHREECEM was trading at 27159.35. The strike last trading price was 130, which was -57.30 lower than the previous day. The implied volatity was 26.38, the open interest changed by -20 which decreased total open position to 57


On 2 Dec SHREECEM was trading at 26784.00. The strike last trading price was 187.3, which was -202.55 lower than the previous day. The implied volatity was 25.70, the open interest changed by 43 which increased total open position to 76


On 29 Nov SHREECEM was trading at 26076.45. The strike last trading price was 389.85, which was -582.95 lower than the previous day. The implied volatity was 24.08, the open interest changed by 34 which increased total open position to 34


On 28 Nov SHREECEM was trading at 25545.60. The strike last trading price was 972.8, which was 0.00 lower than the previous day. The implied volatity was 0.79, the open interest changed by 0 which decreased total open position to 0


On 27 Nov SHREECEM was trading at 25421.85. The strike last trading price was 972.8, which was 0.00 lower than the previous day. The implied volatity was 0.53, the open interest changed by 0 which decreased total open position to 0


On 26 Nov SHREECEM was trading at 24980.65. The strike last trading price was 972.8, which was 0.00 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 25467.30. The strike last trading price was 972.8, which was 0.00 lower than the previous day. The implied volatity was 1.07, the open interest changed by 0 which decreased total open position to 0


On 12 Nov SHREECEM was trading at 24372.80. The strike last trading price was 972.8, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 11 Nov SHREECEM was trading at 24418.25. The strike last trading price was 972.8, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 8 Nov SHREECEM was trading at 24533.00. The strike last trading price was 972.8, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 7 Nov SHREECEM was trading at 24778.65. The strike last trading price was 972.8, which was 972.80 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 4 Nov SHREECEM was trading at 24865.30. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 1 Nov SHREECEM was trading at 25241.05. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 0.44, the open interest changed by 0 which decreased total open position to 0


On 31 Oct SHREECEM was trading at 25072.15. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 30 Oct SHREECEM was trading at 25351.35. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 29 Oct SHREECEM was trading at 25331.75. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 28 Oct SHREECEM was trading at 25056.15. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 24 Oct SHREECEM was trading at 25065.30. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 22 Oct SHREECEM was trading at 24434.40. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 11 Oct SHREECEM was trading at 24337.05. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 10 Oct SHREECEM was trading at 24641.80. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 9 Oct SHREECEM was trading at 24975.05. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 8 Oct SHREECEM was trading at 25582.90. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 7 Oct SHREECEM was trading at 25376.45. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 4 Oct SHREECEM was trading at 26034.20. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 3 Oct SHREECEM was trading at 26259.20. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 1 Oct SHREECEM was trading at 26523.25. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 30 Sept SHREECEM was trading at 26308.90. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to