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

25783.15 -143.65 (-0.55%)

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Historical option data for SHREECEM

24 Jan 2025 04:11 PM IST
SHREECEM 30JAN2025 25500 CE
Delta: 0.61
Vega: 12.64
Theta: -39.36
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
24 Jan 25783.15 597.7 -165.35 33.42 253 -14 118
23 Jan 25926.80 680.7 312.05 34.37 231 8 133
22 Jan 25292.55 368.65 64.05 28.79 123 7 124
21 Jan 25086.75 304.6 -56.85 28.52 297 6 117
20 Jan 25146.00 361.45 -58.65 29.15 56 -2 112
17 Jan 25315.45 420.1 -49.90 22.21 144 14 115
16 Jan 25417.45 470 15.30 26.11 60 4 102
15 Jan 25294.60 454.7 60.65 23.73 30 2 98
14 Jan 25130.20 394.05 112.40 20.62 18 2 96
13 Jan 24874.50 281.65 -276.30 23.53 93 19 95
10 Jan 25738.30 557.95 -241.05 19.00 24 0 76
9 Jan 25961.80 799 -180.75 16.06 23 4 76
8 Jan 26027.45 979.75 2.50 21.77 18 7 72
7 Jan 26003.90 977.25 -27.75 22.65 15 0 64
6 Jan 25908.60 1005 -80.05 23.42 9 -1 64
3 Jan 26096.25 1085.05 -231.40 18.83 5 0 66
2 Jan 26689.90 1316.45 621.25 - 199 -14 66
1 Jan 25504.25 695.2 -144.90 20.62 283 71 80
31 Dec 25694.20 840.1 -557.35 21.07 20 8 8
30 Dec 25790.35 1397.45 0.00 - 0 0 0
27 Dec 26049.00 1397.45 0.00 - 0 0 0
26 Dec 26342.70 1397.45 0.00 - 0 0 0
24 Dec 26707.70 1397.45 0.00 - 0 0 0
5 Dec 26608.00 1397.45 0.00 - 0 0 0
28 Nov 25545.60 1397.45 1397.45 - 0 0 0
26 Nov 24980.65 0 0.00 0.25 0 0 0
6 Nov 25009.15 0 0.00 - 0 0 0
5 Nov 24695.90 0 0.00 0.43 0 0 0
4 Nov 24865.30 0 0.09 0 0 0


For Shree Cement Limited - strike price 25500 expiring on 30JAN2025

Delta for 25500 CE is 0.61

Historical price for 25500 CE is as follows

On 24 Jan SHREECEM was trading at 25783.15. The strike last trading price was 597.7, which was -165.35 lower than the previous day. The implied volatity was 33.42, the open interest changed by -14 which decreased total open position to 118


On 23 Jan SHREECEM was trading at 25926.80. The strike last trading price was 680.7, which was 312.05 higher than the previous day. The implied volatity was 34.37, the open interest changed by 8 which increased total open position to 133


On 22 Jan SHREECEM was trading at 25292.55. The strike last trading price was 368.65, which was 64.05 higher than the previous day. The implied volatity was 28.79, the open interest changed by 7 which increased total open position to 124


On 21 Jan SHREECEM was trading at 25086.75. The strike last trading price was 304.6, which was -56.85 lower than the previous day. The implied volatity was 28.52, the open interest changed by 6 which increased total open position to 117


On 20 Jan SHREECEM was trading at 25146.00. The strike last trading price was 361.45, which was -58.65 lower than the previous day. The implied volatity was 29.15, the open interest changed by -2 which decreased total open position to 112


On 17 Jan SHREECEM was trading at 25315.45. The strike last trading price was 420.1, which was -49.90 lower than the previous day. The implied volatity was 22.21, the open interest changed by 14 which increased total open position to 115


On 16 Jan SHREECEM was trading at 25417.45. The strike last trading price was 470, which was 15.30 higher than the previous day. The implied volatity was 26.11, the open interest changed by 4 which increased total open position to 102


On 15 Jan SHREECEM was trading at 25294.60. The strike last trading price was 454.7, which was 60.65 higher than the previous day. The implied volatity was 23.73, the open interest changed by 2 which increased total open position to 98


On 14 Jan SHREECEM was trading at 25130.20. The strike last trading price was 394.05, which was 112.40 higher than the previous day. The implied volatity was 20.62, the open interest changed by 2 which increased total open position to 96


On 13 Jan SHREECEM was trading at 24874.50. The strike last trading price was 281.65, which was -276.30 lower than the previous day. The implied volatity was 23.53, the open interest changed by 19 which increased total open position to 95


On 10 Jan SHREECEM was trading at 25738.30. The strike last trading price was 557.95, which was -241.05 lower than the previous day. The implied volatity was 19.00, the open interest changed by 0 which decreased total open position to 76


On 9 Jan SHREECEM was trading at 25961.80. The strike last trading price was 799, which was -180.75 lower than the previous day. The implied volatity was 16.06, the open interest changed by 4 which increased total open position to 76


On 8 Jan SHREECEM was trading at 26027.45. The strike last trading price was 979.75, which was 2.50 higher than the previous day. The implied volatity was 21.77, the open interest changed by 7 which increased total open position to 72


On 7 Jan SHREECEM was trading at 26003.90. The strike last trading price was 977.25, which was -27.75 lower than the previous day. The implied volatity was 22.65, the open interest changed by 0 which decreased total open position to 64


On 6 Jan SHREECEM was trading at 25908.60. The strike last trading price was 1005, which was -80.05 lower than the previous day. The implied volatity was 23.42, the open interest changed by -1 which decreased total open position to 64


On 3 Jan SHREECEM was trading at 26096.25. The strike last trading price was 1085.05, which was -231.40 lower than the previous day. The implied volatity was 18.83, the open interest changed by 0 which decreased total open position to 66


On 2 Jan SHREECEM was trading at 26689.90. The strike last trading price was 1316.45, which was 621.25 higher than the previous day. The implied volatity was -, the open interest changed by -14 which decreased total open position to 66


On 1 Jan SHREECEM was trading at 25504.25. The strike last trading price was 695.2, which was -144.90 lower than the previous day. The implied volatity was 20.62, the open interest changed by 71 which increased total open position to 80


On 31 Dec SHREECEM was trading at 25694.20. The strike last trading price was 840.1, which was -557.35 lower than the previous day. The implied volatity was 21.07, the open interest changed by 8 which increased total open position to 8


On 30 Dec SHREECEM was trading at 25790.35. The strike last trading price was 1397.45, 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 27 Dec SHREECEM was trading at 26049.00. The strike last trading price was 1397.45, 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 26 Dec SHREECEM was trading at 26342.70. The strike last trading price was 1397.45, 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 24 Dec SHREECEM was trading at 26707.70. The strike last trading price was 1397.45, 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 5 Dec SHREECEM was trading at 26608.00. The strike last trading price was 1397.45, 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 28 Nov SHREECEM was trading at 25545.60. The strike last trading price was 1397.45, which was 1397.45 higher 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 24980.65. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 0.25, the open interest changed by 0 which decreased total open position to 0


On 6 Nov SHREECEM was trading at 25009.15. 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 0 which decreased total open position to 0


On 5 Nov SHREECEM was trading at 24695.90. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 0.43, 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 lower than the previous day. The implied volatity was 0.09, the open interest changed by 0 which decreased total open position to 0


SHREECEM 30JAN2025 25500 PE
Delta: -0.38
Vega: 12.60
Theta: -30.74
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
24 Jan 25783.15 289 -8.9 31.93 116 4 94
23 Jan 25926.80 313.95 -266.05 33.05 126 40 86
22 Jan 25292.55 580 -100.75 34.11 70 2 37
21 Jan 25086.75 680.75 -58.85 31.40 7 -1 35
20 Jan 25146.00 739.6 75.70 35.44 15 -2 37
17 Jan 25315.45 663.9 -13.05 35.17 35 -7 38
16 Jan 25417.45 676.95 -270.10 31.66 13 -1 44
15 Jan 25294.60 947.05 0.00 0.00 0 -2 0
14 Jan 25130.20 947.05 -172.95 42.65 4 -1 46
13 Jan 24874.50 1120 435.50 37.87 13 -5 48
10 Jan 25738.30 684.5 214.40 32.81 45 -3 55
9 Jan 25961.80 470.1 37.25 30.51 44 -5 58
8 Jan 26027.45 432.85 -55.05 28.34 68 -9 61
7 Jan 26003.90 487.9 -109.35 30.24 45 9 74
6 Jan 25908.60 597.25 192.25 33.96 223 -18 66
3 Jan 26096.25 405 145.70 27.52 78 -31 85
2 Jan 26689.90 259.3 -487.55 26.24 113 27 115
1 Jan 25504.25 746.85 153.25 29.56 157 16 88
31 Dec 25694.20 593.6 318.60 26.79 392 71 72
30 Dec 25790.35 275 0.00 0.00 0 0 0
27 Dec 26049.00 275 0.00 0.00 0 1 0
26 Dec 26342.70 275 -1091.65 21.39 1 0 0
24 Dec 26707.70 1366.65 0.00 4.08 0 0 0
5 Dec 26608.00 1366.65 0.00 3.42 0 0 0
28 Nov 25545.60 1366.65 0.00 1.10 0 0 0
26 Nov 24980.65 1366.65 1366.65 - 0 0 0
6 Nov 25009.15 0 0.00 0.36 0 0 0
5 Nov 24695.90 0 0.00 - 0 0 0
4 Nov 24865.30 0 - 0 0 0


For Shree Cement Limited - strike price 25500 expiring on 30JAN2025

Delta for 25500 PE is -0.38

Historical price for 25500 PE is as follows

On 24 Jan SHREECEM was trading at 25783.15. The strike last trading price was 289, which was -8.9 lower than the previous day. The implied volatity was 31.93, the open interest changed by 4 which increased total open position to 94


On 23 Jan SHREECEM was trading at 25926.80. The strike last trading price was 313.95, which was -266.05 lower than the previous day. The implied volatity was 33.05, the open interest changed by 40 which increased total open position to 86


On 22 Jan SHREECEM was trading at 25292.55. The strike last trading price was 580, which was -100.75 lower than the previous day. The implied volatity was 34.11, the open interest changed by 2 which increased total open position to 37


On 21 Jan SHREECEM was trading at 25086.75. The strike last trading price was 680.75, which was -58.85 lower than the previous day. The implied volatity was 31.40, the open interest changed by -1 which decreased total open position to 35


On 20 Jan SHREECEM was trading at 25146.00. The strike last trading price was 739.6, which was 75.70 higher than the previous day. The implied volatity was 35.44, the open interest changed by -2 which decreased total open position to 37


On 17 Jan SHREECEM was trading at 25315.45. The strike last trading price was 663.9, which was -13.05 lower than the previous day. The implied volatity was 35.17, the open interest changed by -7 which decreased total open position to 38


On 16 Jan SHREECEM was trading at 25417.45. The strike last trading price was 676.95, which was -270.10 lower than the previous day. The implied volatity was 31.66, the open interest changed by -1 which decreased total open position to 44


On 15 Jan SHREECEM was trading at 25294.60. The strike last trading price was 947.05, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -2 which decreased total open position to 0


On 14 Jan SHREECEM was trading at 25130.20. The strike last trading price was 947.05, which was -172.95 lower than the previous day. The implied volatity was 42.65, the open interest changed by -1 which decreased total open position to 46


On 13 Jan SHREECEM was trading at 24874.50. The strike last trading price was 1120, which was 435.50 higher than the previous day. The implied volatity was 37.87, the open interest changed by -5 which decreased total open position to 48


On 10 Jan SHREECEM was trading at 25738.30. The strike last trading price was 684.5, which was 214.40 higher than the previous day. The implied volatity was 32.81, the open interest changed by -3 which decreased total open position to 55


On 9 Jan SHREECEM was trading at 25961.80. The strike last trading price was 470.1, which was 37.25 higher than the previous day. The implied volatity was 30.51, the open interest changed by -5 which decreased total open position to 58


On 8 Jan SHREECEM was trading at 26027.45. The strike last trading price was 432.85, which was -55.05 lower than the previous day. The implied volatity was 28.34, the open interest changed by -9 which decreased total open position to 61


On 7 Jan SHREECEM was trading at 26003.90. The strike last trading price was 487.9, which was -109.35 lower than the previous day. The implied volatity was 30.24, the open interest changed by 9 which increased total open position to 74


On 6 Jan SHREECEM was trading at 25908.60. The strike last trading price was 597.25, which was 192.25 higher than the previous day. The implied volatity was 33.96, the open interest changed by -18 which decreased total open position to 66


On 3 Jan SHREECEM was trading at 26096.25. The strike last trading price was 405, which was 145.70 higher than the previous day. The implied volatity was 27.52, the open interest changed by -31 which decreased total open position to 85


On 2 Jan SHREECEM was trading at 26689.90. The strike last trading price was 259.3, which was -487.55 lower than the previous day. The implied volatity was 26.24, the open interest changed by 27 which increased total open position to 115


On 1 Jan SHREECEM was trading at 25504.25. The strike last trading price was 746.85, which was 153.25 higher than the previous day. The implied volatity was 29.56, the open interest changed by 16 which increased total open position to 88


On 31 Dec SHREECEM was trading at 25694.20. The strike last trading price was 593.6, which was 318.60 higher than the previous day. The implied volatity was 26.79, the open interest changed by 71 which increased total open position to 72


On 30 Dec SHREECEM was trading at 25790.35. The strike last trading price was 275, 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 27 Dec SHREECEM was trading at 26049.00. The strike last trading price was 275, 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 26 Dec SHREECEM was trading at 26342.70. The strike last trading price was 275, which was -1091.65 lower than the previous day. The implied volatity was 21.39, the open interest changed by 0 which decreased total open position to 0


On 24 Dec SHREECEM was trading at 26707.70. The strike last trading price was 1366.65, which was 0.00 lower than the previous day. The implied volatity was 4.08, 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 1366.65, which was 0.00 lower than the previous day. The implied volatity was 3.42, the open interest changed by 0 which decreased total open position to 0


On 28 Nov SHREECEM was trading at 25545.60. The strike last trading price was 1366.65, 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 26 Nov SHREECEM was trading at 24980.65. The strike last trading price was 1366.65, which was 1366.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 6 Nov SHREECEM was trading at 25009.15. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 0.36, the open interest changed by 0 which decreased total open position to 0


On 5 Nov SHREECEM was trading at 24695.90. 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 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 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0