Historical option data for SHREECEM
29 Jun 2026 10:50 AM IST
| SHREECEM 28-Jul-2026 (27d) 25750 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.52
Vega: 0.29
Theta: -12.57
Gamma: 0.00024
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 29 Jun | 25585.00 | 675 | -105.8 (-13.55%) | 22.4 | 5 | 2 | 31 | |||||||||
| 25 Jun | 25735.00 | 779.55 | -45.65 (-5.53%) | 24.08 | 4 | 0 | 29 | |||||||||
| 24 Jun | 26070.00 | 825.2 | -151.8 (-15.54%) | 16.96 | 29 | 25 | 25 | |||||||||
For Shree Cement Limited - strike price 25750 expiring on 28JUL2026
Delta for 25750 CE is 0.52
Historical price for 25750 CE is as follows
On 29 Jun SHREECEM was trading at 25585.00. The strike last trading price was 675, which was -105.8 lower than the previous day. The implied volatity was 22.4, the open interest changed by 2 which increased total open position to 31
On 25 Jun SHREECEM was trading at 25735.00. The strike last trading price was 779.55, which was -45.65 lower than the previous day. The implied volatity was 24.08, the open interest changed by 0 which decreased total open position to 29
On 24 Jun SHREECEM was trading at 26070.00. The strike last trading price was 825.2, which was -151.8 lower than the previous day. The implied volatity was 16.96, the open interest changed by 25 which increased total open position to 25
| SHREECEM 28-Jul-2026 (27d) 25750 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 29 Jun | 25585.00 | 840.2 | 840.2 | - | 3 | 0 | 132 |
| 25 Jun | 25735.00 | 863.3 | -16.7 (-1.90%) | 30.15 | 3 | 0 | 132 |
| 24 Jun | 26070.00 | 849.3 | -433.7 (-33.80%) | 34.21 | 142 | 134 | 134 |
For Shree Cement Limited - strike price 25750 expiring on 28JUL2026
Delta for 25750 PE is -
Historical price for 25750 PE is as follows
On 29 Jun SHREECEM was trading at 25585.00. The strike last trading price was 840.2, which was 840.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 132
On 25 Jun SHREECEM was trading at 25735.00. The strike last trading price was 863.3, which was -16.7 lower than the previous day. The implied volatity was 30.15, the open interest changed by 0 which decreased total open position to 132
On 24 Jun SHREECEM was trading at 26070.00. The strike last trading price was 849.3, which was -433.7 lower than the previous day. The implied volatity was 34.21, the open interest changed by 134 which increased total open position to 134
