SHREECEM
Shree Cement Limited
Historical option data for SHREECEM
09 Dec 2025 04:11 PM IST
| SHREECEM 30-DEC-2025 25750 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.71
Vega: 21.35
Theta: -10.97
Gamma: 0.00
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 9 Dec | 26100.00 | 535 | -475 | 11.92 | 11 | 0 | 16 | |||||||||
| 8 Dec | 26135.00 | 1010 | -9.75 | - | 0 | 0 | 16 | |||||||||
| 5 Dec | 26075.00 | 1010 | -9.75 | - | 0 | 0 | 0 | |||||||||
| 4 Dec | 26450.00 | 1010 | -9.75 | - | 0 | 0 | 0 | |||||||||
| 3 Dec | 26300.00 | 1010 | -9.75 | - | 0 | -3 | 0 | |||||||||
| 2 Dec | 26545.00 | 1010 | -9.75 | - | 5 | -1 | 18 | |||||||||
| 1 Dec | 26415.00 | 1019.75 | -53.65 | 18.36 | 2 | 0 | 21 | |||||||||
| 28 Nov | 26400.00 | 1073.4 | -466.05 | 16.46 | 4 | 2 | 21 | |||||||||
| 27 Nov | 26755.00 | 1539.5 | 164.85 | - | 0 | -1 | 0 | |||||||||
| 26 Nov | 26935.00 | 1539.5 | 164.85 | 17.19 | 4 | 0 | 20 | |||||||||
| 25 Nov | 26455.00 | 1374.65 | 104.65 | - | 0 | 0 | 0 | |||||||||
| 24 Nov | 26490.00 | 1374.65 | 104.65 | - | 0 | 11 | 0 | |||||||||
| 21 Nov | 26480.00 | 1374.65 | 104.65 | 22.29 | 12 | 10 | 19 | |||||||||
| 20 Nov | 26480.00 | 1270 | -10.55 | 18.85 | 5 | 0 | 4 | |||||||||
| 19 Nov | 26510.00 | 1280.55 | -2023.75 | 16.75 | 8 | 6 | 6 | |||||||||
| 18 Nov | 26420.00 | 3304.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Nov | 26680.00 | 3304.3 | 0 | - | 0 | 0 | 0 | |||||||||
|
|
||||||||||||||||
| 14 Nov | 26700.00 | 3304.3 | 0 | - | 0 | 0 | 0 | |||||||||
For Shree Cement Limited - strike price 25750 expiring on 30DEC2025
Delta for 25750 CE is 0.71
Historical price for 25750 CE is as follows
On 9 Dec SHREECEM was trading at 26100.00. The strike last trading price was 535, which was -475 lower than the previous day. The implied volatity was 11.92, the open interest changed by 0 which decreased total open position to 16
On 8 Dec SHREECEM was trading at 26135.00. The strike last trading price was 1010, which was -9.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 16
On 5 Dec SHREECEM was trading at 26075.00. The strike last trading price was 1010, which was -9.75 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 1010, which was -9.75 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 1010, which was -9.75 lower than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 0
On 2 Dec SHREECEM was trading at 26545.00. The strike last trading price was 1010, which was -9.75 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 18
On 1 Dec SHREECEM was trading at 26415.00. The strike last trading price was 1019.75, which was -53.65 lower than the previous day. The implied volatity was 18.36, the open interest changed by 0 which decreased total open position to 21
On 28 Nov SHREECEM was trading at 26400.00. The strike last trading price was 1073.4, which was -466.05 lower than the previous day. The implied volatity was 16.46, the open interest changed by 2 which increased total open position to 21
On 27 Nov SHREECEM was trading at 26755.00. The strike last trading price was 1539.5, which was 164.85 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 0
On 26 Nov SHREECEM was trading at 26935.00. The strike last trading price was 1539.5, which was 164.85 higher than the previous day. The implied volatity was 17.19, the open interest changed by 0 which decreased total open position to 20
On 25 Nov SHREECEM was trading at 26455.00. The strike last trading price was 1374.65, which was 104.65 higher 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 1374.65, which was 104.65 higher than the previous day. The implied volatity was -, the open interest changed by 11 which increased total open position to 0
On 21 Nov SHREECEM was trading at 26480.00. The strike last trading price was 1374.65, which was 104.65 higher than the previous day. The implied volatity was 22.29, the open interest changed by 10 which increased total open position to 19
On 20 Nov SHREECEM was trading at 26480.00. The strike last trading price was 1270, which was -10.55 lower than the previous day. The implied volatity was 18.85, the open interest changed by 0 which decreased total open position to 4
On 19 Nov SHREECEM was trading at 26510.00. The strike last trading price was 1280.55, which was -2023.75 lower than the previous day. The implied volatity was 16.75, the open interest changed by 6 which increased total open position to 6
On 18 Nov SHREECEM was trading at 26420.00. The strike last trading price was 3304.3, 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 3304.3, 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 3304.3, 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 25750 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.34
Vega: 22.73
Theta: -6.12
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 9 Dec | 26100.00 | 223.65 | -21.35 | 15.83 | 39 | -3 | 15 |
| 8 Dec | 26135.00 | 245 | 40 | 17.42 | 11 | -1 | 18 |
| 5 Dec | 26075.00 | 205 | -16.45 | - | 0 | 0 | 0 |
| 4 Dec | 26450.00 | 205 | -16.45 | 18.74 | 1 | 0 | 19 |
| 3 Dec | 26300.00 | 221.45 | 16.2 | 17.30 | 14 | 1 | 19 |
| 2 Dec | 26545.00 | 205.25 | -109.75 | - | 0 | 0 | 0 |
| 1 Dec | 26415.00 | 205.25 | -109.75 | - | 0 | 0 | 0 |
| 28 Nov | 26400.00 | 205.25 | -109.75 | - | 0 | 7 | 0 |
| 27 Nov | 26755.00 | 205.25 | -109.75 | 20.75 | 21 | 7 | 18 |
| 26 Nov | 26935.00 | 315 | 0 | - | 0 | 0 | 0 |
| 25 Nov | 26455.00 | 315 | 0 | - | 0 | 1 | 0 |
| 24 Nov | 26490.00 | 315 | 0 | 21.03 | 1 | 0 | 10 |
| 21 Nov | 26480.00 | 315 | 7.9 | 21.04 | 5 | 2 | 7 |
| 20 Nov | 26480.00 | 307.1 | 0 | - | 0 | 1 | 0 |
| 19 Nov | 26510.00 | 307.1 | 0 | 20.85 | 1 | 0 | 4 |
| 18 Nov | 26420.00 | 307.1 | 107.95 | 19.81 | 4 | 2 | 2 |
| 17 Nov | 26680.00 | 199.15 | 0 | 3.25 | 0 | 0 | 0 |
| 14 Nov | 26700.00 | 199.15 | 0 | 3.28 | 0 | 0 | 0 |
For Shree Cement Limited - strike price 25750 expiring on 30DEC2025
Delta for 25750 PE is -0.34
Historical price for 25750 PE is as follows
On 9 Dec SHREECEM was trading at 26100.00. The strike last trading price was 223.65, which was -21.35 lower than the previous day. The implied volatity was 15.83, the open interest changed by -3 which decreased total open position to 15
On 8 Dec SHREECEM was trading at 26135.00. The strike last trading price was 245, which was 40 higher than the previous day. The implied volatity was 17.42, the open interest changed by -1 which decreased total open position to 18
On 5 Dec SHREECEM was trading at 26075.00. The strike last trading price was 205, which was -16.45 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 205, which was -16.45 lower than the previous day. The implied volatity was 18.74, the open interest changed by 0 which decreased total open position to 19
On 3 Dec SHREECEM was trading at 26300.00. The strike last trading price was 221.45, which was 16.2 higher than the previous day. The implied volatity was 17.30, the open interest changed by 1 which increased total open position to 19
On 2 Dec SHREECEM was trading at 26545.00. The strike last trading price was 205.25, which was -109.75 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 205.25, which was -109.75 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 205.25, which was -109.75 lower than the previous day. The implied volatity was -, the open interest changed by 7 which increased total open position to 0
On 27 Nov SHREECEM was trading at 26755.00. The strike last trading price was 205.25, which was -109.75 lower than the previous day. The implied volatity was 20.75, the open interest changed by 7 which increased total open position to 18
On 26 Nov SHREECEM was trading at 26935.00. The strike last trading price was 315, 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 315, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 24 Nov SHREECEM was trading at 26490.00. The strike last trading price was 315, which was 0 lower than the previous day. The implied volatity was 21.03, the open interest changed by 0 which decreased total open position to 10
On 21 Nov SHREECEM was trading at 26480.00. The strike last trading price was 315, which was 7.9 higher than the previous day. The implied volatity was 21.04, the open interest changed by 2 which increased total open position to 7
On 20 Nov SHREECEM was trading at 26480.00. The strike last trading price was 307.1, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 19 Nov SHREECEM was trading at 26510.00. The strike last trading price was 307.1, which was 0 lower than the previous day. The implied volatity was 20.85, the open interest changed by 0 which decreased total open position to 4
On 18 Nov SHREECEM was trading at 26420.00. The strike last trading price was 307.1, which was 107.95 higher than the previous day. The implied volatity was 19.81, the open interest changed by 2 which increased total open position to 2
On 17 Nov SHREECEM was trading at 26680.00. The strike last trading price was 199.15, which was 0 lower than the previous day. The implied volatity was 3.25, 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 199.15, which was 0 lower than the previous day. The implied volatity was 3.28, the open interest changed by 0 which decreased total open position to 0































































































































































































































