[--[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 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