SHREECEM
Shree Cement Limited
Historical option data for SHREECEM
20 Dec 2024 04:11 PM IST
| SHREECEM 26DEC2024 25750 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 27063.50 | 1435.25 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 19 Dec | 27617.10 | 1435.25 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 18 Dec | 27908.80 | 1435.25 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 17 Dec | 28352.20 | 1435.25 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 16 Dec | 28091.25 | 1435.25 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Dec | 27591.45 | 1435.25 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Dec | 27228.75 | 1435.25 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 27305.50 | 1435.25 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 10 Dec | 27119.30 | 1435.25 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 9 Dec | 26711.25 | 1435.25 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Dec | 27076.65 | 1435.25 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Dec | 26608.00 | 1435.25 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 4 Dec | 27403.90 | 1435.25 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 3 Dec | 27159.35 | 1435.25 | 0.00 | 0.00 | 0 | -1 | 0 | |||
| 2 Dec | 26784.00 | 1435.25 | 648.40 | 24.37 | 1 | 0 | 8 | |||
| 29 Nov | 26076.45 | 786.85 | 292.25 | 19.85 | 54 | -9 | 7 | |||
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| 28 Nov | 25545.60 | 494.6 | 50.60 | 18.02 | 21 | 15 | 17 | |||
| 27 Nov | 25421.85 | 444 | -464.75 | 17.46 | 2 | 0 | 0 | |||
| 26 Nov | 24980.65 | 908.75 | 0.00 | 1.93 | 0 | 0 | 0 | |||
| 25 Nov | 25467.30 | 908.75 | 0.00 | 0.19 | 0 | 0 | 0 | |||
| 12 Nov | 24372.80 | 908.75 | 0.00 | 2.79 | 0 | 0 | 0 | |||
| 8 Nov | 24533.00 | 908.75 | 0.00 | 2.34 | 0 | 0 | 0 | |||
| 7 Nov | 24778.65 | 908.75 | 908.75 | 1.67 | 0 | 0 | 0 | |||
| 4 Nov | 24865.30 | 0 | 0.00 | 1.40 | 0 | 0 | 0 | |||
| 1 Nov | 25241.05 | 0 | 0.21 | 0 | 0 | 0 | ||||
For Shree Cement Limited - strike price 25750 expiring on 26DEC2024
Delta for 25750 CE is 0.00
Historical price for 25750 CE is as follows
On 20 Dec SHREECEM was trading at 27063.50. The strike last trading price was 1435.25, 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 19 Dec SHREECEM was trading at 27617.10. The strike last trading price was 1435.25, 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 18 Dec SHREECEM was trading at 27908.80. The strike last trading price was 1435.25, 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 17 Dec SHREECEM was trading at 28352.20. The strike last trading price was 1435.25, 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 1435.25, 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 13 Dec SHREECEM was trading at 27591.45. The strike last trading price was 1435.25, 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 1435.25, 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 1435.25, 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 10 Dec SHREECEM was trading at 27119.30. The strike last trading price was 1435.25, 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 9 Dec SHREECEM was trading at 26711.25. The strike last trading price was 1435.25, 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 6 Dec SHREECEM was trading at 27076.65. The strike last trading price was 1435.25, 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 1435.25, 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 4 Dec SHREECEM was trading at 27403.90. The strike last trading price was 1435.25, 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 3 Dec SHREECEM was trading at 27159.35. The strike last trading price was 1435.25, 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 2 Dec SHREECEM was trading at 26784.00. The strike last trading price was 1435.25, which was 648.40 higher than the previous day. The implied volatity was 24.37, the open interest changed by 0 which decreased total open position to 8
On 29 Nov SHREECEM was trading at 26076.45. The strike last trading price was 786.85, which was 292.25 higher than the previous day. The implied volatity was 19.85, the open interest changed by -9 which decreased total open position to 7
On 28 Nov SHREECEM was trading at 25545.60. The strike last trading price was 494.6, which was 50.60 higher than the previous day. The implied volatity was 18.02, the open interest changed by 15 which increased total open position to 17
On 27 Nov SHREECEM was trading at 25421.85. The strike last trading price was 444, which was -464.75 lower than the previous day. The implied volatity was 17.46, 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 908.75, which was 0.00 lower than the previous day. The implied volatity was 1.93, 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 908.75, which was 0.00 lower than the previous day. The implied volatity was 0.19, 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 908.75, which was 0.00 lower than the previous day. The implied volatity was 2.79, 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 908.75, which was 0.00 lower than the previous day. The implied volatity was 2.34, 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 908.75, which was 908.75 higher than the previous day. The implied volatity was 1.67, 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 1.40, 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 lower than the previous day. The implied volatity was 0.21, the open interest changed by 0 which decreased total open position to 0
| SHREECEM 26DEC2024 25750 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.05
Vega: 3.80
Theta: -7.35
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 27063.50 | 19.65 | -36.65 | 24.53 | 15 | -5 | 17 |
| 19 Dec | 27617.10 | 56.3 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Dec | 27908.80 | 56.3 | 0.00 | 0.00 | 0 | 0 | 0 |
| 17 Dec | 28352.20 | 56.3 | 0.00 | 0.00 | 0 | 0 | 0 |
| 16 Dec | 28091.25 | 56.3 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Dec | 27591.45 | 56.3 | 0.00 | 0.00 | 0 | 1 | 0 |
| 12 Dec | 27228.75 | 56.3 | -21.70 | 23.52 | 3 | 1 | 22 |
| 11 Dec | 27305.50 | 78 | -149.60 | 25.78 | 41 | 3 | 22 |
| 10 Dec | 27119.30 | 227.6 | 0.00 | 0.00 | 0 | 3 | 0 |
| 9 Dec | 26711.25 | 227.6 | 23.85 | 28.23 | 36 | 4 | 20 |
| 6 Dec | 27076.65 | 203.75 | -11.25 | 27.94 | 2 | 1 | 16 |
| 5 Dec | 26608.00 | 215 | 58.75 | 23.34 | 11 | 4 | 16 |
| 4 Dec | 27403.90 | 156.25 | -328.70 | 26.22 | 4 | 0 | 12 |
| 3 Dec | 27159.35 | 484.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 2 Dec | 26784.00 | 484.95 | 0.00 | 0.00 | 0 | 11 | 0 |
| 29 Nov | 26076.45 | 484.95 | -500.10 | 24.04 | 30 | 12 | 13 |
| 28 Nov | 25545.60 | 985.05 | 0.00 | 0.00 | 0 | 1 | 0 |
| 27 Nov | 25421.85 | 985.05 | -315.50 | 32.49 | 1 | 0 | 0 |
| 26 Nov | 24980.65 | 1300.55 | 0.00 | - | 0 | 0 | 0 |
| 25 Nov | 25467.30 | 1300.55 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 24372.80 | 1300.55 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 24533.00 | 1300.55 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 24778.65 | 1300.55 | 1300.55 | - | 0 | 0 | 0 |
| 4 Nov | 24865.30 | 0 | 0.00 | - | 0 | 0 | 0 |
| 1 Nov | 25241.05 | 0 | - | 0 | 0 | 0 | |
For Shree Cement Limited - strike price 25750 expiring on 26DEC2024
Delta for 25750 PE is -0.05
Historical price for 25750 PE is as follows
On 20 Dec SHREECEM was trading at 27063.50. The strike last trading price was 19.65, which was -36.65 lower than the previous day. The implied volatity was 24.53, the open interest changed by -5 which decreased total open position to 17
On 19 Dec SHREECEM was trading at 27617.10. The strike last trading price was 56.3, 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 18 Dec SHREECEM was trading at 27908.80. The strike last trading price was 56.3, 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 17 Dec SHREECEM was trading at 28352.20. The strike last trading price was 56.3, 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 56.3, 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 13 Dec SHREECEM was trading at 27591.45. The strike last trading price was 56.3, 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 12 Dec SHREECEM was trading at 27228.75. The strike last trading price was 56.3, which was -21.70 lower than the previous day. The implied volatity was 23.52, the open interest changed by 1 which increased total open position to 22
On 11 Dec SHREECEM was trading at 27305.50. The strike last trading price was 78, which was -149.60 lower than the previous day. The implied volatity was 25.78, the open interest changed by 3 which increased total open position to 22
On 10 Dec SHREECEM was trading at 27119.30. The strike last trading price was 227.6, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 9 Dec SHREECEM was trading at 26711.25. The strike last trading price was 227.6, which was 23.85 higher than the previous day. The implied volatity was 28.23, the open interest changed by 4 which increased total open position to 20
On 6 Dec SHREECEM was trading at 27076.65. The strike last trading price was 203.75, which was -11.25 lower than the previous day. The implied volatity was 27.94, the open interest changed by 1 which increased total open position to 16
On 5 Dec SHREECEM was trading at 26608.00. The strike last trading price was 215, which was 58.75 higher than the previous day. The implied volatity was 23.34, the open interest changed by 4 which increased total open position to 16
On 4 Dec SHREECEM was trading at 27403.90. The strike last trading price was 156.25, which was -328.70 lower than the previous day. The implied volatity was 26.22, the open interest changed by 0 which decreased total open position to 12
On 3 Dec SHREECEM was trading at 27159.35. The strike last trading price was 484.95, 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 2 Dec SHREECEM was trading at 26784.00. The strike last trading price was 484.95, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 11 which increased total open position to 0
On 29 Nov SHREECEM was trading at 26076.45. The strike last trading price was 484.95, which was -500.10 lower than the previous day. The implied volatity was 24.04, the open interest changed by 12 which increased total open position to 13
On 28 Nov SHREECEM was trading at 25545.60. The strike last trading price was 985.05, 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 27 Nov SHREECEM was trading at 25421.85. The strike last trading price was 985.05, which was -315.50 lower than the previous day. The implied volatity was 32.49, 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 1300.55, 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 1300.55, 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 12 Nov SHREECEM was trading at 24372.80. The strike last trading price was 1300.55, 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 1300.55, 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 1300.55, which was 1300.55 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 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
