SHREECEM
Shree Cement Limited
Historical option data for SHREECEM
09 Dec 2025 04:11 PM IST
| SHREECEM 30-DEC-2025 26000 CE | ||||||||||||||||
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Delta: 0.56
Vega: 24.59
Theta: -14.49
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 9 Dec | 26100.00 | 529.2 | -64.9 | 18.17 | 154 | 25 | 119 | |||||||||
| 8 Dec | 26135.00 | 610 | 32.15 | 19.34 | 120 | 9 | 92 | |||||||||
| 5 Dec | 26075.00 | 587.25 | -157.75 | 16.03 | 50 | 28 | 81 | |||||||||
| 4 Dec | 26450.00 | 745 | -217.5 | - | 0 | 10 | 0 | |||||||||
| 3 Dec | 26300.00 | 745 | -217.5 | 17.82 | 52 | 13 | 56 | |||||||||
| 2 Dec | 26545.00 | 980 | 158.1 | 14.97 | 43 | 6 | 43 | |||||||||
| 1 Dec | 26415.00 | 821.9 | -41.7 | 17.65 | 19 | 5 | 36 | |||||||||
| 28 Nov | 26400.00 | 882 | -218 | 15.98 | 16 | 7 | 33 | |||||||||
| 27 Nov | 26755.00 | 1100 | -233 | 12.92 | 5 | 0 | 26 | |||||||||
| 26 Nov | 26935.00 | 1333 | 354.95 | 17.06 | 3 | -1 | 26 | |||||||||
| 25 Nov | 26455.00 | 978.05 | -60.55 | 16.00 | 11 | 4 | 28 | |||||||||
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| 24 Nov | 26490.00 | 1038.6 | -69.4 | 17.76 | 3 | 1 | 24 | |||||||||
| 21 Nov | 26480.00 | 1108 | -51.35 | 19.01 | 11 | 5 | 24 | |||||||||
| 20 Nov | 26480.00 | 1163.7 | -16.3 | 20.96 | 6 | 4 | 18 | |||||||||
| 19 Nov | 26510.00 | 1180 | -2759.7 | 19.99 | 14 | 13 | 13 | |||||||||
| 18 Nov | 26420.00 | 3939.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Nov | 26680.00 | 3939.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 14 Nov | 26700.00 | 3939.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Nov | 26995.00 | 3939.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Nov | 27035.00 | 3939.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Nov | 27090.00 | 3939.7 | 0 | - | 0 | 0 | 0 | |||||||||
For Shree Cement Limited - strike price 26000 expiring on 30DEC2025
Delta for 26000 CE is 0.56
Historical price for 26000 CE is as follows
On 9 Dec SHREECEM was trading at 26100.00. The strike last trading price was 529.2, which was -64.9 lower than the previous day. The implied volatity was 18.17, the open interest changed by 25 which increased total open position to 119
On 8 Dec SHREECEM was trading at 26135.00. The strike last trading price was 610, which was 32.15 higher than the previous day. The implied volatity was 19.34, the open interest changed by 9 which increased total open position to 92
On 5 Dec SHREECEM was trading at 26075.00. The strike last trading price was 587.25, which was -157.75 lower than the previous day. The implied volatity was 16.03, the open interest changed by 28 which increased total open position to 81
On 4 Dec SHREECEM was trading at 26450.00. The strike last trading price was 745, which was -217.5 lower than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 0
On 3 Dec SHREECEM was trading at 26300.00. The strike last trading price was 745, which was -217.5 lower than the previous day. The implied volatity was 17.82, the open interest changed by 13 which increased total open position to 56
On 2 Dec SHREECEM was trading at 26545.00. The strike last trading price was 980, which was 158.1 higher than the previous day. The implied volatity was 14.97, the open interest changed by 6 which increased total open position to 43
On 1 Dec SHREECEM was trading at 26415.00. The strike last trading price was 821.9, which was -41.7 lower than the previous day. The implied volatity was 17.65, the open interest changed by 5 which increased total open position to 36
On 28 Nov SHREECEM was trading at 26400.00. The strike last trading price was 882, which was -218 lower than the previous day. The implied volatity was 15.98, the open interest changed by 7 which increased total open position to 33
On 27 Nov SHREECEM was trading at 26755.00. The strike last trading price was 1100, which was -233 lower than the previous day. The implied volatity was 12.92, the open interest changed by 0 which decreased total open position to 26
On 26 Nov SHREECEM was trading at 26935.00. The strike last trading price was 1333, which was 354.95 higher than the previous day. The implied volatity was 17.06, the open interest changed by -1 which decreased total open position to 26
On 25 Nov SHREECEM was trading at 26455.00. The strike last trading price was 978.05, which was -60.55 lower than the previous day. The implied volatity was 16.00, the open interest changed by 4 which increased total open position to 28
On 24 Nov SHREECEM was trading at 26490.00. The strike last trading price was 1038.6, which was -69.4 lower than the previous day. The implied volatity was 17.76, the open interest changed by 1 which increased total open position to 24
On 21 Nov SHREECEM was trading at 26480.00. The strike last trading price was 1108, which was -51.35 lower than the previous day. The implied volatity was 19.01, the open interest changed by 5 which increased total open position to 24
On 20 Nov SHREECEM was trading at 26480.00. The strike last trading price was 1163.7, which was -16.3 lower than the previous day. The implied volatity was 20.96, the open interest changed by 4 which increased total open position to 18
On 19 Nov SHREECEM was trading at 26510.00. The strike last trading price was 1180, which was -2759.7 lower than the previous day. The implied volatity was 19.99, the open interest changed by 13 which increased total open position to 13
On 18 Nov SHREECEM was trading at 26420.00. The strike last trading price was 3939.7, 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 3939.7, 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 3939.7, 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 13 Nov SHREECEM was trading at 26995.00. The strike last trading price was 3939.7, 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 11 Nov SHREECEM was trading at 27035.00. The strike last trading price was 3939.7, 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 10 Nov SHREECEM was trading at 27090.00. The strike last trading price was 3939.7, 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 26000 PE | |||||||
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Delta: -0.44
Vega: 24.59
Theta: -7.38
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 9 Dec | 26100.00 | 378.8 | 42.85 | 18.12 | 305 | 21 | 175 |
| 8 Dec | 26135.00 | 327.1 | -28.55 | 16.86 | 182 | -6 | 154 |
| 5 Dec | 26075.00 | 351.9 | 89.25 | 17.63 | 182 | -5 | 171 |
| 4 Dec | 26450.00 | 262.35 | -79.7 | 18.04 | 54 | -5 | 176 |
| 3 Dec | 26300.00 | 343.85 | 103.15 | 18.78 | 459 | -5 | 181 |
| 2 Dec | 26545.00 | 240 | -56.25 | 18.14 | 381 | -12 | 185 |
| 1 Dec | 26415.00 | 315 | -21.45 | 18.35 | 114 | 47 | 185 |
| 28 Nov | 26400.00 | 332 | 85.4 | 19.50 | 250 | 56 | 137 |
| 27 Nov | 26755.00 | 252 | 49.3 | 20.13 | 72 | -14 | 80 |
| 26 Nov | 26935.00 | 206 | -164 | 19.61 | 125 | 27 | 94 |
| 25 Nov | 26455.00 | 370 | -10 | 21.11 | 19 | 8 | 66 |
| 24 Nov | 26490.00 | 380 | -19.55 | 21.02 | 16 | 7 | 57 |
| 21 Nov | 26480.00 | 420 | 7.35 | 21.88 | 22 | 5 | 48 |
| 20 Nov | 26480.00 | 412.65 | -7.35 | 21.19 | 5 | 1 | 41 |
| 19 Nov | 26510.00 | 420 | 0 | 21.99 | 9 | 6 | 38 |
| 18 Nov | 26420.00 | 420 | 45 | 20.91 | 25 | 17 | 31 |
| 17 Nov | 26680.00 | 375 | 15 | 21.27 | 3 | 2 | 13 |
| 14 Nov | 26700.00 | 360 | 100 | 21.71 | 5 | 4 | 10 |
| 13 Nov | 26995.00 | 260 | -55 | 19.63 | 3 | 2 | 5 |
| 11 Nov | 27035.00 | 315 | 15 | 21.46 | 2 | 1 | 2 |
| 10 Nov | 27090.00 | 300 | 19 | 21.92 | 1 | 0 | 0 |
For Shree Cement Limited - strike price 26000 expiring on 30DEC2025
Delta for 26000 PE is -0.44
Historical price for 26000 PE is as follows
On 9 Dec SHREECEM was trading at 26100.00. The strike last trading price was 378.8, which was 42.85 higher than the previous day. The implied volatity was 18.12, the open interest changed by 21 which increased total open position to 175
On 8 Dec SHREECEM was trading at 26135.00. The strike last trading price was 327.1, which was -28.55 lower than the previous day. The implied volatity was 16.86, the open interest changed by -6 which decreased total open position to 154
On 5 Dec SHREECEM was trading at 26075.00. The strike last trading price was 351.9, which was 89.25 higher than the previous day. The implied volatity was 17.63, the open interest changed by -5 which decreased total open position to 171
On 4 Dec SHREECEM was trading at 26450.00. The strike last trading price was 262.35, which was -79.7 lower than the previous day. The implied volatity was 18.04, the open interest changed by -5 which decreased total open position to 176
On 3 Dec SHREECEM was trading at 26300.00. The strike last trading price was 343.85, which was 103.15 higher than the previous day. The implied volatity was 18.78, the open interest changed by -5 which decreased total open position to 181
On 2 Dec SHREECEM was trading at 26545.00. The strike last trading price was 240, which was -56.25 lower than the previous day. The implied volatity was 18.14, the open interest changed by -12 which decreased total open position to 185
On 1 Dec SHREECEM was trading at 26415.00. The strike last trading price was 315, which was -21.45 lower than the previous day. The implied volatity was 18.35, the open interest changed by 47 which increased total open position to 185
On 28 Nov SHREECEM was trading at 26400.00. The strike last trading price was 332, which was 85.4 higher than the previous day. The implied volatity was 19.50, the open interest changed by 56 which increased total open position to 137
On 27 Nov SHREECEM was trading at 26755.00. The strike last trading price was 252, which was 49.3 higher than the previous day. The implied volatity was 20.13, the open interest changed by -14 which decreased total open position to 80
On 26 Nov SHREECEM was trading at 26935.00. The strike last trading price was 206, which was -164 lower than the previous day. The implied volatity was 19.61, the open interest changed by 27 which increased total open position to 94
On 25 Nov SHREECEM was trading at 26455.00. The strike last trading price was 370, which was -10 lower than the previous day. The implied volatity was 21.11, the open interest changed by 8 which increased total open position to 66
On 24 Nov SHREECEM was trading at 26490.00. The strike last trading price was 380, which was -19.55 lower than the previous day. The implied volatity was 21.02, the open interest changed by 7 which increased total open position to 57
On 21 Nov SHREECEM was trading at 26480.00. The strike last trading price was 420, which was 7.35 higher than the previous day. The implied volatity was 21.88, the open interest changed by 5 which increased total open position to 48
On 20 Nov SHREECEM was trading at 26480.00. The strike last trading price was 412.65, which was -7.35 lower than the previous day. The implied volatity was 21.19, the open interest changed by 1 which increased total open position to 41
On 19 Nov SHREECEM was trading at 26510.00. The strike last trading price was 420, which was 0 lower than the previous day. The implied volatity was 21.99, the open interest changed by 6 which increased total open position to 38
On 18 Nov SHREECEM was trading at 26420.00. The strike last trading price was 420, which was 45 higher than the previous day. The implied volatity was 20.91, the open interest changed by 17 which increased total open position to 31
On 17 Nov SHREECEM was trading at 26680.00. The strike last trading price was 375, which was 15 higher than the previous day. The implied volatity was 21.27, the open interest changed by 2 which increased total open position to 13
On 14 Nov SHREECEM was trading at 26700.00. The strike last trading price was 360, which was 100 higher than the previous day. The implied volatity was 21.71, the open interest changed by 4 which increased total open position to 10
On 13 Nov SHREECEM was trading at 26995.00. The strike last trading price was 260, which was -55 lower than the previous day. The implied volatity was 19.63, the open interest changed by 2 which increased total open position to 5
On 11 Nov SHREECEM was trading at 27035.00. The strike last trading price was 315, which was 15 higher than the previous day. The implied volatity was 21.46, the open interest changed by 1 which increased total open position to 2
On 10 Nov SHREECEM was trading at 27090.00. The strike last trading price was 300, which was 19 higher than the previous day. The implied volatity was 21.92, the open interest changed by 0 which decreased total open position to 0































































































































































































































