SHREECEM
Shree Cement Limited
Historical option data for SHREECEM
20 Dec 2024 04:11 PM IST
| SHREECEM 26DEC2024 26000 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.89
Vega: 6.55
Theta: -20.70
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 27063.50 | 1133.6 | -411.20 | 26.45 | 5 | 0 | 136 | |||
| 19 Dec | 27617.10 | 1544.8 | -405.20 | - | 3 | -2 | 137 | |||
| 18 Dec | 27908.80 | 1950 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 17 Dec | 28352.20 | 1950 | -39.95 | - | 1 | 0 | 139 | |||
| 16 Dec | 28091.25 | 1989.95 | 276.80 | - | 21 | -4 | 151 | |||
| 13 Dec | 27591.45 | 1713.15 | 413.10 | 20.23 | 40 | -5 | 156 | |||
| 12 Dec | 27228.75 | 1300.05 | -25.35 | - | 3 | 0 | 162 | |||
| 11 Dec | 27305.50 | 1325.4 | 285.40 | - | 16 | -2 | 162 | |||
| 10 Dec | 27119.30 | 1040 | 223.75 | - | 20 | 4 | 163 | |||
| 9 Dec | 26711.25 | 816.25 | -284.05 | - | 36 | 7 | 158 | |||
| 6 Dec | 27076.65 | 1100.3 | 255.30 | - | 18 | 6 | 151 | |||
| 5 Dec | 26608.00 | 845 | -432.25 | 14.00 | 42 | 5 | 143 | |||
| 4 Dec | 27403.90 | 1277.25 | -111.75 | - | 51 | -1 | 138 | |||
| 3 Dec | 27159.35 | 1389 | 188.00 | 15.81 | 41 | 0 | 141 | |||
| 2 Dec | 26784.00 | 1201 | 555.85 | 22.07 | 636 | -65 | 142 | |||
| 29 Nov | 26076.45 | 645.15 | 210.15 | 19.86 | 2,651 | 51 | 208 | |||
| 28 Nov | 25545.60 | 435 | 90.00 | 19.84 | 407 | -2 | 165 | |||
| 27 Nov | 25421.85 | 345 | 90.05 | 17.44 | 328 | 74 | 167 | |||
| 26 Nov | 24980.65 | 254.95 | -229.90 | 19.14 | 119 | 54 | 94 | |||
| 25 Nov | 25467.30 | 484.85 | -1294.65 | 19.10 | 192 | 39 | 39 | |||
| 12 Nov | 24372.80 | 1779.5 | 0.00 | 4.22 | 0 | 0 | 0 | |||
| 7 Nov | 24778.65 | 1779.5 | 0.00 | 2.18 | 0 | 0 | 0 | |||
| 4 Nov | 24865.30 | 1779.5 | 0.00 | 1.91 | 0 | 0 | 0 | |||
| 1 Nov | 25241.05 | 1779.5 | 0.00 | 0.82 | 0 | 0 | 0 | |||
| 31 Oct | 25072.15 | 1779.5 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 25351.35 | 1779.5 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 25331.75 | 1779.5 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 25056.15 | 1779.5 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 25065.30 | 1779.5 | 0.00 | - | 0 | 0 | 0 | |||
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| 22 Oct | 24434.40 | 1779.5 | 1779.50 | - | 0 | 0 | 0 | |||
| 11 Oct | 24337.05 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 24641.80 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 24975.05 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 25582.90 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 25376.45 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 26034.20 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 26259.20 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 26523.25 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 26308.90 | 0 | - | 0 | 0 | 0 | ||||
For Shree Cement Limited - strike price 26000 expiring on 26DEC2024
Delta for 26000 CE is 0.89
Historical price for 26000 CE is as follows
On 20 Dec SHREECEM was trading at 27063.50. The strike last trading price was 1133.6, which was -411.20 lower than the previous day. The implied volatity was 26.45, the open interest changed by 0 which decreased total open position to 136
On 19 Dec SHREECEM was trading at 27617.10. The strike last trading price was 1544.8, which was -405.20 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 137
On 18 Dec SHREECEM was trading at 27908.80. The strike last trading price was 1950, 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 1950, which was -39.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 139
On 16 Dec SHREECEM was trading at 28091.25. The strike last trading price was 1989.95, which was 276.80 higher than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 151
On 13 Dec SHREECEM was trading at 27591.45. The strike last trading price was 1713.15, which was 413.10 higher than the previous day. The implied volatity was 20.23, the open interest changed by -5 which decreased total open position to 156
On 12 Dec SHREECEM was trading at 27228.75. The strike last trading price was 1300.05, which was -25.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 162
On 11 Dec SHREECEM was trading at 27305.50. The strike last trading price was 1325.4, which was 285.40 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 162
On 10 Dec SHREECEM was trading at 27119.30. The strike last trading price was 1040, which was 223.75 higher than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 163
On 9 Dec SHREECEM was trading at 26711.25. The strike last trading price was 816.25, which was -284.05 lower than the previous day. The implied volatity was -, the open interest changed by 7 which increased total open position to 158
On 6 Dec SHREECEM was trading at 27076.65. The strike last trading price was 1100.3, which was 255.30 higher than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 151
On 5 Dec SHREECEM was trading at 26608.00. The strike last trading price was 845, which was -432.25 lower than the previous day. The implied volatity was 14.00, the open interest changed by 5 which increased total open position to 143
On 4 Dec SHREECEM was trading at 27403.90. The strike last trading price was 1277.25, which was -111.75 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 138
On 3 Dec SHREECEM was trading at 27159.35. The strike last trading price was 1389, which was 188.00 higher than the previous day. The implied volatity was 15.81, the open interest changed by 0 which decreased total open position to 141
On 2 Dec SHREECEM was trading at 26784.00. The strike last trading price was 1201, which was 555.85 higher than the previous day. The implied volatity was 22.07, the open interest changed by -65 which decreased total open position to 142
On 29 Nov SHREECEM was trading at 26076.45. The strike last trading price was 645.15, which was 210.15 higher than the previous day. The implied volatity was 19.86, the open interest changed by 51 which increased total open position to 208
On 28 Nov SHREECEM was trading at 25545.60. The strike last trading price was 435, which was 90.00 higher than the previous day. The implied volatity was 19.84, the open interest changed by -2 which decreased total open position to 165
On 27 Nov SHREECEM was trading at 25421.85. The strike last trading price was 345, which was 90.05 higher than the previous day. The implied volatity was 17.44, the open interest changed by 74 which increased total open position to 167
On 26 Nov SHREECEM was trading at 24980.65. The strike last trading price was 254.95, which was -229.90 lower than the previous day. The implied volatity was 19.14, the open interest changed by 54 which increased total open position to 94
On 25 Nov SHREECEM was trading at 25467.30. The strike last trading price was 484.85, which was -1294.65 lower than the previous day. The implied volatity was 19.10, the open interest changed by 39 which increased total open position to 39
On 12 Nov SHREECEM was trading at 24372.80. The strike last trading price was 1779.5, which was 0.00 lower than the previous day. The implied volatity was 4.22, 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 1779.5, which was 0.00 lower than the previous day. The implied volatity was 2.18, 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 1779.5, which was 0.00 lower than the previous day. The implied volatity was 1.91, 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 1779.5, which was 0.00 lower than the previous day. The implied volatity was 0.82, the open interest changed by 0 which decreased total open position to 0
On 31 Oct SHREECEM was trading at 25072.15. The strike last trading price was 1779.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct SHREECEM was trading at 25351.35. The strike last trading price was 1779.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct SHREECEM was trading at 25331.75. The strike last trading price was 1779.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct SHREECEM was trading at 25056.15. The strike last trading price was 1779.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct SHREECEM was trading at 25065.30. The strike last trading price was 1779.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct SHREECEM was trading at 24434.40. The strike last trading price was 1779.5, which was 1779.50 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 11 Oct SHREECEM was trading at 24337.05. 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 which decreased total open position to
On 10 Oct SHREECEM was trading at 24641.80. 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 which decreased total open position to
On 9 Oct SHREECEM was trading at 24975.05. 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 which decreased total open position to
On 8 Oct SHREECEM was trading at 25582.90. 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 which decreased total open position to
On 7 Oct SHREECEM was trading at 25376.45. 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 which decreased total open position to
On 4 Oct SHREECEM was trading at 26034.20. 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 which decreased total open position to
On 3 Oct SHREECEM was trading at 26259.20. 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 which decreased total open position to
On 1 Oct SHREECEM was trading at 26523.25. 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 which decreased total open position to
On 30 Sept SHREECEM was trading at 26308.90. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| SHREECEM 26DEC2024 26000 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.08
Vega: 5.38
Theta: -9.90
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 27063.50 | 32 | 9.95 | 23.48 | 423 | -24 | 302 |
| 19 Dec | 27617.10 | 22.05 | -0.70 | 27.36 | 124 | -18 | 341 |
| 18 Dec | 27908.80 | 22.75 | -6.90 | 29.31 | 162 | -63 | 362 |
| 17 Dec | 28352.20 | 29.65 | -2.00 | 33.77 | 163 | -4 | 421 |
| 16 Dec | 28091.25 | 31.65 | -14.65 | 30.49 | 456 | 75 | 427 |
| 13 Dec | 27591.45 | 46.3 | -44.05 | 24.21 | 460 | 0 | 353 |
| 12 Dec | 27228.75 | 90.35 | -12.00 | 23.82 | 243 | 13 | 354 |
| 11 Dec | 27305.50 | 102.35 | -80.85 | 24.93 | 658 | -25 | 341 |
| 10 Dec | 27119.30 | 183.2 | -131.50 | 28.51 | 550 | -11 | 367 |
| 9 Dec | 26711.25 | 314.7 | 84.70 | 29.15 | 1,245 | 22 | 378 |
| 6 Dec | 27076.65 | 230 | -142.80 | 26.21 | 278 | 7 | 357 |
| 5 Dec | 26608.00 | 372.8 | 183.30 | 27.21 | 519 | 17 | 347 |
| 4 Dec | 27403.90 | 189.5 | -5.70 | 25.33 | 487 | -22 | 331 |
| 3 Dec | 27159.35 | 195.2 | -95.45 | 24.85 | 588 | 14 | 353 |
| 2 Dec | 26784.00 | 290.65 | -313.60 | 24.76 | 1,175 | 219 | 340 |
| 29 Nov | 26076.45 | 604.25 | -577.20 | 24.36 | 738 | 93 | 121 |
| 28 Nov | 25545.60 | 1181.45 | 61.45 | 38.23 | 9 | 4 | 27 |
| 27 Nov | 25421.85 | 1120 | -370.00 | 32.37 | 14 | -3 | 21 |
| 26 Nov | 24980.65 | 1490 | 570.00 | 36.61 | 6 | 4 | 22 |
| 25 Nov | 25467.30 | 920 | -267.50 | 27.69 | 16 | 0 | 2 |
| 12 Nov | 24372.80 | 1187.5 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 24778.65 | 1187.5 | 1187.50 | - | 0 | 0 | 0 |
| 4 Nov | 24865.30 | 0 | 0.00 | - | 0 | 0 | 0 |
| 1 Nov | 25241.05 | 0 | 0.00 | - | 0 | 0 | 0 |
| 31 Oct | 25072.15 | 0 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 25351.35 | 0 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 25331.75 | 0 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 25056.15 | 0 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 25065.30 | 0 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 24434.40 | 0 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 24337.05 | 0 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 24641.80 | 0 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 24975.05 | 0 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 25582.90 | 0 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 25376.45 | 0 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 26034.20 | 0 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 26259.20 | 0 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 26523.25 | 0 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 26308.90 | 0 | - | 0 | 0 | 0 | |
For Shree Cement Limited - strike price 26000 expiring on 26DEC2024
Delta for 26000 PE is -0.08
Historical price for 26000 PE is as follows
On 20 Dec SHREECEM was trading at 27063.50. The strike last trading price was 32, which was 9.95 higher than the previous day. The implied volatity was 23.48, the open interest changed by -24 which decreased total open position to 302
On 19 Dec SHREECEM was trading at 27617.10. The strike last trading price was 22.05, which was -0.70 lower than the previous day. The implied volatity was 27.36, the open interest changed by -18 which decreased total open position to 341
On 18 Dec SHREECEM was trading at 27908.80. The strike last trading price was 22.75, which was -6.90 lower than the previous day. The implied volatity was 29.31, the open interest changed by -63 which decreased total open position to 362
On 17 Dec SHREECEM was trading at 28352.20. The strike last trading price was 29.65, which was -2.00 lower than the previous day. The implied volatity was 33.77, the open interest changed by -4 which decreased total open position to 421
On 16 Dec SHREECEM was trading at 28091.25. The strike last trading price was 31.65, which was -14.65 lower than the previous day. The implied volatity was 30.49, the open interest changed by 75 which increased total open position to 427
On 13 Dec SHREECEM was trading at 27591.45. The strike last trading price was 46.3, which was -44.05 lower than the previous day. The implied volatity was 24.21, the open interest changed by 0 which decreased total open position to 353
On 12 Dec SHREECEM was trading at 27228.75. The strike last trading price was 90.35, which was -12.00 lower than the previous day. The implied volatity was 23.82, the open interest changed by 13 which increased total open position to 354
On 11 Dec SHREECEM was trading at 27305.50. The strike last trading price was 102.35, which was -80.85 lower than the previous day. The implied volatity was 24.93, the open interest changed by -25 which decreased total open position to 341
On 10 Dec SHREECEM was trading at 27119.30. The strike last trading price was 183.2, which was -131.50 lower than the previous day. The implied volatity was 28.51, the open interest changed by -11 which decreased total open position to 367
On 9 Dec SHREECEM was trading at 26711.25. The strike last trading price was 314.7, which was 84.70 higher than the previous day. The implied volatity was 29.15, the open interest changed by 22 which increased total open position to 378
On 6 Dec SHREECEM was trading at 27076.65. The strike last trading price was 230, which was -142.80 lower than the previous day. The implied volatity was 26.21, the open interest changed by 7 which increased total open position to 357
On 5 Dec SHREECEM was trading at 26608.00. The strike last trading price was 372.8, which was 183.30 higher than the previous day. The implied volatity was 27.21, the open interest changed by 17 which increased total open position to 347
On 4 Dec SHREECEM was trading at 27403.90. The strike last trading price was 189.5, which was -5.70 lower than the previous day. The implied volatity was 25.33, the open interest changed by -22 which decreased total open position to 331
On 3 Dec SHREECEM was trading at 27159.35. The strike last trading price was 195.2, which was -95.45 lower than the previous day. The implied volatity was 24.85, the open interest changed by 14 which increased total open position to 353
On 2 Dec SHREECEM was trading at 26784.00. The strike last trading price was 290.65, which was -313.60 lower than the previous day. The implied volatity was 24.76, the open interest changed by 219 which increased total open position to 340
On 29 Nov SHREECEM was trading at 26076.45. The strike last trading price was 604.25, which was -577.20 lower than the previous day. The implied volatity was 24.36, the open interest changed by 93 which increased total open position to 121
On 28 Nov SHREECEM was trading at 25545.60. The strike last trading price was 1181.45, which was 61.45 higher than the previous day. The implied volatity was 38.23, the open interest changed by 4 which increased total open position to 27
On 27 Nov SHREECEM was trading at 25421.85. The strike last trading price was 1120, which was -370.00 lower than the previous day. The implied volatity was 32.37, the open interest changed by -3 which decreased total open position to 21
On 26 Nov SHREECEM was trading at 24980.65. The strike last trading price was 1490, which was 570.00 higher than the previous day. The implied volatity was 36.61, the open interest changed by 4 which increased total open position to 22
On 25 Nov SHREECEM was trading at 25467.30. The strike last trading price was 920, which was -267.50 lower than the previous day. The implied volatity was 27.69, the open interest changed by 0 which decreased total open position to 2
On 12 Nov SHREECEM was trading at 24372.80. The strike last trading price was 1187.5, 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 1187.5, which was 1187.50 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 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 31 Oct SHREECEM was trading at 25072.15. 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 which decreased total open position to
On 30 Oct SHREECEM was trading at 25351.35. 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 which decreased total open position to
On 29 Oct SHREECEM was trading at 25331.75. 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 which decreased total open position to
On 28 Oct SHREECEM was trading at 25056.15. 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 which decreased total open position to
On 24 Oct SHREECEM was trading at 25065.30. 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 which decreased total open position to
On 22 Oct SHREECEM was trading at 24434.40. 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 which decreased total open position to
On 11 Oct SHREECEM was trading at 24337.05. 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 which decreased total open position to
On 10 Oct SHREECEM was trading at 24641.80. 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 which decreased total open position to
On 9 Oct SHREECEM was trading at 24975.05. 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 which decreased total open position to
On 8 Oct SHREECEM was trading at 25582.90. 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 which decreased total open position to
On 7 Oct SHREECEM was trading at 25376.45. 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 which decreased total open position to
On 4 Oct SHREECEM was trading at 26034.20. 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 which decreased total open position to
On 3 Oct SHREECEM was trading at 26259.20. 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 which decreased total open position to
On 1 Oct SHREECEM was trading at 26523.25. 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 which decreased total open position to
On 30 Sept SHREECEM was trading at 26308.90. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
