[--[65.84.65.76]--]

SHREECEM

Shree Cement Limited
26145 +205.00 (0.79%)
L: 25850 H: 26190

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Historical option data for SHREECEM

24 Dec 2025 04:11 PM IST
SHREECEM 27-JAN-2026 26000 CE
Delta: 0.62
Vega: 30.34
Theta: -11.80
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
24 Dec 26145.00 747 117.15 16.94 100 27 88
23 Dec 25940.00 613.7 73.7 16.37 43 17 61
22 Dec 25710.00 540 -3.95 17.44 33 4 44
19 Dec 25600.00 556.85 -2786.05 18.43 74 40 40
18 Dec 25645.00 3342.9 0 - 0 0 0
17 Dec 26045.00 3342.9 0 - 0 0 0
16 Dec 25990.00 3342.9 0 - 0 0 0
15 Dec 26625.00 3342.9 0 - 0 0 0
12 Dec 26285.00 3342.9 0 - 0 0 0
11 Dec 26080.00 3342.9 0 - 0 0 0
10 Dec 25885.00 3342.9 0 - 0 0 0
9 Dec 26100.00 3342.9 0 - 0 0 0
8 Dec 26135.00 3342.9 0 - 0 0 0
5 Dec 26075.00 3342.9 0 - 0 0 0
4 Dec 26450.00 3342.9 0 - 0 0 0
3 Dec 26300.00 3342.9 0 - 0 0 0
2 Dec 26545.00 3342.9 0 - 0 0 0
28 Nov 26400.00 3342.9 0 - 0 0 0
27 Nov 26755.00 3342.9 0 - 0 0 0
26 Nov 26935.00 3342.9 0 - 0 0 0
25 Nov 26455.00 3342.9 0 - 0 0 0
24 Nov 26490.00 3342.9 0 - 0 0 0
21 Nov 26480.00 3342.9 0 - 0 0 0
20 Nov 26480.00 3342.9 0 - 0 0 0
19 Nov 26510.00 3342.9 0 - 0 0 0
17 Nov 26680.00 3342.9 0 - 0 0 0
14 Nov 26700.00 3342.9 0 - 0 0 0
13 Nov 26995.00 0 0 - 0 0 0
12 Nov 27095.00 0 0 - 0 0 0
11 Nov 27035.00 0 0 - 0 0 0
10 Nov 27090.00 0 0 - 0 0 0
7 Nov 27375.00 0 0 - 0 0 0
6 Nov 27450.00 0 0 - 0 0 0
4 Nov 27600.00 0 0 - 0 0 0
3 Nov 27975.00 0 0 - 0 0 0
31 Oct 28310.00 0 0 - 0 0 0


For Shree Cement Limited - strike price 26000 expiring on 27JAN2026

Delta for 26000 CE is 0.62

Historical price for 26000 CE is as follows

On 24 Dec SHREECEM was trading at 26145.00. The strike last trading price was 747, which was 117.15 higher than the previous day. The implied volatity was 16.94, the open interest changed by 27 which increased total open position to 88


On 23 Dec SHREECEM was trading at 25940.00. The strike last trading price was 613.7, which was 73.7 higher than the previous day. The implied volatity was 16.37, the open interest changed by 17 which increased total open position to 61


On 22 Dec SHREECEM was trading at 25710.00. The strike last trading price was 540, which was -3.95 lower than the previous day. The implied volatity was 17.44, the open interest changed by 4 which increased total open position to 44


On 19 Dec SHREECEM was trading at 25600.00. The strike last trading price was 556.85, which was -2786.05 lower than the previous day. The implied volatity was 18.43, the open interest changed by 40 which increased total open position to 40


On 18 Dec SHREECEM was trading at 25645.00. The strike last trading price was 3342.9, 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 Dec SHREECEM was trading at 26045.00. The strike last trading price was 3342.9, 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 16 Dec SHREECEM was trading at 25990.00. The strike last trading price was 3342.9, 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 15 Dec SHREECEM was trading at 26625.00. The strike last trading price was 3342.9, 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 12 Dec SHREECEM was trading at 26285.00. The strike last trading price was 3342.9, 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 Dec SHREECEM was trading at 26080.00. The strike last trading price was 3342.9, 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 Dec SHREECEM was trading at 25885.00. The strike last trading price was 3342.9, 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 9 Dec SHREECEM was trading at 26100.00. The strike last trading price was 3342.9, 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 8 Dec SHREECEM was trading at 26135.00. The strike last trading price was 3342.9, 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 5 Dec SHREECEM was trading at 26075.00. The strike last trading price was 3342.9, 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 4 Dec SHREECEM was trading at 26450.00. The strike last trading price was 3342.9, 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 3 Dec SHREECEM was trading at 26300.00. The strike last trading price was 3342.9, 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 2 Dec SHREECEM was trading at 26545.00. The strike last trading price was 3342.9, 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 28 Nov SHREECEM was trading at 26400.00. The strike last trading price was 3342.9, 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 27 Nov SHREECEM was trading at 26755.00. The strike last trading price was 3342.9, 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 26 Nov SHREECEM was trading at 26935.00. The strike last trading price was 3342.9, 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 3342.9, 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 24 Nov SHREECEM was trading at 26490.00. The strike last trading price was 3342.9, 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 21 Nov SHREECEM was trading at 26480.00. The strike last trading price was 3342.9, 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 20 Nov SHREECEM was trading at 26480.00. The strike last trading price was 3342.9, 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 19 Nov SHREECEM was trading at 26510.00. The strike last trading price was 3342.9, 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 3342.9, 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 3342.9, 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 0, 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 12 Nov SHREECEM was trading at 27095.00. The strike last trading price was 0, 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 0, 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 0, 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 7 Nov SHREECEM was trading at 27375.00. The strike last trading price was 0, 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 6 Nov SHREECEM was trading at 27450.00. The strike last trading price was 0, 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 4 Nov SHREECEM was trading at 27600.00. The strike last trading price was 0, 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 3 Nov SHREECEM was trading at 27975.00. The strike last trading price was 0, 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 31 Oct SHREECEM was trading at 28310.00. The strike last trading price was 0, 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 27JAN2026 26000 PE
Delta: -0.40
Vega: 30.72
Theta: -6.31
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
24 Dec 26145.00 475.5 -104.5 20.52 27 9 53
23 Dec 25940.00 580 -60 20.77 35 5 44
22 Dec 25710.00 640 -208.65 19.24 2 1 40
19 Dec 25600.00 848.65 141.7 23.47 4 2 39
18 Dec 25645.00 730 135 21.48 5 3 37
17 Dec 26045.00 595 245 - 0 0 34
16 Dec 25990.00 595 245 20.99 21 15 33
15 Dec 26625.00 350 -150 19.68 4 -1 18
12 Dec 26285.00 500 0 20.59 8 1 19
11 Dec 26080.00 500 0 18.54 3 -2 18
10 Dec 25885.00 500 10 - 0 0 20
9 Dec 26100.00 500 10 17.46 11 -9 21
8 Dec 26135.00 490 -43 17.79 3 0 30
5 Dec 26075.00 533 8 - 11 -3 28
4 Dec 26450.00 525 -12.95 21.56 3 -1 32
3 Dec 26300.00 537.95 107.95 20.23 18 10 33
2 Dec 26545.00 430 -103.35 20.48 1 0 23
28 Nov 26400.00 535 84.05 21.28 22 21 22
27 Nov 26755.00 450.95 -191.05 - 0 0 0
26 Nov 26935.00 450.95 -191.05 23.02 1 0 1
25 Nov 26455.00 642 277.15 - 0 0 1
24 Nov 26490.00 642 277.15 - 0 1 0
21 Nov 26480.00 642 277.15 23.81 2 1 1
20 Nov 26480.00 364.85 0 - 0 0 0
19 Nov 26510.00 364.85 0 2.12 0 0 0
17 Nov 26680.00 364.85 0 - 0 0 0
14 Nov 26700.00 364.85 0 2.50 0 0 0
13 Nov 26995.00 364.85 0 2.99 0 0 0
12 Nov 27095.00 364.85 0 3.12 0 0 0
11 Nov 27035.00 364.85 0 2.91 0 0 0
10 Nov 27090.00 364.85 0 3.21 0 0 0
7 Nov 27375.00 364.85 0 3.68 0 0 0
6 Nov 27450.00 364.85 0 - 0 0 0
4 Nov 27600.00 364.85 0 4.16 0 0 0
3 Nov 27975.00 364.85 0 4.72 0 0 0
31 Oct 28310.00 0 0 - 0 0 0


For Shree Cement Limited - strike price 26000 expiring on 27JAN2026

Delta for 26000 PE is -0.40

Historical price for 26000 PE is as follows

On 24 Dec SHREECEM was trading at 26145.00. The strike last trading price was 475.5, which was -104.5 lower than the previous day. The implied volatity was 20.52, the open interest changed by 9 which increased total open position to 53


On 23 Dec SHREECEM was trading at 25940.00. The strike last trading price was 580, which was -60 lower than the previous day. The implied volatity was 20.77, the open interest changed by 5 which increased total open position to 44


On 22 Dec SHREECEM was trading at 25710.00. The strike last trading price was 640, which was -208.65 lower than the previous day. The implied volatity was 19.24, the open interest changed by 1 which increased total open position to 40


On 19 Dec SHREECEM was trading at 25600.00. The strike last trading price was 848.65, which was 141.7 higher than the previous day. The implied volatity was 23.47, the open interest changed by 2 which increased total open position to 39


On 18 Dec SHREECEM was trading at 25645.00. The strike last trading price was 730, which was 135 higher than the previous day. The implied volatity was 21.48, the open interest changed by 3 which increased total open position to 37


On 17 Dec SHREECEM was trading at 26045.00. The strike last trading price was 595, which was 245 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 34


On 16 Dec SHREECEM was trading at 25990.00. The strike last trading price was 595, which was 245 higher than the previous day. The implied volatity was 20.99, the open interest changed by 15 which increased total open position to 33


On 15 Dec SHREECEM was trading at 26625.00. The strike last trading price was 350, which was -150 lower than the previous day. The implied volatity was 19.68, the open interest changed by -1 which decreased total open position to 18


On 12 Dec SHREECEM was trading at 26285.00. The strike last trading price was 500, which was 0 lower than the previous day. The implied volatity was 20.59, the open interest changed by 1 which increased total open position to 19


On 11 Dec SHREECEM was trading at 26080.00. The strike last trading price was 500, which was 0 lower than the previous day. The implied volatity was 18.54, the open interest changed by -2 which decreased total open position to 18


On 10 Dec SHREECEM was trading at 25885.00. The strike last trading price was 500, which was 10 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 20


On 9 Dec SHREECEM was trading at 26100.00. The strike last trading price was 500, which was 10 higher than the previous day. The implied volatity was 17.46, the open interest changed by -9 which decreased total open position to 21


On 8 Dec SHREECEM was trading at 26135.00. The strike last trading price was 490, which was -43 lower than the previous day. The implied volatity was 17.79, the open interest changed by 0 which decreased total open position to 30


On 5 Dec SHREECEM was trading at 26075.00. The strike last trading price was 533, which was 8 higher than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 28


On 4 Dec SHREECEM was trading at 26450.00. The strike last trading price was 525, which was -12.95 lower than the previous day. The implied volatity was 21.56, the open interest changed by -1 which decreased total open position to 32


On 3 Dec SHREECEM was trading at 26300.00. The strike last trading price was 537.95, which was 107.95 higher than the previous day. The implied volatity was 20.23, the open interest changed by 10 which increased total open position to 33


On 2 Dec SHREECEM was trading at 26545.00. The strike last trading price was 430, which was -103.35 lower than the previous day. The implied volatity was 20.48, the open interest changed by 0 which decreased total open position to 23


On 28 Nov SHREECEM was trading at 26400.00. The strike last trading price was 535, which was 84.05 higher than the previous day. The implied volatity was 21.28, the open interest changed by 21 which increased total open position to 22


On 27 Nov SHREECEM was trading at 26755.00. The strike last trading price was 450.95, which was -191.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 26 Nov SHREECEM was trading at 26935.00. The strike last trading price was 450.95, which was -191.05 lower than the previous day. The implied volatity was 23.02, the open interest changed by 0 which decreased total open position to 1


On 25 Nov SHREECEM was trading at 26455.00. The strike last trading price was 642, which was 277.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 24 Nov SHREECEM was trading at 26490.00. The strike last trading price was 642, which was 277.15 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 21 Nov SHREECEM was trading at 26480.00. The strike last trading price was 642, which was 277.15 higher than the previous day. The implied volatity was 23.81, the open interest changed by 1 which increased total open position to 1


On 20 Nov SHREECEM was trading at 26480.00. The strike last trading price was 364.85, 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 19 Nov SHREECEM was trading at 26510.00. The strike last trading price was 364.85, which was 0 lower than the previous day. The implied volatity was 2.12, 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 364.85, 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 364.85, which was 0 lower than the previous day. The implied volatity was 2.50, 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 364.85, which was 0 lower than the previous day. The implied volatity was 2.99, the open interest changed by 0 which decreased total open position to 0


On 12 Nov SHREECEM was trading at 27095.00. The strike last trading price was 364.85, which was 0 lower than the previous day. The implied volatity was 3.12, 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 364.85, which was 0 lower than the previous day. The implied volatity was 2.91, 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 364.85, which was 0 lower than the previous day. The implied volatity was 3.21, the open interest changed by 0 which decreased total open position to 0


On 7 Nov SHREECEM was trading at 27375.00. The strike last trading price was 364.85, which was 0 lower than the previous day. The implied volatity was 3.68, the open interest changed by 0 which decreased total open position to 0


On 6 Nov SHREECEM was trading at 27450.00. The strike last trading price was 364.85, 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 4 Nov SHREECEM was trading at 27600.00. The strike last trading price was 364.85, which was 0 lower than the previous day. The implied volatity was 4.16, the open interest changed by 0 which decreased total open position to 0


On 3 Nov SHREECEM was trading at 27975.00. The strike last trading price was 364.85, which was 0 lower than the previous day. The implied volatity was 4.72, the open interest changed by 0 which decreased total open position to 0


On 31 Oct SHREECEM was trading at 28310.00. The strike last trading price was 0, 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