SHREECEM
Shree Cement Limited
Historical option data for SHREECEM
24 Dec 2025 04:11 PM IST
| SHREECEM 27-JAN-2026 26000 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.62
Vega: 30.34
Theta: -11.80
Gamma: 0.00
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| 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 | |||||||||
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| 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 | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.40
Vega: 30.72
Theta: -6.31
Gamma: 0.00
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| 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































































































































































































































