Historical option data for SHREECEM
29 Jun 2026 10:50 AM IST
| SHREECEM 28-Jul-2026 (27d) 26000 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.45
Vega: 0.29
Theta: -13.08
Gamma: 0.00023
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 29 Jun | 25585.00 | 557.3 | -85.8 (-13.34%) | 23.71 | 135 | 7 | 223 | |||||||||
| 25 Jun | 25735.00 | 656.3 | -20.95 (-3.09%) | 20.71 | 537 | -78 | 216 | |||||||||
| 24 Jun | 26070.00 | 700.3 | 350.25 (100.06%) | 17.74 | 996 | 256 | 292 | |||||||||
| 23 Jun | 25035.00 | 350.05 | -59.95 (-14.62%) | 21.53 | 37 | 12 | 36 | |||||||||
| 22 Jun | 24995.00 | 410 | -36.8 (-8.24%) | 23.98 | 37 | 6 | 24 | |||||||||
| 19 Jun | 25075.00 | 446.8 | 0 (0.00%) | - | 4 | 0 | 18 | |||||||||
| 18 Jun | 25410.00 | 446.8 | 0 (0.00%) | 23.23 | 4 | 0 | 18 | |||||||||
| 17 Jun | 24970.00 | 446.8 | 54.1 (13.78%) | 23.23 | 4 | 0 | 14 | |||||||||
| 16 Jun | 24870.00 | 392.7 | 26.75 (7.31%) | 24.39 | 4 | 3 | 14 | |||||||||
| 15 Jun | 24825.00 | 365.95 | 162.9 (80.23%) | 23.34 | 11 | 10 | 11 | |||||||||
| 12 Jun | 24175.00 | 203.05 | 0.05 (0.02%) | 24.63 | 1 | 0 | 1 | |||||||||
| 11 Jun | 23700.00 | 203.05 | -186.9 (-47.93%) | 24.63 | 1 | 0 | 2 | |||||||||
| 10 Jun | 23850.00 | 389.95 | 0 (0.00%) | - | 2 | 0 | 2 | |||||||||
| 9 Jun | 23415.00 | 389.95 | -0.05 (-0.01%) | - | 2 | 0 | 2 | |||||||||
| 8 Jun | 23535.00 | 389.95 | -0.05 (-0.01%) | - | 2 | 0 | 2 | |||||||||
| 5 Jun | 24085.00 | 389.95 | -634.05 (-61.92%) | 27.2 | 2 | 2 | 2 | |||||||||
For Shree Cement Limited - strike price 26000 expiring on 28JUL2026
Delta for 26000 CE is 0.45
Historical price for 26000 CE is as follows
On 29 Jun SHREECEM was trading at 25585.00. The strike last trading price was 557.3, which was -85.8 lower than the previous day. The implied volatity was 23.71, the open interest changed by 7 which increased total open position to 223
On 25 Jun SHREECEM was trading at 25735.00. The strike last trading price was 656.3, which was -20.95 lower than the previous day. The implied volatity was 20.71, the open interest changed by -78 which decreased total open position to 216
On 24 Jun SHREECEM was trading at 26070.00. The strike last trading price was 700.3, which was 350.25 higher than the previous day. The implied volatity was 17.74, the open interest changed by 256 which increased total open position to 292
On 23 Jun SHREECEM was trading at 25035.00. The strike last trading price was 350.05, which was -59.95 lower than the previous day. The implied volatity was 21.53, the open interest changed by 12 which increased total open position to 36
On 22 Jun SHREECEM was trading at 24995.00. The strike last trading price was 410, which was -36.8 lower than the previous day. The implied volatity was 23.98, the open interest changed by 6 which increased total open position to 24
On 19 Jun SHREECEM was trading at 25075.00. The strike last trading price was 446.8, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 18
On 18 Jun SHREECEM was trading at 25410.00. The strike last trading price was 446.8, which was 0 lower than the previous day. The implied volatity was 23.23, the open interest changed by 0 which decreased total open position to 18
On 17 Jun SHREECEM was trading at 24970.00. The strike last trading price was 446.8, which was 54.1 higher than the previous day. The implied volatity was 23.23, the open interest changed by 0 which decreased total open position to 14
On 16 Jun SHREECEM was trading at 24870.00. The strike last trading price was 392.7, which was 26.75 higher than the previous day. The implied volatity was 24.39, the open interest changed by 3 which increased total open position to 14
On 15 Jun SHREECEM was trading at 24825.00. The strike last trading price was 365.95, which was 162.9 higher than the previous day. The implied volatity was 23.34, the open interest changed by 10 which increased total open position to 11
On 12 Jun SHREECEM was trading at 24175.00. The strike last trading price was 203.05, which was 0.05 higher than the previous day. The implied volatity was 24.63, the open interest changed by 0 which decreased total open position to 1
On 11 Jun SHREECEM was trading at 23700.00. The strike last trading price was 203.05, which was -186.9 lower than the previous day. The implied volatity was 24.63, the open interest changed by 0 which decreased total open position to 2
On 10 Jun SHREECEM was trading at 23850.00. The strike last trading price was 389.95, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 9 Jun SHREECEM was trading at 23415.00. The strike last trading price was 389.95, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 8 Jun SHREECEM was trading at 23535.00. The strike last trading price was 389.95, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 5 Jun SHREECEM was trading at 24085.00. The strike last trading price was 389.95, which was -634.05 lower than the previous day. The implied volatity was 27.2, the open interest changed by 2 which increased total open position to 2
| SHREECEM 28-Jul-2026 (27d) 26000 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.54
Vega: 0.29
Theta: -11.95
Gamma: 0.00019
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 29 Jun | 25585.00 | 1012.4 | 43.4 (4.48%) | 29.26 | 141 | -2 | 138 |
| 25 Jun | 25735.00 | 965 | -54 (-5.30%) | 28.23 | 144 | 30 | 139 |
| 24 Jun | 26070.00 | 1001.05 | -452.95 (-31.15%) | 35.34 | 189 | 99 | 111 |
| 23 Jun | 25035.00 | 1454.05 | 99.05 (7.31%) | 30.26 | 8 | 5 | 11 |
| 22 Jun | 24995.00 | 1355.15 | -884.85 (-39.50%) | 26.25 | 5 | 4 | 6 |
| 19 Jun | 25075.00 | 2239.8 | 2239.8 | - | 2 | 0 | 2 |
| 18 Jun | 25410.00 | 2239.8 | 2239.8 | - | 2 | 0 | 2 |
| 17 Jun | 24970.00 | 2239.8 | 2239.8 | - | 2 | 0 | 2 |
| 16 Jun | 24870.00 | 2239.8 | 2239.8 | - | 2 | 0 | 2 |
| 15 Jun | 24825.00 | 2239.8 | 2239.8 (27.24%) | 34.2 | 2 | 0 | 2 |
| 12 Jun | 24175.00 | 2239.8 | 479.45 (27.24%) | 34.2 | 2 | 1 | 1 |
| 11 Jun | 23700.00 | 0 | 0 | - | 0 | 0 | 0 |
| 10 Jun | 23850.00 | 0 | 0 | - | 0 | 0 | 0 |
| 9 Jun | 23415.00 | 0 | 0 | - | 0 | 0 | 0 |
| 8 Jun | 23535.00 | 0 | 0 | - | 0 | 0 | 0 |
| 5 Jun | 24085.00 | 0 | 0 | - | 0 | 0 | 0 |
For Shree Cement Limited - strike price 26000 expiring on 28JUL2026
Delta for 26000 PE is -0.54
Historical price for 26000 PE is as follows
On 29 Jun SHREECEM was trading at 25585.00. The strike last trading price was 1012.4, which was 43.4 higher than the previous day. The implied volatity was 29.26, the open interest changed by -2 which decreased total open position to 138
On 25 Jun SHREECEM was trading at 25735.00. The strike last trading price was 965, which was -54 lower than the previous day. The implied volatity was 28.23, the open interest changed by 30 which increased total open position to 139
On 24 Jun SHREECEM was trading at 26070.00. The strike last trading price was 1001.05, which was -452.95 lower than the previous day. The implied volatity was 35.34, the open interest changed by 99 which increased total open position to 111
On 23 Jun SHREECEM was trading at 25035.00. The strike last trading price was 1454.05, which was 99.05 higher than the previous day. The implied volatity was 30.26, the open interest changed by 5 which increased total open position to 11
On 22 Jun SHREECEM was trading at 24995.00. The strike last trading price was 1355.15, which was -884.85 lower than the previous day. The implied volatity was 26.25, the open interest changed by 4 which increased total open position to 6
On 19 Jun SHREECEM was trading at 25075.00. The strike last trading price was 2239.8, which was 2239.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 18 Jun SHREECEM was trading at 25410.00. The strike last trading price was 2239.8, which was 2239.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 17 Jun SHREECEM was trading at 24970.00. The strike last trading price was 2239.8, which was 2239.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 16 Jun SHREECEM was trading at 24870.00. The strike last trading price was 2239.8, which was 2239.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 15 Jun SHREECEM was trading at 24825.00. The strike last trading price was 2239.8, which was 2239.8 higher than the previous day. The implied volatity was 34.2, the open interest changed by 0 which decreased total open position to 2
On 12 Jun SHREECEM was trading at 24175.00. The strike last trading price was 2239.8, which was 479.45 higher than the previous day. The implied volatity was 34.2, the open interest changed by 1 which increased total open position to 1
On 11 Jun SHREECEM was trading at 23700.00. 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 Jun SHREECEM was trading at 23850.00. 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 9 Jun SHREECEM was trading at 23415.00. 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 8 Jun SHREECEM was trading at 23535.00. 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 5 Jun SHREECEM was trading at 24085.00. 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
