[--[65.84.65.76]--]

SHREECEM

Shree Cement Limited
25355 -770.00 (-2.95%)
L: 24955 H: 25865

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Historical option data for SHREECEM

04 Mar 2026 04:11 PM IST
SHREECEM 30-MAR-2026 26000 CE
Delta: 0.37
Vega: 25.48
Theta: -11.63
Gamma: 0
Date Close Ltp Change IV Volume OI Chg OI
4 Mar 25355.00 310 -302.8 18.7 722 -2 151
2 Mar 26125.00 564.5 -152.7 19.74 680 64 152
27 Feb 26075.00 709.65 -370.35 19.81 168 77 89
26 Feb 26745.00 1080 -256.6 6.5 1 0 12
25 Feb 26865.00 1336.6 648.2 17.55 1 0 13
24 Feb 26525.00 688.4 -121.6 4.14 4 0 12
23 Feb 26550.00 810 52.5 11.09 10 3 11
20 Feb 26510.00 757.5 -142.5 9.26 5 3 8
19 Feb 26215.00 900 -73.75 - 0 0 5
18 Feb 26635.00 900 -73.75 5.66 4 1 5
17 Feb 26370.00 973.75 -816.6 17.56 2 0 2
16 Feb 26315.00 1790.35 149.85 - 0 0 2
13 Feb 26130.00 1790.35 149.85 - 0 0 2
12 Feb 26340.00 1790.35 149.85 - 0 0 2
11 Feb 26805.00 1790.35 149.85 - 0 0 2
10 Feb 26525.00 1790.35 149.85 - 0 0 2
9 Feb 27145.00 1790.35 149.85 - 0 0 2
6 Feb 27330.00 1790.35 149.85 - 0 0 2
5 Feb 27225.00 1790.35 149.85 - 0 0 2
4 Feb 27350.00 1790.35 149.85 - 0 0 2
3 Feb 27020.00 1790.35 149.85 - 0 0 2
2 Feb 26800.00 1790.35 149.85 - 0 0 2
1 Feb 26385.00 1790.35 149.85 - 0 0 2
30 Jan 26985.00 1790.35 149.85 24.84 2 0 0
29 Jan 27055.00 1640.5 0 - 0 0 0
28 Jan 27480.00 1640.5 0 - 0 0 0
27 Jan 27220.00 1640.5 0 - 0 0 0
23 Jan 27000.00 1640.5 0 - 0 0 0
22 Jan 27430.00 1640.5 0 - 0 0 0
21 Jan 27370.00 1640.5 0 - 0 0 0
20 Jan 27225.00 1640.5 0 - 0 0 0
19 Jan 27510.00 1640.5 0 - 0 0 0
16 Jan 27840.00 1640.5 0 - 0 0 0
14 Jan 27550.00 1640.5 0 - 0 0 0
13 Jan 27155.00 1640.5 0 - 0 0 0
12 Jan 27165.00 1640.5 0 - 0 0 0
9 Jan 26950.00 1640.5 0 - 0 0 0
8 Jan 26850.00 1640.5 0 - 0 0 0
7 Jan 27320.00 1640.5 0 - 0 0 0
6 Jan 27670.00 1640.5 0 - 0 0 0
5 Jan 27645.00 1640.5 0 - 0 0 0
2 Jan 27045.00 1640.5 0 - 0 0 0
1 Jan 26835.00 1640.5 0 - 0 0 0
31 Dec 26575.00 1640.5 0 - 0 0 0


For Shree Cement Limited - strike price 26000 expiring on 30MAR2026

Delta for 26000 CE is 0.37

Historical price for 26000 CE is as follows

On 4 Mar SHREECEM was trading at 25355.00. The strike last trading price was 310, which was -302.8 lower than the previous day. The implied volatity was 18.7, the open interest changed by -2 which decreased total open position to 151


On 2 Mar SHREECEM was trading at 26125.00. The strike last trading price was 564.5, which was -152.7 lower than the previous day. The implied volatity was 19.74, the open interest changed by 64 which increased total open position to 152


On 27 Feb SHREECEM was trading at 26075.00. The strike last trading price was 709.65, which was -370.35 lower than the previous day. The implied volatity was 19.81, the open interest changed by 77 which increased total open position to 89


On 26 Feb SHREECEM was trading at 26745.00. The strike last trading price was 1080, which was -256.6 lower than the previous day. The implied volatity was 6.5, the open interest changed by 0 which decreased total open position to 12


On 25 Feb SHREECEM was trading at 26865.00. The strike last trading price was 1336.6, which was 648.2 higher than the previous day. The implied volatity was 17.55, the open interest changed by 0 which decreased total open position to 13


On 24 Feb SHREECEM was trading at 26525.00. The strike last trading price was 688.4, which was -121.6 lower than the previous day. The implied volatity was 4.14, the open interest changed by 0 which decreased total open position to 12


On 23 Feb SHREECEM was trading at 26550.00. The strike last trading price was 810, which was 52.5 higher than the previous day. The implied volatity was 11.09, the open interest changed by 3 which increased total open position to 11


On 20 Feb SHREECEM was trading at 26510.00. The strike last trading price was 757.5, which was -142.5 lower than the previous day. The implied volatity was 9.26, the open interest changed by 3 which increased total open position to 8


On 19 Feb SHREECEM was trading at 26215.00. The strike last trading price was 900, which was -73.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5


On 18 Feb SHREECEM was trading at 26635.00. The strike last trading price was 900, which was -73.75 lower than the previous day. The implied volatity was 5.66, the open interest changed by 1 which increased total open position to 5


On 17 Feb SHREECEM was trading at 26370.00. The strike last trading price was 973.75, which was -816.6 lower than the previous day. The implied volatity was 17.56, the open interest changed by 0 which decreased total open position to 2


On 16 Feb SHREECEM was trading at 26315.00. The strike last trading price was 1790.35, which was 149.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 13 Feb SHREECEM was trading at 26130.00. The strike last trading price was 1790.35, which was 149.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 12 Feb SHREECEM was trading at 26340.00. The strike last trading price was 1790.35, which was 149.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 11 Feb SHREECEM was trading at 26805.00. The strike last trading price was 1790.35, which was 149.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 10 Feb SHREECEM was trading at 26525.00. The strike last trading price was 1790.35, which was 149.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 9 Feb SHREECEM was trading at 27145.00. The strike last trading price was 1790.35, which was 149.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 6 Feb SHREECEM was trading at 27330.00. The strike last trading price was 1790.35, which was 149.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 5 Feb SHREECEM was trading at 27225.00. The strike last trading price was 1790.35, which was 149.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 4 Feb SHREECEM was trading at 27350.00. The strike last trading price was 1790.35, which was 149.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 3 Feb SHREECEM was trading at 27020.00. The strike last trading price was 1790.35, which was 149.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 2 Feb SHREECEM was trading at 26800.00. The strike last trading price was 1790.35, which was 149.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 1 Feb SHREECEM was trading at 26385.00. The strike last trading price was 1790.35, which was 149.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 30 Jan SHREECEM was trading at 26985.00. The strike last trading price was 1790.35, which was 149.85 higher than the previous day. The implied volatity was 24.84, the open interest changed by 0 which decreased total open position to 0


On 29 Jan SHREECEM was trading at 27055.00. The strike last trading price was 1640.5, 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 Jan SHREECEM was trading at 27480.00. The strike last trading price was 1640.5, 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 Jan SHREECEM was trading at 27220.00. The strike last trading price was 1640.5, 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 23 Jan SHREECEM was trading at 27000.00. The strike last trading price was 1640.5, 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 22 Jan SHREECEM was trading at 27430.00. The strike last trading price was 1640.5, 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 Jan SHREECEM was trading at 27370.00. The strike last trading price was 1640.5, 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 Jan SHREECEM was trading at 27225.00. The strike last trading price was 1640.5, 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 Jan SHREECEM was trading at 27510.00. The strike last trading price was 1640.5, 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 Jan SHREECEM was trading at 27840.00. The strike last trading price was 1640.5, 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 Jan SHREECEM was trading at 27550.00. The strike last trading price was 1640.5, 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 Jan SHREECEM was trading at 27155.00. The strike last trading price was 1640.5, 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 Jan SHREECEM was trading at 27165.00. The strike last trading price was 1640.5, 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 Jan SHREECEM was trading at 26950.00. The strike last trading price was 1640.5, 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 Jan SHREECEM was trading at 26850.00. The strike last trading price was 1640.5, 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 Jan SHREECEM was trading at 27320.00. The strike last trading price was 1640.5, 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 Jan SHREECEM was trading at 27670.00. The strike last trading price was 1640.5, 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 Jan SHREECEM was trading at 27645.00. The strike last trading price was 1640.5, 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 Jan SHREECEM was trading at 27045.00. The strike last trading price was 1640.5, 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 1 Jan SHREECEM was trading at 26835.00. The strike last trading price was 1640.5, 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 Dec SHREECEM was trading at 26575.00. The strike last trading price was 1640.5, 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 30MAR2026 26000 PE
Delta: -0.55
Vega: 26.78
Theta: -15.7
Gamma: 0
Date Close Ltp Change IV Volume OI Chg OI
4 Mar 25355.00 1300 653 38.6 54 -2 294
2 Mar 26125.00 667.3 127.95 23.47 434 70 304
27 Feb 26075.00 529.6 188.65 22.89 599 3 234
26 Feb 26745.00 340.95 -12.45 24.5 279 15 232
25 Feb 26865.00 379.35 -253.15 26.65 523 56 218
24 Feb 26525.00 640 153.15 31.08 131 35 161
23 Feb 26550.00 500 -191.95 24.85 66 1 126
20 Feb 26510.00 675.9 -96.3 30.08 7 2 125
19 Feb 26215.00 875 275 33.02 118 88 123
18 Feb 26635.00 600 -180.75 29.19 8 4 34
17 Feb 26370.00 780.75 -19.95 30.6 2 1 31
16 Feb 26315.00 803 -247 30 6 0 30
13 Feb 26130.00 1050 305 34.44 3 2 30
12 Feb 26340.00 745 115.05 29.93 11 1 27
11 Feb 26805.00 629.95 -70.05 29.45 22 9 27
10 Feb 26525.00 700 167.45 28.56 3 1 17
9 Feb 27145.00 530 -136.8 28.71 6 0 16
6 Feb 27330.00 666.8 166.8 33.79 182 -1 14
5 Feb 27225.00 500 -50 - 0 0 15
4 Feb 27350.00 500 -50 29.58 54 12 15
3 Feb 27020.00 550 -70.95 27.31 5 0 4
2 Feb 26800.00 620.95 110.95 26.22 1 0 4
1 Feb 26385.00 510 -405.55 - 0 0 4
30 Jan 26985.00 510 -405.55 - 0 0 4
29 Jan 27055.00 510 -405.55 - 0 0 0
28 Jan 27480.00 510 -405.55 28.85 4 2 2
27 Jan 27220.00 915.55 0 - 0 0 0
23 Jan 27000.00 915.55 0 3.08 0 0 0
22 Jan 27430.00 915.55 0 3.93 0 0 0
21 Jan 27370.00 915.55 0 3.75 0 0 0
20 Jan 27225.00 915.55 0 3.54 0 0 0
19 Jan 27510.00 915.55 0 3.97 0 0 0
16 Jan 27840.00 915.55 0 4.48 0 0 0
14 Jan 27550.00 915.55 0 4.1 0 0 0
13 Jan 27155.00 915.55 0 3.3 0 0 0
12 Jan 27165.00 915.55 0 3.3 0 0 0
9 Jan 26950.00 915.55 0 - 0 0 0
8 Jan 26850.00 915.55 0 2.71 0 0 0
7 Jan 27320.00 915.55 0 - 0 0 0
6 Jan 27670.00 915.55 0 4.12 0 0 0
5 Jan 27645.00 915.55 0 - 0 0 0
2 Jan 27045.00 915.55 0 - 0 0 0
1 Jan 26835.00 915.55 0 2.71 0 0 0
31 Dec 26575.00 915.55 0 - 0 0 0


For Shree Cement Limited - strike price 26000 expiring on 30MAR2026

Delta for 26000 PE is -0.55

Historical price for 26000 PE is as follows

On 4 Mar SHREECEM was trading at 25355.00. The strike last trading price was 1300, which was 653 higher than the previous day. The implied volatity was 38.6, the open interest changed by -2 which decreased total open position to 294


On 2 Mar SHREECEM was trading at 26125.00. The strike last trading price was 667.3, which was 127.95 higher than the previous day. The implied volatity was 23.47, the open interest changed by 70 which increased total open position to 304


On 27 Feb SHREECEM was trading at 26075.00. The strike last trading price was 529.6, which was 188.65 higher than the previous day. The implied volatity was 22.89, the open interest changed by 3 which increased total open position to 234


On 26 Feb SHREECEM was trading at 26745.00. The strike last trading price was 340.95, which was -12.45 lower than the previous day. The implied volatity was 24.5, the open interest changed by 15 which increased total open position to 232


On 25 Feb SHREECEM was trading at 26865.00. The strike last trading price was 379.35, which was -253.15 lower than the previous day. The implied volatity was 26.65, the open interest changed by 56 which increased total open position to 218


On 24 Feb SHREECEM was trading at 26525.00. The strike last trading price was 640, which was 153.15 higher than the previous day. The implied volatity was 31.08, the open interest changed by 35 which increased total open position to 161


On 23 Feb SHREECEM was trading at 26550.00. The strike last trading price was 500, which was -191.95 lower than the previous day. The implied volatity was 24.85, the open interest changed by 1 which increased total open position to 126


On 20 Feb SHREECEM was trading at 26510.00. The strike last trading price was 675.9, which was -96.3 lower than the previous day. The implied volatity was 30.08, the open interest changed by 2 which increased total open position to 125


On 19 Feb SHREECEM was trading at 26215.00. The strike last trading price was 875, which was 275 higher than the previous day. The implied volatity was 33.02, the open interest changed by 88 which increased total open position to 123


On 18 Feb SHREECEM was trading at 26635.00. The strike last trading price was 600, which was -180.75 lower than the previous day. The implied volatity was 29.19, the open interest changed by 4 which increased total open position to 34


On 17 Feb SHREECEM was trading at 26370.00. The strike last trading price was 780.75, which was -19.95 lower than the previous day. The implied volatity was 30.6, the open interest changed by 1 which increased total open position to 31


On 16 Feb SHREECEM was trading at 26315.00. The strike last trading price was 803, which was -247 lower than the previous day. The implied volatity was 30, the open interest changed by 0 which decreased total open position to 30


On 13 Feb SHREECEM was trading at 26130.00. The strike last trading price was 1050, which was 305 higher than the previous day. The implied volatity was 34.44, the open interest changed by 2 which increased total open position to 30


On 12 Feb SHREECEM was trading at 26340.00. The strike last trading price was 745, which was 115.05 higher than the previous day. The implied volatity was 29.93, the open interest changed by 1 which increased total open position to 27


On 11 Feb SHREECEM was trading at 26805.00. The strike last trading price was 629.95, which was -70.05 lower than the previous day. The implied volatity was 29.45, the open interest changed by 9 which increased total open position to 27


On 10 Feb SHREECEM was trading at 26525.00. The strike last trading price was 700, which was 167.45 higher than the previous day. The implied volatity was 28.56, the open interest changed by 1 which increased total open position to 17


On 9 Feb SHREECEM was trading at 27145.00. The strike last trading price was 530, which was -136.8 lower than the previous day. The implied volatity was 28.71, the open interest changed by 0 which decreased total open position to 16


On 6 Feb SHREECEM was trading at 27330.00. The strike last trading price was 666.8, which was 166.8 higher than the previous day. The implied volatity was 33.79, the open interest changed by -1 which decreased total open position to 14


On 5 Feb SHREECEM was trading at 27225.00. The strike last trading price was 500, which was -50 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 15


On 4 Feb SHREECEM was trading at 27350.00. The strike last trading price was 500, which was -50 lower than the previous day. The implied volatity was 29.58, the open interest changed by 12 which increased total open position to 15


On 3 Feb SHREECEM was trading at 27020.00. The strike last trading price was 550, which was -70.95 lower than the previous day. The implied volatity was 27.31, the open interest changed by 0 which decreased total open position to 4


On 2 Feb SHREECEM was trading at 26800.00. The strike last trading price was 620.95, which was 110.95 higher than the previous day. The implied volatity was 26.22, the open interest changed by 0 which decreased total open position to 4


On 1 Feb SHREECEM was trading at 26385.00. The strike last trading price was 510, which was -405.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4


On 30 Jan SHREECEM was trading at 26985.00. The strike last trading price was 510, which was -405.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4


On 29 Jan SHREECEM was trading at 27055.00. The strike last trading price was 510, which was -405.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 28 Jan SHREECEM was trading at 27480.00. The strike last trading price was 510, which was -405.55 lower than the previous day. The implied volatity was 28.85, the open interest changed by 2 which increased total open position to 2


On 27 Jan SHREECEM was trading at 27220.00. The strike last trading price was 915.55, 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 23 Jan SHREECEM was trading at 27000.00. The strike last trading price was 915.55, which was 0 lower than the previous day. The implied volatity was 3.08, the open interest changed by 0 which decreased total open position to 0


On 22 Jan SHREECEM was trading at 27430.00. The strike last trading price was 915.55, which was 0 lower than the previous day. The implied volatity was 3.93, the open interest changed by 0 which decreased total open position to 0


On 21 Jan SHREECEM was trading at 27370.00. The strike last trading price was 915.55, which was 0 lower than the previous day. The implied volatity was 3.75, the open interest changed by 0 which decreased total open position to 0


On 20 Jan SHREECEM was trading at 27225.00. The strike last trading price was 915.55, which was 0 lower than the previous day. The implied volatity was 3.54, the open interest changed by 0 which decreased total open position to 0


On 19 Jan SHREECEM was trading at 27510.00. The strike last trading price was 915.55, which was 0 lower than the previous day. The implied volatity was 3.97, the open interest changed by 0 which decreased total open position to 0


On 16 Jan SHREECEM was trading at 27840.00. The strike last trading price was 915.55, which was 0 lower than the previous day. The implied volatity was 4.48, the open interest changed by 0 which decreased total open position to 0


On 14 Jan SHREECEM was trading at 27550.00. The strike last trading price was 915.55, which was 0 lower than the previous day. The implied volatity was 4.1, the open interest changed by 0 which decreased total open position to 0


On 13 Jan SHREECEM was trading at 27155.00. The strike last trading price was 915.55, which was 0 lower than the previous day. The implied volatity was 3.3, the open interest changed by 0 which decreased total open position to 0


On 12 Jan SHREECEM was trading at 27165.00. The strike last trading price was 915.55, which was 0 lower than the previous day. The implied volatity was 3.3, the open interest changed by 0 which decreased total open position to 0


On 9 Jan SHREECEM was trading at 26950.00. The strike last trading price was 915.55, 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 Jan SHREECEM was trading at 26850.00. The strike last trading price was 915.55, which was 0 lower than the previous day. The implied volatity was 2.71, the open interest changed by 0 which decreased total open position to 0


On 7 Jan SHREECEM was trading at 27320.00. The strike last trading price was 915.55, 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 Jan SHREECEM was trading at 27670.00. The strike last trading price was 915.55, which was 0 lower than the previous day. The implied volatity was 4.12, the open interest changed by 0 which decreased total open position to 0


On 5 Jan SHREECEM was trading at 27645.00. The strike last trading price was 915.55, 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 Jan SHREECEM was trading at 27045.00. The strike last trading price was 915.55, 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 1 Jan SHREECEM was trading at 26835.00. The strike last trading price was 915.55, which was 0 lower than the previous day. The implied volatity was 2.71, the open interest changed by 0 which decreased total open position to 0


On 31 Dec SHREECEM was trading at 26575.00. The strike last trading price was 915.55, 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