SHREECEM
Shree Cement Limited
Historical option data for SHREECEM
24 Jan 2025 09:11 AM IST
SHREECEM 30JAN2025 26000 CE | ||||||||||
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
24 Jan | 25926.80 | 403.35 | 210.2 | 0.00 | 1,070 | -7 | 0 | |||
23 Jan | 25926.80 | 403.35 | 208.35 | 33.21 | 1,070 | -5 | 373 | |||
22 Jan | 25292.55 | 195 | 31.95 | 29.10 | 316 | -4 | 378 | |||
21 Jan | 25086.75 | 163.05 | -43.75 | 29.10 | 367 | 11 | 383 | |||
20 Jan | 25146.00 | 206.8 | -58.20 | 29.75 | 130 | 19 | 371 | |||
17 Jan | 25315.45 | 265 | -35.05 | 24.13 | 144 | 3 | 354 | |||
16 Jan | 25417.45 | 300.05 | 37.75 | 27.35 | 314 | 0 | 350 | |||
15 Jan | 25294.60 | 262.3 | 34.30 | 23.84 | 649 | 68 | 351 | |||
14 Jan | 25130.20 | 228 | 74.35 | 21.66 | 77 | 8 | 283 | |||
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13 Jan | 24874.50 | 153.65 | -224.35 | 23.64 | 155 | 25 | 276 | |||
10 Jan | 25738.30 | 378 | -152.00 | 21.39 | 294 | -4 | 251 | |||
9 Jan | 25961.80 | 530 | -67.80 | 18.20 | 283 | 16 | 254 | |||
8 Jan | 26027.45 | 597.8 | -96.55 | 20.32 | 118 | 10 | 240 | |||
7 Jan | 26003.90 | 694.35 | 135.95 | 23.27 | 144 | 4 | 229 | |||
6 Jan | 25908.60 | 558.4 | -211.30 | 17.67 | 83 | 17 | 224 | |||
3 Jan | 26096.25 | 769.7 | -355.30 | 19.56 | 40 | -8 | 207 | |||
2 Jan | 26689.90 | 1125 | 666.65 | 20.40 | 730 | 35 | 214 | |||
1 Jan | 25504.25 | 458.35 | -111.60 | 20.60 | 248 | 24 | 179 | |||
31 Dec | 25694.20 | 569.95 | -99.00 | 20.81 | 209 | 26 | 155 | |||
30 Dec | 25790.35 | 668.95 | 215.95 | 21.98 | 215 | 18 | 129 | |||
27 Dec | 26049.00 | 453 | -313.90 | 8.56 | 224 | 104 | 112 | |||
26 Dec | 26342.70 | 766.9 | -133.10 | 11.23 | 14 | 7 | 8 | |||
24 Dec | 26707.70 | 900 | -277.45 | - | 1 | 0 | 0 | |||
12 Dec | 27228.75 | 1177.45 | 0.00 | - | 0 | 0 | 0 | |||
10 Dec | 27119.30 | 1177.45 | 0.00 | - | 0 | 0 | 0 | |||
6 Dec | 27076.65 | 1177.45 | 0.00 | - | 0 | 0 | 0 | |||
5 Dec | 26608.00 | 1177.45 | 0.00 | - | 0 | 0 | 0 | |||
2 Dec | 26784.00 | 1177.45 | 0.00 | - | 0 | 0 | 0 | |||
28 Nov | 25545.60 | 1177.45 | 0.00 | - | 0 | 0 | 0 | |||
26 Nov | 24980.65 | 1177.45 | 1177.45 | 1.31 | 0 | 0 | 0 | |||
6 Nov | 25009.15 | 0 | 0.00 | 0.66 | 0 | 0 | 0 | |||
5 Nov | 24695.90 | 0 | 0.00 | 1.36 | 0 | 0 | 0 | |||
4 Nov | 24865.30 | 0 | 1.02 | 0 | 0 | 0 |
For Shree Cement Limited - strike price 26000 expiring on 30JAN2025
Delta for 26000 CE is 0.00
Historical price for 26000 CE is as follows
On 24 Jan SHREECEM was trading at 25926.80. The strike last trading price was 403.35, which was 210.2 higher than the previous day. The implied volatity was 0.00, the open interest changed by -7 which decreased total open position to 0
On 23 Jan SHREECEM was trading at 25926.80. The strike last trading price was 403.35, which was 208.35 higher than the previous day. The implied volatity was 33.21, the open interest changed by -5 which decreased total open position to 373
On 22 Jan SHREECEM was trading at 25292.55. The strike last trading price was 195, which was 31.95 higher than the previous day. The implied volatity was 29.10, the open interest changed by -4 which decreased total open position to 378
On 21 Jan SHREECEM was trading at 25086.75. The strike last trading price was 163.05, which was -43.75 lower than the previous day. The implied volatity was 29.10, the open interest changed by 11 which increased total open position to 383
On 20 Jan SHREECEM was trading at 25146.00. The strike last trading price was 206.8, which was -58.20 lower than the previous day. The implied volatity was 29.75, the open interest changed by 19 which increased total open position to 371
On 17 Jan SHREECEM was trading at 25315.45. The strike last trading price was 265, which was -35.05 lower than the previous day. The implied volatity was 24.13, the open interest changed by 3 which increased total open position to 354
On 16 Jan SHREECEM was trading at 25417.45. The strike last trading price was 300.05, which was 37.75 higher than the previous day. The implied volatity was 27.35, the open interest changed by 0 which decreased total open position to 350
On 15 Jan SHREECEM was trading at 25294.60. The strike last trading price was 262.3, which was 34.30 higher than the previous day. The implied volatity was 23.84, the open interest changed by 68 which increased total open position to 351
On 14 Jan SHREECEM was trading at 25130.20. The strike last trading price was 228, which was 74.35 higher than the previous day. The implied volatity was 21.66, the open interest changed by 8 which increased total open position to 283
On 13 Jan SHREECEM was trading at 24874.50. The strike last trading price was 153.65, which was -224.35 lower than the previous day. The implied volatity was 23.64, the open interest changed by 25 which increased total open position to 276
On 10 Jan SHREECEM was trading at 25738.30. The strike last trading price was 378, which was -152.00 lower than the previous day. The implied volatity was 21.39, the open interest changed by -4 which decreased total open position to 251
On 9 Jan SHREECEM was trading at 25961.80. The strike last trading price was 530, which was -67.80 lower than the previous day. The implied volatity was 18.20, the open interest changed by 16 which increased total open position to 254
On 8 Jan SHREECEM was trading at 26027.45. The strike last trading price was 597.8, which was -96.55 lower than the previous day. The implied volatity was 20.32, the open interest changed by 10 which increased total open position to 240
On 7 Jan SHREECEM was trading at 26003.90. The strike last trading price was 694.35, which was 135.95 higher than the previous day. The implied volatity was 23.27, the open interest changed by 4 which increased total open position to 229
On 6 Jan SHREECEM was trading at 25908.60. The strike last trading price was 558.4, which was -211.30 lower than the previous day. The implied volatity was 17.67, the open interest changed by 17 which increased total open position to 224
On 3 Jan SHREECEM was trading at 26096.25. The strike last trading price was 769.7, which was -355.30 lower than the previous day. The implied volatity was 19.56, the open interest changed by -8 which decreased total open position to 207
On 2 Jan SHREECEM was trading at 26689.90. The strike last trading price was 1125, which was 666.65 higher than the previous day. The implied volatity was 20.40, the open interest changed by 35 which increased total open position to 214
On 1 Jan SHREECEM was trading at 25504.25. The strike last trading price was 458.35, which was -111.60 lower than the previous day. The implied volatity was 20.60, the open interest changed by 24 which increased total open position to 179
On 31 Dec SHREECEM was trading at 25694.20. The strike last trading price was 569.95, which was -99.00 lower than the previous day. The implied volatity was 20.81, the open interest changed by 26 which increased total open position to 155
On 30 Dec SHREECEM was trading at 25790.35. The strike last trading price was 668.95, which was 215.95 higher than the previous day. The implied volatity was 21.98, the open interest changed by 18 which increased total open position to 129
On 27 Dec SHREECEM was trading at 26049.00. The strike last trading price was 453, which was -313.90 lower than the previous day. The implied volatity was 8.56, the open interest changed by 104 which increased total open position to 112
On 26 Dec SHREECEM was trading at 26342.70. The strike last trading price was 766.9, which was -133.10 lower than the previous day. The implied volatity was 11.23, the open interest changed by 7 which increased total open position to 8
On 24 Dec SHREECEM was trading at 26707.70. The strike last trading price was 900, which was -277.45 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 27228.75. The strike last trading price was 1177.45, 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 10 Dec SHREECEM was trading at 27119.30. The strike last trading price was 1177.45, 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 6 Dec SHREECEM was trading at 27076.65. The strike last trading price was 1177.45, 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 5 Dec SHREECEM was trading at 26608.00. The strike last trading price was 1177.45, 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 2 Dec SHREECEM was trading at 26784.00. The strike last trading price was 1177.45, 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 28 Nov SHREECEM was trading at 25545.60. The strike last trading price was 1177.45, 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 26 Nov SHREECEM was trading at 24980.65. The strike last trading price was 1177.45, which was 1177.45 higher than the previous day. The implied volatity was 1.31, the open interest changed by 0 which decreased total open position to 0
On 6 Nov SHREECEM was trading at 25009.15. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 0.66, the open interest changed by 0 which decreased total open position to 0
On 5 Nov SHREECEM was trading at 24695.90. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 1.36, 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 lower than the previous day. The implied volatity was 1.02, the open interest changed by 0 which decreased total open position to 0
SHREECEM 30JAN2025 26000 PE | |||||||
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
24 Jan | 25926.80 | 535 | -348 | 0.00 | 189 | 20 | 0 |
23 Jan | 25926.80 | 535 | -348.00 | 31.90 | 189 | 21 | 145 |
22 Jan | 25292.55 | 883 | -97.55 | 33.45 | 5 | 1 | 122 |
21 Jan | 25086.75 | 980.55 | -132.45 | 28.00 | 13 | -5 | 124 |
20 Jan | 25146.00 | 1113 | -14.95 | 38.82 | 2 | 0 | 130 |
17 Jan | 25315.45 | 1127.95 | 0.00 | 0.00 | 0 | 0 | 0 |
16 Jan | 25417.45 | 1127.95 | 0.00 | 0.00 | 0 | 0 | 0 |
15 Jan | 25294.60 | 1127.95 | -106.80 | 39.38 | 1 | 0 | 130 |
14 Jan | 25130.20 | 1234.75 | 126.80 | 42.70 | 7 | 5 | 130 |
13 Jan | 24874.50 | 1107.95 | 107.95 | 17.31 | 17 | 1 | 116 |
10 Jan | 25738.30 | 1000 | 244.50 | 35.10 | 97 | -8 | 115 |
9 Jan | 25961.80 | 755.5 | 51.50 | 33.38 | 79 | 7 | 123 |
8 Jan | 26027.45 | 704 | -62.90 | 30.72 | 44 | -1 | 115 |
7 Jan | 26003.90 | 766.9 | -73.65 | 32.77 | 2 | 0 | 116 |
6 Jan | 25908.60 | 840.55 | 229.05 | 34.84 | 134 | -9 | 116 |
3 Jan | 26096.25 | 611.5 | 225.50 | 28.08 | 522 | -34 | 124 |
2 Jan | 26689.90 | 386 | -449.45 | 25.57 | 206 | 81 | 158 |
1 Jan | 25504.25 | 835.45 | 0.00 | 0.00 | 0 | 7 | 0 |
31 Dec | 25694.20 | 835.45 | 215.40 | 26.87 | 23 | 8 | 78 |
30 Dec | 25790.35 | 620.05 | -510.05 | 21.01 | 23 | 1 | 70 |
27 Dec | 26049.00 | 1130.1 | 420.10 | 38.88 | 167 | 50 | 64 |
26 Dec | 26342.70 | 710 | -927.65 | 30.96 | 23 | 13 | 13 |
24 Dec | 26707.70 | 1637.65 | 0.00 | 2.71 | 0 | 0 | 0 |
12 Dec | 27228.75 | 1637.65 | 0.00 | 3.77 | 0 | 0 | 0 |
10 Dec | 27119.30 | 1637.65 | 0.00 | 3.48 | 0 | 0 | 0 |
6 Dec | 27076.65 | 1637.65 | 0.00 | 3.34 | 0 | 0 | 0 |
5 Dec | 26608.00 | 1637.65 | 0.00 | 2.23 | 0 | 0 | 0 |
2 Dec | 26784.00 | 1637.65 | 1637.65 | 2.71 | 0 | 0 | 0 |
28 Nov | 25545.60 | 0 | 0.00 | - | 0 | 0 | 0 |
26 Nov | 24980.65 | 0 | 0.00 | - | 0 | 0 | 0 |
6 Nov | 25009.15 | 0 | 0.00 | - | 0 | 0 | 0 |
5 Nov | 24695.90 | 0 | 0.00 | - | 0 | 0 | 0 |
4 Nov | 24865.30 | 0 | - | 0 | 0 | 0 |
For Shree Cement Limited - strike price 26000 expiring on 30JAN2025
Delta for 26000 PE is 0.00
Historical price for 26000 PE is as follows
On 24 Jan SHREECEM was trading at 25926.80. The strike last trading price was 535, which was -348 lower than the previous day. The implied volatity was 0.00, the open interest changed by 20 which increased total open position to 0
On 23 Jan SHREECEM was trading at 25926.80. The strike last trading price was 535, which was -348.00 lower than the previous day. The implied volatity was 31.90, the open interest changed by 21 which increased total open position to 145
On 22 Jan SHREECEM was trading at 25292.55. The strike last trading price was 883, which was -97.55 lower than the previous day. The implied volatity was 33.45, the open interest changed by 1 which increased total open position to 122
On 21 Jan SHREECEM was trading at 25086.75. The strike last trading price was 980.55, which was -132.45 lower than the previous day. The implied volatity was 28.00, the open interest changed by -5 which decreased total open position to 124
On 20 Jan SHREECEM was trading at 25146.00. The strike last trading price was 1113, which was -14.95 lower than the previous day. The implied volatity was 38.82, the open interest changed by 0 which decreased total open position to 130
On 17 Jan SHREECEM was trading at 25315.45. The strike last trading price was 1127.95, 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 16 Jan SHREECEM was trading at 25417.45. The strike last trading price was 1127.95, 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 15 Jan SHREECEM was trading at 25294.60. The strike last trading price was 1127.95, which was -106.80 lower than the previous day. The implied volatity was 39.38, the open interest changed by 0 which decreased total open position to 130
On 14 Jan SHREECEM was trading at 25130.20. The strike last trading price was 1234.75, which was 126.80 higher than the previous day. The implied volatity was 42.70, the open interest changed by 5 which increased total open position to 130
On 13 Jan SHREECEM was trading at 24874.50. The strike last trading price was 1107.95, which was 107.95 higher than the previous day. The implied volatity was 17.31, the open interest changed by 1 which increased total open position to 116
On 10 Jan SHREECEM was trading at 25738.30. The strike last trading price was 1000, which was 244.50 higher than the previous day. The implied volatity was 35.10, the open interest changed by -8 which decreased total open position to 115
On 9 Jan SHREECEM was trading at 25961.80. The strike last trading price was 755.5, which was 51.50 higher than the previous day. The implied volatity was 33.38, the open interest changed by 7 which increased total open position to 123
On 8 Jan SHREECEM was trading at 26027.45. The strike last trading price was 704, which was -62.90 lower than the previous day. The implied volatity was 30.72, the open interest changed by -1 which decreased total open position to 115
On 7 Jan SHREECEM was trading at 26003.90. The strike last trading price was 766.9, which was -73.65 lower than the previous day. The implied volatity was 32.77, the open interest changed by 0 which decreased total open position to 116
On 6 Jan SHREECEM was trading at 25908.60. The strike last trading price was 840.55, which was 229.05 higher than the previous day. The implied volatity was 34.84, the open interest changed by -9 which decreased total open position to 116
On 3 Jan SHREECEM was trading at 26096.25. The strike last trading price was 611.5, which was 225.50 higher than the previous day. The implied volatity was 28.08, the open interest changed by -34 which decreased total open position to 124
On 2 Jan SHREECEM was trading at 26689.90. The strike last trading price was 386, which was -449.45 lower than the previous day. The implied volatity was 25.57, the open interest changed by 81 which increased total open position to 158
On 1 Jan SHREECEM was trading at 25504.25. The strike last trading price was 835.45, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 7 which increased total open position to 0
On 31 Dec SHREECEM was trading at 25694.20. The strike last trading price was 835.45, which was 215.40 higher than the previous day. The implied volatity was 26.87, the open interest changed by 8 which increased total open position to 78
On 30 Dec SHREECEM was trading at 25790.35. The strike last trading price was 620.05, which was -510.05 lower than the previous day. The implied volatity was 21.01, the open interest changed by 1 which increased total open position to 70
On 27 Dec SHREECEM was trading at 26049.00. The strike last trading price was 1130.1, which was 420.10 higher than the previous day. The implied volatity was 38.88, the open interest changed by 50 which increased total open position to 64
On 26 Dec SHREECEM was trading at 26342.70. The strike last trading price was 710, which was -927.65 lower than the previous day. The implied volatity was 30.96, the open interest changed by 13 which increased total open position to 13
On 24 Dec SHREECEM was trading at 26707.70. The strike last trading price was 1637.65, which was 0.00 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 12 Dec SHREECEM was trading at 27228.75. The strike last trading price was 1637.65, which was 0.00 lower than the previous day. The implied volatity was 3.77, the open interest changed by 0 which decreased total open position to 0
On 10 Dec SHREECEM was trading at 27119.30. The strike last trading price was 1637.65, which was 0.00 lower than the previous day. The implied volatity was 3.48, the open interest changed by 0 which decreased total open position to 0
On 6 Dec SHREECEM was trading at 27076.65. The strike last trading price was 1637.65, which was 0.00 lower than the previous day. The implied volatity was 3.34, the open interest changed by 0 which decreased total open position to 0
On 5 Dec SHREECEM was trading at 26608.00. The strike last trading price was 1637.65, which was 0.00 lower than the previous day. The implied volatity was 2.23, the open interest changed by 0 which decreased total open position to 0
On 2 Dec SHREECEM was trading at 26784.00. The strike last trading price was 1637.65, which was 1637.65 higher than the previous day. The implied volatity was 2.71, the open interest changed by 0 which decreased total open position to 0
On 28 Nov SHREECEM was trading at 25545.60. 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 26 Nov SHREECEM was trading at 24980.65. 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 6 Nov SHREECEM was trading at 25009.15. 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 0 which decreased total open position to 0
On 5 Nov SHREECEM was trading at 24695.90. 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 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 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0