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[--[65.84.65.76]--]
SHREECEM
Shree Cement Limited

25950 23.20 (0.09%)

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Historical option data for SHREECEM

24 Jan 2025 09:11 AM IST
SHREECEM 30JAN2025 26000 CE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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
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
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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