SHREECEM

Shree Cement Limited

26045 +55.00 (0.21%)

L: 25900 H: 26185

Back to Option Chain

Historical option data for SHREECEM
17 Dec 2025 04:11 PM IST

Strike Price

Expiry

Ltp Ltp OI Open Interest (OI) OI Chg Change Open Interest Volume Volume IV IV

Call
Put

Per Lot

SHREECEM 30-DEC-2025 26000 CE
Delta: 0.58 Vega: 19.22 Theta: -15.51 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
17 Dec	26045.00	380.05 ₹ 9,501.25	-87.75 -2193.75	15.52	287 7,175	-30 -750	266 6,650
16 Dec	25990.00	450 ₹ 11,250	-423.2 -10580.00	19.64	737 18,425	143 3,575	293 7,325
15 Dec	26625.00	860 ₹ 21,500	223.85 5596.25	20.61	311 7,775	-28 -700	144 3,600
12 Dec	26285.00	593.75 ₹ 14,843.75	62.8 1570.00	14.08	769 19,225	-19 -475	174 4,350
11 Dec	26080.00	552.35 ₹ 13,808.75	151.8 3795.00	18.59	672 16,800	-135 -3,375	193 4,825
10 Dec	25885.00	407.85 ₹ 10,196.25	-116.75 -2918.75	16.53	1,079 26,975	206 5,150	331 8,275
9 Dec	26100.00	529.2 ₹ 13,230	-64.9 -1622.50	18.17	154 3,850	25 625	119 2,975
8 Dec	26135.00	610 ₹ 15,250	32.15 803.75	19.34	120 3,000	9 225	92 2,300
5 Dec	26075.00	587.25 ₹ 14,681.25	-157.75 -3943.75	16.03	50 1,250	28 700	81 2,025
4 Dec	26450.00	745 ₹ 18,625	-217.5 -5437.50	-	0 0	10 250	0 0
3 Dec	26300.00	745 ₹ 18,625	-217.5 -5437.50	17.82	52 1,300	13 325	56 1,400
2 Dec	26545.00	980 ₹ 24,500	158.1 3952.50	14.97	43 1,075	6 150	43 1,075
1 Dec	26415.00	821.9 ₹ 20,547.5	-41.7 -1042.50	17.65	19 475	5 125	36 900
28 Nov	26400.00	882 ₹ 22,050	-218 -5450.00	15.98	16 400	7 175	33 825
27 Nov	26755.00	1100 ₹ 27,500	-233 -5825.00	12.92	5 125	0 0	26 650
26 Nov	26935.00	1333 ₹ 33,325	354.95 8873.75	17.06	3 75	-1 -25	26 650
25 Nov	26455.00	978.05 ₹ 24,451.25	-60.55 -1513.75	16.00	11 275	4 100	28 700
24 Nov	26490.00	1038.6 ₹ 25,965	-69.4 -1735.00	17.76	3 75	1 25	24 600
21 Nov	26480.00	1108 ₹ 27,700	-51.35 -1283.75	19.01	11 275	5 125	24 600
20 Nov	26480.00	1163.7 ₹ 29,092.5	-16.3 -407.50	20.96	6 150	4 100	18 450
19 Nov	26510.00	1180 ₹ 29,500	-2759.7 -68992.50	19.99	14 350	13 325	13 325
18 Nov	26420.00	3939.7 ₹ 98,492.5	0 0.00	-	0 0	0 0	0 0
17 Nov	26680.00	3939.7 ₹ 98,492.5	0 0.00	-	0 0	0 0	0 0
14 Nov	26700.00	3939.7 ₹ 98,492.5	0 0.00	-	0 0	0 0	0 0
13 Nov	26995.00	3939.7 ₹ 98,492.5	0 0.00	-	0 0	0 0	0 0

11 Nov	27035.00	3939.7 ₹ 98,492.5	0 0.00	-	0 0	0 0	0 0
10 Nov	27090.00	3939.7 ₹ 98,492.5	0 0.00	-	0 0	0 0	0 0

For Shree Cement Limited - strike price 26000 expiring on 30DEC2025

Delta for 26000 CE is 0.58

Historical price for 26000 CE is as follows

On 17 Dec SHREECEM was trading at 26045.00. The strike last trading price was 380.05, which was -87.75 lower than the previous day. The implied volatity was 15.52, the open interest changed by -30 which decreased total open position to 266

On 16 Dec SHREECEM was trading at 25990.00. The strike last trading price was 450, which was -423.2 lower than the previous day. The implied volatity was 19.64, the open interest changed by 143 which increased total open position to 293

On 15 Dec SHREECEM was trading at 26625.00. The strike last trading price was 860, which was 223.85 higher than the previous day. The implied volatity was 20.61, the open interest changed by -28 which decreased total open position to 144

On 12 Dec SHREECEM was trading at 26285.00. The strike last trading price was 593.75, which was 62.8 higher than the previous day. The implied volatity was 14.08, the open interest changed by -19 which decreased total open position to 174

On 11 Dec SHREECEM was trading at 26080.00. The strike last trading price was 552.35, which was 151.8 higher than the previous day. The implied volatity was 18.59, the open interest changed by -135 which decreased total open position to 193

On 10 Dec SHREECEM was trading at 25885.00. The strike last trading price was 407.85, which was -116.75 lower than the previous day. The implied volatity was 16.53, the open interest changed by 206 which increased total open position to 331

On 9 Dec SHREECEM was trading at 26100.00. The strike last trading price was 529.2, which was -64.9 lower than the previous day. The implied volatity was 18.17, the open interest changed by 25 which increased total open position to 119

On 8 Dec SHREECEM was trading at 26135.00. The strike last trading price was 610, which was 32.15 higher than the previous day. The implied volatity was 19.34, the open interest changed by 9 which increased total open position to 92

On 5 Dec SHREECEM was trading at 26075.00. The strike last trading price was 587.25, which was -157.75 lower than the previous day. The implied volatity was 16.03, the open interest changed by 28 which increased total open position to 81

On 4 Dec SHREECEM was trading at 26450.00. The strike last trading price was 745, which was -217.5 lower than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 0

On 3 Dec SHREECEM was trading at 26300.00. The strike last trading price was 745, which was -217.5 lower than the previous day. The implied volatity was 17.82, the open interest changed by 13 which increased total open position to 56

On 2 Dec SHREECEM was trading at 26545.00. The strike last trading price was 980, which was 158.1 higher than the previous day. The implied volatity was 14.97, the open interest changed by 6 which increased total open position to 43

On 1 Dec SHREECEM was trading at 26415.00. The strike last trading price was 821.9, which was -41.7 lower than the previous day. The implied volatity was 17.65, the open interest changed by 5 which increased total open position to 36

On 28 Nov SHREECEM was trading at 26400.00. The strike last trading price was 882, which was -218 lower than the previous day. The implied volatity was 15.98, the open interest changed by 7 which increased total open position to 33

On 27 Nov SHREECEM was trading at 26755.00. The strike last trading price was 1100, which was -233 lower than the previous day. The implied volatity was 12.92, the open interest changed by 0 which decreased total open position to 26

On 26 Nov SHREECEM was trading at 26935.00. The strike last trading price was 1333, which was 354.95 higher than the previous day. The implied volatity was 17.06, the open interest changed by -1 which decreased total open position to 26

On 25 Nov SHREECEM was trading at 26455.00. The strike last trading price was 978.05, which was -60.55 lower than the previous day. The implied volatity was 16.00, the open interest changed by 4 which increased total open position to 28

On 24 Nov SHREECEM was trading at 26490.00. The strike last trading price was 1038.6, which was -69.4 lower than the previous day. The implied volatity was 17.76, the open interest changed by 1 which increased total open position to 24

On 21 Nov SHREECEM was trading at 26480.00. The strike last trading price was 1108, which was -51.35 lower than the previous day. The implied volatity was 19.01, the open interest changed by 5 which increased total open position to 24

On 20 Nov SHREECEM was trading at 26480.00. The strike last trading price was 1163.7, which was -16.3 lower than the previous day. The implied volatity was 20.96, the open interest changed by 4 which increased total open position to 18

On 19 Nov SHREECEM was trading at 26510.00. The strike last trading price was 1180, which was -2759.7 lower than the previous day. The implied volatity was 19.99, the open interest changed by 13 which increased total open position to 13

On 18 Nov SHREECEM was trading at 26420.00. The strike last trading price was 3939.7, 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 3939.7, 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 3939.7, 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 3939.7, 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 3939.7, 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 3939.7, 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 30DEC2025 26000 PE
Delta: -0.44 Vega: 19.38 Theta: -13.06 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
17 Dec	26045.00	360 ₹ 9,000	10.8 270.00	21.86	266 6,650	6 150	306 7,650
16 Dec	25990.00	365.95 ₹ 9,148.75	249.65 6241.25	20.41	1,700 42,500	27 675	291 7,275
15 Dec	26625.00	124.95 ₹ 3,123.75	-89.95 -2248.75	17.45	401 10,025	41 1,025	265 6,625
12 Dec	26285.00	224 ₹ 5,600	-58.8 -1470.00	17.64	210 5,250	16 400	226 5,650
11 Dec	26080.00	297.1 ₹ 7,427.5	-154.15 -3853.75	16.64	319 7,975	17 425	213 5,325
10 Dec	25885.00	458.15 ₹ 11,453.75	111.75 2793.75	19.32	514 12,850	24 600	198 4,950
9 Dec	26100.00	378.8 ₹ 9,470	42.85 1071.25	18.12	305 7,625	21 525	175 4,375
8 Dec	26135.00	327.1 ₹ 8,177.5	-28.55 -713.75	16.86	182 4,550	-6 -150	154 3,850
5 Dec	26075.00	351.9 ₹ 8,797.5	89.25 2231.25	17.63	182 4,550	-5 -125	171 4,275
4 Dec	26450.00	262.35 ₹ 6,558.75	-79.7 -1992.50	18.04	54 1,350	-5 -125	176 4,400
3 Dec	26300.00	343.85 ₹ 8,596.25	103.15 2578.75	18.78	459 11,475	-5 -125	181 4,525
2 Dec	26545.00	240 ₹ 6,000	-56.25 -1406.25	18.14	381 9,525	-12 -300	185 4,625
1 Dec	26415.00	315 ₹ 7,875	-21.45 -536.25	18.35	114 2,850	47 1,175	185 4,625
28 Nov	26400.00	332 ₹ 8,300	85.4 2135.00	19.50	250 6,250	56 1,400	137 3,425
27 Nov	26755.00	252 ₹ 6,300	49.3 1232.50	20.13	72 1,800	-14 -350	80 2,000
26 Nov	26935.00	206 ₹ 5,150	-164 -4100.00	19.61	125 3,125	27 675	94 2,350
25 Nov	26455.00	370 ₹ 9,250	-10 -250.00	21.11	19 475	8 200	66 1,650
24 Nov	26490.00	380 ₹ 9,500	-19.55 -488.75	21.02	16 400	7 175	57 1,425
21 Nov	26480.00	420 ₹ 10,500	7.35 183.75	21.88	22 550	5 125	48 1,200
20 Nov	26480.00	412.65 ₹ 10,316.25	-7.35 -183.75	21.19	5 125	1 25	41 1,025
19 Nov	26510.00	420 ₹ 10,500	0 0.00	21.99	9 225	6 150	38 950
18 Nov	26420.00	420 ₹ 10,500	45 1125.00	20.91	25 625	17 425	31 775
17 Nov	26680.00	375 ₹ 9,375	15 375.00	21.27	3 75	2 50	13 325
14 Nov	26700.00	360 ₹ 9,000	100 2500.00	21.71	5 125	4 100	10 250
13 Nov	26995.00	260 ₹ 6,500	-55 -1375.00	19.63	3 75	2 50	5 125
11 Nov	27035.00	315 ₹ 7,875	15 375.00	21.46	2 50	1 25	2 50
10 Nov	27090.00	300 ₹ 7,500	19 475.00	21.92	1 25	0 0	0 0

For Shree Cement Limited - strike price 26000 expiring on 30DEC2025

Delta for 26000 PE is -0.44

Historical price for 26000 PE is as follows

On 17 Dec SHREECEM was trading at 26045.00. The strike last trading price was 360, which was 10.8 higher than the previous day. The implied volatity was 21.86, the open interest changed by 6 which increased total open position to 306

On 16 Dec SHREECEM was trading at 25990.00. The strike last trading price was 365.95, which was 249.65 higher than the previous day. The implied volatity was 20.41, the open interest changed by 27 which increased total open position to 291

On 15 Dec SHREECEM was trading at 26625.00. The strike last trading price was 124.95, which was -89.95 lower than the previous day. The implied volatity was 17.45, the open interest changed by 41 which increased total open position to 265

On 12 Dec SHREECEM was trading at 26285.00. The strike last trading price was 224, which was -58.8 lower than the previous day. The implied volatity was 17.64, the open interest changed by 16 which increased total open position to 226

On 11 Dec SHREECEM was trading at 26080.00. The strike last trading price was 297.1, which was -154.15 lower than the previous day. The implied volatity was 16.64, the open interest changed by 17 which increased total open position to 213

On 10 Dec SHREECEM was trading at 25885.00. The strike last trading price was 458.15, which was 111.75 higher than the previous day. The implied volatity was 19.32, the open interest changed by 24 which increased total open position to 198

On 9 Dec SHREECEM was trading at 26100.00. The strike last trading price was 378.8, which was 42.85 higher than the previous day. The implied volatity was 18.12, the open interest changed by 21 which increased total open position to 175

On 8 Dec SHREECEM was trading at 26135.00. The strike last trading price was 327.1, which was -28.55 lower than the previous day. The implied volatity was 16.86, the open interest changed by -6 which decreased total open position to 154

On 5 Dec SHREECEM was trading at 26075.00. The strike last trading price was 351.9, which was 89.25 higher than the previous day. The implied volatity was 17.63, the open interest changed by -5 which decreased total open position to 171

On 4 Dec SHREECEM was trading at 26450.00. The strike last trading price was 262.35, which was -79.7 lower than the previous day. The implied volatity was 18.04, the open interest changed by -5 which decreased total open position to 176

On 3 Dec SHREECEM was trading at 26300.00. The strike last trading price was 343.85, which was 103.15 higher than the previous day. The implied volatity was 18.78, the open interest changed by -5 which decreased total open position to 181

On 2 Dec SHREECEM was trading at 26545.00. The strike last trading price was 240, which was -56.25 lower than the previous day. The implied volatity was 18.14, the open interest changed by -12 which decreased total open position to 185

On 1 Dec SHREECEM was trading at 26415.00. The strike last trading price was 315, which was -21.45 lower than the previous day. The implied volatity was 18.35, the open interest changed by 47 which increased total open position to 185

On 28 Nov SHREECEM was trading at 26400.00. The strike last trading price was 332, which was 85.4 higher than the previous day. The implied volatity was 19.50, the open interest changed by 56 which increased total open position to 137

On 27 Nov SHREECEM was trading at 26755.00. The strike last trading price was 252, which was 49.3 higher than the previous day. The implied volatity was 20.13, the open interest changed by -14 which decreased total open position to 80

On 26 Nov SHREECEM was trading at 26935.00. The strike last trading price was 206, which was -164 lower than the previous day. The implied volatity was 19.61, the open interest changed by 27 which increased total open position to 94

On 25 Nov SHREECEM was trading at 26455.00. The strike last trading price was 370, which was -10 lower than the previous day. The implied volatity was 21.11, the open interest changed by 8 which increased total open position to 66

On 24 Nov SHREECEM was trading at 26490.00. The strike last trading price was 380, which was -19.55 lower than the previous day. The implied volatity was 21.02, the open interest changed by 7 which increased total open position to 57

On 21 Nov SHREECEM was trading at 26480.00. The strike last trading price was 420, which was 7.35 higher than the previous day. The implied volatity was 21.88, the open interest changed by 5 which increased total open position to 48

On 20 Nov SHREECEM was trading at 26480.00. The strike last trading price was 412.65, which was -7.35 lower than the previous day. The implied volatity was 21.19, the open interest changed by 1 which increased total open position to 41

On 19 Nov SHREECEM was trading at 26510.00. The strike last trading price was 420, which was 0 lower than the previous day. The implied volatity was 21.99, the open interest changed by 6 which increased total open position to 38

On 18 Nov SHREECEM was trading at 26420.00. The strike last trading price was 420, which was 45 higher than the previous day. The implied volatity was 20.91, the open interest changed by 17 which increased total open position to 31

On 17 Nov SHREECEM was trading at 26680.00. The strike last trading price was 375, which was 15 higher than the previous day. The implied volatity was 21.27, the open interest changed by 2 which increased total open position to 13

On 14 Nov SHREECEM was trading at 26700.00. The strike last trading price was 360, which was 100 higher than the previous day. The implied volatity was 21.71, the open interest changed by 4 which increased total open position to 10

On 13 Nov SHREECEM was trading at 26995.00. The strike last trading price was 260, which was -55 lower than the previous day. The implied volatity was 19.63, the open interest changed by 2 which increased total open position to 5

On 11 Nov SHREECEM was trading at 27035.00. The strike last trading price was 315, which was 15 higher than the previous day. The implied volatity was 21.46, the open interest changed by 1 which increased total open position to 2

On 10 Nov SHREECEM was trading at 27090.00. The strike last trading price was 300, which was 19 higher than the previous day. The implied volatity was 21.92, the open interest changed by 0 which decreased total open position to 0

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