SHREECEM
Shree Cement Limited
Historical option data for SHREECEM
09 Dec 2025 04:11 PM IST
| SHREECEM 30-DEC-2025 26250 CE | ||||||||||||||||
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Delta: 0.47
Vega: 24.81
Theta: -13.07
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 9 Dec | 26100.00 | 366.7 | -82.95 | 16.63 | 221 | -3 | 96 | |||||||||
| 8 Dec | 26135.00 | 461.95 | 17.55 | 18.62 | 359 | 39 | 100 | |||||||||
| 5 Dec | 26075.00 | 454 | -202.8 | 16.13 | 107 | 27 | 62 | |||||||||
| 4 Dec | 26450.00 | 647.95 | 42.95 | 16.48 | 44 | 6 | 34 | |||||||||
| 3 Dec | 26300.00 | 595.75 | -153.25 | 17.68 | 67 | 25 | 28 | |||||||||
| 2 Dec | 26545.00 | 749 | 28.35 | - | 0 | 1 | 0 | |||||||||
| 1 Dec | 26415.00 | 749 | 28.35 | 20.38 | 1 | 0 | 2 | |||||||||
| 28 Nov | 26400.00 | 696.7 | -2198.1 | 15.19 | 6 | 2 | 2 | |||||||||
| 27 Nov | 26755.00 | 2894.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 26 Nov | 26935.00 | 2894.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 25 Nov | 26455.00 | 2894.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Nov | 26490.00 | 2894.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 Nov | 26480.00 | 2894.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Nov | 26480.00 | 2894.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Nov | 26510.00 | 2894.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Nov | 26420.00 | 2894.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Nov | 26680.00 | 2894.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 14 Nov | 26700.00 | 2894.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Nov | 26995.00 | 2894.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Nov | 27035.00 | 2894.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Nov | 27090.00 | 2894.8 | 0 | - | 0 | 0 | 0 | |||||||||
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| 7 Nov | 27375.00 | 2894.8 | 0 | - | 0 | 0 | 0 | |||||||||
For Shree Cement Limited - strike price 26250 expiring on 30DEC2025
Delta for 26250 CE is 0.47
Historical price for 26250 CE is as follows
On 9 Dec SHREECEM was trading at 26100.00. The strike last trading price was 366.7, which was -82.95 lower than the previous day. The implied volatity was 16.63, the open interest changed by -3 which decreased total open position to 96
On 8 Dec SHREECEM was trading at 26135.00. The strike last trading price was 461.95, which was 17.55 higher than the previous day. The implied volatity was 18.62, the open interest changed by 39 which increased total open position to 100
On 5 Dec SHREECEM was trading at 26075.00. The strike last trading price was 454, which was -202.8 lower than the previous day. The implied volatity was 16.13, the open interest changed by 27 which increased total open position to 62
On 4 Dec SHREECEM was trading at 26450.00. The strike last trading price was 647.95, which was 42.95 higher than the previous day. The implied volatity was 16.48, the open interest changed by 6 which increased total open position to 34
On 3 Dec SHREECEM was trading at 26300.00. The strike last trading price was 595.75, which was -153.25 lower than the previous day. The implied volatity was 17.68, the open interest changed by 25 which increased total open position to 28
On 2 Dec SHREECEM was trading at 26545.00. The strike last trading price was 749, which was 28.35 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 1 Dec SHREECEM was trading at 26415.00. The strike last trading price was 749, which was 28.35 higher than the previous day. The implied volatity was 20.38, the open interest changed by 0 which decreased total open position to 2
On 28 Nov SHREECEM was trading at 26400.00. The strike last trading price was 696.7, which was -2198.1 lower than the previous day. The implied volatity was 15.19, the open interest changed by 2 which increased total open position to 2
On 27 Nov SHREECEM was trading at 26755.00. The strike last trading price was 2894.8, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 26 Nov SHREECEM was trading at 26935.00. The strike last trading price was 2894.8, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 25 Nov SHREECEM was trading at 26455.00. The strike last trading price was 2894.8, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 24 Nov SHREECEM was trading at 26490.00. The strike last trading price was 2894.8, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 21 Nov SHREECEM was trading at 26480.00. The strike last trading price was 2894.8, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 20 Nov SHREECEM was trading at 26480.00. The strike last trading price was 2894.8, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 19 Nov SHREECEM was trading at 26510.00. The strike last trading price was 2894.8, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 18 Nov SHREECEM was trading at 26420.00. The strike last trading price was 2894.8, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 17 Nov SHREECEM was trading at 26680.00. The strike last trading price was 2894.8, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 Nov SHREECEM was trading at 26700.00. The strike last trading price was 2894.8, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Nov SHREECEM was trading at 26995.00. The strike last trading price was 2894.8, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Nov SHREECEM was trading at 27035.00. The strike last trading price was 2894.8, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Nov SHREECEM was trading at 27090.00. The strike last trading price was 2894.8, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 Nov SHREECEM was trading at 27375.00. The strike last trading price was 2894.8, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| SHREECEM 30DEC2025 26250 PE | |||||||
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Delta: -0.54
Vega: 24.78
Theta: -4.88
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 9 Dec | 26100.00 | 424.05 | -30.6 | 14.93 | 32 | -12 | 60 |
| 8 Dec | 26135.00 | 443.55 | 45.2 | 16.83 | 176 | 33 | 73 |
| 5 Dec | 26075.00 | 398.35 | -43.95 | 15.16 | 38 | 2 | 39 |
| 4 Dec | 26450.00 | 442.3 | 2.8 | 21.32 | 22 | 5 | 38 |
| 3 Dec | 26300.00 | 437.45 | 118.75 | 18.40 | 30 | 12 | 33 |
| 2 Dec | 26545.00 | 318.1 | -103.95 | 17.97 | 21 | 4 | 23 |
| 1 Dec | 26415.00 | 417.05 | -221.2 | - | 0 | 15 | 0 |
| 28 Nov | 26400.00 | 417.05 | -221.2 | 19.23 | 29 | 14 | 18 |
| 27 Nov | 26755.00 | 638.25 | 188.25 | - | 0 | 0 | 0 |
| 26 Nov | 26935.00 | 638.25 | 188.25 | 32.30 | 1 | 0 | 4 |
| 25 Nov | 26455.00 | 450 | 165.6 | - | 0 | 0 | 0 |
| 24 Nov | 26490.00 | 450 | 165.6 | - | 0 | 4 | 0 |
| 21 Nov | 26480.00 | 450 | 165.6 | 19.66 | 4 | 2 | 2 |
| 20 Nov | 26480.00 | 284.4 | 0 | 1.48 | 0 | 0 | 0 |
| 19 Nov | 26510.00 | 284.4 | 0 | 1.60 | 0 | 0 | 0 |
| 18 Nov | 26420.00 | 284.4 | 0 | 1.43 | 0 | 0 | 0 |
| 17 Nov | 26680.00 | 284.4 | 0 | 1.97 | 0 | 0 | 0 |
| 14 Nov | 26700.00 | 284.4 | 0 | 2.04 | 0 | 0 | 0 |
| 13 Nov | 26995.00 | 284.4 | 0 | 2.70 | 0 | 0 | 0 |
| 11 Nov | 27035.00 | 284.4 | 0 | 2.56 | 0 | 0 | 0 |
| 10 Nov | 27090.00 | 284.4 | 0 | 2.93 | 0 | 0 | 0 |
| 7 Nov | 27375.00 | 284.4 | 0 | 3.51 | 0 | 0 | 0 |
For Shree Cement Limited - strike price 26250 expiring on 30DEC2025
Delta for 26250 PE is -0.54
Historical price for 26250 PE is as follows
On 9 Dec SHREECEM was trading at 26100.00. The strike last trading price was 424.05, which was -30.6 lower than the previous day. The implied volatity was 14.93, the open interest changed by -12 which decreased total open position to 60
On 8 Dec SHREECEM was trading at 26135.00. The strike last trading price was 443.55, which was 45.2 higher than the previous day. The implied volatity was 16.83, the open interest changed by 33 which increased total open position to 73
On 5 Dec SHREECEM was trading at 26075.00. The strike last trading price was 398.35, which was -43.95 lower than the previous day. The implied volatity was 15.16, the open interest changed by 2 which increased total open position to 39
On 4 Dec SHREECEM was trading at 26450.00. The strike last trading price was 442.3, which was 2.8 higher than the previous day. The implied volatity was 21.32, the open interest changed by 5 which increased total open position to 38
On 3 Dec SHREECEM was trading at 26300.00. The strike last trading price was 437.45, which was 118.75 higher than the previous day. The implied volatity was 18.40, the open interest changed by 12 which increased total open position to 33
On 2 Dec SHREECEM was trading at 26545.00. The strike last trading price was 318.1, which was -103.95 lower than the previous day. The implied volatity was 17.97, the open interest changed by 4 which increased total open position to 23
On 1 Dec SHREECEM was trading at 26415.00. The strike last trading price was 417.05, which was -221.2 lower than the previous day. The implied volatity was -, the open interest changed by 15 which increased total open position to 0
On 28 Nov SHREECEM was trading at 26400.00. The strike last trading price was 417.05, which was -221.2 lower than the previous day. The implied volatity was 19.23, the open interest changed by 14 which increased total open position to 18
On 27 Nov SHREECEM was trading at 26755.00. The strike last trading price was 638.25, which was 188.25 higher 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 26935.00. The strike last trading price was 638.25, which was 188.25 higher than the previous day. The implied volatity was 32.30, the open interest changed by 0 which decreased total open position to 4
On 25 Nov SHREECEM was trading at 26455.00. The strike last trading price was 450, which was 165.6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 24 Nov SHREECEM was trading at 26490.00. The strike last trading price was 450, which was 165.6 higher than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 0
On 21 Nov SHREECEM was trading at 26480.00. The strike last trading price was 450, which was 165.6 higher than the previous day. The implied volatity was 19.66, the open interest changed by 2 which increased total open position to 2
On 20 Nov SHREECEM was trading at 26480.00. The strike last trading price was 284.4, which was 0 lower than the previous day. The implied volatity was 1.48, the open interest changed by 0 which decreased total open position to 0
On 19 Nov SHREECEM was trading at 26510.00. The strike last trading price was 284.4, which was 0 lower than the previous day. The implied volatity was 1.60, the open interest changed by 0 which decreased total open position to 0
On 18 Nov SHREECEM was trading at 26420.00. The strike last trading price was 284.4, which was 0 lower than the previous day. The implied volatity was 1.43, 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 284.4, which was 0 lower than the previous day. The implied volatity was 1.97, 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 284.4, which was 0 lower than the previous day. The implied volatity was 2.04, 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 284.4, which was 0 lower than the previous day. The implied volatity was 2.70, 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 284.4, which was 0 lower than the previous day. The implied volatity was 2.56, 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 284.4, which was 0 lower than the previous day. The implied volatity was 2.93, the open interest changed by 0 which decreased total open position to 0
On 7 Nov SHREECEM was trading at 27375.00. The strike last trading price was 284.4, which was 0 lower than the previous day. The implied volatity was 3.51, the open interest changed by 0 which decreased total open position to 0































































































































































































































