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

26342.7 -365.00 (-1.37%)

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Historical option data for SHREECEM

26 Dec 2024 04:11 PM IST
SHREECEM 26DEC2024 26250 CE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
26 Dec 26342.70 1175 0.00 0.00 0 0 0
24 Dec 26707.70 1175 0.00 0.00 0 0 0
23 Dec 27199.90 1175 0.00 0.00 0 0 0
20 Dec 27063.50 1175 0.00 0.00 0 0 0
19 Dec 27617.10 1175 0.00 0.00 0 0 0
18 Dec 27908.80 1175 0.00 0.00 0 0 0
17 Dec 28352.20 1175 0.00 0.00 0 0 0
16 Dec 28091.25 1175 0.00 0.00 0 -1 0
13 Dec 27591.45 1175 453.40 - 1 0 24
12 Dec 27228.75 721.6 0.00 0.00 0 0 0
11 Dec 27305.50 721.6 0.00 0.00 0 1 0
10 Dec 27119.30 721.6 -213.05 - 3 1 24
9 Dec 26711.25 934.65 0.00 0.00 0 -2 0
6 Dec 27076.65 934.65 214.65 12.00 8 0 25
5 Dec 26608.00 720 -294.65 16.83 18 3 23
4 Dec 27403.90 1014.65 0.00 0.00 0 0 0
3 Dec 27159.35 1014.65 0.00 0.00 0 1 0
2 Dec 26784.00 1014.65 480.55 21.60 72 1 20
29 Nov 26076.45 534.1 -183.00 20.34 150 19 19
28 Nov 25545.60 717.1 0.00 1.83 0 0 0
27 Nov 25421.85 717.1 0.00 1.96 0 0 0
26 Nov 24980.65 717.1 0.00 3.47 0 0 0
25 Nov 25467.30 717.1 0.00 1.81 0 0 0
12 Nov 24372.80 717.1 717.10 4.73 0 0 0
1 Nov 25241.05 0 1.36 0 0 0


For Shree Cement Limited - strike price 26250 expiring on 26DEC2024

Delta for 26250 CE is 0.00

Historical price for 26250 CE is as follows

On 26 Dec SHREECEM was trading at 26342.70. The strike last trading price was 1175, 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 24 Dec SHREECEM was trading at 26707.70. The strike last trading price was 1175, 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 23 Dec SHREECEM was trading at 27199.90. The strike last trading price was 1175, 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 20 Dec SHREECEM was trading at 27063.50. The strike last trading price was 1175, 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 19 Dec SHREECEM was trading at 27617.10. The strike last trading price was 1175, 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 18 Dec SHREECEM was trading at 27908.80. The strike last trading price was 1175, 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 17 Dec SHREECEM was trading at 28352.20. The strike last trading price was 1175, 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 Dec SHREECEM was trading at 28091.25. The strike last trading price was 1175, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0


On 13 Dec SHREECEM was trading at 27591.45. The strike last trading price was 1175, which was 453.40 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 24


On 12 Dec SHREECEM was trading at 27228.75. The strike last trading price was 721.6, 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 11 Dec SHREECEM was trading at 27305.50. The strike last trading price was 721.6, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0


On 10 Dec SHREECEM was trading at 27119.30. The strike last trading price was 721.6, which was -213.05 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 24


On 9 Dec SHREECEM was trading at 26711.25. The strike last trading price was 934.65, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -2 which decreased total open position to 0


On 6 Dec SHREECEM was trading at 27076.65. The strike last trading price was 934.65, which was 214.65 higher than the previous day. The implied volatity was 12.00, the open interest changed by 0 which decreased total open position to 25


On 5 Dec SHREECEM was trading at 26608.00. The strike last trading price was 720, which was -294.65 lower than the previous day. The implied volatity was 16.83, the open interest changed by 3 which increased total open position to 23


On 4 Dec SHREECEM was trading at 27403.90. The strike last trading price was 1014.65, 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 3 Dec SHREECEM was trading at 27159.35. The strike last trading price was 1014.65, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0


On 2 Dec SHREECEM was trading at 26784.00. The strike last trading price was 1014.65, which was 480.55 higher than the previous day. The implied volatity was 21.60, the open interest changed by 1 which increased total open position to 20


On 29 Nov SHREECEM was trading at 26076.45. The strike last trading price was 534.1, which was -183.00 lower than the previous day. The implied volatity was 20.34, the open interest changed by 19 which increased total open position to 19


On 28 Nov SHREECEM was trading at 25545.60. The strike last trading price was 717.1, which was 0.00 lower than the previous day. The implied volatity was 1.83, the open interest changed by 0 which decreased total open position to 0


On 27 Nov SHREECEM was trading at 25421.85. The strike last trading price was 717.1, which was 0.00 lower than the previous day. The implied volatity was 1.96, 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 717.1, which was 0.00 lower than the previous day. The implied volatity was 3.47, the open interest changed by 0 which decreased total open position to 0


On 25 Nov SHREECEM was trading at 25467.30. The strike last trading price was 717.1, which was 0.00 lower than the previous day. The implied volatity was 1.81, the open interest changed by 0 which decreased total open position to 0


On 12 Nov SHREECEM was trading at 24372.80. The strike last trading price was 717.1, which was 717.10 higher than the previous day. The implied volatity was 4.73, the open interest changed by 0 which decreased total open position to 0


On 1 Nov SHREECEM was trading at 25241.05. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 1.36, the open interest changed by 0 which decreased total open position to 0


SHREECEM 26DEC2024 26250 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
26 Dec 26342.70 9.95 -40.05 - 30 -12 26
24 Dec 26707.70 50 10.25 26.01 92 16 40
23 Dec 27199.90 39.75 2.35 32.10 63 0 24
20 Dec 27063.50 37.4 12.30 20.13 13 -1 24
19 Dec 27617.10 25.1 -10.90 24.60 30 -4 26
18 Dec 27908.80 36 0.00 28.71 1 0 31
17 Dec 28352.20 36 0.00 0.00 0 5 0
16 Dec 28091.25 36 -21.00 28.38 17 5 31
13 Dec 27591.45 57 -44.00 22.62 50 9 27
12 Dec 27228.75 101 -41.35 21.46 8 1 18
11 Dec 27305.50 142.35 -165.25 23.64 23 9 17
10 Dec 27119.30 307.6 0.00 0.00 0 0 0
9 Dec 26711.25 307.6 0.00 0.00 0 0 0
6 Dec 27076.65 307.6 -138.90 26.63 18 0 8
5 Dec 26608.00 446.5 202.50 26.45 20 7 8
4 Dec 27403.90 244 -1359.40 25.12 2 1 1
3 Dec 27159.35 1603.4 0.00 3.79 0 0 0
2 Dec 26784.00 1603.4 0.00 2.50 0 0 0
29 Nov 26076.45 1603.4 0.00 - 0 0 0
28 Nov 25545.60 1603.4 0.00 - 0 0 0
27 Nov 25421.85 1603.4 0.00 - 0 0 0
26 Nov 24980.65 1603.4 0.00 - 0 0 0
25 Nov 25467.30 1603.4 0.00 - 0 0 0
12 Nov 24372.80 1603.4 1603.40 - 0 0 0
1 Nov 25241.05 0 - 0 0 0


For Shree Cement Limited - strike price 26250 expiring on 26DEC2024

Delta for 26250 PE is -

Historical price for 26250 PE is as follows

On 26 Dec SHREECEM was trading at 26342.70. The strike last trading price was 9.95, which was -40.05 lower than the previous day. The implied volatity was -, the open interest changed by -12 which decreased total open position to 26


On 24 Dec SHREECEM was trading at 26707.70. The strike last trading price was 50, which was 10.25 higher than the previous day. The implied volatity was 26.01, the open interest changed by 16 which increased total open position to 40


On 23 Dec SHREECEM was trading at 27199.90. The strike last trading price was 39.75, which was 2.35 higher than the previous day. The implied volatity was 32.10, the open interest changed by 0 which decreased total open position to 24


On 20 Dec SHREECEM was trading at 27063.50. The strike last trading price was 37.4, which was 12.30 higher than the previous day. The implied volatity was 20.13, the open interest changed by -1 which decreased total open position to 24


On 19 Dec SHREECEM was trading at 27617.10. The strike last trading price was 25.1, which was -10.90 lower than the previous day. The implied volatity was 24.60, the open interest changed by -4 which decreased total open position to 26


On 18 Dec SHREECEM was trading at 27908.80. The strike last trading price was 36, which was 0.00 lower than the previous day. The implied volatity was 28.71, the open interest changed by 0 which decreased total open position to 31


On 17 Dec SHREECEM was trading at 28352.20. The strike last trading price was 36, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 5 which increased total open position to 0


On 16 Dec SHREECEM was trading at 28091.25. The strike last trading price was 36, which was -21.00 lower than the previous day. The implied volatity was 28.38, the open interest changed by 5 which increased total open position to 31


On 13 Dec SHREECEM was trading at 27591.45. The strike last trading price was 57, which was -44.00 lower than the previous day. The implied volatity was 22.62, the open interest changed by 9 which increased total open position to 27


On 12 Dec SHREECEM was trading at 27228.75. The strike last trading price was 101, which was -41.35 lower than the previous day. The implied volatity was 21.46, the open interest changed by 1 which increased total open position to 18


On 11 Dec SHREECEM was trading at 27305.50. The strike last trading price was 142.35, which was -165.25 lower than the previous day. The implied volatity was 23.64, the open interest changed by 9 which increased total open position to 17


On 10 Dec SHREECEM was trading at 27119.30. The strike last trading price was 307.6, 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 9 Dec SHREECEM was trading at 26711.25. The strike last trading price was 307.6, 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 6 Dec SHREECEM was trading at 27076.65. The strike last trading price was 307.6, which was -138.90 lower than the previous day. The implied volatity was 26.63, the open interest changed by 0 which decreased total open position to 8


On 5 Dec SHREECEM was trading at 26608.00. The strike last trading price was 446.5, which was 202.50 higher than the previous day. The implied volatity was 26.45, the open interest changed by 7 which increased total open position to 8


On 4 Dec SHREECEM was trading at 27403.90. The strike last trading price was 244, which was -1359.40 lower than the previous day. The implied volatity was 25.12, the open interest changed by 1 which increased total open position to 1


On 3 Dec SHREECEM was trading at 27159.35. The strike last trading price was 1603.4, which was 0.00 lower than the previous day. The implied volatity was 3.79, 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 1603.4, which was 0.00 lower than the previous day. The implied volatity was 2.50, the open interest changed by 0 which decreased total open position to 0


On 29 Nov SHREECEM was trading at 26076.45. The strike last trading price was 1603.4, 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 1603.4, 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 27 Nov SHREECEM was trading at 25421.85. The strike last trading price was 1603.4, 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 1603.4, 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 25 Nov SHREECEM was trading at 25467.30. The strike last trading price was 1603.4, 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 12 Nov SHREECEM was trading at 24372.80. The strike last trading price was 1603.4, which was 1603.40 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 1 Nov SHREECEM was trading at 25241.05. 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