SHREECEM
Shree Cement Limited
Historical option data for SHREECEM
20 Dec 2024 04:11 PM IST
| SHREECEM 26DEC2024 26250 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 | |||
| 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 | |||
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| 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 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 | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.11
Vega: 6.51
Theta: -10.10
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 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 -0.11
Historical price for 26250 PE is as follows
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
