SHREECEM
Shree Cement Limited
Historical option data for SHREECEM
02 Mar 2026 04:11 PM IST
| SHREECEM 30-MAR-2026 26250 CE | ||||||||||||||||
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Delta: 0.44
Vega: 28.24
Theta: -13.24
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 2 Mar | 26125.00 | 466.95 | -474 | 20.28 | 443 | 200 | 206 | |||||||||
| 27 Feb | 26075.00 | 940.95 | 101.95 | - | 0 | 0 | 6 | |||||||||
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| 26 Feb | 26745.00 | 940.95 | 101.95 | - | 0 | 0 | 6 | |||||||||
| 25 Feb | 26865.00 | 940.95 | 101.95 | 6.04 | 12 | 1 | 6 | |||||||||
| 24 Feb | 26525.00 | 839 | 43.95 | 16.12 | 3 | 1 | 5 | |||||||||
| 23 Feb | 26550.00 | 795.05 | 0 | - | 0 | 0 | 4 | |||||||||
| 20 Feb | 26510.00 | 795.05 | 0 | - | 0 | 0 | 4 | |||||||||
| 19 Feb | 26215.00 | 795.05 | 0 | 18.98 | 4 | 0 | 6 | |||||||||
| 18 Feb | 26635.00 | 795.05 | 25.05 | 9.09 | 2 | 0 | 6 | |||||||||
| 17 Feb | 26370.00 | 770 | -848.7 | 16.04 | 5 | 4 | 6 | |||||||||
| 16 Feb | 26315.00 | 1618.7 | -165.25 | - | 0 | 0 | 2 | |||||||||
| 13 Feb | 26130.00 | 1618.7 | -165.25 | - | 0 | 0 | 2 | |||||||||
| 12 Feb | 26340.00 | 1618.7 | -165.25 | - | 0 | 0 | 2 | |||||||||
| 11 Feb | 26805.00 | 1618.7 | -165.25 | - | 0 | 0 | 2 | |||||||||
| 10 Feb | 26525.00 | 1618.7 | -165.25 | - | 0 | 0 | 2 | |||||||||
| 9 Feb | 27145.00 | 1618.7 | -165.25 | - | 0 | 0 | 2 | |||||||||
| 6 Feb | 27330.00 | 1618.7 | -165.25 | - | 0 | 0 | 2 | |||||||||
| 5 Feb | 27225.00 | 1618.7 | -165.25 | - | 0 | 0 | 2 | |||||||||
| 4 Feb | 27350.00 | 1618.7 | -165.25 | - | 0 | 0 | 2 | |||||||||
| 3 Feb | 27020.00 | 1618.7 | -165.25 | - | 0 | 0 | 2 | |||||||||
| 2 Feb | 26800.00 | 1618.7 | -165.25 | - | 0 | 0 | 2 | |||||||||
| 1 Feb | 26385.00 | 1618.7 | -165.25 | - | 0 | 0 | 2 | |||||||||
| 30 Jan | 26985.00 | 1618.7 | -165.25 | 23.75 | 2 | 0 | 0 | |||||||||
| 29 Jan | 27055.00 | 1783.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 28 Jan | 27480.00 | 1783.95 | 0 | - | 0 | 0 | 0 | |||||||||
For Shree Cement Limited - strike price 26250 expiring on 30MAR2026
Delta for 26250 CE is 0.44
Historical price for 26250 CE is as follows
On 2 Mar SHREECEM was trading at 26125.00. The strike last trading price was 466.95, which was -474 lower than the previous day. The implied volatity was 20.28, the open interest changed by 200 which increased total open position to 206
On 27 Feb SHREECEM was trading at 26075.00. The strike last trading price was 940.95, which was 101.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 26 Feb SHREECEM was trading at 26745.00. The strike last trading price was 940.95, which was 101.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 25 Feb SHREECEM was trading at 26865.00. The strike last trading price was 940.95, which was 101.95 higher than the previous day. The implied volatity was 6.04, the open interest changed by 1 which increased total open position to 6
On 24 Feb SHREECEM was trading at 26525.00. The strike last trading price was 839, which was 43.95 higher than the previous day. The implied volatity was 16.12, the open interest changed by 1 which increased total open position to 5
On 23 Feb SHREECEM was trading at 26550.00. The strike last trading price was 795.05, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 20 Feb SHREECEM was trading at 26510.00. The strike last trading price was 795.05, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 19 Feb SHREECEM was trading at 26215.00. The strike last trading price was 795.05, which was 0 lower than the previous day. The implied volatity was 18.98, the open interest changed by 0 which decreased total open position to 6
On 18 Feb SHREECEM was trading at 26635.00. The strike last trading price was 795.05, which was 25.05 higher than the previous day. The implied volatity was 9.09, the open interest changed by 0 which decreased total open position to 6
On 17 Feb SHREECEM was trading at 26370.00. The strike last trading price was 770, which was -848.7 lower than the previous day. The implied volatity was 16.04, the open interest changed by 4 which increased total open position to 6
On 16 Feb SHREECEM was trading at 26315.00. The strike last trading price was 1618.7, which was -165.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 13 Feb SHREECEM was trading at 26130.00. The strike last trading price was 1618.7, which was -165.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 12 Feb SHREECEM was trading at 26340.00. The strike last trading price was 1618.7, which was -165.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 11 Feb SHREECEM was trading at 26805.00. The strike last trading price was 1618.7, which was -165.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 10 Feb SHREECEM was trading at 26525.00. The strike last trading price was 1618.7, which was -165.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 9 Feb SHREECEM was trading at 27145.00. The strike last trading price was 1618.7, which was -165.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 6 Feb SHREECEM was trading at 27330.00. The strike last trading price was 1618.7, which was -165.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 5 Feb SHREECEM was trading at 27225.00. The strike last trading price was 1618.7, which was -165.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 4 Feb SHREECEM was trading at 27350.00. The strike last trading price was 1618.7, which was -165.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 3 Feb SHREECEM was trading at 27020.00. The strike last trading price was 1618.7, which was -165.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 2 Feb SHREECEM was trading at 26800.00. The strike last trading price was 1618.7, which was -165.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 1 Feb SHREECEM was trading at 26385.00. The strike last trading price was 1618.7, which was -165.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 30 Jan SHREECEM was trading at 26985.00. The strike last trading price was 1618.7, which was -165.25 lower than the previous day. The implied volatity was 23.75, the open interest changed by 0 which decreased total open position to 0
On 29 Jan SHREECEM was trading at 27055.00. The strike last trading price was 1783.95, 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 28 Jan SHREECEM was trading at 27480.00. The strike last trading price was 1783.95, 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 30MAR2026 26250 PE | |||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 2 Mar | 26125.00 | 439.3 | -100.05 | - | 0 | 0 | 0 |
| 27 Feb | 26075.00 | 439.3 | -100.05 | - | 0 | 0 | 5 |
| 26 Feb | 26745.00 | 439.3 | -100.05 | - | 0 | 0 | 5 |
| 25 Feb | 26865.00 | 439.3 | -100.05 | 25.96 | 7 | 2 | 2 |
| 24 Feb | 26525.00 | 539.35 | 0 | 1.73 | 0 | 0 | 0 |
| 23 Feb | 26550.00 | 539.35 | 0 | 1.39 | 0 | 0 | 0 |
| 20 Feb | 26510.00 | 539.35 | 0 | 1.33 | 0 | 0 | 0 |
| 19 Feb | 26215.00 | 539.35 | 0 | 0.71 | 0 | 0 | 0 |
| 18 Feb | 26635.00 | 539.35 | 0 | 1.77 | 0 | 0 | 0 |
| 17 Feb | 26370.00 | 539.35 | 0 | 1.09 | 0 | 0 | 0 |
| 16 Feb | 26315.00 | 539.35 | 0 | 0.85 | 0 | 0 | 0 |
| 13 Feb | 26130.00 | 539.35 | 0 | 0.47 | 0 | 0 | 0 |
| 12 Feb | 26340.00 | 539.35 | 0 | 1.43 | 0 | 0 | 0 |
| 11 Feb | 26805.00 | 539.35 | 0 | 2.09 | 0 | 0 | 0 |
| 10 Feb | 26525.00 | 539.35 | 0 | 1.47 | 0 | 0 | 0 |
| 9 Feb | 27145.00 | 539.35 | 0 | 2.88 | 0 | 0 | 0 |
| 6 Feb | 27330.00 | 539.35 | 0 | 3.39 | 0 | 0 | 0 |
| 5 Feb | 27225.00 | 539.35 | 0 | 3.04 | 0 | 0 | 0 |
| 4 Feb | 27350.00 | 539.35 | 0 | 3.62 | 0 | 0 | 0 |
| 3 Feb | 27020.00 | 539.35 | 0 | 2.54 | 0 | 0 | 0 |
| 2 Feb | 26800.00 | 539.35 | 0 | 1.41 | 0 | 0 | 0 |
| 1 Feb | 26385.00 | 539.35 | 0 | 1.39 | 0 | 0 | 0 |
| 30 Jan | 26985.00 | 539.35 | 0 | 2.36 | 0 | 0 | 0 |
| 29 Jan | 27055.00 | 539.35 | 0 | 2.85 | 0 | 0 | 0 |
| 28 Jan | 27480.00 | 539.35 | 0 | 3.6 | 0 | 0 | 0 |
For Shree Cement Limited - strike price 26250 expiring on 30MAR2026
Delta for 26250 PE is -
Historical price for 26250 PE is as follows
On 2 Mar SHREECEM was trading at 26125.00. The strike last trading price was 439.3, which was -100.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 27 Feb SHREECEM was trading at 26075.00. The strike last trading price was 439.3, which was -100.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 26 Feb SHREECEM was trading at 26745.00. The strike last trading price was 439.3, which was -100.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 25 Feb SHREECEM was trading at 26865.00. The strike last trading price was 439.3, which was -100.05 lower than the previous day. The implied volatity was 25.96, the open interest changed by 2 which increased total open position to 2
On 24 Feb SHREECEM was trading at 26525.00. The strike last trading price was 539.35, which was 0 lower than the previous day. The implied volatity was 1.73, the open interest changed by 0 which decreased total open position to 0
On 23 Feb SHREECEM was trading at 26550.00. The strike last trading price was 539.35, which was 0 lower than the previous day. The implied volatity was 1.39, the open interest changed by 0 which decreased total open position to 0
On 20 Feb SHREECEM was trading at 26510.00. The strike last trading price was 539.35, which was 0 lower than the previous day. The implied volatity was 1.33, the open interest changed by 0 which decreased total open position to 0
On 19 Feb SHREECEM was trading at 26215.00. The strike last trading price was 539.35, which was 0 lower than the previous day. The implied volatity was 0.71, the open interest changed by 0 which decreased total open position to 0
On 18 Feb SHREECEM was trading at 26635.00. The strike last trading price was 539.35, which was 0 lower than the previous day. The implied volatity was 1.77, the open interest changed by 0 which decreased total open position to 0
On 17 Feb SHREECEM was trading at 26370.00. The strike last trading price was 539.35, which was 0 lower than the previous day. The implied volatity was 1.09, the open interest changed by 0 which decreased total open position to 0
On 16 Feb SHREECEM was trading at 26315.00. The strike last trading price was 539.35, which was 0 lower than the previous day. The implied volatity was 0.85, the open interest changed by 0 which decreased total open position to 0
On 13 Feb SHREECEM was trading at 26130.00. The strike last trading price was 539.35, which was 0 lower than the previous day. The implied volatity was 0.47, the open interest changed by 0 which decreased total open position to 0
On 12 Feb SHREECEM was trading at 26340.00. The strike last trading price was 539.35, 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 11 Feb SHREECEM was trading at 26805.00. The strike last trading price was 539.35, which was 0 lower than the previous day. The implied volatity was 2.09, the open interest changed by 0 which decreased total open position to 0
On 10 Feb SHREECEM was trading at 26525.00. The strike last trading price was 539.35, which was 0 lower than the previous day. The implied volatity was 1.47, the open interest changed by 0 which decreased total open position to 0
On 9 Feb SHREECEM was trading at 27145.00. The strike last trading price was 539.35, which was 0 lower than the previous day. The implied volatity was 2.88, the open interest changed by 0 which decreased total open position to 0
On 6 Feb SHREECEM was trading at 27330.00. The strike last trading price was 539.35, which was 0 lower than the previous day. The implied volatity was 3.39, the open interest changed by 0 which decreased total open position to 0
On 5 Feb SHREECEM was trading at 27225.00. The strike last trading price was 539.35, which was 0 lower than the previous day. The implied volatity was 3.04, the open interest changed by 0 which decreased total open position to 0
On 4 Feb SHREECEM was trading at 27350.00. The strike last trading price was 539.35, which was 0 lower than the previous day. The implied volatity was 3.62, the open interest changed by 0 which decreased total open position to 0
On 3 Feb SHREECEM was trading at 27020.00. The strike last trading price was 539.35, which was 0 lower than the previous day. The implied volatity was 2.54, the open interest changed by 0 which decreased total open position to 0
On 2 Feb SHREECEM was trading at 26800.00. The strike last trading price was 539.35, which was 0 lower than the previous day. The implied volatity was 1.41, the open interest changed by 0 which decreased total open position to 0
On 1 Feb SHREECEM was trading at 26385.00. The strike last trading price was 539.35, which was 0 lower than the previous day. The implied volatity was 1.39, the open interest changed by 0 which decreased total open position to 0
On 30 Jan SHREECEM was trading at 26985.00. The strike last trading price was 539.35, which was 0 lower than the previous day. The implied volatity was 2.36, the open interest changed by 0 which decreased total open position to 0
On 29 Jan SHREECEM was trading at 27055.00. The strike last trading price was 539.35, which was 0 lower than the previous day. The implied volatity was 2.85, the open interest changed by 0 which decreased total open position to 0
On 28 Jan SHREECEM was trading at 27480.00. The strike last trading price was 539.35, which was 0 lower than the previous day. The implied volatity was 3.6, the open interest changed by 0 which decreased total open position to 0
