SHREECEM
Shree Cement Limited
Historical option data for SHREECEM
20 Feb 2026 04:11 PM IST
| SHREECEM 24-FEB-2026 26500 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.52
Vega: 11.05
Theta: -37.27
Gamma: 0
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 20 Feb | 26510.00 | 278.5 | 106.75 | 24.31 | 804 | -96 | 176 | |||||||||
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| 19 Feb | 26215.00 | 169.65 | -135.75 | 21.35 | 756 | -28 | 273 | |||||||||
| 18 Feb | 26635.00 | 290.3 | 53.8 | 11.28 | 1,187 | -135 | 302 | |||||||||
| 17 Feb | 26370.00 | 235.3 | -2.05 | 19.81 | 815 | -23 | 441 | |||||||||
| 16 Feb | 26315.00 | 221.7 | 12.05 | 19.81 | 764 | -50 | 455 | |||||||||
| 13 Feb | 26130.00 | 200.55 | -201 | 18.52 | 1,368 | 104 | 505 | |||||||||
| 12 Feb | 26340.00 | 402.05 | -161.7 | 22.68 | 1,316 | 198 | 385 | |||||||||
| 11 Feb | 26805.00 | 550 | 18.75 | 17.56 | 1,173 | -15 | 188 | |||||||||
| 10 Feb | 26525.00 | 528.25 | -277.45 | 23.03 | 813 | 117 | 198 | |||||||||
| 9 Feb | 27145.00 | 755.4 | -469.6 | 12.09 | 1,265 | -23 | 80 | |||||||||
| 6 Feb | 27330.00 | 1225 | 123.9 | 25.82 | 130 | 17 | 104 | |||||||||
| 5 Feb | 27225.00 | 1070.05 | -194.6 | 23.24 | 164 | -36 | 86 | |||||||||
| 4 Feb | 27350.00 | 1397.95 | 560.15 | 28.41 | 5 | 0 | 123 | |||||||||
| 3 Feb | 27020.00 | 837.8 | 134.65 | 16.58 | 18 | 2 | 123 | |||||||||
| 2 Feb | 26800.00 | 712.1 | 90.9 | 17.39 | 200 | 104 | 123 | |||||||||
| 1 Feb | 26385.00 | 610.15 | -490.65 | 20.81 | 21 | 2 | 20 | |||||||||
| 30 Jan | 26985.00 | 1100.8 | -249.2 | 26.61 | 69 | 9 | 18 | |||||||||
| 29 Jan | 27055.00 | 1350 | -145.95 | - | 0 | 0 | 0 | |||||||||
| 28 Jan | 27480.00 | 1350 | -145.95 | 20.92 | 3 | 1 | 8 | |||||||||
| 27 Jan | 27220.00 | 1495.95 | -10.9 | - | 0 | 0 | 7 | |||||||||
| 23 Jan | 27000.00 | 1495.95 | -10.9 | 32.5 | 3 | 0 | 7 | |||||||||
| 22 Jan | 27430.00 | 1506.85 | 219.6 | 23.53 | 6 | 1 | 7 | |||||||||
| 21 Jan | 27370.00 | 1287.25 | -194.5 | 15.42 | 6 | 3 | 3 | |||||||||
| 20 Jan | 27225.00 | 1481.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Jan | 27510.00 | 1481.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Jan | 27840.00 | 1481.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 14 Jan | 27550.00 | 1481.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Jan | 27155.00 | 1481.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Jan | 27165.00 | 1481.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Jan | 26950.00 | 1481.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 8 Jan | 26850.00 | 1481.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 Jan | 27320.00 | 1481.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Jan | 27670.00 | 1481.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Jan | 27645.00 | 1481.75 | - | - | 0 | 0 | 0 | |||||||||
| 2 Jan | 27045.00 | 1481.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Jan | 26835.00 | 1481.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 31 Dec | 26575.00 | 1481.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Dec | 26340.00 | 1481.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Dec | 26275.00 | 1481.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 26 Dec | 26420.00 | 1481.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Dec | 26145.00 | 1481.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 23 Dec | 25940.00 | 1481.75 | 0 | 0.37 | 0 | 0 | 0 | |||||||||
| 22 Dec | 25710.00 | 1481.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Dec | 25600.00 | 1481.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Dec | 25645.00 | 1481.75 | 0 | 0.7 | 0 | 0 | 0 | |||||||||
| 17 Dec | 26045.00 | 1481.75 | 0 | 0.02 | 0 | 0 | 0 | |||||||||
| 16 Dec | 25990.00 | 1481.75 | 0 | 0.07 | 0 | 0 | 0 | |||||||||
| 15 Dec | 26625.00 | 1481.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Dec | 26285.00 | 1481.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Dec | 26080.00 | 1481.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Dec | 25885.00 | 1481.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Dec | 26100.00 | 1481.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 8 Dec | 26135.00 | 1481.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Dec | 26075.00 | 1481.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Dec | 26450.00 | 1481.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Dec | 26300.00 | 1481.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Dec | 26545.00 | 1481.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Dec | 26415.00 | 1481.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 28 Nov | 26400.00 | 1481.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Nov | 26755.00 | 1481.75 | 0 | - | 0 | 0 | 0 | |||||||||
For Shree Cement Limited - strike price 26500 expiring on 24FEB2026
Delta for 26500 CE is 0.52
Historical price for 26500 CE is as follows
On 20 Feb SHREECEM was trading at 26510.00. The strike last trading price was 278.5, which was 106.75 higher than the previous day. The implied volatity was 24.31, the open interest changed by -96 which decreased total open position to 176
On 19 Feb SHREECEM was trading at 26215.00. The strike last trading price was 169.65, which was -135.75 lower than the previous day. The implied volatity was 21.35, the open interest changed by -28 which decreased total open position to 273
On 18 Feb SHREECEM was trading at 26635.00. The strike last trading price was 290.3, which was 53.8 higher than the previous day. The implied volatity was 11.28, the open interest changed by -135 which decreased total open position to 302
On 17 Feb SHREECEM was trading at 26370.00. The strike last trading price was 235.3, which was -2.05 lower than the previous day. The implied volatity was 19.81, the open interest changed by -23 which decreased total open position to 441
On 16 Feb SHREECEM was trading at 26315.00. The strike last trading price was 221.7, which was 12.05 higher than the previous day. The implied volatity was 19.81, the open interest changed by -50 which decreased total open position to 455
On 13 Feb SHREECEM was trading at 26130.00. The strike last trading price was 200.55, which was -201 lower than the previous day. The implied volatity was 18.52, the open interest changed by 104 which increased total open position to 505
On 12 Feb SHREECEM was trading at 26340.00. The strike last trading price was 402.05, which was -161.7 lower than the previous day. The implied volatity was 22.68, the open interest changed by 198 which increased total open position to 385
On 11 Feb SHREECEM was trading at 26805.00. The strike last trading price was 550, which was 18.75 higher than the previous day. The implied volatity was 17.56, the open interest changed by -15 which decreased total open position to 188
On 10 Feb SHREECEM was trading at 26525.00. The strike last trading price was 528.25, which was -277.45 lower than the previous day. The implied volatity was 23.03, the open interest changed by 117 which increased total open position to 198
On 9 Feb SHREECEM was trading at 27145.00. The strike last trading price was 755.4, which was -469.6 lower than the previous day. The implied volatity was 12.09, the open interest changed by -23 which decreased total open position to 80
On 6 Feb SHREECEM was trading at 27330.00. The strike last trading price was 1225, which was 123.9 higher than the previous day. The implied volatity was 25.82, the open interest changed by 17 which increased total open position to 104
On 5 Feb SHREECEM was trading at 27225.00. The strike last trading price was 1070.05, which was -194.6 lower than the previous day. The implied volatity was 23.24, the open interest changed by -36 which decreased total open position to 86
On 4 Feb SHREECEM was trading at 27350.00. The strike last trading price was 1397.95, which was 560.15 higher than the previous day. The implied volatity was 28.41, the open interest changed by 0 which decreased total open position to 123
On 3 Feb SHREECEM was trading at 27020.00. The strike last trading price was 837.8, which was 134.65 higher than the previous day. The implied volatity was 16.58, the open interest changed by 2 which increased total open position to 123
On 2 Feb SHREECEM was trading at 26800.00. The strike last trading price was 712.1, which was 90.9 higher than the previous day. The implied volatity was 17.39, the open interest changed by 104 which increased total open position to 123
On 1 Feb SHREECEM was trading at 26385.00. The strike last trading price was 610.15, which was -490.65 lower than the previous day. The implied volatity was 20.81, the open interest changed by 2 which increased total open position to 20
On 30 Jan SHREECEM was trading at 26985.00. The strike last trading price was 1100.8, which was -249.2 lower than the previous day. The implied volatity was 26.61, the open interest changed by 9 which increased total open position to 18
On 29 Jan SHREECEM was trading at 27055.00. The strike last trading price was 1350, which was -145.95 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 1350, which was -145.95 lower than the previous day. The implied volatity was 20.92, the open interest changed by 1 which increased total open position to 8
On 27 Jan SHREECEM was trading at 27220.00. The strike last trading price was 1495.95, which was -10.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 23 Jan SHREECEM was trading at 27000.00. The strike last trading price was 1495.95, which was -10.9 lower than the previous day. The implied volatity was 32.5, the open interest changed by 0 which decreased total open position to 7
On 22 Jan SHREECEM was trading at 27430.00. The strike last trading price was 1506.85, which was 219.6 higher than the previous day. The implied volatity was 23.53, the open interest changed by 1 which increased total open position to 7
On 21 Jan SHREECEM was trading at 27370.00. The strike last trading price was 1287.25, which was -194.5 lower than the previous day. The implied volatity was 15.42, the open interest changed by 3 which increased total open position to 3
On 20 Jan SHREECEM was trading at 27225.00. The strike last trading price was 1481.75, 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 Jan SHREECEM was trading at 27510.00. The strike last trading price was 1481.75, 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 16 Jan SHREECEM was trading at 27840.00. The strike last trading price was 1481.75, 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 Jan SHREECEM was trading at 27550.00. The strike last trading price was 1481.75, 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 Jan SHREECEM was trading at 27155.00. The strike last trading price was 1481.75, 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 12 Jan SHREECEM was trading at 27165.00. The strike last trading price was 1481.75, 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 9 Jan SHREECEM was trading at 26950.00. The strike last trading price was 1481.75, 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 8 Jan SHREECEM was trading at 26850.00. The strike last trading price was 1481.75, 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 Jan SHREECEM was trading at 27320.00. The strike last trading price was 1481.75, 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 6 Jan SHREECEM was trading at 27670.00. The strike last trading price was 1481.75, 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 5 Jan SHREECEM was trading at 27645.00. The strike last trading price was 1481.75, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 2 Jan SHREECEM was trading at 27045.00. The strike last trading price was 1481.75, 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 1 Jan SHREECEM was trading at 26835.00. The strike last trading price was 1481.75, 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 31 Dec SHREECEM was trading at 26575.00. The strike last trading price was 1481.75, 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 30 Dec SHREECEM was trading at 26340.00. The strike last trading price was 1481.75, 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 29 Dec SHREECEM was trading at 26275.00. The strike last trading price was 1481.75, 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 Dec SHREECEM was trading at 26420.00. The strike last trading price was 1481.75, 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 Dec SHREECEM was trading at 26145.00. The strike last trading price was 1481.75, 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 23 Dec SHREECEM was trading at 25940.00. The strike last trading price was 1481.75, which was 0 lower than the previous day. The implied volatity was 0.37, the open interest changed by 0 which decreased total open position to 0
On 22 Dec SHREECEM was trading at 25710.00. The strike last trading price was 1481.75, 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 Dec SHREECEM was trading at 25600.00. The strike last trading price was 1481.75, 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 Dec SHREECEM was trading at 25645.00. The strike last trading price was 1481.75, which was 0 lower than the previous day. The implied volatity was 0.7, the open interest changed by 0 which decreased total open position to 0
On 17 Dec SHREECEM was trading at 26045.00. The strike last trading price was 1481.75, which was 0 lower than the previous day. The implied volatity was 0.02, the open interest changed by 0 which decreased total open position to 0
On 16 Dec SHREECEM was trading at 25990.00. The strike last trading price was 1481.75, which was 0 lower than the previous day. The implied volatity was 0.07, the open interest changed by 0 which decreased total open position to 0
On 15 Dec SHREECEM was trading at 26625.00. The strike last trading price was 1481.75, 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 12 Dec SHREECEM was trading at 26285.00. The strike last trading price was 1481.75, 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 Dec SHREECEM was trading at 26080.00. The strike last trading price was 1481.75, 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 Dec SHREECEM was trading at 25885.00. The strike last trading price was 1481.75, 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 9 Dec SHREECEM was trading at 26100.00. The strike last trading price was 1481.75, 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 8 Dec SHREECEM was trading at 26135.00. The strike last trading price was 1481.75, 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 5 Dec SHREECEM was trading at 26075.00. The strike last trading price was 1481.75, 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 4 Dec SHREECEM was trading at 26450.00. The strike last trading price was 1481.75, 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 3 Dec SHREECEM was trading at 26300.00. The strike last trading price was 1481.75, 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 2 Dec SHREECEM was trading at 26545.00. The strike last trading price was 1481.75, 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 1 Dec SHREECEM was trading at 26415.00. The strike last trading price was 1481.75, 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 Nov SHREECEM was trading at 26400.00. The strike last trading price was 1481.75, 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 27 Nov SHREECEM was trading at 26755.00. The strike last trading price was 1481.75, 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 24FEB2026 26500 PE | |||||||
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Delta: -0.48
Vega: 11.05
Theta: -35.07
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 20 Feb | 26510.00 | 300 | -136.55 | 27.98 | 113 | 12 | 230 |
| 19 Feb | 26215.00 | 446.35 | 182.5 | 25.67 | 1,391 | 16 | 220 |
| 18 Feb | 26635.00 | 291.7 | -166.75 | 28.95 | 244 | 30 | 203 |
| 17 Feb | 26370.00 | 457.45 | -121.5 | 27.28 | 385 | 17 | 173 |
| 16 Feb | 26315.00 | 617.25 | -176.8 | 33.14 | 341 | 16 | 156 |
| 13 Feb | 26130.00 | 885.9 | 353.85 | 39.29 | 1,293 | -81 | 141 |
| 12 Feb | 26340.00 | 536.2 | 131.45 | 26.42 | 532 | -2 | 238 |
| 11 Feb | 26805.00 | 423 | -62.95 | 28.93 | 656 | -48 | 236 |
| 10 Feb | 26525.00 | 504 | 187.7 | 26.77 | 1,478 | -65 | 278 |
| 9 Feb | 27145.00 | 337.1 | -50.9 | 29.08 | 3,827 | 239 | 347 |
| 6 Feb | 27330.00 | 342.15 | -100.1 | 30.69 | 214 | 14 | 97 |
| 5 Feb | 27225.00 | 444 | 123.2 | 32.34 | 19 | 2 | 83 |
| 4 Feb | 27350.00 | 308 | -170.45 | 29.12 | 78 | 2 | 81 |
| 3 Feb | 27020.00 | 478.9 | -227.55 | 32.67 | 8 | -4 | 79 |
| 2 Feb | 26800.00 | 706.45 | 35.45 | 35.12 | 78 | 37 | 82 |
| 1 Feb | 26385.00 | 671 | 211.6 | 27.54 | 13 | -2 | 45 |
| 30 Jan | 26985.00 | 459.4 | -40.6 | 25.65 | 24 | 9 | 48 |
| 29 Jan | 27055.00 | 500 | 95.5 | 29.78 | 3 | 0 | 0 |
| 28 Jan | 27480.00 | 404.5 | -43.35 | 29.5 | 9 | 0 | 38 |
| 27 Jan | 27220.00 | 450 | 61.95 | 27.35 | 37 | 10 | 16 |
| 23 Jan | 27000.00 | 388.05 | -118 | - | 0 | 0 | 6 |
| 22 Jan | 27430.00 | 388.05 | -118 | 26.67 | 4 | 1 | 8 |
| 21 Jan | 27370.00 | 506.05 | -7 | 30.03 | 1 | 0 | 6 |
| 20 Jan | 27225.00 | 513.05 | 100.3 | 27.88 | 4 | 2 | 4 |
| 19 Jan | 27510.00 | 412.75 | -714.7 | - | 0 | 0 | 2 |
| 16 Jan | 27840.00 | 412.75 | -714.7 | - | 0 | 0 | 2 |
| 14 Jan | 27550.00 | 412.75 | -714.7 | 26.49 | 2 | 0 | 0 |
| 13 Jan | 27155.00 | 1127.45 | 0 | 2.35 | 0 | 0 | 0 |
| 12 Jan | 27165.00 | 1127.45 | 0 | 2.47 | 0 | 0 | 0 |
| 9 Jan | 26950.00 | 1127.45 | 0 | 1.98 | 0 | 0 | 0 |
| 8 Jan | 26850.00 | 1127.45 | 0 | 1.85 | 0 | 0 | 0 |
| 7 Jan | 27320.00 | 1127.45 | 0 | 2.83 | 0 | 0 | 0 |
| 6 Jan | 27670.00 | 1127.45 | 0 | 3.59 | 0 | 0 | 0 |
| 5 Jan | 27645.00 | 1127.45 | - | - | 0 | 0 | 0 |
| 2 Jan | 27045.00 | 1127.45 | 0 | 2.26 | 0 | 0 | 0 |
| 1 Jan | 26835.00 | 1127.45 | 0 | 1.57 | 0 | 0 | 0 |
| 31 Dec | 26575.00 | 1127.45 | 0 | 1.21 | 0 | 0 | 0 |
| 30 Dec | 26340.00 | 1127.45 | 0 | 0.67 | 0 | 0 | 0 |
| 29 Dec | 26275.00 | 1127.45 | 0 | - | 0 | 0 | 0 |
| 26 Dec | 26420.00 | 1127.45 | 0 | 0.8 | 0 | 0 | 0 |
| 24 Dec | 26145.00 | 1127.45 | 0 | - | 0 | 0 | 0 |
| 23 Dec | 25940.00 | 1127.45 | 0 | - | 0 | 0 | 0 |
| 22 Dec | 25710.00 | 1127.45 | 0 | - | 0 | 0 | 0 |
| 19 Dec | 25600.00 | 1127.45 | 0 | - | 0 | 0 | 0 |
| 18 Dec | 25645.00 | 1127.45 | 0 | - | 0 | 0 | 0 |
| 17 Dec | 26045.00 | 1127.45 | 0 | - | 0 | 0 | 0 |
| 16 Dec | 25990.00 | 1127.45 | 0 | - | 0 | 0 | 0 |
| 15 Dec | 26625.00 | 1127.45 | 0 | - | 0 | 0 | 0 |
| 12 Dec | 26285.00 | 1127.45 | 0 | 0.65 | 0 | 0 | 0 |
| 11 Dec | 26080.00 | 1127.45 | 0 | - | 0 | 0 | 0 |
| 10 Dec | 25885.00 | 1127.45 | 0 | - | 0 | 0 | 0 |
| 9 Dec | 26100.00 | 1127.45 | 0 | - | 0 | 0 | 0 |
| 8 Dec | 26135.00 | 1127.45 | 0 | - | 0 | 0 | 0 |
| 5 Dec | 26075.00 | 1127.45 | 0 | - | 0 | 0 | 0 |
| 4 Dec | 26450.00 | 1127.45 | 0 | - | 0 | 0 | 0 |
| 3 Dec | 26300.00 | 1127.45 | 0 | 0.77 | 0 | 0 | 0 |
| 2 Dec | 26545.00 | 1127.45 | 0 | 1.23 | 0 | 0 | 0 |
| 1 Dec | 26415.00 | 1127.45 | 0 | 0.96 | 0 | 0 | 0 |
| 28 Nov | 26400.00 | 1127.45 | 0 | 1 | 0 | 0 | 0 |
| 27 Nov | 26755.00 | 1127.45 | 0 | 1.67 | 0 | 0 | 0 |
For Shree Cement Limited - strike price 26500 expiring on 24FEB2026
Delta for 26500 PE is -0.48
Historical price for 26500 PE is as follows
On 20 Feb SHREECEM was trading at 26510.00. The strike last trading price was 300, which was -136.55 lower than the previous day. The implied volatity was 27.98, the open interest changed by 12 which increased total open position to 230
On 19 Feb SHREECEM was trading at 26215.00. The strike last trading price was 446.35, which was 182.5 higher than the previous day. The implied volatity was 25.67, the open interest changed by 16 which increased total open position to 220
On 18 Feb SHREECEM was trading at 26635.00. The strike last trading price was 291.7, which was -166.75 lower than the previous day. The implied volatity was 28.95, the open interest changed by 30 which increased total open position to 203
On 17 Feb SHREECEM was trading at 26370.00. The strike last trading price was 457.45, which was -121.5 lower than the previous day. The implied volatity was 27.28, the open interest changed by 17 which increased total open position to 173
On 16 Feb SHREECEM was trading at 26315.00. The strike last trading price was 617.25, which was -176.8 lower than the previous day. The implied volatity was 33.14, the open interest changed by 16 which increased total open position to 156
On 13 Feb SHREECEM was trading at 26130.00. The strike last trading price was 885.9, which was 353.85 higher than the previous day. The implied volatity was 39.29, the open interest changed by -81 which decreased total open position to 141
On 12 Feb SHREECEM was trading at 26340.00. The strike last trading price was 536.2, which was 131.45 higher than the previous day. The implied volatity was 26.42, the open interest changed by -2 which decreased total open position to 238
On 11 Feb SHREECEM was trading at 26805.00. The strike last trading price was 423, which was -62.95 lower than the previous day. The implied volatity was 28.93, the open interest changed by -48 which decreased total open position to 236
On 10 Feb SHREECEM was trading at 26525.00. The strike last trading price was 504, which was 187.7 higher than the previous day. The implied volatity was 26.77, the open interest changed by -65 which decreased total open position to 278
On 9 Feb SHREECEM was trading at 27145.00. The strike last trading price was 337.1, which was -50.9 lower than the previous day. The implied volatity was 29.08, the open interest changed by 239 which increased total open position to 347
On 6 Feb SHREECEM was trading at 27330.00. The strike last trading price was 342.15, which was -100.1 lower than the previous day. The implied volatity was 30.69, the open interest changed by 14 which increased total open position to 97
On 5 Feb SHREECEM was trading at 27225.00. The strike last trading price was 444, which was 123.2 higher than the previous day. The implied volatity was 32.34, the open interest changed by 2 which increased total open position to 83
On 4 Feb SHREECEM was trading at 27350.00. The strike last trading price was 308, which was -170.45 lower than the previous day. The implied volatity was 29.12, the open interest changed by 2 which increased total open position to 81
On 3 Feb SHREECEM was trading at 27020.00. The strike last trading price was 478.9, which was -227.55 lower than the previous day. The implied volatity was 32.67, the open interest changed by -4 which decreased total open position to 79
On 2 Feb SHREECEM was trading at 26800.00. The strike last trading price was 706.45, which was 35.45 higher than the previous day. The implied volatity was 35.12, the open interest changed by 37 which increased total open position to 82
On 1 Feb SHREECEM was trading at 26385.00. The strike last trading price was 671, which was 211.6 higher than the previous day. The implied volatity was 27.54, the open interest changed by -2 which decreased total open position to 45
On 30 Jan SHREECEM was trading at 26985.00. The strike last trading price was 459.4, which was -40.6 lower than the previous day. The implied volatity was 25.65, the open interest changed by 9 which increased total open position to 48
On 29 Jan SHREECEM was trading at 27055.00. The strike last trading price was 500, which was 95.5 higher than the previous day. The implied volatity was 29.78, 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 404.5, which was -43.35 lower than the previous day. The implied volatity was 29.5, the open interest changed by 0 which decreased total open position to 38
On 27 Jan SHREECEM was trading at 27220.00. The strike last trading price was 450, which was 61.95 higher than the previous day. The implied volatity was 27.35, the open interest changed by 10 which increased total open position to 16
On 23 Jan SHREECEM was trading at 27000.00. The strike last trading price was 388.05, which was -118 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 22 Jan SHREECEM was trading at 27430.00. The strike last trading price was 388.05, which was -118 lower than the previous day. The implied volatity was 26.67, the open interest changed by 1 which increased total open position to 8
On 21 Jan SHREECEM was trading at 27370.00. The strike last trading price was 506.05, which was -7 lower than the previous day. The implied volatity was 30.03, the open interest changed by 0 which decreased total open position to 6
On 20 Jan SHREECEM was trading at 27225.00. The strike last trading price was 513.05, which was 100.3 higher than the previous day. The implied volatity was 27.88, the open interest changed by 2 which increased total open position to 4
On 19 Jan SHREECEM was trading at 27510.00. The strike last trading price was 412.75, which was -714.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 16 Jan SHREECEM was trading at 27840.00. The strike last trading price was 412.75, which was -714.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 14 Jan SHREECEM was trading at 27550.00. The strike last trading price was 412.75, which was -714.7 lower than the previous day. The implied volatity was 26.49, the open interest changed by 0 which decreased total open position to 0
On 13 Jan SHREECEM was trading at 27155.00. The strike last trading price was 1127.45, which was 0 lower than the previous day. The implied volatity was 2.35, the open interest changed by 0 which decreased total open position to 0
On 12 Jan SHREECEM was trading at 27165.00. The strike last trading price was 1127.45, which was 0 lower than the previous day. The implied volatity was 2.47, the open interest changed by 0 which decreased total open position to 0
On 9 Jan SHREECEM was trading at 26950.00. The strike last trading price was 1127.45, which was 0 lower than the previous day. The implied volatity was 1.98, the open interest changed by 0 which decreased total open position to 0
On 8 Jan SHREECEM was trading at 26850.00. The strike last trading price was 1127.45, which was 0 lower than the previous day. The implied volatity was 1.85, the open interest changed by 0 which decreased total open position to 0
On 7 Jan SHREECEM was trading at 27320.00. The strike last trading price was 1127.45, which was 0 lower than the previous day. The implied volatity was 2.83, the open interest changed by 0 which decreased total open position to 0
On 6 Jan SHREECEM was trading at 27670.00. The strike last trading price was 1127.45, which was 0 lower than the previous day. The implied volatity was 3.59, the open interest changed by 0 which decreased total open position to 0
On 5 Jan SHREECEM was trading at 27645.00. The strike last trading price was 1127.45, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 2 Jan SHREECEM was trading at 27045.00. The strike last trading price was 1127.45, which was 0 lower than the previous day. The implied volatity was 2.26, the open interest changed by 0 which decreased total open position to 0
On 1 Jan SHREECEM was trading at 26835.00. The strike last trading price was 1127.45, which was 0 lower than the previous day. The implied volatity was 1.57, the open interest changed by 0 which decreased total open position to 0
On 31 Dec SHREECEM was trading at 26575.00. The strike last trading price was 1127.45, which was 0 lower than the previous day. The implied volatity was 1.21, the open interest changed by 0 which decreased total open position to 0
On 30 Dec SHREECEM was trading at 26340.00. The strike last trading price was 1127.45, which was 0 lower than the previous day. The implied volatity was 0.67, the open interest changed by 0 which decreased total open position to 0
On 29 Dec SHREECEM was trading at 26275.00. The strike last trading price was 1127.45, 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 Dec SHREECEM was trading at 26420.00. The strike last trading price was 1127.45, which was 0 lower than the previous day. The implied volatity was 0.8, the open interest changed by 0 which decreased total open position to 0
On 24 Dec SHREECEM was trading at 26145.00. The strike last trading price was 1127.45, 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 23 Dec SHREECEM was trading at 25940.00. The strike last trading price was 1127.45, 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 22 Dec SHREECEM was trading at 25710.00. The strike last trading price was 1127.45, 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 Dec SHREECEM was trading at 25600.00. The strike last trading price was 1127.45, 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 Dec SHREECEM was trading at 25645.00. The strike last trading price was 1127.45, 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 Dec SHREECEM was trading at 26045.00. The strike last trading price was 1127.45, 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 16 Dec SHREECEM was trading at 25990.00. The strike last trading price was 1127.45, 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 15 Dec SHREECEM was trading at 26625.00. The strike last trading price was 1127.45, 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 12 Dec SHREECEM was trading at 26285.00. The strike last trading price was 1127.45, which was 0 lower than the previous day. The implied volatity was 0.65, the open interest changed by 0 which decreased total open position to 0
On 11 Dec SHREECEM was trading at 26080.00. The strike last trading price was 1127.45, 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 Dec SHREECEM was trading at 25885.00. The strike last trading price was 1127.45, 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 9 Dec SHREECEM was trading at 26100.00. The strike last trading price was 1127.45, 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 8 Dec SHREECEM was trading at 26135.00. The strike last trading price was 1127.45, 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 5 Dec SHREECEM was trading at 26075.00. The strike last trading price was 1127.45, 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 4 Dec SHREECEM was trading at 26450.00. The strike last trading price was 1127.45, 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 3 Dec SHREECEM was trading at 26300.00. The strike last trading price was 1127.45, which was 0 lower than the previous day. The implied volatity was 0.77, the open interest changed by 0 which decreased total open position to 0
On 2 Dec SHREECEM was trading at 26545.00. The strike last trading price was 1127.45, which was 0 lower than the previous day. The implied volatity was 1.23, the open interest changed by 0 which decreased total open position to 0
On 1 Dec SHREECEM was trading at 26415.00. The strike last trading price was 1127.45, which was 0 lower than the previous day. The implied volatity was 0.96, the open interest changed by 0 which decreased total open position to 0
On 28 Nov SHREECEM was trading at 26400.00. The strike last trading price was 1127.45, which was 0 lower than the previous day. The implied volatity was 1, the open interest changed by 0 which decreased total open position to 0
On 27 Nov SHREECEM was trading at 26755.00. The strike last trading price was 1127.45, which was 0 lower than the previous day. The implied volatity was 1.67, the open interest changed by 0 which decreased total open position to 0
