[--[65.84.65.76]--]

SHREECEM

Shree Cement Limited
27045 +210.00 (0.78%)
L: 26705 H: 27095

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Historical option data for SHREECEM

02 Jan 2026 04:11 PM IST
SHREECEM 27-JAN-2026 26500 CE
Delta: 0.80
Vega: 20.14
Theta: -11.20
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
2 Jan 27045.00 890.15 99.25 13.76 57 -14 108
1 Jan 26835.00 749.7 157.7 17.10 197 -17 122
31 Dec 26575.00 595.45 45.6 14.25 230 4 140
30 Dec 26340.00 577 77.95 18.01 161 13 137
29 Dec 26275.00 514.05 -53.1 17.57 142 -4 125
26 Dec 26420.00 561.4 61.4 14.66 166 79 130
24 Dec 26145.00 500 50 17.41 13 7 51
23 Dec 25940.00 450 -2516.2 18.54 44 42 42
22 Dec 25710.00 2966.2 0 - 0 0 0
19 Dec 25600.00 2966.2 0 1.73 0 0 0
18 Dec 25645.00 2966.2 0 1.49 0 0 0
17 Dec 26045.00 2966.2 0 0.60 0 0 0
16 Dec 25990.00 2966.2 0 0.56 0 0 0
15 Dec 26625.00 2966.2 0 - 0 0 0
12 Dec 26285.00 2966.2 0 - 0 0 0
11 Dec 26080.00 2966.2 0 0.32 0 0 0
10 Dec 25885.00 2966.2 0 - 0 0 0
9 Dec 26100.00 2966.2 0 0.16 0 0 0
8 Dec 26135.00 2966.2 0 0.15 0 0 0
5 Dec 26075.00 2966.2 0 0.00 0 0 0
4 Dec 26450.00 2966.2 0 - 0 0 0
3 Dec 26300.00 2966.2 0 - 0 0 0
2 Dec 26545.00 2966.2 0 - 0 0 0
28 Nov 26400.00 2966.2 0 - 0 0 0
27 Nov 26755.00 2966.2 0 - 0 0 0
26 Nov 26935.00 2966.2 0 - 0 0 0
25 Nov 26455.00 2966.2 0 - 0 0 0
24 Nov 26490.00 2966.2 0 - 0 0 0
21 Nov 26480.00 2966.2 0 - 0 0 0
20 Nov 26480.00 2966.2 0 - 0 0 0
19 Nov 26510.00 2966.2 0 - 0 0 0
17 Nov 26680.00 2966.2 0 - 0 0 0
14 Nov 26700.00 2966.2 0 - 0 0 0
13 Nov 26995.00 2966.2 0 - 0 0 0
12 Nov 27095.00 2966.2 0 - 0 0 0
11 Nov 27035.00 2966.2 0 - 0 0 0
10 Nov 27090.00 2966.2 0 - 0 0 0
7 Nov 27375.00 2966.2 0 - 0 0 0
6 Nov 27450.00 0 0 - 0 0 0
4 Nov 27600.00 0 0 - 0 0 0
3 Nov 27975.00 0 0 - 0 0 0
31 Oct 28310.00 0 0 - 0 0 0
30 Oct 28740.00 0 0 - 0 0 0


For Shree Cement Limited - strike price 26500 expiring on 27JAN2026

Delta for 26500 CE is 0.80

Historical price for 26500 CE is as follows

On 2 Jan SHREECEM was trading at 27045.00. The strike last trading price was 890.15, which was 99.25 higher than the previous day. The implied volatity was 13.76, the open interest changed by -14 which decreased total open position to 108


On 1 Jan SHREECEM was trading at 26835.00. The strike last trading price was 749.7, which was 157.7 higher than the previous day. The implied volatity was 17.10, the open interest changed by -17 which decreased total open position to 122


On 31 Dec SHREECEM was trading at 26575.00. The strike last trading price was 595.45, which was 45.6 higher than the previous day. The implied volatity was 14.25, the open interest changed by 4 which increased total open position to 140


On 30 Dec SHREECEM was trading at 26340.00. The strike last trading price was 577, which was 77.95 higher than the previous day. The implied volatity was 18.01, the open interest changed by 13 which increased total open position to 137


On 29 Dec SHREECEM was trading at 26275.00. The strike last trading price was 514.05, which was -53.1 lower than the previous day. The implied volatity was 17.57, the open interest changed by -4 which decreased total open position to 125


On 26 Dec SHREECEM was trading at 26420.00. The strike last trading price was 561.4, which was 61.4 higher than the previous day. The implied volatity was 14.66, the open interest changed by 79 which increased total open position to 130


On 24 Dec SHREECEM was trading at 26145.00. The strike last trading price was 500, which was 50 higher than the previous day. The implied volatity was 17.41, the open interest changed by 7 which increased total open position to 51


On 23 Dec SHREECEM was trading at 25940.00. The strike last trading price was 450, which was -2516.2 lower than the previous day. The implied volatity was 18.54, the open interest changed by 42 which increased total open position to 42


On 22 Dec SHREECEM was trading at 25710.00. The strike last trading price was 2966.2, 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 2966.2, 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 18 Dec SHREECEM was trading at 25645.00. The strike last trading price was 2966.2, which was 0 lower than the previous day. The implied volatity was 1.49, 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 2966.2, which was 0 lower than the previous day. The implied volatity was 0.60, 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 2966.2, which was 0 lower than the previous day. The implied volatity was 0.56, 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 2966.2, 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 2966.2, 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 2966.2, which was 0 lower than the previous day. The implied volatity was 0.32, 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 2966.2, 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 2966.2, which was 0 lower than the previous day. The implied volatity was 0.16, 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 2966.2, which was 0 lower than the previous day. The implied volatity was 0.15, 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 2966.2, which was 0 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 4 Dec SHREECEM was trading at 26450.00. The strike last trading price was 2966.2, 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 2966.2, 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 2966.2, 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 2966.2, 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 2966.2, 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 2966.2, 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 2966.2, 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 2966.2, 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 2966.2, 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 2966.2, 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 2966.2, 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 2966.2, 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 2966.2, 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 2966.2, 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 Nov SHREECEM was trading at 27095.00. The strike last trading price was 2966.2, 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 2966.2, 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 2966.2, 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 2966.2, 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 Nov SHREECEM was trading at 27450.00. The strike last trading price was 0, 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 Nov SHREECEM was trading at 27600.00. The strike last trading price was 0, 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 Nov SHREECEM was trading at 27975.00. The strike last trading price was 0, 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 Oct SHREECEM was trading at 28310.00. The strike last trading price was 0, 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 Oct SHREECEM was trading at 28740.00. The strike last trading price was 0, 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 27JAN2026 26500 PE
Delta: -0.28
Vega: 24.00
Theta: -7.57
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
2 Jan 27045.00 260.65 -25.45 20.30 521 11 215
1 Jan 26835.00 306.3 -114.3 17.85 142 40 203
31 Dec 26575.00 418.05 -94.85 19.78 57 9 154
30 Dec 26340.00 512.9 -91 19.33 8 2 145
29 Dec 26275.00 588.8 -11.45 19.75 154 34 143
26 Dec 26420.00 604.8 -95.2 22.43 139 84 109
24 Dec 26145.00 700 -295.6 20.11 12 6 25
23 Dec 25940.00 995.6 145.6 - 0 0 0
22 Dec 25710.00 995.6 145.6 - 0 0 19
19 Dec 25600.00 995.6 145.6 18.93 2 1 19
18 Dec 25645.00 850 110 - 0 0 18
17 Dec 26045.00 850 110 - 0 0 18
16 Dec 25990.00 850 110 20.71 8 5 17
15 Dec 26625.00 740 123.5 - 0 0 0
12 Dec 26285.00 740 123.5 - 0 0 12
11 Dec 26080.00 740 123.5 - 0 0 12
10 Dec 25885.00 740 123.5 - 0 0 12
9 Dec 26100.00 740 123.5 - 0 0 0
8 Dec 26135.00 740 123.5 - 0 0 12
5 Dec 26075.00 740 123.5 - 0 0 0
4 Dec 26450.00 740 123.5 - 0 0 0
3 Dec 26300.00 740 123.5 - 0 4 0
2 Dec 26545.00 740 123.5 23.59 4 2 10
28 Nov 26400.00 616.5 -43.5 - 0 0 0
27 Nov 26755.00 616.5 -43.5 - 0 6 0
26 Nov 26935.00 616.5 -43.5 22.95 8 5 7
25 Nov 26455.00 660 179.45 - 0 0 2
24 Nov 26490.00 660 179.45 - 0 0 0
21 Nov 26480.00 660 179.45 - 0 0 0
20 Nov 26480.00 660 179.45 - 0 0 0
19 Nov 26510.00 660 179.45 - 0 0 0
17 Nov 26680.00 660 179.45 - 0 2 0
14 Nov 26700.00 660 179.45 21.03 2 0 0
13 Nov 26995.00 480.55 0 2.02 0 0 0
12 Nov 27095.00 480.55 0 2.16 0 0 0
11 Nov 27035.00 480.55 0 1.96 0 0 0
10 Nov 27090.00 480.55 0 2.27 0 0 0
7 Nov 27375.00 480.55 0 2.77 0 0 0
6 Nov 27450.00 480.55 0 - 0 0 0
4 Nov 27600.00 480.55 0 3.27 0 0 0
3 Nov 27975.00 480.55 0 3.84 0 0 0
31 Oct 28310.00 480.55 0 - 0 0 0
30 Oct 28740.00 0 0 - 0 0 0


For Shree Cement Limited - strike price 26500 expiring on 27JAN2026

Delta for 26500 PE is -0.28

Historical price for 26500 PE is as follows

On 2 Jan SHREECEM was trading at 27045.00. The strike last trading price was 260.65, which was -25.45 lower than the previous day. The implied volatity was 20.30, the open interest changed by 11 which increased total open position to 215


On 1 Jan SHREECEM was trading at 26835.00. The strike last trading price was 306.3, which was -114.3 lower than the previous day. The implied volatity was 17.85, the open interest changed by 40 which increased total open position to 203


On 31 Dec SHREECEM was trading at 26575.00. The strike last trading price was 418.05, which was -94.85 lower than the previous day. The implied volatity was 19.78, the open interest changed by 9 which increased total open position to 154


On 30 Dec SHREECEM was trading at 26340.00. The strike last trading price was 512.9, which was -91 lower than the previous day. The implied volatity was 19.33, the open interest changed by 2 which increased total open position to 145


On 29 Dec SHREECEM was trading at 26275.00. The strike last trading price was 588.8, which was -11.45 lower than the previous day. The implied volatity was 19.75, the open interest changed by 34 which increased total open position to 143


On 26 Dec SHREECEM was trading at 26420.00. The strike last trading price was 604.8, which was -95.2 lower than the previous day. The implied volatity was 22.43, the open interest changed by 84 which increased total open position to 109


On 24 Dec SHREECEM was trading at 26145.00. The strike last trading price was 700, which was -295.6 lower than the previous day. The implied volatity was 20.11, the open interest changed by 6 which increased total open position to 25


On 23 Dec SHREECEM was trading at 25940.00. The strike last trading price was 995.6, which was 145.6 higher 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 995.6, which was 145.6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 19


On 19 Dec SHREECEM was trading at 25600.00. The strike last trading price was 995.6, which was 145.6 higher than the previous day. The implied volatity was 18.93, the open interest changed by 1 which increased total open position to 19


On 18 Dec SHREECEM was trading at 25645.00. The strike last trading price was 850, which was 110 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 18


On 17 Dec SHREECEM was trading at 26045.00. The strike last trading price was 850, which was 110 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 18


On 16 Dec SHREECEM was trading at 25990.00. The strike last trading price was 850, which was 110 higher than the previous day. The implied volatity was 20.71, the open interest changed by 5 which increased total open position to 17


On 15 Dec SHREECEM was trading at 26625.00. The strike last trading price was 740, which was 123.5 higher 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 740, which was 123.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 12


On 11 Dec SHREECEM was trading at 26080.00. The strike last trading price was 740, which was 123.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 12


On 10 Dec SHREECEM was trading at 25885.00. The strike last trading price was 740, which was 123.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 12


On 9 Dec SHREECEM was trading at 26100.00. The strike last trading price was 740, which was 123.5 higher 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 740, which was 123.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 12


On 5 Dec SHREECEM was trading at 26075.00. The strike last trading price was 740, which was 123.5 higher 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 740, which was 123.5 higher 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 740, which was 123.5 higher than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 0


On 2 Dec SHREECEM was trading at 26545.00. The strike last trading price was 740, which was 123.5 higher than the previous day. The implied volatity was 23.59, the open interest changed by 2 which increased total open position to 10


On 28 Nov SHREECEM was trading at 26400.00. The strike last trading price was 616.5, which was -43.5 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 616.5, which was -43.5 lower than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 0


On 26 Nov SHREECEM was trading at 26935.00. The strike last trading price was 616.5, which was -43.5 lower than the previous day. The implied volatity was 22.95, the open interest changed by 5 which increased total open position to 7


On 25 Nov SHREECEM was trading at 26455.00. The strike last trading price was 660, which was 179.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 24 Nov SHREECEM was trading at 26490.00. The strike last trading price was 660, which was 179.45 higher 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 660, which was 179.45 higher 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 660, which was 179.45 higher 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 660, which was 179.45 higher 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 660, which was 179.45 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0


On 14 Nov SHREECEM was trading at 26700.00. The strike last trading price was 660, which was 179.45 higher than the previous day. The implied volatity was 21.03, 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 480.55, which was 0 lower than the previous day. The implied volatity was 2.02, the open interest changed by 0 which decreased total open position to 0


On 12 Nov SHREECEM was trading at 27095.00. The strike last trading price was 480.55, which was 0 lower than the previous day. The implied volatity was 2.16, 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 480.55, which was 0 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 10 Nov SHREECEM was trading at 27090.00. The strike last trading price was 480.55, which was 0 lower than the previous day. The implied volatity was 2.27, 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 480.55, which was 0 lower than the previous day. The implied volatity was 2.77, the open interest changed by 0 which decreased total open position to 0


On 6 Nov SHREECEM was trading at 27450.00. The strike last trading price was 480.55, 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 Nov SHREECEM was trading at 27600.00. The strike last trading price was 480.55, which was 0 lower than the previous day. The implied volatity was 3.27, the open interest changed by 0 which decreased total open position to 0


On 3 Nov SHREECEM was trading at 27975.00. The strike last trading price was 480.55, which was 0 lower than the previous day. The implied volatity was 3.84, the open interest changed by 0 which decreased total open position to 0


On 31 Oct SHREECEM was trading at 28310.00. The strike last trading price was 480.55, 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 Oct SHREECEM was trading at 28740.00. The strike last trading price was 0, 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