SHREECEM
Shree Cement Limited
Historical option data for SHREECEM
20 Dec 2024 04:11 PM IST
| SHREECEM 26DEC2024 26500 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.71
Vega: 11.86
Theta: -36.61
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 27063.50 | 790 | -350.00 | 31.93 | 4 | -3 | 92 | |||
| 19 Dec | 27617.10 | 1140 | -141.75 | - | 17 | 0 | 95 | |||
| 18 Dec | 27908.80 | 1281.75 | -234.65 | - | 19 | -5 | 98 | |||
| 17 Dec | 28352.20 | 1516.4 | 0.00 | 0.00 | 0 | -8 | 0 | |||
| 16 Dec | 28091.25 | 1516.4 | 301.40 | - | 9 | -5 | 106 | |||
| 13 Dec | 27591.45 | 1215 | 369.60 | 15.23 | 3 | -1 | 112 | |||
| 12 Dec | 27228.75 | 845.4 | -104.60 | 10.89 | 2 | 0 | 113 | |||
| 11 Dec | 27305.50 | 950 | 228.25 | 13.81 | 55 | -21 | 113 | |||
| 10 Dec | 27119.30 | 721.75 | 185.30 | - | 291 | -4 | 135 | |||
| 9 Dec | 26711.25 | 536.45 | -217.05 | 13.86 | 496 | 26 | 138 | |||
| 6 Dec | 27076.65 | 753.5 | 169.50 | 13.59 | 518 | 5 | 112 | |||
| 5 Dec | 26608.00 | 584 | -293.45 | 17.66 | 123 | 21 | 107 | |||
| 4 Dec | 27403.90 | 877.45 | -108.10 | 8.31 | 2 | -1 | 86 | |||
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| 3 Dec | 27159.35 | 985.55 | 112.60 | 16.56 | 56 | -6 | 86 | |||
| 2 Dec | 26784.00 | 872.95 | 434.00 | 22.34 | 739 | -20 | 93 | |||
| 29 Nov | 26076.45 | 438.95 | 164.40 | 20.78 | 961 | 100 | 109 | |||
| 28 Nov | 25545.60 | 274.55 | -1254.90 | 20.29 | 13 | 9 | 9 | |||
| 27 Nov | 25421.85 | 1529.45 | 0.00 | 2.73 | 0 | 0 | 0 | |||
| 26 Nov | 24980.65 | 1529.45 | 0.00 | 4.01 | 0 | 0 | 0 | |||
| 25 Nov | 25467.30 | 1529.45 | 0.00 | 2.47 | 0 | 0 | 0 | |||
| 12 Nov | 24372.80 | 1529.45 | 1529.45 | 4.62 | 0 | 0 | 0 | |||
| 31 Oct | 25072.15 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 25351.35 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 25331.75 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 25056.15 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 25065.30 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 24434.40 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 24337.05 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 24641.80 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 24975.05 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 25582.90 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 25376.45 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 26034.20 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 26259.20 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 26523.25 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 26308.90 | 0 | - | 0 | 0 | 0 | ||||
For Shree Cement Limited - strike price 26500 expiring on 26DEC2024
Delta for 26500 CE is 0.71
Historical price for 26500 CE is as follows
On 20 Dec SHREECEM was trading at 27063.50. The strike last trading price was 790, which was -350.00 lower than the previous day. The implied volatity was 31.93, the open interest changed by -3 which decreased total open position to 92
On 19 Dec SHREECEM was trading at 27617.10. The strike last trading price was 1140, which was -141.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 95
On 18 Dec SHREECEM was trading at 27908.80. The strike last trading price was 1281.75, which was -234.65 lower than the previous day. The implied volatity was -, the open interest changed by -5 which decreased total open position to 98
On 17 Dec SHREECEM was trading at 28352.20. The strike last trading price was 1516.4, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -8 which decreased total open position to 0
On 16 Dec SHREECEM was trading at 28091.25. The strike last trading price was 1516.4, which was 301.40 higher than the previous day. The implied volatity was -, the open interest changed by -5 which decreased total open position to 106
On 13 Dec SHREECEM was trading at 27591.45. The strike last trading price was 1215, which was 369.60 higher than the previous day. The implied volatity was 15.23, the open interest changed by -1 which decreased total open position to 112
On 12 Dec SHREECEM was trading at 27228.75. The strike last trading price was 845.4, which was -104.60 lower than the previous day. The implied volatity was 10.89, the open interest changed by 0 which decreased total open position to 113
On 11 Dec SHREECEM was trading at 27305.50. The strike last trading price was 950, which was 228.25 higher than the previous day. The implied volatity was 13.81, the open interest changed by -21 which decreased total open position to 113
On 10 Dec SHREECEM was trading at 27119.30. The strike last trading price was 721.75, which was 185.30 higher than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 135
On 9 Dec SHREECEM was trading at 26711.25. The strike last trading price was 536.45, which was -217.05 lower than the previous day. The implied volatity was 13.86, the open interest changed by 26 which increased total open position to 138
On 6 Dec SHREECEM was trading at 27076.65. The strike last trading price was 753.5, which was 169.50 higher than the previous day. The implied volatity was 13.59, the open interest changed by 5 which increased total open position to 112
On 5 Dec SHREECEM was trading at 26608.00. The strike last trading price was 584, which was -293.45 lower than the previous day. The implied volatity was 17.66, the open interest changed by 21 which increased total open position to 107
On 4 Dec SHREECEM was trading at 27403.90. The strike last trading price was 877.45, which was -108.10 lower than the previous day. The implied volatity was 8.31, the open interest changed by -1 which decreased total open position to 86
On 3 Dec SHREECEM was trading at 27159.35. The strike last trading price was 985.55, which was 112.60 higher than the previous day. The implied volatity was 16.56, the open interest changed by -6 which decreased total open position to 86
On 2 Dec SHREECEM was trading at 26784.00. The strike last trading price was 872.95, which was 434.00 higher than the previous day. The implied volatity was 22.34, the open interest changed by -20 which decreased total open position to 93
On 29 Nov SHREECEM was trading at 26076.45. The strike last trading price was 438.95, which was 164.40 higher than the previous day. The implied volatity was 20.78, the open interest changed by 100 which increased total open position to 109
On 28 Nov SHREECEM was trading at 25545.60. The strike last trading price was 274.55, which was -1254.90 lower than the previous day. The implied volatity was 20.29, the open interest changed by 9 which increased total open position to 9
On 27 Nov SHREECEM was trading at 25421.85. The strike last trading price was 1529.45, which was 0.00 lower than the previous day. The implied volatity was 2.73, 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 1529.45, which was 0.00 lower than the previous day. The implied volatity was 4.01, 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 1529.45, which was 0.00 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 12 Nov SHREECEM was trading at 24372.80. The strike last trading price was 1529.45, which was 1529.45 higher than the previous day. The implied volatity was 4.62, the open interest changed by 0 which decreased total open position to 0
On 31 Oct SHREECEM was trading at 25072.15. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct SHREECEM was trading at 25351.35. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct SHREECEM was trading at 25331.75. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct SHREECEM was trading at 25056.15. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct SHREECEM was trading at 25065.30. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct SHREECEM was trading at 24434.40. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 11 Oct SHREECEM was trading at 24337.05. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 10 Oct SHREECEM was trading at 24641.80. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 9 Oct SHREECEM was trading at 24975.05. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 8 Oct SHREECEM was trading at 25582.90. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 7 Oct SHREECEM was trading at 25376.45. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 4 Oct SHREECEM was trading at 26034.20. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 3 Oct SHREECEM was trading at 26259.20. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 1 Oct SHREECEM was trading at 26523.25. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Sept SHREECEM was trading at 26308.90. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| SHREECEM 26DEC2024 26500 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.17
Vega: 8.83
Theta: -12.12
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 27063.50 | 58.75 | 25.75 | 18.22 | 276 | -26 | 223 |
| 19 Dec | 27617.10 | 33 | -6.45 | 22.48 | 132 | -24 | 250 |
| 18 Dec | 27908.80 | 39.45 | -2.55 | 26.07 | 72 | -6 | 276 |
| 17 Dec | 28352.20 | 42 | -10.00 | 30.00 | 278 | 40 | 282 |
| 16 Dec | 28091.25 | 52 | -35.85 | 27.77 | 293 | -31 | 243 |
| 13 Dec | 27591.45 | 87.85 | -97.95 | 22.47 | 231 | 0 | 274 |
| 12 Dec | 27228.75 | 185.8 | -17.20 | 23.52 | 154 | -47 | 278 |
| 11 Dec | 27305.50 | 203 | -135.45 | 24.88 | 403 | 69 | 324 |
| 10 Dec | 27119.30 | 338.45 | -179.95 | 29.69 | 124 | 10 | 255 |
| 9 Dec | 26711.25 | 518.4 | 129.70 | 30.09 | 483 | 46 | 247 |
| 6 Dec | 27076.65 | 388.7 | -205.05 | 26.55 | 295 | 16 | 201 |
| 5 Dec | 26608.00 | 593.75 | 275.35 | 28.13 | 381 | 7 | 182 |
| 4 Dec | 27403.90 | 318.4 | 11.95 | 25.28 | 185 | -29 | 177 |
| 3 Dec | 27159.35 | 306.45 | -148.20 | 23.94 | 357 | 150 | 206 |
| 2 Dec | 26784.00 | 454.65 | -449.05 | 24.47 | 315 | 57 | 58 |
| 29 Nov | 26076.45 | 903.7 | -524.70 | 25.64 | 1 | 0 | 0 |
| 28 Nov | 25545.60 | 1428.4 | 0.00 | - | 0 | 0 | 0 |
| 27 Nov | 25421.85 | 1428.4 | 0.00 | - | 0 | 0 | 0 |
| 26 Nov | 24980.65 | 1428.4 | 0.00 | - | 0 | 0 | 0 |
| 25 Nov | 25467.30 | 1428.4 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 24372.80 | 1428.4 | 1428.40 | - | 0 | 0 | 0 |
| 31 Oct | 25072.15 | 0 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 25351.35 | 0 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 25331.75 | 0 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 25056.15 | 0 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 25065.30 | 0 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 24434.40 | 0 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 24337.05 | 0 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 24641.80 | 0 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 24975.05 | 0 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 25582.90 | 0 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 25376.45 | 0 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 26034.20 | 0 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 26259.20 | 0 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 26523.25 | 0 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 26308.90 | 0 | - | 0 | 0 | 0 | |
For Shree Cement Limited - strike price 26500 expiring on 26DEC2024
Delta for 26500 PE is -0.17
Historical price for 26500 PE is as follows
On 20 Dec SHREECEM was trading at 27063.50. The strike last trading price was 58.75, which was 25.75 higher than the previous day. The implied volatity was 18.22, the open interest changed by -26 which decreased total open position to 223
On 19 Dec SHREECEM was trading at 27617.10. The strike last trading price was 33, which was -6.45 lower than the previous day. The implied volatity was 22.48, the open interest changed by -24 which decreased total open position to 250
On 18 Dec SHREECEM was trading at 27908.80. The strike last trading price was 39.45, which was -2.55 lower than the previous day. The implied volatity was 26.07, the open interest changed by -6 which decreased total open position to 276
On 17 Dec SHREECEM was trading at 28352.20. The strike last trading price was 42, which was -10.00 lower than the previous day. The implied volatity was 30.00, the open interest changed by 40 which increased total open position to 282
On 16 Dec SHREECEM was trading at 28091.25. The strike last trading price was 52, which was -35.85 lower than the previous day. The implied volatity was 27.77, the open interest changed by -31 which decreased total open position to 243
On 13 Dec SHREECEM was trading at 27591.45. The strike last trading price was 87.85, which was -97.95 lower than the previous day. The implied volatity was 22.47, the open interest changed by 0 which decreased total open position to 274
On 12 Dec SHREECEM was trading at 27228.75. The strike last trading price was 185.8, which was -17.20 lower than the previous day. The implied volatity was 23.52, the open interest changed by -47 which decreased total open position to 278
On 11 Dec SHREECEM was trading at 27305.50. The strike last trading price was 203, which was -135.45 lower than the previous day. The implied volatity was 24.88, the open interest changed by 69 which increased total open position to 324
On 10 Dec SHREECEM was trading at 27119.30. The strike last trading price was 338.45, which was -179.95 lower than the previous day. The implied volatity was 29.69, the open interest changed by 10 which increased total open position to 255
On 9 Dec SHREECEM was trading at 26711.25. The strike last trading price was 518.4, which was 129.70 higher than the previous day. The implied volatity was 30.09, the open interest changed by 46 which increased total open position to 247
On 6 Dec SHREECEM was trading at 27076.65. The strike last trading price was 388.7, which was -205.05 lower than the previous day. The implied volatity was 26.55, the open interest changed by 16 which increased total open position to 201
On 5 Dec SHREECEM was trading at 26608.00. The strike last trading price was 593.75, which was 275.35 higher than the previous day. The implied volatity was 28.13, the open interest changed by 7 which increased total open position to 182
On 4 Dec SHREECEM was trading at 27403.90. The strike last trading price was 318.4, which was 11.95 higher than the previous day. The implied volatity was 25.28, the open interest changed by -29 which decreased total open position to 177
On 3 Dec SHREECEM was trading at 27159.35. The strike last trading price was 306.45, which was -148.20 lower than the previous day. The implied volatity was 23.94, the open interest changed by 150 which increased total open position to 206
On 2 Dec SHREECEM was trading at 26784.00. The strike last trading price was 454.65, which was -449.05 lower than the previous day. The implied volatity was 24.47, the open interest changed by 57 which increased total open position to 58
On 29 Nov SHREECEM was trading at 26076.45. The strike last trading price was 903.7, which was -524.70 lower than the previous day. The implied volatity was 25.64, 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 1428.4, 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 1428.4, 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 1428.4, 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 1428.4, 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 1428.4, which was 1428.40 higher 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 25072.15. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct SHREECEM was trading at 25351.35. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct SHREECEM was trading at 25331.75. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct SHREECEM was trading at 25056.15. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct SHREECEM was trading at 25065.30. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct SHREECEM was trading at 24434.40. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 11 Oct SHREECEM was trading at 24337.05. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 10 Oct SHREECEM was trading at 24641.80. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 9 Oct SHREECEM was trading at 24975.05. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 8 Oct SHREECEM was trading at 25582.90. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 7 Oct SHREECEM was trading at 25376.45. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 4 Oct SHREECEM was trading at 26034.20. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 3 Oct SHREECEM was trading at 26259.20. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 1 Oct SHREECEM was trading at 26523.25. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Sept SHREECEM was trading at 26308.90. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
