SHREECEM

Shree Cement Limited

26075 -375.00 (-1.42%)

L: 26015 H: 26455

Back to Option Chain

Historical option data for SHREECEM
05 Dec 2025 03:31 PM IST

Strike Price

Expiry

Ltp Ltp OI Open Interest (OI) OI Chg Change Open Interest Volume Volume IV IV

Call
Put

Per Lot

SHREECEM 30-DEC-2025 26500 CE
Delta: 0.43 Vega: 26.84 Theta: -11.75 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
5 Dec	26075.00	345.5 ₹ 8,637.5	-172.5 -4312.50	16.32	557 13,925	115 2,875	283 7,075
4 Dec	26450.00	484.45 ₹ 12,111.25	24.85 621.25	15.64	387 9,675	-50 -1,250	169 4,225
3 Dec	26300.00	470 ₹ 11,750	-168.25 -4206.25	17.69	484 12,100	74 1,850	221 5,525
2 Dec	26545.00	636.75 ₹ 15,918.75	45.7 1142.50	15.09	454 11,350	-1 -25	143 3,575
1 Dec	26415.00	552.45 ₹ 13,811.25	-22.25 -556.25	18.17	298 7,450	-4 -100	139 3,475
28 Nov	26400.00	585 ₹ 14,625	-206.05 -5151.25	16.25	245 6,125	59 1,475	143 3,575
27 Nov	26755.00	791.05 ₹ 19,776.25	-176.45 -4411.25	15.36	77 1,925	1 25	84 2,100
26 Nov	26935.00	956.75 ₹ 23,918.75	289.75 7243.75	16.77	115 2,875	21 525	84 2,100
25 Nov	26455.00	649.9 ₹ 16,247.5	-109.55 -2738.75	15.67	85 2,125	40 1,000	65 1,625
24 Nov	26490.00	766.3 ₹ 19,157.5	16.3 407.50	18.91	30 750	23 575	24 600
21 Nov	26480.00	750 ₹ 18,750	-2789.35 -69733.75	17.42	1 25	0 0	0 0

20 Nov	26480.00	3539.35 ₹ 88,483.75	0 0.00	-	0 0	0 0	0 0
19 Nov	26510.00	3539.35 ₹ 88,483.75	0 0.00	-	0 0	0 0	0 0
18 Nov	26420.00	3539.35 ₹ 88,483.75	0 0.00	-	0 0	0 0	0 0
17 Nov	26680.00	3539.35 ₹ 88,483.75	0 0.00	-	0 0	0 0	0 0
14 Nov	26700.00	3539.35 ₹ 88,483.75	0 0.00	-	0 0	0 0	0 0
13 Nov	26995.00	3539.35 ₹ 88,483.75	0 0.00	-	0 0	0 0	0 0
12 Nov	27095.00	3539.35 ₹ 88,483.75	0 0.00	-	0 0	0 0	0 0
11 Nov	27035.00	3539.35 ₹ 88,483.75	0 0.00	-	0 0	0 0	0 0
10 Nov	27090.00	3539.35 ₹ 88,483.75	0 0.00	-	0 0	0 0	0 0
7 Nov	27375.00	3539.35 ₹ 88,483.75	0 0.00	-	0 0	0 0	0 0
24 Oct	28705.00	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
23 Oct	28970.00	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
21 Oct	28950.00	0 ₹ 0	0 0.00	-	0 0	0 0	0 0

For Shree Cement Limited - strike price 26500 expiring on 30DEC2025

Delta for 26500 CE is 0.43

Historical price for 26500 CE is as follows

On 5 Dec SHREECEM was trading at 26075.00. The strike last trading price was 345.5, which was -172.5 lower than the previous day. The implied volatity was 16.32, the open interest changed by 115 which increased total open position to 283

On 4 Dec SHREECEM was trading at 26450.00. The strike last trading price was 484.45, which was 24.85 higher than the previous day. The implied volatity was 15.64, the open interest changed by -50 which decreased total open position to 169

On 3 Dec SHREECEM was trading at 26300.00. The strike last trading price was 470, which was -168.25 lower than the previous day. The implied volatity was 17.69, the open interest changed by 74 which increased total open position to 221

On 2 Dec SHREECEM was trading at 26545.00. The strike last trading price was 636.75, which was 45.7 higher than the previous day. The implied volatity was 15.09, the open interest changed by -1 which decreased total open position to 143

On 1 Dec SHREECEM was trading at 26415.00. The strike last trading price was 552.45, which was -22.25 lower than the previous day. The implied volatity was 18.17, the open interest changed by -4 which decreased total open position to 139

On 28 Nov SHREECEM was trading at 26400.00. The strike last trading price was 585, which was -206.05 lower than the previous day. The implied volatity was 16.25, the open interest changed by 59 which increased total open position to 143

On 27 Nov SHREECEM was trading at 26755.00. The strike last trading price was 791.05, which was -176.45 lower than the previous day. The implied volatity was 15.36, the open interest changed by 1 which increased total open position to 84

On 26 Nov SHREECEM was trading at 26935.00. The strike last trading price was 956.75, which was 289.75 higher than the previous day. The implied volatity was 16.77, the open interest changed by 21 which increased total open position to 84

On 25 Nov SHREECEM was trading at 26455.00. The strike last trading price was 649.9, which was -109.55 lower than the previous day. The implied volatity was 15.67, the open interest changed by 40 which increased total open position to 65

On 24 Nov SHREECEM was trading at 26490.00. The strike last trading price was 766.3, which was 16.3 higher than the previous day. The implied volatity was 18.91, the open interest changed by 23 which increased total open position to 24

On 21 Nov SHREECEM was trading at 26480.00. The strike last trading price was 750, which was -2789.35 lower than the previous day. The implied volatity was 17.42, 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 3539.35, 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 3539.35, 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 Nov SHREECEM was trading at 26420.00. The strike last trading price was 3539.35, 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 3539.35, 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 3539.35, 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 3539.35, 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 3539.35, 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 3539.35, 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 3539.35, 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 3539.35, 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 Oct SHREECEM was trading at 28705.00. 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 23 Oct SHREECEM was trading at 28970.00. 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 21 Oct SHREECEM was trading at 28950.00. 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 30DEC2025 26500 PE
Delta: -0.56 Vega: 26.89 Theta: -5.06 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
5 Dec	26075.00	588.65 ₹ 14,716.25	113.45 2836.25	17.21	49 1,225	6 150	170 4,250
4 Dec	26450.00	475.25 ₹ 11,881.25	-84.55 -2113.75	18.46	51 1,275	-15 -375	164 4,100
3 Dec	26300.00	551.45 ₹ 13,786.25	135.95 3398.75	18.10	218 5,450	-26 -650	179 4,475
2 Dec	26545.00	410 ₹ 10,250	-90.95 -2273.75	17.68	310 7,750	-18 -450	205 5,125
1 Dec	26415.00	526.35 ₹ 13,158.75	-21.1 -527.50	18.29	567 14,175	70 1,750	225 5,625
28 Nov	26400.00	547.7 ₹ 13,692.5	140.45 3511.25	19.94	238 5,950	29 725	153 3,825
27 Nov	26755.00	408.5 ₹ 10,212.5	80.25 2006.25	19.94	101 2,525	17 425	125 3,125
26 Nov	26935.00	333 ₹ 8,325	-218.7 -5467.50	19.08	121 3,025	7 175	106 2,650
25 Nov	26455.00	555 ₹ 13,875	-20.4 -510.00	20.75	43 1,075	24 600	98 2,450
24 Nov	26490.00	589.7 ₹ 14,742.5	50.7 1267.50	21.63	56 1,400	36 900	73 1,825
21 Nov	26480.00	539 ₹ 13,475	-87.35 -2183.75	19.51	41 1,025	28 700	37 925
20 Nov	26480.00	626.35 ₹ 15,658.75	-73.65 -1841.25	21.59	5 125	0 0	9 225
19 Nov	26510.00	700 ₹ 17,500	50 1250.00	24.45	2 50	1 25	9 225
18 Nov	26420.00	650 ₹ 16,250	85 2125.00	21.68	2 50	1 25	7 175
17 Nov	26680.00	565 ₹ 14,125	23 575.00	21.50	3 75	-1 -25	4 100
14 Nov	26700.00	542 ₹ 13,550	142 3550.00	21.24	2 50	1 25	5 125
13 Nov	26995.00	400 ₹ 10,000	-20.5 -512.50	-	0 0	2 50	0 0
12 Nov	27095.00	400 ₹ 10,000	-20.5 -512.50	19.56	2 50	1 25	3 75
11 Nov	27035.00	420.5 ₹ 10,512.5	47.4 1185.00	19.69	2 50	0 0	0 0
10 Nov	27090.00	373.1 ₹ 9,327.5	0 0.00	2.36	0 0	0 0	0 0
7 Nov	27375.00	373.1 ₹ 9,327.5	0 0.00	2.94	0 0	0 0	0 0
24 Oct	28705.00	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
23 Oct	28970.00	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
21 Oct	28950.00	0 ₹ 0	0 0.00	-	0 0	0 0	0 0

For Shree Cement Limited - strike price 26500 expiring on 30DEC2025

Delta for 26500 PE is -0.56

Historical price for 26500 PE is as follows

On 5 Dec SHREECEM was trading at 26075.00. The strike last trading price was 588.65, which was 113.45 higher than the previous day. The implied volatity was 17.21, the open interest changed by 6 which increased total open position to 170

On 4 Dec SHREECEM was trading at 26450.00. The strike last trading price was 475.25, which was -84.55 lower than the previous day. The implied volatity was 18.46, the open interest changed by -15 which decreased total open position to 164

On 3 Dec SHREECEM was trading at 26300.00. The strike last trading price was 551.45, which was 135.95 higher than the previous day. The implied volatity was 18.10, the open interest changed by -26 which decreased total open position to 179

On 2 Dec SHREECEM was trading at 26545.00. The strike last trading price was 410, which was -90.95 lower than the previous day. The implied volatity was 17.68, the open interest changed by -18 which decreased total open position to 205

On 1 Dec SHREECEM was trading at 26415.00. The strike last trading price was 526.35, which was -21.1 lower than the previous day. The implied volatity was 18.29, the open interest changed by 70 which increased total open position to 225

On 28 Nov SHREECEM was trading at 26400.00. The strike last trading price was 547.7, which was 140.45 higher than the previous day. The implied volatity was 19.94, the open interest changed by 29 which increased total open position to 153

On 27 Nov SHREECEM was trading at 26755.00. The strike last trading price was 408.5, which was 80.25 higher than the previous day. The implied volatity was 19.94, the open interest changed by 17 which increased total open position to 125

On 26 Nov SHREECEM was trading at 26935.00. The strike last trading price was 333, which was -218.7 lower than the previous day. The implied volatity was 19.08, the open interest changed by 7 which increased total open position to 106

On 25 Nov SHREECEM was trading at 26455.00. The strike last trading price was 555, which was -20.4 lower than the previous day. The implied volatity was 20.75, the open interest changed by 24 which increased total open position to 98

On 24 Nov SHREECEM was trading at 26490.00. The strike last trading price was 589.7, which was 50.7 higher than the previous day. The implied volatity was 21.63, the open interest changed by 36 which increased total open position to 73

On 21 Nov SHREECEM was trading at 26480.00. The strike last trading price was 539, which was -87.35 lower than the previous day. The implied volatity was 19.51, the open interest changed by 28 which increased total open position to 37

On 20 Nov SHREECEM was trading at 26480.00. The strike last trading price was 626.35, which was -73.65 lower than the previous day. The implied volatity was 21.59, the open interest changed by 0 which decreased total open position to 9

On 19 Nov SHREECEM was trading at 26510.00. The strike last trading price was 700, which was 50 higher than the previous day. The implied volatity was 24.45, the open interest changed by 1 which increased total open position to 9

On 18 Nov SHREECEM was trading at 26420.00. The strike last trading price was 650, which was 85 higher than the previous day. The implied volatity was 21.68, the open interest changed by 1 which increased total open position to 7

On 17 Nov SHREECEM was trading at 26680.00. The strike last trading price was 565, which was 23 higher than the previous day. The implied volatity was 21.50, the open interest changed by -1 which decreased total open position to 4

On 14 Nov SHREECEM was trading at 26700.00. The strike last trading price was 542, which was 142 higher than the previous day. The implied volatity was 21.24, the open interest changed by 1 which increased total open position to 5

On 13 Nov SHREECEM was trading at 26995.00. The strike last trading price was 400, which was -20.5 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0

On 12 Nov SHREECEM was trading at 27095.00. The strike last trading price was 400, which was -20.5 lower than the previous day. The implied volatity was 19.56, the open interest changed by 1 which increased total open position to 3

On 11 Nov SHREECEM was trading at 27035.00. The strike last trading price was 420.5, which was 47.4 higher than the previous day. The implied volatity was 19.69, 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 373.1, 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 7 Nov SHREECEM was trading at 27375.00. The strike last trading price was 373.1, which was 0 lower than the previous day. The implied volatity was 2.94, the open interest changed by 0 which decreased total open position to 0

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