SHREECEM
Shree Cement Limited
Historical option data for SHREECEM
05 Dec 2025 03:31 PM IST
| SHREECEM 30-DEC-2025 26500 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.43
Vega: 26.84
Theta: -11.75
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 5 Dec | 26075.00 | 345.5 | -172.5 | 16.32 | 557 | 115 | 283 | |||||||||
| 4 Dec | 26450.00 | 484.45 | 24.85 | 15.64 | 387 | -50 | 169 | |||||||||
| 3 Dec | 26300.00 | 470 | -168.25 | 17.69 | 484 | 74 | 221 | |||||||||
| 2 Dec | 26545.00 | 636.75 | 45.7 | 15.09 | 454 | -1 | 143 | |||||||||
| 1 Dec | 26415.00 | 552.45 | -22.25 | 18.17 | 298 | -4 | 139 | |||||||||
| 28 Nov | 26400.00 | 585 | -206.05 | 16.25 | 245 | 59 | 143 | |||||||||
| 27 Nov | 26755.00 | 791.05 | -176.45 | 15.36 | 77 | 1 | 84 | |||||||||
| 26 Nov | 26935.00 | 956.75 | 289.75 | 16.77 | 115 | 21 | 84 | |||||||||
| 25 Nov | 26455.00 | 649.9 | -109.55 | 15.67 | 85 | 40 | 65 | |||||||||
| 24 Nov | 26490.00 | 766.3 | 16.3 | 18.91 | 30 | 23 | 24 | |||||||||
| 21 Nov | 26480.00 | 750 | -2789.35 | 17.42 | 1 | 0 | 0 | |||||||||
| 20 Nov | 26480.00 | 3539.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Nov | 26510.00 | 3539.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Nov | 26420.00 | 3539.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Nov | 26680.00 | 3539.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 14 Nov | 26700.00 | 3539.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Nov | 26995.00 | 3539.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Nov | 27095.00 | 3539.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Nov | 27035.00 | 3539.35 | 0 | - | 0 | 0 | 0 | |||||||||
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| 10 Nov | 27090.00 | 3539.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 Nov | 27375.00 | 3539.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Oct | 28705.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 23 Oct | 28970.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 Oct | 28950.00 | 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 | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.56
Vega: 26.89
Theta: -5.06
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 5 Dec | 26075.00 | 588.65 | 113.45 | 17.21 | 49 | 6 | 170 |
| 4 Dec | 26450.00 | 475.25 | -84.55 | 18.46 | 51 | -15 | 164 |
| 3 Dec | 26300.00 | 551.45 | 135.95 | 18.10 | 218 | -26 | 179 |
| 2 Dec | 26545.00 | 410 | -90.95 | 17.68 | 310 | -18 | 205 |
| 1 Dec | 26415.00 | 526.35 | -21.1 | 18.29 | 567 | 70 | 225 |
| 28 Nov | 26400.00 | 547.7 | 140.45 | 19.94 | 238 | 29 | 153 |
| 27 Nov | 26755.00 | 408.5 | 80.25 | 19.94 | 101 | 17 | 125 |
| 26 Nov | 26935.00 | 333 | -218.7 | 19.08 | 121 | 7 | 106 |
| 25 Nov | 26455.00 | 555 | -20.4 | 20.75 | 43 | 24 | 98 |
| 24 Nov | 26490.00 | 589.7 | 50.7 | 21.63 | 56 | 36 | 73 |
| 21 Nov | 26480.00 | 539 | -87.35 | 19.51 | 41 | 28 | 37 |
| 20 Nov | 26480.00 | 626.35 | -73.65 | 21.59 | 5 | 0 | 9 |
| 19 Nov | 26510.00 | 700 | 50 | 24.45 | 2 | 1 | 9 |
| 18 Nov | 26420.00 | 650 | 85 | 21.68 | 2 | 1 | 7 |
| 17 Nov | 26680.00 | 565 | 23 | 21.50 | 3 | -1 | 4 |
| 14 Nov | 26700.00 | 542 | 142 | 21.24 | 2 | 1 | 5 |
| 13 Nov | 26995.00 | 400 | -20.5 | - | 0 | 2 | 0 |
| 12 Nov | 27095.00 | 400 | -20.5 | 19.56 | 2 | 1 | 3 |
| 11 Nov | 27035.00 | 420.5 | 47.4 | 19.69 | 2 | 0 | 0 |
| 10 Nov | 27090.00 | 373.1 | 0 | 2.36 | 0 | 0 | 0 |
| 7 Nov | 27375.00 | 373.1 | 0 | 2.94 | 0 | 0 | 0 |
| 24 Oct | 28705.00 | 0 | 0 | - | 0 | 0 | 0 |
| 23 Oct | 28970.00 | 0 | 0 | - | 0 | 0 | 0 |
| 21 Oct | 28950.00 | 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
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































































































































































































































