SHREECEM
Shree Cement Limited
Historical option data for SHREECEM
05 Dec 2025 04:11 PM IST
| SHREECEM 30-DEC-2025 26750 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 5 Dec | 26075.00 | 400 | 30.6 | - | 0 | -1 | 0 | |||||||||
| 4 Dec | 26450.00 | 400 | 30.6 | 16.88 | 26 | 0 | 99 | |||||||||
| 3 Dec | 26300.00 | 365 | -149.25 | 17.75 | 28 | 3 | 103 | |||||||||
| 2 Dec | 26545.00 | 526.6 | 43.8 | 16.17 | 46 | -1 | 100 | |||||||||
| 1 Dec | 26415.00 | 479.5 | 21.6 | 19.59 | 74 | -1 | 103 | |||||||||
| 28 Nov | 26400.00 | 458.55 | -170.7 | 16.16 | 123 | 28 | 101 | |||||||||
| 27 Nov | 26755.00 | 615.6 | -185.15 | 14.64 | 90 | 48 | 74 | |||||||||
| 26 Nov | 26935.00 | 800 | 273.25 | 16.92 | 57 | 11 | 26 | |||||||||
| 25 Nov | 26455.00 | 521.05 | -178.95 | 15.76 | 19 | 5 | 15 | |||||||||
| 24 Nov | 26490.00 | 700 | -61.25 | - | 0 | 8 | 0 | |||||||||
| 21 Nov | 26480.00 | 700 | -61.25 | 19.77 | 16 | 7 | 9 | |||||||||
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| 20 Nov | 26480.00 | 761.25 | -1748.65 | - | 0 | 2 | 0 | |||||||||
| 19 Nov | 26510.00 | 761.25 | -1748.65 | 20.06 | 2 | 1 | 1 | |||||||||
| 18 Nov | 26420.00 | 2509.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Nov | 26680.00 | 2509.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 14 Nov | 26700.00 | 2509.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Nov | 26995.00 | 2509.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Nov | 27095.00 | 2509.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Nov | 27035.00 | 2509.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Nov | 27090.00 | 2509.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 Nov | 27375.00 | 2509.9 | 0 | - | 0 | 0 | 0 | |||||||||
For Shree Cement Limited - strike price 26750 expiring on 30DEC2025
Delta for 26750 CE is -
Historical price for 26750 CE is as follows
On 5 Dec SHREECEM was trading at 26075.00. The strike last trading price was 400, which was 30.6 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 0
On 4 Dec SHREECEM was trading at 26450.00. The strike last trading price was 400, which was 30.6 higher than the previous day. The implied volatity was 16.88, the open interest changed by 0 which decreased total open position to 99
On 3 Dec SHREECEM was trading at 26300.00. The strike last trading price was 365, which was -149.25 lower than the previous day. The implied volatity was 17.75, the open interest changed by 3 which increased total open position to 103
On 2 Dec SHREECEM was trading at 26545.00. The strike last trading price was 526.6, which was 43.8 higher than the previous day. The implied volatity was 16.17, the open interest changed by -1 which decreased total open position to 100
On 1 Dec SHREECEM was trading at 26415.00. The strike last trading price was 479.5, which was 21.6 higher than the previous day. The implied volatity was 19.59, the open interest changed by -1 which decreased total open position to 103
On 28 Nov SHREECEM was trading at 26400.00. The strike last trading price was 458.55, which was -170.7 lower than the previous day. The implied volatity was 16.16, the open interest changed by 28 which increased total open position to 101
On 27 Nov SHREECEM was trading at 26755.00. The strike last trading price was 615.6, which was -185.15 lower than the previous day. The implied volatity was 14.64, the open interest changed by 48 which increased total open position to 74
On 26 Nov SHREECEM was trading at 26935.00. The strike last trading price was 800, which was 273.25 higher than the previous day. The implied volatity was 16.92, the open interest changed by 11 which increased total open position to 26
On 25 Nov SHREECEM was trading at 26455.00. The strike last trading price was 521.05, which was -178.95 lower than the previous day. The implied volatity was 15.76, the open interest changed by 5 which increased total open position to 15
On 24 Nov SHREECEM was trading at 26490.00. The strike last trading price was 700, which was -61.25 lower than the previous day. The implied volatity was -, the open interest changed by 8 which increased total open position to 0
On 21 Nov SHREECEM was trading at 26480.00. The strike last trading price was 700, which was -61.25 lower than the previous day. The implied volatity was 19.77, the open interest changed by 7 which increased total open position to 9
On 20 Nov SHREECEM was trading at 26480.00. The strike last trading price was 761.25, which was -1748.65 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0
On 19 Nov SHREECEM was trading at 26510.00. The strike last trading price was 761.25, which was -1748.65 lower than the previous day. The implied volatity was 20.06, the open interest changed by 1 which increased total open position to 1
On 18 Nov SHREECEM was trading at 26420.00. The strike last trading price was 2509.9, 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 2509.9, 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 2509.9, 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 2509.9, 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 2509.9, 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 2509.9, 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 2509.9, 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 2509.9, 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 26750 PE | |||||||
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Delta: -0.62
Vega: 25.92
Theta: -5.57
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 5 Dec | 26075.00 | 809.3 | 116.3 | 19.79 | 1 | 0 | 42 |
| 4 Dec | 26450.00 | 693 | -125 | 21.62 | 1 | 0 | 43 |
| 3 Dec | 26300.00 | 818 | 194.05 | 22.58 | 5 | -2 | 44 |
| 2 Dec | 26545.00 | 615 | -74.85 | - | 0 | -4 | 0 |
| 1 Dec | 26415.00 | 615 | -74.85 | 16.77 | 8 | -4 | 46 |
| 28 Nov | 26400.00 | 682.45 | 178.75 | 20.25 | 13 | -3 | 49 |
| 27 Nov | 26755.00 | 501.95 | 96.9 | 19.65 | 78 | 42 | 53 |
| 26 Nov | 26935.00 | 405.05 | -273.65 | 18.47 | 13 | 7 | 10 |
| 25 Nov | 26455.00 | 692.95 | 52.3 | 21.33 | 3 | 2 | 3 |
| 24 Nov | 26490.00 | 640.65 | 246.4 | - | 0 | 1 | 0 |
| 21 Nov | 26480.00 | 640.65 | 246.4 | 19.05 | 2 | 1 | 1 |
| 20 Nov | 26480.00 | 394.25 | 0 | - | 0 | 0 | 0 |
| 19 Nov | 26510.00 | 394.25 | 0 | 0.24 | 0 | 0 | 0 |
| 18 Nov | 26420.00 | 394.25 | 0 | 0.04 | 0 | 0 | 0 |
| 17 Nov | 26680.00 | 394.25 | 0 | 0.71 | 0 | 0 | 0 |
| 14 Nov | 26700.00 | 394.25 | 0 | 0.84 | 0 | 0 | 0 |
| 13 Nov | 26995.00 | 394.25 | 0 | 1.48 | 0 | 0 | 0 |
| 12 Nov | 27095.00 | 394.25 | 0 | 1.49 | 0 | 0 | 0 |
| 11 Nov | 27035.00 | 394.25 | 0 | 1.36 | 0 | 0 | 0 |
| 10 Nov | 27090.00 | 394.25 | 0 | 1.75 | 0 | 0 | 0 |
| 7 Nov | 27375.00 | 394.25 | 0 | 2.38 | 0 | 0 | 0 |
For Shree Cement Limited - strike price 26750 expiring on 30DEC2025
Delta for 26750 PE is -0.62
Historical price for 26750 PE is as follows
On 5 Dec SHREECEM was trading at 26075.00. The strike last trading price was 809.3, which was 116.3 higher than the previous day. The implied volatity was 19.79, the open interest changed by 0 which decreased total open position to 42
On 4 Dec SHREECEM was trading at 26450.00. The strike last trading price was 693, which was -125 lower than the previous day. The implied volatity was 21.62, the open interest changed by 0 which decreased total open position to 43
On 3 Dec SHREECEM was trading at 26300.00. The strike last trading price was 818, which was 194.05 higher than the previous day. The implied volatity was 22.58, the open interest changed by -2 which decreased total open position to 44
On 2 Dec SHREECEM was trading at 26545.00. The strike last trading price was 615, which was -74.85 lower than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 0
On 1 Dec SHREECEM was trading at 26415.00. The strike last trading price was 615, which was -74.85 lower than the previous day. The implied volatity was 16.77, the open interest changed by -4 which decreased total open position to 46
On 28 Nov SHREECEM was trading at 26400.00. The strike last trading price was 682.45, which was 178.75 higher than the previous day. The implied volatity was 20.25, the open interest changed by -3 which decreased total open position to 49
On 27 Nov SHREECEM was trading at 26755.00. The strike last trading price was 501.95, which was 96.9 higher than the previous day. The implied volatity was 19.65, the open interest changed by 42 which increased total open position to 53
On 26 Nov SHREECEM was trading at 26935.00. The strike last trading price was 405.05, which was -273.65 lower than the previous day. The implied volatity was 18.47, the open interest changed by 7 which increased total open position to 10
On 25 Nov SHREECEM was trading at 26455.00. The strike last trading price was 692.95, which was 52.3 higher than the previous day. The implied volatity was 21.33, the open interest changed by 2 which increased total open position to 3
On 24 Nov SHREECEM was trading at 26490.00. The strike last trading price was 640.65, which was 246.4 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 21 Nov SHREECEM was trading at 26480.00. The strike last trading price was 640.65, which was 246.4 higher than the previous day. The implied volatity was 19.05, the open interest changed by 1 which increased total open position to 1
On 20 Nov SHREECEM was trading at 26480.00. The strike last trading price was 394.25, 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 394.25, which was 0 lower than the previous day. The implied volatity was 0.24, 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 394.25, which was 0 lower than the previous day. The implied volatity was 0.04, 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 394.25, which was 0 lower than the previous day. The implied volatity was 0.71, 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 394.25, which was 0 lower than the previous day. The implied volatity was 0.84, 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 394.25, which was 0 lower than the previous day. The implied volatity was 1.48, 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 394.25, 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 11 Nov SHREECEM was trading at 27035.00. The strike last trading price was 394.25, which was 0 lower than the previous day. The implied volatity was 1.36, 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 394.25, which was 0 lower than the previous day. The implied volatity was 1.75, 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 394.25, which was 0 lower than the previous day. The implied volatity was 2.38, the open interest changed by 0 which decreased total open position to 0































































































































































































































