[--[65.84.65.76]--]

SHREECEM

Shree Cement Limited
26075 -375.00 (-1.42%)
L: 26015 H: 26455

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Historical option data for SHREECEM

05 Dec 2025 04:11 PM IST
SHREECEM 30-DEC-2025 26750 CE
Delta: -
Vega: -
Theta: -
Gamma: -
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
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
Delta: -0.62
Vega: 25.92
Theta: -5.57
Gamma: 0.00
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