SHREECEM
Shree Cement Limited
Historical option data for SHREECEM
20 Feb 2026 04:11 PM IST
| SHREECEM 24-FEB-2026 26750 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.35
Vega: 10.28
Theta: -29.51
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 20 Feb | 26510.00 | 136 | 28.35 | 21.01 | 536 | -75 | 101 | |||||||||
| 19 Feb | 26215.00 | 105 | -91.6 | 22.42 | 581 | -94 | 174 | |||||||||
| 18 Feb | 26635.00 | 190.05 | 32.35 | 14.86 | 640 | 10 | 268 | |||||||||
| 17 Feb | 26370.00 | 146.1 | -21.6 | 19.98 | 134 | 12 | 258 | |||||||||
| 16 Feb | 26315.00 | 170 | 16.85 | 22.19 | 67 | 26 | 248 | |||||||||
| 13 Feb | 26130.00 | 140 | -158.6 | 19.39 | 254 | 20 | 221 | |||||||||
| 12 Feb | 26340.00 | 282.4 | -165 | 21.92 | 489 | 34 | 202 | |||||||||
| 11 Feb | 26805.00 | 425 | 4.45 | 18.68 | 630 | -4 | 166 | |||||||||
| 10 Feb | 26525.00 | 412.55 | -251.95 | 23.25 | 942 | 131 | 166 | |||||||||
| 9 Feb | 27145.00 | 634.1 | -408.65 | 16.49 | 556 | 18 | 37 | |||||||||
| 6 Feb | 27330.00 | 1036.25 | 37.25 | 25.14 | 13 | 3 | 18 | |||||||||
| 5 Feb | 27225.00 | 999 | 294.1 | - | 0 | 0 | 15 | |||||||||
| 4 Feb | 27350.00 | 999 | 294.1 | 17.68 | 1 | 0 | 16 | |||||||||
| 3 Feb | 27020.00 | 704.9 | 97.9 | 12.26 | 2 | 0 | 17 | |||||||||
| 2 Feb | 26800.00 | 607 | -262 | - | 0 | 0 | 17 | |||||||||
| 1 Feb | 26385.00 | 607 | -262 | 25.27 | 1 | 0 | 16 | |||||||||
| 30 Jan | 26985.00 | 869 | -101.3 | 25.99 | 20 | 14 | 16 | |||||||||
| 29 Jan | 27055.00 | 966.95 | 47.45 | 22.47 | 10 | 2 | 2 | |||||||||
| 28 Jan | 27480.00 | 919.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Jan | 27220.00 | 919.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 23 Jan | 27000.00 | 919.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 22 Jan | 27430.00 | 919.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 Jan | 27370.00 | 919.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Jan | 27225.00 | 919.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Jan | 27510.00 | 919.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Jan | 27840.00 | 919.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 14 Jan | 27550.00 | 919.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Jan | 27155.00 | 919.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Jan | 27165.00 | 919.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Jan | 26950.00 | 919.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 8 Jan | 26850.00 | 919.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 Jan | 27320.00 | 919.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Jan | 27670.00 | 919.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Jan | 27645.00 | 919.5 | - | - | 0 | 0 | 0 | |||||||||
| 2 Jan | 27045.00 | 919.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Jan | 26835.00 | 919.5 | 0 | - | 0 | 0 | 0 | |||||||||
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| 31 Dec | 26575.00 | 919.5 | 0 | - | 0 | 0 | 0 | |||||||||
For Shree Cement Limited - strike price 26750 expiring on 24FEB2026
Delta for 26750 CE is 0.35
Historical price for 26750 CE is as follows
On 20 Feb SHREECEM was trading at 26510.00. The strike last trading price was 136, which was 28.35 higher than the previous day. The implied volatity was 21.01, the open interest changed by -75 which decreased total open position to 101
On 19 Feb SHREECEM was trading at 26215.00. The strike last trading price was 105, which was -91.6 lower than the previous day. The implied volatity was 22.42, the open interest changed by -94 which decreased total open position to 174
On 18 Feb SHREECEM was trading at 26635.00. The strike last trading price was 190.05, which was 32.35 higher than the previous day. The implied volatity was 14.86, the open interest changed by 10 which increased total open position to 268
On 17 Feb SHREECEM was trading at 26370.00. The strike last trading price was 146.1, which was -21.6 lower than the previous day. The implied volatity was 19.98, the open interest changed by 12 which increased total open position to 258
On 16 Feb SHREECEM was trading at 26315.00. The strike last trading price was 170, which was 16.85 higher than the previous day. The implied volatity was 22.19, the open interest changed by 26 which increased total open position to 248
On 13 Feb SHREECEM was trading at 26130.00. The strike last trading price was 140, which was -158.6 lower than the previous day. The implied volatity was 19.39, the open interest changed by 20 which increased total open position to 221
On 12 Feb SHREECEM was trading at 26340.00. The strike last trading price was 282.4, which was -165 lower than the previous day. The implied volatity was 21.92, the open interest changed by 34 which increased total open position to 202
On 11 Feb SHREECEM was trading at 26805.00. The strike last trading price was 425, which was 4.45 higher than the previous day. The implied volatity was 18.68, the open interest changed by -4 which decreased total open position to 166
On 10 Feb SHREECEM was trading at 26525.00. The strike last trading price was 412.55, which was -251.95 lower than the previous day. The implied volatity was 23.25, the open interest changed by 131 which increased total open position to 166
On 9 Feb SHREECEM was trading at 27145.00. The strike last trading price was 634.1, which was -408.65 lower than the previous day. The implied volatity was 16.49, the open interest changed by 18 which increased total open position to 37
On 6 Feb SHREECEM was trading at 27330.00. The strike last trading price was 1036.25, which was 37.25 higher than the previous day. The implied volatity was 25.14, the open interest changed by 3 which increased total open position to 18
On 5 Feb SHREECEM was trading at 27225.00. The strike last trading price was 999, which was 294.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 15
On 4 Feb SHREECEM was trading at 27350.00. The strike last trading price was 999, which was 294.1 higher than the previous day. The implied volatity was 17.68, the open interest changed by 0 which decreased total open position to 16
On 3 Feb SHREECEM was trading at 27020.00. The strike last trading price was 704.9, which was 97.9 higher than the previous day. The implied volatity was 12.26, the open interest changed by 0 which decreased total open position to 17
On 2 Feb SHREECEM was trading at 26800.00. The strike last trading price was 607, which was -262 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 17
On 1 Feb SHREECEM was trading at 26385.00. The strike last trading price was 607, which was -262 lower than the previous day. The implied volatity was 25.27, the open interest changed by 0 which decreased total open position to 16
On 30 Jan SHREECEM was trading at 26985.00. The strike last trading price was 869, which was -101.3 lower than the previous day. The implied volatity was 25.99, the open interest changed by 14 which increased total open position to 16
On 29 Jan SHREECEM was trading at 27055.00. The strike last trading price was 966.95, which was 47.45 higher than the previous day. The implied volatity was 22.47, the open interest changed by 2 which increased total open position to 2
On 28 Jan SHREECEM was trading at 27480.00. The strike last trading price was 919.5, 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 27 Jan SHREECEM was trading at 27220.00. The strike last trading price was 919.5, 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 Jan SHREECEM was trading at 27000.00. The strike last trading price was 919.5, 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 22 Jan SHREECEM was trading at 27430.00. The strike last trading price was 919.5, 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 Jan SHREECEM was trading at 27370.00. The strike last trading price was 919.5, 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 20 Jan SHREECEM was trading at 27225.00. The strike last trading price was 919.5, 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 Jan SHREECEM was trading at 27510.00. The strike last trading price was 919.5, 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 16 Jan SHREECEM was trading at 27840.00. The strike last trading price was 919.5, 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 Jan SHREECEM was trading at 27550.00. The strike last trading price was 919.5, 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 Jan SHREECEM was trading at 27155.00. The strike last trading price was 919.5, 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 Jan SHREECEM was trading at 27165.00. The strike last trading price was 919.5, 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 9 Jan SHREECEM was trading at 26950.00. The strike last trading price was 919.5, 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 8 Jan SHREECEM was trading at 26850.00. The strike last trading price was 919.5, 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 Jan SHREECEM was trading at 27320.00. The strike last trading price was 919.5, 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 6 Jan SHREECEM was trading at 27670.00. The strike last trading price was 919.5, 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 5 Jan SHREECEM was trading at 27645.00. The strike last trading price was 919.5, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 2 Jan SHREECEM was trading at 27045.00. The strike last trading price was 919.5, 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 1 Jan SHREECEM was trading at 26835.00. The strike last trading price was 919.5, 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 31 Dec SHREECEM was trading at 26575.00. The strike last trading price was 919.5, 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 24FEB2026 26750 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.69
Vega: 9.75
Theta: -14.63
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 20 Feb | 26510.00 | 318.4 | -314.1 | 16.2 | 50 | -22 | 104 |
| 19 Feb | 26215.00 | 634.05 | 227.1 | 27.42 | 320 | 2 | 126 |
| 18 Feb | 26635.00 | 419.65 | -216.85 | 29.77 | 55 | 41 | 124 |
| 17 Feb | 26370.00 | 636.5 | -138.5 | 29.38 | 88 | 13 | 82 |
| 16 Feb | 26315.00 | 775 | -125 | 33.59 | 8 | -3 | 69 |
| 13 Feb | 26130.00 | 900 | 282.25 | 31.23 | 20 | -4 | 73 |
| 12 Feb | 26340.00 | 617.75 | 85.15 | 23.18 | 16 | -2 | 78 |
| 11 Feb | 26805.00 | 544.15 | -76.05 | 29.38 | 165 | -2 | 76 |
| 10 Feb | 26525.00 | 645.85 | 228.95 | 27.41 | 431 | -5 | 78 |
| 9 Feb | 27145.00 | 449 | -49.75 | 30.07 | 755 | 51 | 85 |
| 6 Feb | 27330.00 | 487.2 | 28.3 | 33.49 | 52 | 20 | 34 |
| 5 Feb | 27225.00 | 458.9 | 85.8 | 29.05 | 3 | 0 | 14 |
| 4 Feb | 27350.00 | 364.7 | -580.8 | 28.23 | 13 | 2 | 16 |
| 3 Feb | 27020.00 | 945.5 | -68.55 | - | 0 | 0 | 14 |
| 2 Feb | 26800.00 | 945.5 | -68.55 | 40.08 | 1 | 0 | 15 |
| 1 Feb | 26385.00 | 1014.05 | 345.9 | 35.66 | 17 | 2 | 15 |
| 30 Jan | 26985.00 | 670.45 | 71.6 | 30.44 | 14 | 3 | 12 |
| 29 Jan | 27055.00 | 598.85 | 107.7 | 29.88 | 4 | 0 | 7 |
| 28 Jan | 27480.00 | 491.15 | -34.75 | 29.66 | 6 | 1 | 6 |
| 27 Jan | 27220.00 | 525.9 | -35.6 | 26.76 | 8 | 0 | 2 |
| 23 Jan | 27000.00 | 561.5 | -520.85 | - | 0 | 0 | 2 |
| 22 Jan | 27430.00 | 561.5 | -520.85 | - | 0 | 0 | 2 |
| 21 Jan | 27370.00 | 561.5 | -520.85 | - | 0 | 0 | 2 |
| 20 Jan | 27225.00 | 561.5 | -520.85 | 26.49 | 2 | 0 | 0 |
| 19 Jan | 27510.00 | 1082.35 | 0 | 2.79 | 0 | 0 | 0 |
| 16 Jan | 27840.00 | 1082.35 | 0 | 3.5 | 0 | 0 | 0 |
| 14 Jan | 27550.00 | 1082.35 | 0 | 2.97 | 0 | 0 | 0 |
| 13 Jan | 27155.00 | 1082.35 | 0 | 1.73 | 0 | 0 | 0 |
| 12 Jan | 27165.00 | 1082.35 | 0 | 1.88 | 0 | 0 | 0 |
| 9 Jan | 26950.00 | 1082.35 | 0 | 1.34 | 0 | 0 | 0 |
| 8 Jan | 26850.00 | 1082.35 | 0 | 1.16 | 0 | 0 | 0 |
| 7 Jan | 27320.00 | 1082.35 | 0 | 2.24 | 0 | 0 | 0 |
| 6 Jan | 27670.00 | 1082.35 | 0 | 3.02 | 0 | 0 | 0 |
| 5 Jan | 27645.00 | 1082.35 | - | - | 0 | 0 | 0 |
| 2 Jan | 27045.00 | 1082.35 | 0 | 1.7 | 0 | 0 | 0 |
| 1 Jan | 26835.00 | 1082.35 | 0 | 1.05 | 0 | 0 | 0 |
| 31 Dec | 26575.00 | 1082.35 | 0 | 0.59 | 0 | 0 | 0 |
For Shree Cement Limited - strike price 26750 expiring on 24FEB2026
Delta for 26750 PE is -0.69
Historical price for 26750 PE is as follows
On 20 Feb SHREECEM was trading at 26510.00. The strike last trading price was 318.4, which was -314.1 lower than the previous day. The implied volatity was 16.2, the open interest changed by -22 which decreased total open position to 104
On 19 Feb SHREECEM was trading at 26215.00. The strike last trading price was 634.05, which was 227.1 higher than the previous day. The implied volatity was 27.42, the open interest changed by 2 which increased total open position to 126
On 18 Feb SHREECEM was trading at 26635.00. The strike last trading price was 419.65, which was -216.85 lower than the previous day. The implied volatity was 29.77, the open interest changed by 41 which increased total open position to 124
On 17 Feb SHREECEM was trading at 26370.00. The strike last trading price was 636.5, which was -138.5 lower than the previous day. The implied volatity was 29.38, the open interest changed by 13 which increased total open position to 82
On 16 Feb SHREECEM was trading at 26315.00. The strike last trading price was 775, which was -125 lower than the previous day. The implied volatity was 33.59, the open interest changed by -3 which decreased total open position to 69
On 13 Feb SHREECEM was trading at 26130.00. The strike last trading price was 900, which was 282.25 higher than the previous day. The implied volatity was 31.23, the open interest changed by -4 which decreased total open position to 73
On 12 Feb SHREECEM was trading at 26340.00. The strike last trading price was 617.75, which was 85.15 higher than the previous day. The implied volatity was 23.18, the open interest changed by -2 which decreased total open position to 78
On 11 Feb SHREECEM was trading at 26805.00. The strike last trading price was 544.15, which was -76.05 lower than the previous day. The implied volatity was 29.38, the open interest changed by -2 which decreased total open position to 76
On 10 Feb SHREECEM was trading at 26525.00. The strike last trading price was 645.85, which was 228.95 higher than the previous day. The implied volatity was 27.41, the open interest changed by -5 which decreased total open position to 78
On 9 Feb SHREECEM was trading at 27145.00. The strike last trading price was 449, which was -49.75 lower than the previous day. The implied volatity was 30.07, the open interest changed by 51 which increased total open position to 85
On 6 Feb SHREECEM was trading at 27330.00. The strike last trading price was 487.2, which was 28.3 higher than the previous day. The implied volatity was 33.49, the open interest changed by 20 which increased total open position to 34
On 5 Feb SHREECEM was trading at 27225.00. The strike last trading price was 458.9, which was 85.8 higher than the previous day. The implied volatity was 29.05, the open interest changed by 0 which decreased total open position to 14
On 4 Feb SHREECEM was trading at 27350.00. The strike last trading price was 364.7, which was -580.8 lower than the previous day. The implied volatity was 28.23, the open interest changed by 2 which increased total open position to 16
On 3 Feb SHREECEM was trading at 27020.00. The strike last trading price was 945.5, which was -68.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 14
On 2 Feb SHREECEM was trading at 26800.00. The strike last trading price was 945.5, which was -68.55 lower than the previous day. The implied volatity was 40.08, the open interest changed by 0 which decreased total open position to 15
On 1 Feb SHREECEM was trading at 26385.00. The strike last trading price was 1014.05, which was 345.9 higher than the previous day. The implied volatity was 35.66, the open interest changed by 2 which increased total open position to 15
On 30 Jan SHREECEM was trading at 26985.00. The strike last trading price was 670.45, which was 71.6 higher than the previous day. The implied volatity was 30.44, the open interest changed by 3 which increased total open position to 12
On 29 Jan SHREECEM was trading at 27055.00. The strike last trading price was 598.85, which was 107.7 higher than the previous day. The implied volatity was 29.88, the open interest changed by 0 which decreased total open position to 7
On 28 Jan SHREECEM was trading at 27480.00. The strike last trading price was 491.15, which was -34.75 lower than the previous day. The implied volatity was 29.66, the open interest changed by 1 which increased total open position to 6
On 27 Jan SHREECEM was trading at 27220.00. The strike last trading price was 525.9, which was -35.6 lower than the previous day. The implied volatity was 26.76, the open interest changed by 0 which decreased total open position to 2
On 23 Jan SHREECEM was trading at 27000.00. The strike last trading price was 561.5, which was -520.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 22 Jan SHREECEM was trading at 27430.00. The strike last trading price was 561.5, which was -520.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 21 Jan SHREECEM was trading at 27370.00. The strike last trading price was 561.5, which was -520.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 20 Jan SHREECEM was trading at 27225.00. The strike last trading price was 561.5, which was -520.85 lower than the previous day. The implied volatity was 26.49, the open interest changed by 0 which decreased total open position to 0
On 19 Jan SHREECEM was trading at 27510.00. The strike last trading price was 1082.35, which was 0 lower than the previous day. The implied volatity was 2.79, the open interest changed by 0 which decreased total open position to 0
On 16 Jan SHREECEM was trading at 27840.00. The strike last trading price was 1082.35, which was 0 lower than the previous day. The implied volatity was 3.5, the open interest changed by 0 which decreased total open position to 0
On 14 Jan SHREECEM was trading at 27550.00. The strike last trading price was 1082.35, which was 0 lower than the previous day. The implied volatity was 2.97, the open interest changed by 0 which decreased total open position to 0
On 13 Jan SHREECEM was trading at 27155.00. The strike last trading price was 1082.35, which was 0 lower than the previous day. The implied volatity was 1.73, the open interest changed by 0 which decreased total open position to 0
On 12 Jan SHREECEM was trading at 27165.00. The strike last trading price was 1082.35, which was 0 lower than the previous day. The implied volatity was 1.88, the open interest changed by 0 which decreased total open position to 0
On 9 Jan SHREECEM was trading at 26950.00. The strike last trading price was 1082.35, which was 0 lower than the previous day. The implied volatity was 1.34, the open interest changed by 0 which decreased total open position to 0
On 8 Jan SHREECEM was trading at 26850.00. The strike last trading price was 1082.35, which was 0 lower than the previous day. The implied volatity was 1.16, the open interest changed by 0 which decreased total open position to 0
On 7 Jan SHREECEM was trading at 27320.00. The strike last trading price was 1082.35, which was 0 lower than the previous day. The implied volatity was 2.24, the open interest changed by 0 which decreased total open position to 0
On 6 Jan SHREECEM was trading at 27670.00. The strike last trading price was 1082.35, which was 0 lower than the previous day. The implied volatity was 3.02, the open interest changed by 0 which decreased total open position to 0
On 5 Jan SHREECEM was trading at 27645.00. The strike last trading price was 1082.35, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 2 Jan SHREECEM was trading at 27045.00. The strike last trading price was 1082.35, which was 0 lower than the previous day. The implied volatity was 1.7, the open interest changed by 0 which decreased total open position to 0
On 1 Jan SHREECEM was trading at 26835.00. The strike last trading price was 1082.35, which was 0 lower than the previous day. The implied volatity was 1.05, the open interest changed by 0 which decreased total open position to 0
On 31 Dec SHREECEM was trading at 26575.00. The strike last trading price was 1082.35, which was 0 lower than the previous day. The implied volatity was 0.59, the open interest changed by 0 which decreased total open position to 0
