SHREECEM
Shree Cement Limited
Historical option data for SHREECEM
20 Dec 2024 04:11 PM IST
| SHREECEM 26DEC2024 26750 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.66
Vega: 12.64
Theta: -29.83
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 27063.50 | 521.4 | -540.00 | 23.78 | 44 | 4 | 125 | |||
| 19 Dec | 27617.10 | 1061.4 | 0.00 | 0.00 | 0 | -6 | 0 | |||
| 18 Dec | 27908.80 | 1061.4 | -227.20 | - | 12 | -4 | 123 | |||
| 17 Dec | 28352.20 | 1288.6 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 16 Dec | 28091.25 | 1288.6 | 255.95 | - | 2 | 0 | 126 | |||
| 13 Dec | 27591.45 | 1032.65 | 307.25 | 19.16 | 69 | -24 | 128 | |||
| 12 Dec | 27228.75 | 725.4 | -34.45 | 17.42 | 50 | -1 | 151 | |||
| 11 Dec | 27305.50 | 759.85 | 163.45 | 15.15 | 44 | -11 | 152 | |||
| 10 Dec | 27119.30 | 596.4 | 179.95 | 9.56 | 385 | -7 | 166 | |||
| 9 Dec | 26711.25 | 416.45 | -203.50 | 15.32 | 788 | 67 | 175 | |||
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| 6 Dec | 27076.65 | 619.95 | 144.95 | 15.62 | 509 | -31 | 110 | |||
| 5 Dec | 26608.00 | 475 | -238.25 | 18.62 | 187 | 76 | 141 | |||
| 4 Dec | 27403.90 | 713.25 | -86.10 | 11.92 | 1 | 0 | 65 | |||
| 3 Dec | 27159.35 | 799.35 | 71.95 | 16.38 | 26 | -10 | 69 | |||
| 2 Dec | 26784.00 | 727.4 | 377.95 | 22.28 | 578 | 35 | 81 | |||
| 29 Nov | 26076.45 | 349.45 | 129.45 | 20.86 | 222 | 26 | 45 | |||
| 28 Nov | 25545.60 | 220 | 16.55 | 20.74 | 29 | -7 | 21 | |||
| 27 Nov | 25421.85 | 203.45 | 57.45 | 20.51 | 10 | 2 | 24 | |||
| 26 Nov | 24980.65 | 146 | -95.35 | 22.45 | 14 | 8 | 22 | |||
| 25 Nov | 25467.30 | 241.35 | 26.35 | 19.55 | 14 | 6 | 14 | |||
| 12 Nov | 24372.80 | 215 | -100.20 | 26.24 | 8 | 0 | 12 | |||
| 5 Nov | 24695.90 | 315.2 | 24.29 | 12 | 8 | 8 | ||||
For Shree Cement Limited - strike price 26750 expiring on 26DEC2024
Delta for 26750 CE is 0.66
Historical price for 26750 CE is as follows
On 20 Dec SHREECEM was trading at 27063.50. The strike last trading price was 521.4, which was -540.00 lower than the previous day. The implied volatity was 23.78, the open interest changed by 4 which increased total open position to 125
On 19 Dec SHREECEM was trading at 27617.10. The strike last trading price was 1061.4, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -6 which decreased total open position to 0
On 18 Dec SHREECEM was trading at 27908.80. The strike last trading price was 1061.4, which was -227.20 lower than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 123
On 17 Dec SHREECEM was trading at 28352.20. The strike last trading price was 1288.6, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 16 Dec SHREECEM was trading at 28091.25. The strike last trading price was 1288.6, which was 255.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 126
On 13 Dec SHREECEM was trading at 27591.45. The strike last trading price was 1032.65, which was 307.25 higher than the previous day. The implied volatity was 19.16, the open interest changed by -24 which decreased total open position to 128
On 12 Dec SHREECEM was trading at 27228.75. The strike last trading price was 725.4, which was -34.45 lower than the previous day. The implied volatity was 17.42, the open interest changed by -1 which decreased total open position to 151
On 11 Dec SHREECEM was trading at 27305.50. The strike last trading price was 759.85, which was 163.45 higher than the previous day. The implied volatity was 15.15, the open interest changed by -11 which decreased total open position to 152
On 10 Dec SHREECEM was trading at 27119.30. The strike last trading price was 596.4, which was 179.95 higher than the previous day. The implied volatity was 9.56, the open interest changed by -7 which decreased total open position to 166
On 9 Dec SHREECEM was trading at 26711.25. The strike last trading price was 416.45, which was -203.50 lower than the previous day. The implied volatity was 15.32, the open interest changed by 67 which increased total open position to 175
On 6 Dec SHREECEM was trading at 27076.65. The strike last trading price was 619.95, which was 144.95 higher than the previous day. The implied volatity was 15.62, the open interest changed by -31 which decreased total open position to 110
On 5 Dec SHREECEM was trading at 26608.00. The strike last trading price was 475, which was -238.25 lower than the previous day. The implied volatity was 18.62, the open interest changed by 76 which increased total open position to 141
On 4 Dec SHREECEM was trading at 27403.90. The strike last trading price was 713.25, which was -86.10 lower than the previous day. The implied volatity was 11.92, the open interest changed by 0 which decreased total open position to 65
On 3 Dec SHREECEM was trading at 27159.35. The strike last trading price was 799.35, which was 71.95 higher than the previous day. The implied volatity was 16.38, the open interest changed by -10 which decreased total open position to 69
On 2 Dec SHREECEM was trading at 26784.00. The strike last trading price was 727.4, which was 377.95 higher than the previous day. The implied volatity was 22.28, the open interest changed by 35 which increased total open position to 81
On 29 Nov SHREECEM was trading at 26076.45. The strike last trading price was 349.45, which was 129.45 higher than the previous day. The implied volatity was 20.86, the open interest changed by 26 which increased total open position to 45
On 28 Nov SHREECEM was trading at 25545.60. The strike last trading price was 220, which was 16.55 higher than the previous day. The implied volatity was 20.74, the open interest changed by -7 which decreased total open position to 21
On 27 Nov SHREECEM was trading at 25421.85. The strike last trading price was 203.45, which was 57.45 higher than the previous day. The implied volatity was 20.51, the open interest changed by 2 which increased total open position to 24
On 26 Nov SHREECEM was trading at 24980.65. The strike last trading price was 146, which was -95.35 lower than the previous day. The implied volatity was 22.45, the open interest changed by 8 which increased total open position to 22
On 25 Nov SHREECEM was trading at 25467.30. The strike last trading price was 241.35, which was 26.35 higher than the previous day. The implied volatity was 19.55, the open interest changed by 6 which increased total open position to 14
On 12 Nov SHREECEM was trading at 24372.80. The strike last trading price was 215, which was -100.20 lower than the previous day. The implied volatity was 26.24, the open interest changed by 0 which decreased total open position to 12
On 5 Nov SHREECEM was trading at 24695.90. The strike last trading price was 315.2, which was lower than the previous day. The implied volatity was 24.29, the open interest changed by 8 which increased total open position to 8
| SHREECEM 26DEC2024 26750 PE | |||||||
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Delta: -0.27
Vega: 11.48
Theta: -13.50
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 27063.50 | 94.4 | 44.90 | 16.23 | 74 | -19 | 94 |
| 19 Dec | 27617.10 | 49.5 | -8.65 | 20.97 | 46 | 6 | 113 |
| 18 Dec | 27908.80 | 58.15 | -1.65 | 25.09 | 76 | -12 | 109 |
| 17 Dec | 28352.20 | 59.8 | -11.25 | 29.33 | 118 | -1 | 117 |
| 16 Dec | 28091.25 | 71.05 | -44.70 | 26.80 | 166 | 25 | 116 |
| 13 Dec | 27591.45 | 115.75 | -138.95 | 21.26 | 112 | -9 | 93 |
| 12 Dec | 27228.75 | 254.7 | -16.10 | 23.30 | 16 | -2 | 103 |
| 11 Dec | 27305.50 | 270.8 | -175.10 | 24.65 | 44 | 3 | 104 |
| 10 Dec | 27119.30 | 445.9 | -191.50 | 30.60 | 94 | 29 | 103 |
| 9 Dec | 26711.25 | 637.4 | 152.70 | 30.33 | 308 | 8 | 79 |
| 6 Dec | 27076.65 | 484.7 | -221.60 | 26.52 | 82 | 5 | 76 |
| 5 Dec | 26608.00 | 706.3 | 294.45 | 27.80 | 177 | 25 | 69 |
| 4 Dec | 27403.90 | 411.85 | 14.85 | 25.65 | 41 | 7 | 45 |
| 3 Dec | 27159.35 | 397 | -192.20 | 24.19 | 38 | 0 | 38 |
| 2 Dec | 26784.00 | 589.2 | -1349.20 | 25.50 | 228 | 38 | 38 |
| 29 Nov | 26076.45 | 1938.4 | 0.00 | - | 0 | 0 | 0 |
| 28 Nov | 25545.60 | 1938.4 | 0.00 | - | 0 | 0 | 0 |
| 27 Nov | 25421.85 | 1938.4 | 0.00 | - | 0 | 0 | 0 |
| 26 Nov | 24980.65 | 1938.4 | 0.00 | - | 0 | 0 | 0 |
| 25 Nov | 25467.30 | 1938.4 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 24372.80 | 1938.4 | 0.00 | - | 0 | 0 | 0 |
| 5 Nov | 24695.90 | 1938.4 | - | 0 | 0 | 0 | |
For Shree Cement Limited - strike price 26750 expiring on 26DEC2024
Delta for 26750 PE is -0.27
Historical price for 26750 PE is as follows
On 20 Dec SHREECEM was trading at 27063.50. The strike last trading price was 94.4, which was 44.90 higher than the previous day. The implied volatity was 16.23, the open interest changed by -19 which decreased total open position to 94
On 19 Dec SHREECEM was trading at 27617.10. The strike last trading price was 49.5, which was -8.65 lower than the previous day. The implied volatity was 20.97, the open interest changed by 6 which increased total open position to 113
On 18 Dec SHREECEM was trading at 27908.80. The strike last trading price was 58.15, which was -1.65 lower than the previous day. The implied volatity was 25.09, the open interest changed by -12 which decreased total open position to 109
On 17 Dec SHREECEM was trading at 28352.20. The strike last trading price was 59.8, which was -11.25 lower than the previous day. The implied volatity was 29.33, the open interest changed by -1 which decreased total open position to 117
On 16 Dec SHREECEM was trading at 28091.25. The strike last trading price was 71.05, which was -44.70 lower than the previous day. The implied volatity was 26.80, the open interest changed by 25 which increased total open position to 116
On 13 Dec SHREECEM was trading at 27591.45. The strike last trading price was 115.75, which was -138.95 lower than the previous day. The implied volatity was 21.26, the open interest changed by -9 which decreased total open position to 93
On 12 Dec SHREECEM was trading at 27228.75. The strike last trading price was 254.7, which was -16.10 lower than the previous day. The implied volatity was 23.30, the open interest changed by -2 which decreased total open position to 103
On 11 Dec SHREECEM was trading at 27305.50. The strike last trading price was 270.8, which was -175.10 lower than the previous day. The implied volatity was 24.65, the open interest changed by 3 which increased total open position to 104
On 10 Dec SHREECEM was trading at 27119.30. The strike last trading price was 445.9, which was -191.50 lower than the previous day. The implied volatity was 30.60, the open interest changed by 29 which increased total open position to 103
On 9 Dec SHREECEM was trading at 26711.25. The strike last trading price was 637.4, which was 152.70 higher than the previous day. The implied volatity was 30.33, the open interest changed by 8 which increased total open position to 79
On 6 Dec SHREECEM was trading at 27076.65. The strike last trading price was 484.7, which was -221.60 lower than the previous day. The implied volatity was 26.52, the open interest changed by 5 which increased total open position to 76
On 5 Dec SHREECEM was trading at 26608.00. The strike last trading price was 706.3, which was 294.45 higher than the previous day. The implied volatity was 27.80, the open interest changed by 25 which increased total open position to 69
On 4 Dec SHREECEM was trading at 27403.90. The strike last trading price was 411.85, which was 14.85 higher than the previous day. The implied volatity was 25.65, the open interest changed by 7 which increased total open position to 45
On 3 Dec SHREECEM was trading at 27159.35. The strike last trading price was 397, which was -192.20 lower than the previous day. The implied volatity was 24.19, the open interest changed by 0 which decreased total open position to 38
On 2 Dec SHREECEM was trading at 26784.00. The strike last trading price was 589.2, which was -1349.20 lower than the previous day. The implied volatity was 25.50, the open interest changed by 38 which increased total open position to 38
On 29 Nov SHREECEM was trading at 26076.45. The strike last trading price was 1938.4, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 28 Nov SHREECEM was trading at 25545.60. The strike last trading price was 1938.4, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 27 Nov SHREECEM was trading at 25421.85. The strike last trading price was 1938.4, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 26 Nov SHREECEM was trading at 24980.65. The strike last trading price was 1938.4, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 25 Nov SHREECEM was trading at 25467.30. The strike last trading price was 1938.4, which was 0.00 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 24372.80. The strike last trading price was 1938.4, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 Nov SHREECEM was trading at 24695.90. The strike last trading price was 1938.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
