Historical option data for SHREECEM
11 Jun 2026 04:12 PM IST
| SHREECEM 30-Jun-2026 (18d) 27000 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.04
Vega: 0.04
Theta: -3.7
Gamma: 0.00005
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 11 Jun | 23700.00 | 23.5 | -11.5 (-32.86%) | 29.99 | 45 | -10 | 168 | |||||||||
| 10 Jun | 23850.00 | 40.4 | 13.4 (49.63%) | 31.09 | 434 | 51 | 177 | |||||||||
| 9 Jun | 23415.00 | 28 | -10 (-26.32%) | 32.42 | 88 | 0 | 148 | |||||||||
| 8 Jun | 23535.00 | 36 | -21 (-36.84%) | 32.02 | 127 | -39 | 148 | |||||||||
| 5 Jun | 24085.00 | 54.9 | -23.1 (-29.62%) | 28.03 | 28 | -5 | 188 | |||||||||
| 4 Jun | 24485.00 | 78.5 | -34.5 (-30.53%) | 26.41 | 44 | -6 | 193 | |||||||||
| 3 Jun | 24775.00 | 110.4 | -11.6 (-9.51%) | 26.49 | 19 | -10 | 200 | |||||||||
| 2 Jun | 24995.00 | 126.9 | 36.9 (41.00%) | 25.41 | 160 | 8 | 210 | |||||||||
| 1 Jun | 25060.00 | 90 | -21 (-18.92%) | 20.83 | 65 | -3 | 202 | |||||||||
| 29 May | 25275.00 | 125 | -69 (-35.57%) | 19.6 | 134 | 34 | 202 | |||||||||
| 27 May | 25400.00 | 195 | 55 (39.29%) | 21.67 | 155 | 38 | 174 | |||||||||
| 26 May | 25180.00 | 150 | -42 (-21.88%) | 20.55 | 117 | 64 | 137 | |||||||||
| 25 May | 25355.00 | 195.2 | 49.2 (33.70%) | 21.06 | 82 | 13 | 72 | |||||||||
| 22 May | 24785.00 | 146 | -4 (-2.67%) | 23.69 | 61 | 42 | 59 | |||||||||
| 21 May | 24605.00 | 150 | 2 (1.35%) | 22.36 | 5 | -1 | 17 | |||||||||
| 20 May | 24420.00 | 148 | 0 (0.00%) | 24.51 | 0 | 0 | 18 | |||||||||
| 19 May | 24425.00 | 148 | -52 (-26.00%) | 24.51 | 11 | 6 | 18 | |||||||||
| 18 May | 24475.00 | 200 | -20 (-9.09%) | 28.37 | 1 | 0 | 12 | |||||||||
| 15 May | 24970.00 | 220.1 | -32.8 (-12.97%) | 22.91 | 13 | -10 | 13 | |||||||||
| 14 May | 25025.00 | 252.9 | 14.35 (6.02%) | 0 | 1 | -1 | 23 | |||||||||
| 13 May | 24995.00 | 238.55 | 0 (0.00%) | 0 | 0 | 0 | 24 | |||||||||
| 12 May | 24860.00 | 238.55 | -88.5 (-27.06%) | 0 | 22 | -18 | 25 | |||||||||
| 11 May | 25205.00 | 327.05 | -22.95 (-6.56%) | 0 | 29 | 0 | 55 | |||||||||
| 8 May | 25435.00 | 350 | -62.75 (-15.20%) | 22.26 | 25 | -22 | 57 | |||||||||
| 7 May | 25595.00 | 414.05 | 189.05 (84.02%) | 22.13 | 58 | 30 | 81 | |||||||||
| 6 May | 24975.00 | 225 | -13.05 (-5.48%) | 22.25 | 6 | 2 | 52 | |||||||||
| 5 May | 24845.00 | 238.05 | -37.8 (-13.70%) | 23.53 | 12 | 4 | 51 | |||||||||
| 4 May | 24740.00 | 270.05 | -90.9 (-25.18%) | 23.74 | 26 | 19 | 47 | |||||||||
| 30 Apr | 24195.00 | 360.95 | -10.8 (-2.91%) | 26.9 | 0 | 0 | 28 | |||||||||
| 29 Apr | 24555.00 | 360.95 | 117.85 (48.48%) | 26.9 | 28 | 24 | 24 | |||||||||
| 9 Apr | 23990.00 | - | - | - | 0 | 0 | 0 | |||||||||
| 8 Apr | 24360.00 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
For Shree Cement Limited - strike price 27000 expiring on 30JUN2026
Delta for 27000 CE is 0.04
Historical price for 27000 CE is as follows
On 11 Jun SHREECEM was trading at 23700.00. The strike last trading price was 23.5, which was -11.5 lower than the previous day. The implied volatity was 29.99, the open interest changed by -10 which decreased total open position to 168
On 10 Jun SHREECEM was trading at 23850.00. The strike last trading price was 40.4, which was 13.4 higher than the previous day. The implied volatity was 31.09, the open interest changed by 51 which increased total open position to 177
On 9 Jun SHREECEM was trading at 23415.00. The strike last trading price was 28, which was -10 lower than the previous day. The implied volatity was 32.42, the open interest changed by 0 which decreased total open position to 148
On 8 Jun SHREECEM was trading at 23535.00. The strike last trading price was 36, which was -21 lower than the previous day. The implied volatity was 32.02, the open interest changed by -39 which decreased total open position to 148
On 5 Jun SHREECEM was trading at 24085.00. The strike last trading price was 54.9, which was -23.1 lower than the previous day. The implied volatity was 28.03, the open interest changed by -5 which decreased total open position to 188
On 4 Jun SHREECEM was trading at 24485.00. The strike last trading price was 78.5, which was -34.5 lower than the previous day. The implied volatity was 26.41, the open interest changed by -6 which decreased total open position to 193
On 3 Jun SHREECEM was trading at 24775.00. The strike last trading price was 110.4, which was -11.6 lower than the previous day. The implied volatity was 26.49, the open interest changed by -10 which decreased total open position to 200
On 2 Jun SHREECEM was trading at 24995.00. The strike last trading price was 126.9, which was 36.9 higher than the previous day. The implied volatity was 25.41, the open interest changed by 8 which increased total open position to 210
On 1 Jun SHREECEM was trading at 25060.00. The strike last trading price was 90, which was -21 lower than the previous day. The implied volatity was 20.83, the open interest changed by -3 which decreased total open position to 202
On 29 May SHREECEM was trading at 25275.00. The strike last trading price was 125, which was -69 lower than the previous day. The implied volatity was 19.6, the open interest changed by 34 which increased total open position to 202
On 27 May SHREECEM was trading at 25400.00. The strike last trading price was 195, which was 55 higher than the previous day. The implied volatity was 21.67, the open interest changed by 38 which increased total open position to 174
On 26 May SHREECEM was trading at 25180.00. The strike last trading price was 150, which was -42 lower than the previous day. The implied volatity was 20.55, the open interest changed by 64 which increased total open position to 137
On 25 May SHREECEM was trading at 25355.00. The strike last trading price was 195.2, which was 49.2 higher than the previous day. The implied volatity was 21.06, the open interest changed by 13 which increased total open position to 72
On 22 May SHREECEM was trading at 24785.00. The strike last trading price was 146, which was -4 lower than the previous day. The implied volatity was 23.69, the open interest changed by 42 which increased total open position to 59
On 21 May SHREECEM was trading at 24605.00. The strike last trading price was 150, which was 2 higher than the previous day. The implied volatity was 22.36, the open interest changed by -1 which decreased total open position to 17
On 20 May SHREECEM was trading at 24420.00. The strike last trading price was 148, which was 0 lower than the previous day. The implied volatity was 24.51, the open interest changed by 0 which decreased total open position to 18
On 19 May SHREECEM was trading at 24425.00. The strike last trading price was 148, which was -52 lower than the previous day. The implied volatity was 24.51, the open interest changed by 6 which increased total open position to 18
On 18 May SHREECEM was trading at 24475.00. The strike last trading price was 200, which was -20 lower than the previous day. The implied volatity was 28.37, the open interest changed by 0 which decreased total open position to 12
On 15 May SHREECEM was trading at 24970.00. The strike last trading price was 220.1, which was -32.8 lower than the previous day. The implied volatity was 22.91, the open interest changed by -10 which decreased total open position to 13
On 14 May SHREECEM was trading at 25025.00. The strike last trading price was 252.9, which was 14.35 higher than the previous day. The implied volatity was 0, the open interest changed by -1 which decreased total open position to 23
On 13 May SHREECEM was trading at 24995.00. The strike last trading price was 238.55, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 24
On 12 May SHREECEM was trading at 24860.00. The strike last trading price was 238.55, which was -88.5 lower than the previous day. The implied volatity was 0, the open interest changed by -18 which decreased total open position to 25
On 11 May SHREECEM was trading at 25205.00. The strike last trading price was 327.05, which was -22.95 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 55
On 8 May SHREECEM was trading at 25435.00. The strike last trading price was 350, which was -62.75 lower than the previous day. The implied volatity was 22.26, the open interest changed by -22 which decreased total open position to 57
On 7 May SHREECEM was trading at 25595.00. The strike last trading price was 414.05, which was 189.05 higher than the previous day. The implied volatity was 22.13, the open interest changed by 30 which increased total open position to 81
On 6 May SHREECEM was trading at 24975.00. The strike last trading price was 225, which was -13.05 lower than the previous day. The implied volatity was 22.25, the open interest changed by 2 which increased total open position to 52
On 5 May SHREECEM was trading at 24845.00. The strike last trading price was 238.05, which was -37.8 lower than the previous day. The implied volatity was 23.53, the open interest changed by 4 which increased total open position to 51
On 4 May SHREECEM was trading at 24740.00. The strike last trading price was 270.05, which was -90.9 lower than the previous day. The implied volatity was 23.74, the open interest changed by 19 which increased total open position to 47
On 30 Apr SHREECEM was trading at 24195.00. The strike last trading price was 360.95, which was -10.8 lower than the previous day. The implied volatity was 26.9, the open interest changed by 0 which decreased total open position to 28
On 29 Apr SHREECEM was trading at 24555.00. The strike last trading price was 360.95, which was 117.85 higher than the previous day. The implied volatity was 26.9, the open interest changed by 24 which increased total open position to 24
On 9 Apr SHREECEM was trading at 23990.00. The strike last trading price was -, 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 8 Apr SHREECEM was trading at 24360.00. 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 30-Jun-2026 (18d) 27000 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 11 Jun | 23700.00 | 3277.6 | 3277.6 | - | 1 | 0 | 11 |
| 10 Jun | 23850.00 | 3277.6 | 3277.6 | - | 1 | 0 | 11 |
| 9 Jun | 23415.00 | 3277.6 | 3277.6 (23.07%) | 24.31 | 1 | 0 | 11 |
| 8 Jun | 23535.00 | 3277.6 | 614.4 (23.07%) | 24.31 | 1 | 0 | 11 |
| 5 Jun | 24085.00 | 2663.2 | 513.2 (23.87%) | 38.25 | 1 | 1 | 11 |
| 4 Jun | 24485.00 | 2150 | 2150 | - | 4 | 0 | 10 |
| 3 Jun | 24775.00 | 2150 | 2150 (-7.33%) | 29.54 | 4 | 0 | 10 |
| 2 Jun | 24995.00 | 2150 | -170 (-7.33%) | 29.54 | 4 | -1 | 11 |
| 1 Jun | 25060.00 | 2320 | 2320 | - | 5 | 0 | 12 |
| 29 May | 25275.00 | 2320 | 2320 | - | 5 | 0 | 12 |
| 27 May | 25400.00 | 2320 | 2320 (16.00%) | 35.63 | 5 | 0 | 12 |
| 26 May | 25180.00 | 2320 | 320 (16.00%) | 35.63 | 5 | 4 | 11 |
| 25 May | 25355.00 | 2000 | -421.4 (-17.40%) | 32.51 | 9 | -1 | 6 |
| 22 May | 24785.00 | 2421.4 | -104.2 (-4.13%) | 33.75 | 11 | -3 | 7 |
| 21 May | 24605.00 | 2525.6 | -349.4 (-12.15%) | 36.21 | 9 | 6 | 7 |
| 20 May | 24420.00 | 2875 | 622.95 (27.66%) | 36.1 | 1 | 1 | 1 |
| 19 May | 24425.00 | 0 | 0 | - | 0 | 0 | 0 |
| 18 May | 24475.00 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 15 May | 24970.00 | 2252.05 | 0 (0.00%) | 30.83 | 0 | 0 | 0 |
| 14 May | 25025.00 | 2252.05 | 168.5 (8.09%) | 30.83 | 3 | 0 | 3 |
| 13 May | 24995.00 | 2083.55 | 0 (0.00%) | 0 | 0 | 0 | 3 |
| 12 May | 24860.00 | 2083.55 | 0 (0.00%) | 0 | 0 | 0 | 3 |
| 11 May | 25205.00 | 2083.55 | 0 (0.00%) | 0 | 0 | 0 | 3 |
| 8 May | 25435.00 | 2083.55 | -1655.9 (-44.28%) | 29.81 | 3 | 0 | 0 |
| 7 May | 25595.00 | 0 | 0 | - | 0 | 0 | 0 |
| 6 May | 24975.00 | 0 | 0 | - | 0 | 0 | 0 |
| 5 May | 24845.00 | 0 | 0 | - | 0 | 0 | 0 |
| 4 May | 24740.00 | 0 | 0 | - | 0 | 0 | 0 |
| 30 Apr | 24195.00 | 0 | 0 | - | 0 | 0 | 0 |
| 29 Apr | 24555.00 | 0 | 0 | - | 0 | 0 | 0 |
| 9 Apr | 23990.00 | - | - | - | 0 | 0 | 0 |
| 8 Apr | 24360.00 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
For Shree Cement Limited - strike price 27000 expiring on 30JUN2026
Delta for 27000 PE is -
Historical price for 27000 PE is as follows
On 11 Jun SHREECEM was trading at 23700.00. The strike last trading price was 3277.6, which was 3277.6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11
On 10 Jun SHREECEM was trading at 23850.00. The strike last trading price was 3277.6, which was 3277.6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11
On 9 Jun SHREECEM was trading at 23415.00. The strike last trading price was 3277.6, which was 3277.6 higher than the previous day. The implied volatity was 24.31, the open interest changed by 0 which decreased total open position to 11
On 8 Jun SHREECEM was trading at 23535.00. The strike last trading price was 3277.6, which was 614.4 higher than the previous day. The implied volatity was 24.31, the open interest changed by 0 which decreased total open position to 11
On 5 Jun SHREECEM was trading at 24085.00. The strike last trading price was 2663.2, which was 513.2 higher than the previous day. The implied volatity was 38.25, the open interest changed by 1 which increased total open position to 11
On 4 Jun SHREECEM was trading at 24485.00. The strike last trading price was 2150, which was 2150 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10
On 3 Jun SHREECEM was trading at 24775.00. The strike last trading price was 2150, which was 2150 higher than the previous day. The implied volatity was 29.54, the open interest changed by 0 which decreased total open position to 10
On 2 Jun SHREECEM was trading at 24995.00. The strike last trading price was 2150, which was -170 lower than the previous day. The implied volatity was 29.54, the open interest changed by -1 which decreased total open position to 11
On 1 Jun SHREECEM was trading at 25060.00. The strike last trading price was 2320, which was 2320 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 12
On 29 May SHREECEM was trading at 25275.00. The strike last trading price was 2320, which was 2320 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 12
On 27 May SHREECEM was trading at 25400.00. The strike last trading price was 2320, which was 2320 higher than the previous day. The implied volatity was 35.63, the open interest changed by 0 which decreased total open position to 12
On 26 May SHREECEM was trading at 25180.00. The strike last trading price was 2320, which was 320 higher than the previous day. The implied volatity was 35.63, the open interest changed by 4 which increased total open position to 11
On 25 May SHREECEM was trading at 25355.00. The strike last trading price was 2000, which was -421.4 lower than the previous day. The implied volatity was 32.51, the open interest changed by -1 which decreased total open position to 6
On 22 May SHREECEM was trading at 24785.00. The strike last trading price was 2421.4, which was -104.2 lower than the previous day. The implied volatity was 33.75, the open interest changed by -3 which decreased total open position to 7
On 21 May SHREECEM was trading at 24605.00. The strike last trading price was 2525.6, which was -349.4 lower than the previous day. The implied volatity was 36.21, the open interest changed by 6 which increased total open position to 7
On 20 May SHREECEM was trading at 24420.00. The strike last trading price was 2875, which was 622.95 higher than the previous day. The implied volatity was 36.1, the open interest changed by 1 which increased total open position to 1
On 19 May SHREECEM was trading at 24425.00. 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 18 May SHREECEM was trading at 24475.00. 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 15 May SHREECEM was trading at 24970.00. The strike last trading price was 2252.05, which was 0 lower than the previous day. The implied volatity was 30.83, the open interest changed by 0 which decreased total open position to 0
On 14 May SHREECEM was trading at 25025.00. The strike last trading price was 2252.05, which was 168.5 higher than the previous day. The implied volatity was 30.83, the open interest changed by 0 which decreased total open position to 3
On 13 May SHREECEM was trading at 24995.00. The strike last trading price was 2083.55, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 3
On 12 May SHREECEM was trading at 24860.00. The strike last trading price was 2083.55, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 3
On 11 May SHREECEM was trading at 25205.00. The strike last trading price was 2083.55, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 3
On 8 May SHREECEM was trading at 25435.00. The strike last trading price was 2083.55, which was -1655.9 lower than the previous day. The implied volatity was 29.81, the open interest changed by 0 which decreased total open position to 0
On 7 May SHREECEM was trading at 25595.00. 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 6 May SHREECEM was trading at 24975.00. 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 5 May SHREECEM was trading at 24845.00. 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 4 May SHREECEM was trading at 24740.00. 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 30 Apr SHREECEM was trading at 24195.00. 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 29 Apr SHREECEM was trading at 24555.00. 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 9 Apr SHREECEM was trading at 23990.00. The strike last trading price was -, 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 8 Apr SHREECEM was trading at 24360.00. 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
