SHREECEM
Shree Cement Limited
Historical option data for SHREECEM
26 Dec 2024 04:11 PM IST
| SHREECEM 26DEC2024 27000 CE | ||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 26 Dec | 26342.70 | 0.05 | -60.45 | - | 395 | 19 | 273 | |||
| 24 Dec | 26707.70 | 60.5 | -263.70 | 20.85 | 495 | 73 | 253 | |||
| 23 Dec | 27199.90 | 324.2 | -27.50 | 20.02 | 173 | 27 | 177 | |||
| 20 Dec | 27063.50 | 351.7 | -381.75 | 22.24 | 154 | -2 | 151 | |||
| 19 Dec | 27617.10 | 733.45 | -89.15 | 19.97 | 33 | 1 | 153 | |||
| 18 Dec | 27908.80 | 822.6 | -377.40 | - | 18 | -1 | 152 | |||
| 17 Dec | 28352.20 | 1200 | 139.40 | - | 26 | -5 | 153 | |||
| 16 Dec | 28091.25 | 1060.6 | 232.60 | - | 141 | -26 | 158 | |||
| 13 Dec | 27591.45 | 828 | 283.35 | 18.70 | 718 | -24 | 183 | |||
| 12 Dec | 27228.75 | 544.65 | -55.35 | 16.87 | 95 | -9 | 207 | |||
| 11 Dec | 27305.50 | 600 | 161.15 | 16.33 | 2,249 | -140 | 218 | |||
| 10 Dec | 27119.30 | 438.85 | 115.90 | 11.43 | 1,159 | -11 | 359 | |||
| 9 Dec | 26711.25 | 322.95 | -161.30 | 16.59 | 1,196 | 117 | 372 | |||
| 6 Dec | 27076.65 | 484.25 | 114.25 | 16.18 | 2,009 | -71 | 257 | |||
| 5 Dec | 26608.00 | 370 | -270.00 | 18.88 | 737 | 154 | 316 | |||
| 4 Dec | 27403.90 | 640 | -30.50 | 16.32 | 751 | -63 | 165 | |||
| 3 Dec | 27159.35 | 670.5 | 60.50 | 17.70 | 1,673 | -8 | 229 | |||
| 2 Dec | 26784.00 | 610 | 335.50 | 22.66 | 2,490 | 170 | 357 | |||
| 29 Nov | 26076.45 | 274.5 | -1030.90 | 20.93 | 1,052 | 175 | 175 | |||
| 28 Nov | 25545.60 | 1305.4 | 0.00 | 4.05 | 0 | 0 | 0 | |||
| 27 Nov | 25421.85 | 1305.4 | 0.00 | 4.23 | 0 | 0 | 0 | |||
| 26 Nov | 24980.65 | 1305.4 | 0.00 | 5.40 | 0 | 0 | 0 | |||
| 25 Nov | 25467.30 | 1305.4 | 1305.40 | 4.02 | 0 | 0 | 0 | |||
| 31 Oct | 25072.15 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 25351.35 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 25331.75 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 25056.15 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 25065.30 | 0 | 0.00 | - | 0 | 0 | 0 | |||
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| 10 Oct | 24641.80 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 24975.05 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 25582.90 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 25376.45 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 26034.20 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 26259.20 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 26523.25 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 26308.90 | 0 | - | 0 | 0 | 0 | ||||
For Shree Cement Limited - strike price 27000 expiring on 26DEC2024
Delta for 27000 CE is -
Historical price for 27000 CE is as follows
On 26 Dec SHREECEM was trading at 26342.70. The strike last trading price was 0.05, which was -60.45 lower than the previous day. The implied volatity was -, the open interest changed by 19 which increased total open position to 273
On 24 Dec SHREECEM was trading at 26707.70. The strike last trading price was 60.5, which was -263.70 lower than the previous day. The implied volatity was 20.85, the open interest changed by 73 which increased total open position to 253
On 23 Dec SHREECEM was trading at 27199.90. The strike last trading price was 324.2, which was -27.50 lower than the previous day. The implied volatity was 20.02, the open interest changed by 27 which increased total open position to 177
On 20 Dec SHREECEM was trading at 27063.50. The strike last trading price was 351.7, which was -381.75 lower than the previous day. The implied volatity was 22.24, the open interest changed by -2 which decreased total open position to 151
On 19 Dec SHREECEM was trading at 27617.10. The strike last trading price was 733.45, which was -89.15 lower than the previous day. The implied volatity was 19.97, the open interest changed by 1 which increased total open position to 153
On 18 Dec SHREECEM was trading at 27908.80. The strike last trading price was 822.6, which was -377.40 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 152
On 17 Dec SHREECEM was trading at 28352.20. The strike last trading price was 1200, which was 139.40 higher than the previous day. The implied volatity was -, the open interest changed by -5 which decreased total open position to 153
On 16 Dec SHREECEM was trading at 28091.25. The strike last trading price was 1060.6, which was 232.60 higher than the previous day. The implied volatity was -, the open interest changed by -26 which decreased total open position to 158
On 13 Dec SHREECEM was trading at 27591.45. The strike last trading price was 828, which was 283.35 higher than the previous day. The implied volatity was 18.70, the open interest changed by -24 which decreased total open position to 183
On 12 Dec SHREECEM was trading at 27228.75. The strike last trading price was 544.65, which was -55.35 lower than the previous day. The implied volatity was 16.87, the open interest changed by -9 which decreased total open position to 207
On 11 Dec SHREECEM was trading at 27305.50. The strike last trading price was 600, which was 161.15 higher than the previous day. The implied volatity was 16.33, the open interest changed by -140 which decreased total open position to 218
On 10 Dec SHREECEM was trading at 27119.30. The strike last trading price was 438.85, which was 115.90 higher than the previous day. The implied volatity was 11.43, the open interest changed by -11 which decreased total open position to 359
On 9 Dec SHREECEM was trading at 26711.25. The strike last trading price was 322.95, which was -161.30 lower than the previous day. The implied volatity was 16.59, the open interest changed by 117 which increased total open position to 372
On 6 Dec SHREECEM was trading at 27076.65. The strike last trading price was 484.25, which was 114.25 higher than the previous day. The implied volatity was 16.18, the open interest changed by -71 which decreased total open position to 257
On 5 Dec SHREECEM was trading at 26608.00. The strike last trading price was 370, which was -270.00 lower than the previous day. The implied volatity was 18.88, the open interest changed by 154 which increased total open position to 316
On 4 Dec SHREECEM was trading at 27403.90. The strike last trading price was 640, which was -30.50 lower than the previous day. The implied volatity was 16.32, the open interest changed by -63 which decreased total open position to 165
On 3 Dec SHREECEM was trading at 27159.35. The strike last trading price was 670.5, which was 60.50 higher than the previous day. The implied volatity was 17.70, the open interest changed by -8 which decreased total open position to 229
On 2 Dec SHREECEM was trading at 26784.00. The strike last trading price was 610, which was 335.50 higher than the previous day. The implied volatity was 22.66, the open interest changed by 170 which increased total open position to 357
On 29 Nov SHREECEM was trading at 26076.45. The strike last trading price was 274.5, which was -1030.90 lower than the previous day. The implied volatity was 20.93, the open interest changed by 175 which increased total open position to 175
On 28 Nov SHREECEM was trading at 25545.60. The strike last trading price was 1305.4, which was 0.00 lower than the previous day. The implied volatity was 4.05, 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 1305.4, which was 0.00 lower than the previous day. The implied volatity was 4.23, 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 1305.4, which was 0.00 lower than the previous day. The implied volatity was 5.40, 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 1305.4, which was 1305.40 higher than the previous day. The implied volatity was 4.02, the open interest changed by 0 which decreased total open position to 0
On 31 Oct SHREECEM was trading at 25072.15. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct SHREECEM was trading at 25351.35. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct SHREECEM was trading at 25331.75. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct SHREECEM was trading at 25056.15. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct SHREECEM was trading at 25065.30. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 10 Oct SHREECEM was trading at 24641.80. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 9 Oct SHREECEM was trading at 24975.05. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 8 Oct SHREECEM was trading at 25582.90. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 7 Oct SHREECEM was trading at 25376.45. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 4 Oct SHREECEM was trading at 26034.20. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 3 Oct SHREECEM was trading at 26259.20. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 1 Oct SHREECEM was trading at 26523.25. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Sept SHREECEM was trading at 26308.90. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| SHREECEM 26DEC2024 27000 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 26 Dec | 26342.70 | 600 | 357.55 | - | 141 | 12 | 110 |
| 24 Dec | 26707.70 | 242.45 | 78.45 | - | 467 | -86 | 99 |
| 23 Dec | 27199.90 | 164 | 19.15 | 26.39 | 652 | -118 | 186 |
| 20 Dec | 27063.50 | 144.85 | 55.40 | 13.36 | 2,101 | -104 | 306 |
| 19 Dec | 27617.10 | 89.45 | -11.05 | 20.80 | 884 | 61 | 411 |
| 18 Dec | 27908.80 | 100.5 | 2.60 | 25.60 | 444 | -53 | 353 |
| 17 Dec | 28352.20 | 97.9 | -20.35 | 30.07 | 633 | 53 | 405 |
| 16 Dec | 28091.25 | 118.25 | -49.25 | 27.72 | 658 | -2 | 351 |
| 13 Dec | 27591.45 | 167.5 | -189.50 | 20.89 | 1,431 | 131 | 349 |
| 12 Dec | 27228.75 | 357 | -2.95 | 23.85 | 157 | 31 | 218 |
| 11 Dec | 27305.50 | 359.95 | -203.35 | 24.68 | 559 | 26 | 187 |
| 10 Dec | 27119.30 | 563.3 | -258.40 | 31.24 | 45 | 5 | 161 |
| 9 Dec | 26711.25 | 821.7 | 205.10 | 32.79 | 199 | -35 | 157 |
| 6 Dec | 27076.65 | 616.6 | -255.35 | 27.34 | 109 | -12 | 194 |
| 5 Dec | 26608.00 | 871.95 | 393.25 | 29.04 | 853 | 57 | 207 |
| 4 Dec | 27403.90 | 478.7 | -16.40 | 24.40 | 569 | -3 | 148 |
| 3 Dec | 27159.35 | 495.1 | -204.90 | 24.15 | 571 | 89 | 152 |
| 2 Dec | 26784.00 | 700 | -1004.70 | 25.10 | 404 | 65 | 66 |
| 29 Nov | 26076.45 | 1704.7 | 0.00 | 0.00 | 0 | 0 | 0 |
| 28 Nov | 25545.60 | 1704.7 | -725.30 | 32.43 | 1 | 0 | 1 |
| 27 Nov | 25421.85 | 2430 | 0.00 | 0.00 | 0 | 0 | 0 |
| 26 Nov | 24980.65 | 2430 | 0.00 | 0.00 | 0 | 0 | 0 |
| 25 Nov | 25467.30 | 2430 | 2430.00 | 0.00 | 0 | 0 | 0 |
| 31 Oct | 25072.15 | 0 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 25351.35 | 0 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 25331.75 | 0 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 25056.15 | 0 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 25065.30 | 0 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 24641.80 | 0 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 24975.05 | 0 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 25582.90 | 0 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 25376.45 | 0 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 26034.20 | 0 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 26259.20 | 0 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 26523.25 | 0 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 26308.90 | 0 | - | 0 | 0 | 0 | |
For Shree Cement Limited - strike price 27000 expiring on 26DEC2024
Delta for 27000 PE is -
Historical price for 27000 PE is as follows
On 26 Dec SHREECEM was trading at 26342.70. The strike last trading price was 600, which was 357.55 higher than the previous day. The implied volatity was -, the open interest changed by 12 which increased total open position to 110
On 24 Dec SHREECEM was trading at 26707.70. The strike last trading price was 242.45, which was 78.45 higher than the previous day. The implied volatity was -, the open interest changed by -86 which decreased total open position to 99
On 23 Dec SHREECEM was trading at 27199.90. The strike last trading price was 164, which was 19.15 higher than the previous day. The implied volatity was 26.39, the open interest changed by -118 which decreased total open position to 186
On 20 Dec SHREECEM was trading at 27063.50. The strike last trading price was 144.85, which was 55.40 higher than the previous day. The implied volatity was 13.36, the open interest changed by -104 which decreased total open position to 306
On 19 Dec SHREECEM was trading at 27617.10. The strike last trading price was 89.45, which was -11.05 lower than the previous day. The implied volatity was 20.80, the open interest changed by 61 which increased total open position to 411
On 18 Dec SHREECEM was trading at 27908.80. The strike last trading price was 100.5, which was 2.60 higher than the previous day. The implied volatity was 25.60, the open interest changed by -53 which decreased total open position to 353
On 17 Dec SHREECEM was trading at 28352.20. The strike last trading price was 97.9, which was -20.35 lower than the previous day. The implied volatity was 30.07, the open interest changed by 53 which increased total open position to 405
On 16 Dec SHREECEM was trading at 28091.25. The strike last trading price was 118.25, which was -49.25 lower than the previous day. The implied volatity was 27.72, the open interest changed by -2 which decreased total open position to 351
On 13 Dec SHREECEM was trading at 27591.45. The strike last trading price was 167.5, which was -189.50 lower than the previous day. The implied volatity was 20.89, the open interest changed by 131 which increased total open position to 349
On 12 Dec SHREECEM was trading at 27228.75. The strike last trading price was 357, which was -2.95 lower than the previous day. The implied volatity was 23.85, the open interest changed by 31 which increased total open position to 218
On 11 Dec SHREECEM was trading at 27305.50. The strike last trading price was 359.95, which was -203.35 lower than the previous day. The implied volatity was 24.68, the open interest changed by 26 which increased total open position to 187
On 10 Dec SHREECEM was trading at 27119.30. The strike last trading price was 563.3, which was -258.40 lower than the previous day. The implied volatity was 31.24, the open interest changed by 5 which increased total open position to 161
On 9 Dec SHREECEM was trading at 26711.25. The strike last trading price was 821.7, which was 205.10 higher than the previous day. The implied volatity was 32.79, the open interest changed by -35 which decreased total open position to 157
On 6 Dec SHREECEM was trading at 27076.65. The strike last trading price was 616.6, which was -255.35 lower than the previous day. The implied volatity was 27.34, the open interest changed by -12 which decreased total open position to 194
On 5 Dec SHREECEM was trading at 26608.00. The strike last trading price was 871.95, which was 393.25 higher than the previous day. The implied volatity was 29.04, the open interest changed by 57 which increased total open position to 207
On 4 Dec SHREECEM was trading at 27403.90. The strike last trading price was 478.7, which was -16.40 lower than the previous day. The implied volatity was 24.40, the open interest changed by -3 which decreased total open position to 148
On 3 Dec SHREECEM was trading at 27159.35. The strike last trading price was 495.1, which was -204.90 lower than the previous day. The implied volatity was 24.15, the open interest changed by 89 which increased total open position to 152
On 2 Dec SHREECEM was trading at 26784.00. The strike last trading price was 700, which was -1004.70 lower than the previous day. The implied volatity was 25.10, the open interest changed by 65 which increased total open position to 66
On 29 Nov SHREECEM was trading at 26076.45. The strike last trading price was 1704.7, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 1704.7, which was -725.30 lower than the previous day. The implied volatity was 32.43, the open interest changed by 0 which decreased total open position to 1
On 27 Nov SHREECEM was trading at 25421.85. The strike last trading price was 2430, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 2430, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 2430, which was 2430.00 higher than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 31 Oct SHREECEM was trading at 25072.15. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct SHREECEM was trading at 25351.35. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct SHREECEM was trading at 25331.75. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct SHREECEM was trading at 25056.15. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct SHREECEM was trading at 25065.30. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 10 Oct SHREECEM was trading at 24641.80. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 9 Oct SHREECEM was trading at 24975.05. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 8 Oct SHREECEM was trading at 25582.90. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 7 Oct SHREECEM was trading at 25376.45. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 4 Oct SHREECEM was trading at 26034.20. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 3 Oct SHREECEM was trading at 26259.20. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 1 Oct SHREECEM was trading at 26523.25. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Sept SHREECEM was trading at 26308.90. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
