SHREECEM

Shree Cement Limited

26135 +60.00 (0.23%)

L: 26000 H: 26365

Back to Option Chain

Historical option data for SHREECEM
08 Dec 2025 04:11 PM IST

Strike Price

Expiry

Ltp Ltp OI Open Interest (OI) OI Chg Change Open Interest Volume Volume IV IV

Call
Put

Per Lot

SHREECEM 30-DEC-2025 27000 CE
Delta: 0.26 Vega: 20.91 Theta: -10.48 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
8 Dec	26135.00	182.15 ₹ 4,553.75	-3.35 -83.75	18.19	1,007 25,175	-4 -100	469 11,725
5 Dec	26075.00	196 ₹ 4,900	-110.6 -2765.00	17.00	634 15,850	98 2,450	484 12,100
4 Dec	26450.00	290 ₹ 7,250	5.4 135.00	16.45	504 12,600	-76 -1,900	388 9,700
3 Dec	26300.00	280 ₹ 7,000	-125.35 -3133.75	17.87	593 14,825	118 2,950	470 11,750
2 Dec	26545.00	417.4 ₹ 10,435	50.55 1263.75	16.54	300 7,500	-58 -1,450	353 8,825
1 Dec	26415.00	350 ₹ 8,750	-17.6 -440.00	18.49	338 8,450	-7 -175	410 10,250

28 Nov	26400.00	380 ₹ 9,500	-119.85 -2996.25	17.02	273 6,825	107 2,675	416 10,400
27 Nov	26755.00	490.15 ₹ 12,253.75	-163.7 -4092.50	14.90	366 9,150	15 375	315 7,875
26 Nov	26935.00	637.35 ₹ 15,933.75	196.75 4918.75	16.34	1,681 42,025	38 950	301 7,525
25 Nov	26455.00	435 ₹ 10,875	-89.25 -2231.25	16.59	128 3,200	43 1,075	262 6,550
24 Nov	26490.00	500 ₹ 12,500	-35.7 -892.50	18.24	105 2,625	8 200	219 5,475
21 Nov	26480.00	521.8 ₹ 13,045	-60.55 -1513.75	17.94	312 7,800	89 2,225	209 5,225
20 Nov	26480.00	585.8 ₹ 14,645	-23.2 -580.00	19.80	76 1,900	33 825	113 2,825
19 Nov	26510.00	600 ₹ 15,000	-23.4 -585.00	18.87	32 800	21 525	81 2,025
18 Nov	26420.00	615 ₹ 15,375	-250 -6250.00	19.50	74 1,850	41 1,025	58 1,450
17 Nov	26680.00	865 ₹ 21,625	90 2250.00	24.02	9 225	7 175	16 400
14 Nov	26700.00	775 ₹ 19,375	-250 -6250.00	18.30	7 175	4 100	8 200
13 Nov	26995.00	1025 ₹ 25,625	-114.5 -2862.50	-	0 0	1 25	0 0
12 Nov	27095.00	1025 ₹ 25,625	-114.5 -2862.50	20.17	3 75	1 25	4 100
11 Nov	27035.00	1139.5 ₹ 28,487.5	-500.75 -12518.75	24.58	1 25	0 0	3 75
10 Nov	27090.00	1640.25 ₹ 41,006.25	-1519.15 -37978.75	-	0 0	0 0	0 0
7 Nov	27375.00	1640.25 ₹ 41,006.25	-1519.15 -37978.75	-	0 0	0 0	0 0
24 Oct	28705.00	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
23 Oct	28970.00	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
21 Oct	28950.00	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
10 Oct	29445.00	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
9 Oct	29485.00	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
8 Oct	29285.00	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
6 Oct	29295.00	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
3 Oct	29180.00	0 ₹ 0	0 0.00	-	0 0	0 0	0 0

For Shree Cement Limited - strike price 27000 expiring on 30DEC2025

Delta for 27000 CE is 0.26

Historical price for 27000 CE is as follows

On 8 Dec SHREECEM was trading at 26135.00. The strike last trading price was 182.15, which was -3.35 lower than the previous day. The implied volatity was 18.19, the open interest changed by -4 which decreased total open position to 469

On 5 Dec SHREECEM was trading at 26075.00. The strike last trading price was 196, which was -110.6 lower than the previous day. The implied volatity was 17.00, the open interest changed by 98 which increased total open position to 484

On 4 Dec SHREECEM was trading at 26450.00. The strike last trading price was 290, which was 5.4 higher than the previous day. The implied volatity was 16.45, the open interest changed by -76 which decreased total open position to 388

On 3 Dec SHREECEM was trading at 26300.00. The strike last trading price was 280, which was -125.35 lower than the previous day. The implied volatity was 17.87, the open interest changed by 118 which increased total open position to 470

On 2 Dec SHREECEM was trading at 26545.00. The strike last trading price was 417.4, which was 50.55 higher than the previous day. The implied volatity was 16.54, the open interest changed by -58 which decreased total open position to 353

On 1 Dec SHREECEM was trading at 26415.00. The strike last trading price was 350, which was -17.6 lower than the previous day. The implied volatity was 18.49, the open interest changed by -7 which decreased total open position to 410

On 28 Nov SHREECEM was trading at 26400.00. The strike last trading price was 380, which was -119.85 lower than the previous day. The implied volatity was 17.02, the open interest changed by 107 which increased total open position to 416

On 27 Nov SHREECEM was trading at 26755.00. The strike last trading price was 490.15, which was -163.7 lower than the previous day. The implied volatity was 14.90, the open interest changed by 15 which increased total open position to 315

On 26 Nov SHREECEM was trading at 26935.00. The strike last trading price was 637.35, which was 196.75 higher than the previous day. The implied volatity was 16.34, the open interest changed by 38 which increased total open position to 301

On 25 Nov SHREECEM was trading at 26455.00. The strike last trading price was 435, which was -89.25 lower than the previous day. The implied volatity was 16.59, the open interest changed by 43 which increased total open position to 262

On 24 Nov SHREECEM was trading at 26490.00. The strike last trading price was 500, which was -35.7 lower than the previous day. The implied volatity was 18.24, the open interest changed by 8 which increased total open position to 219

On 21 Nov SHREECEM was trading at 26480.00. The strike last trading price was 521.8, which was -60.55 lower than the previous day. The implied volatity was 17.94, the open interest changed by 89 which increased total open position to 209

On 20 Nov SHREECEM was trading at 26480.00. The strike last trading price was 585.8, which was -23.2 lower than the previous day. The implied volatity was 19.80, the open interest changed by 33 which increased total open position to 113

On 19 Nov SHREECEM was trading at 26510.00. The strike last trading price was 600, which was -23.4 lower than the previous day. The implied volatity was 18.87, the open interest changed by 21 which increased total open position to 81

On 18 Nov SHREECEM was trading at 26420.00. The strike last trading price was 615, which was -250 lower than the previous day. The implied volatity was 19.50, the open interest changed by 41 which increased total open position to 58

On 17 Nov SHREECEM was trading at 26680.00. The strike last trading price was 865, which was 90 higher than the previous day. The implied volatity was 24.02, the open interest changed by 7 which increased total open position to 16

On 14 Nov SHREECEM was trading at 26700.00. The strike last trading price was 775, which was -250 lower than the previous day. The implied volatity was 18.30, the open interest changed by 4 which increased total open position to 8

On 13 Nov SHREECEM was trading at 26995.00. The strike last trading price was 1025, which was -114.5 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0

On 12 Nov SHREECEM was trading at 27095.00. The strike last trading price was 1025, which was -114.5 lower than the previous day. The implied volatity was 20.17, the open interest changed by 1 which increased total open position to 4

On 11 Nov SHREECEM was trading at 27035.00. The strike last trading price was 1139.5, which was -500.75 lower than the previous day. The implied volatity was 24.58, the open interest changed by 0 which decreased total open position to 3

On 10 Nov SHREECEM was trading at 27090.00. The strike last trading price was 1640.25, which was -1519.15 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 1640.25, which was -1519.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 24 Oct SHREECEM was trading at 28705.00. 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 23 Oct SHREECEM was trading at 28970.00. 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 21 Oct SHREECEM was trading at 28950.00. 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 10 Oct SHREECEM was trading at 29445.00. 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 Oct SHREECEM was trading at 29485.00. 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 8 Oct SHREECEM was trading at 29285.00. 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 Oct SHREECEM was trading at 29295.00. 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 3 Oct SHREECEM was trading at 29180.00. 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 30DEC2025 27000 PE
Delta: -0.76 Vega: 20.11 Theta: -2.00 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
8 Dec	26135.00	925 ₹ 23,125	-64.4 -1610.00	16.73	8 200	-4 -100	229 5,725
5 Dec	26075.00	989.4 ₹ 24,735	225.3 5632.50	20.29	10 250	-5 -125	232 5,800
4 Dec	26450.00	764.1 ₹ 19,102.5	110.1 2752.50	18.90	4 100	0 0	237 5,925
3 Dec	26300.00	645 ₹ 16,125	-194.2 -4855.00	-	0 0	-4 -100	0 0
2 Dec	26545.00	645 ₹ 16,125	-194.2 -4855.00	19.23	16 400	-3 -75	238 5,950
1 Dec	26415.00	839.2 ₹ 20,980	-15.1 -377.50	19.30	6 150	4 100	242 6,050
28 Nov	26400.00	854.9 ₹ 21,372.5	198.9 4972.50	21.29	31 775	10 250	235 5,875
27 Nov	26755.00	656 ₹ 16,400	143.45 3586.25	20.79	34 850	11 275	225 5,625
26 Nov	26935.00	515.8 ₹ 12,895	-301.45 -7536.25	18.62	175 4,375	79 1,975	214 5,350
25 Nov	26455.00	805.85 ₹ 20,146.25	-21.65 -541.25	20.70	82 2,050	41 1,025	131 3,275
24 Nov	26490.00	830 ₹ 20,750	-20 -500.00	21.26	25 625	8 200	89 2,225
21 Nov	26480.00	850 ₹ 21,250	-15 -375.00	21.29	32 800	24 600	80 2,000
20 Nov	26480.00	850 ₹ 21,250	-81.3 -2032.50	20.76	30 750	27 675	56 1,400
19 Nov	26510.00	931.3 ₹ 23,282.5	-0.8 -20.00	23.15	5 125	4 100	28 700
18 Nov	26420.00	952.9 ₹ 23,822.5	402.9 10072.50	23.15	24 600	12 300	22 550
17 Nov	26680.00	550 ₹ 13,750	-79 -1975.00	-	0 0	0 0	0 0
14 Nov	26700.00	550 ₹ 13,750	-79 -1975.00	-	0 0	2 50	0 0
13 Nov	26995.00	550 ₹ 13,750	-79 -1975.00	-	3 75	2 50	10 250
12 Nov	27095.00	629 ₹ 15,725	4 100.00	20.55	5 125	4 100	7 175
11 Nov	27035.00	625 ₹ 15,625	25 625.00	20.48	2 50	1 25	2 50
10 Nov	27090.00	600 ₹ 15,000	114.45 2861.25	20.79	1 25	0 0	0 0
7 Nov	27375.00	485.55 ₹ 12,138.75	0 0.00	1.81	0 0	0 0	0 0
24 Oct	28705.00	485.55 ₹ 12,138.75	0 0.00	-	0 0	0 0	0 0
23 Oct	28970.00	485.55 ₹ 12,138.75	0 0.00	-	0 0	0 0	0 0
21 Oct	28950.00	485.55 ₹ 12,138.75	0 0.00	-	0 0	0 0	0 0
10 Oct	29445.00	485.55 ₹ 12,138.75	0 0.00	-	0 0	0 0	0 0
9 Oct	29485.00	485.55 ₹ 12,138.75	0 0.00	-	0 0	0 0	0 0
8 Oct	29285.00	485.55 ₹ 12,138.75	0 0.00	-	0 0	0 0	0 0
6 Oct	29295.00	485.55 ₹ 12,138.75	0 0.00	-	0 0	0 0	0 0
3 Oct	29180.00	485.55 ₹ 12,138.75	0 0.00	4.78	0 0	0 0	0 0

For Shree Cement Limited - strike price 27000 expiring on 30DEC2025

Delta for 27000 PE is -0.76

Historical price for 27000 PE is as follows

On 8 Dec SHREECEM was trading at 26135.00. The strike last trading price was 925, which was -64.4 lower than the previous day. The implied volatity was 16.73, the open interest changed by -4 which decreased total open position to 229

On 5 Dec SHREECEM was trading at 26075.00. The strike last trading price was 989.4, which was 225.3 higher than the previous day. The implied volatity was 20.29, the open interest changed by -5 which decreased total open position to 232

On 4 Dec SHREECEM was trading at 26450.00. The strike last trading price was 764.1, which was 110.1 higher than the previous day. The implied volatity was 18.90, the open interest changed by 0 which decreased total open position to 237

On 3 Dec SHREECEM was trading at 26300.00. The strike last trading price was 645, which was -194.2 lower than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 0

On 2 Dec SHREECEM was trading at 26545.00. The strike last trading price was 645, which was -194.2 lower than the previous day. The implied volatity was 19.23, the open interest changed by -3 which decreased total open position to 238

On 1 Dec SHREECEM was trading at 26415.00. The strike last trading price was 839.2, which was -15.1 lower than the previous day. The implied volatity was 19.30, the open interest changed by 4 which increased total open position to 242

On 28 Nov SHREECEM was trading at 26400.00. The strike last trading price was 854.9, which was 198.9 higher than the previous day. The implied volatity was 21.29, the open interest changed by 10 which increased total open position to 235

On 27 Nov SHREECEM was trading at 26755.00. The strike last trading price was 656, which was 143.45 higher than the previous day. The implied volatity was 20.79, the open interest changed by 11 which increased total open position to 225

On 26 Nov SHREECEM was trading at 26935.00. The strike last trading price was 515.8, which was -301.45 lower than the previous day. The implied volatity was 18.62, the open interest changed by 79 which increased total open position to 214

On 25 Nov SHREECEM was trading at 26455.00. The strike last trading price was 805.85, which was -21.65 lower than the previous day. The implied volatity was 20.70, the open interest changed by 41 which increased total open position to 131

On 24 Nov SHREECEM was trading at 26490.00. The strike last trading price was 830, which was -20 lower than the previous day. The implied volatity was 21.26, the open interest changed by 8 which increased total open position to 89

On 21 Nov SHREECEM was trading at 26480.00. The strike last trading price was 850, which was -15 lower than the previous day. The implied volatity was 21.29, the open interest changed by 24 which increased total open position to 80

On 20 Nov SHREECEM was trading at 26480.00. The strike last trading price was 850, which was -81.3 lower than the previous day. The implied volatity was 20.76, the open interest changed by 27 which increased total open position to 56

On 19 Nov SHREECEM was trading at 26510.00. The strike last trading price was 931.3, which was -0.8 lower than the previous day. The implied volatity was 23.15, the open interest changed by 4 which increased total open position to 28

On 18 Nov SHREECEM was trading at 26420.00. The strike last trading price was 952.9, which was 402.9 higher than the previous day. The implied volatity was 23.15, the open interest changed by 12 which increased total open position to 22

On 17 Nov SHREECEM was trading at 26680.00. The strike last trading price was 550, which was -79 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 550, which was -79 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0

On 13 Nov SHREECEM was trading at 26995.00. The strike last trading price was 550, which was -79 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 10

On 12 Nov SHREECEM was trading at 27095.00. The strike last trading price was 629, which was 4 higher than the previous day. The implied volatity was 20.55, the open interest changed by 4 which increased total open position to 7

On 11 Nov SHREECEM was trading at 27035.00. The strike last trading price was 625, which was 25 higher than the previous day. The implied volatity was 20.48, the open interest changed by 1 which increased total open position to 2

On 10 Nov SHREECEM was trading at 27090.00. The strike last trading price was 600, which was 114.45 higher than the previous day. The implied volatity was 20.79, 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 485.55, which was 0 lower than the previous day. The implied volatity was 1.81, the open interest changed by 0 which decreased total open position to 0

On 24 Oct SHREECEM was trading at 28705.00. The strike last trading price was 485.55, 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 Oct SHREECEM was trading at 28970.00. The strike last trading price was 485.55, 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 Oct SHREECEM was trading at 28950.00. The strike last trading price was 485.55, 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 Oct SHREECEM was trading at 29445.00. The strike last trading price was 485.55, 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 Oct SHREECEM was trading at 29485.00. The strike last trading price was 485.55, 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 Oct SHREECEM was trading at 29285.00. The strike last trading price was 485.55, 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 Oct SHREECEM was trading at 29295.00. The strike last trading price was 485.55, 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 3 Oct SHREECEM was trading at 29180.00. The strike last trading price was 485.55, which was 0 lower than the previous day. The implied volatity was 4.78, the open interest changed by 0 which decreased total open position to 0

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