[--[65.84.65.76]--]

SHREECEM

Shree Cement Limited
26850 +325.00 (1.23%)
L: 26400 H: 26980

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Historical option data for SHREECEM

25 Feb 2026 02:26 PM IST
SHREECEM 30-MAR-2026 27000 CE
Delta: 0.54
Vega: 32.08
Theta: -12.22
Gamma: 0
Date Close Ltp Change IV Volume OI Chg OI
25 Feb 26865.00 613.05 262.4 17.32 1,514 -41 197
24 Feb 26525.00 356.2 -134.7 13.7 373 141 239
23 Feb 26550.00 500 110 19.34 203 14 100
20 Feb 26510.00 389.95 37.95 14.5 52 14 87
19 Feb 26215.00 352 -137 16.65 81 31 72
18 Feb 26635.00 489 47 14.23 21 6 39
17 Feb 26370.00 442 -6.5 16.8 2 1 32
16 Feb 26315.00 452 31 18.12 9 3 32
13 Feb 26130.00 421 -80 18.06 2 -1 29
12 Feb 26340.00 501 -219 17.42 1 0 30
11 Feb 26805.00 720 -30 16.85 2 0 30
10 Feb 26525.00 750 -349.95 21.37 2 1 29
9 Feb 27145.00 1099.95 -85.15 - 0 0 28
6 Feb 27330.00 1099.95 -85.15 16.53 29 26 27
5 Feb 27225.00 1185.1 42.8 - 0 0 1
4 Feb 27350.00 1185.1 42.8 - 0 0 1
3 Feb 27020.00 1185.1 42.8 - 0 0 1
2 Feb 26800.00 1185.1 42.8 - 0 0 1
1 Feb 26385.00 1185.1 42.8 - 0 0 1
30 Jan 26985.00 1185.1 42.8 22.81 1 0 0
29 Jan 27055.00 1142.3 0 - 0 0 0
28 Jan 27480.00 1142.3 0 - 0 0 0
27 Jan 27220.00 1142.3 0 - 0 0 0
23 Jan 27000.00 1142.3 0 - 0 0 0
22 Jan 27430.00 1142.3 0 - 0 0 0
21 Jan 27370.00 1142.3 0 - 0 0 0
20 Jan 27225.00 1142.3 0 - 0 0 0
19 Jan 27510.00 1142.3 0 - 0 0 0
16 Jan 27840.00 1142.3 0 - 0 0 0
14 Jan 27550.00 1142.3 0 - 0 0 0
13 Jan 27155.00 1142.3 0 - 0 0 0
12 Jan 27165.00 1142.3 0 - 0 0 0
9 Jan 26950.00 1142.3 0 - 0 0 0
8 Jan 26850.00 1142.3 0 - 0 0 0
7 Jan 27320.00 1142.3 0 - 0 0 0
6 Jan 27670.00 1142.3 0 - 0 0 0
5 Jan 27645.00 1142.3 0 - 0 0 0
2 Jan 27045.00 1142.3 0 - 0 0 0
1 Jan 26835.00 1142.3 0 - 0 0 0
31 Dec 26575.00 1142.3 0 - 0 0 0


For Shree Cement Limited - strike price 27000 expiring on 30MAR2026

Delta for 27000 CE is 0.54

Historical price for 27000 CE is as follows

On 25 Feb SHREECEM was trading at 26865.00. The strike last trading price was 613.05, which was 262.4 higher than the previous day. The implied volatity was 17.32, the open interest changed by -41 which decreased total open position to 197


On 24 Feb SHREECEM was trading at 26525.00. The strike last trading price was 356.2, which was -134.7 lower than the previous day. The implied volatity was 13.7, the open interest changed by 141 which increased total open position to 239


On 23 Feb SHREECEM was trading at 26550.00. The strike last trading price was 500, which was 110 higher than the previous day. The implied volatity was 19.34, the open interest changed by 14 which increased total open position to 100


On 20 Feb SHREECEM was trading at 26510.00. The strike last trading price was 389.95, which was 37.95 higher than the previous day. The implied volatity was 14.5, the open interest changed by 14 which increased total open position to 87


On 19 Feb SHREECEM was trading at 26215.00. The strike last trading price was 352, which was -137 lower than the previous day. The implied volatity was 16.65, the open interest changed by 31 which increased total open position to 72


On 18 Feb SHREECEM was trading at 26635.00. The strike last trading price was 489, which was 47 higher than the previous day. The implied volatity was 14.23, the open interest changed by 6 which increased total open position to 39


On 17 Feb SHREECEM was trading at 26370.00. The strike last trading price was 442, which was -6.5 lower than the previous day. The implied volatity was 16.8, the open interest changed by 1 which increased total open position to 32


On 16 Feb SHREECEM was trading at 26315.00. The strike last trading price was 452, which was 31 higher than the previous day. The implied volatity was 18.12, the open interest changed by 3 which increased total open position to 32


On 13 Feb SHREECEM was trading at 26130.00. The strike last trading price was 421, which was -80 lower than the previous day. The implied volatity was 18.06, the open interest changed by -1 which decreased total open position to 29


On 12 Feb SHREECEM was trading at 26340.00. The strike last trading price was 501, which was -219 lower than the previous day. The implied volatity was 17.42, the open interest changed by 0 which decreased total open position to 30


On 11 Feb SHREECEM was trading at 26805.00. The strike last trading price was 720, which was -30 lower than the previous day. The implied volatity was 16.85, the open interest changed by 0 which decreased total open position to 30


On 10 Feb SHREECEM was trading at 26525.00. The strike last trading price was 750, which was -349.95 lower than the previous day. The implied volatity was 21.37, the open interest changed by 1 which increased total open position to 29


On 9 Feb SHREECEM was trading at 27145.00. The strike last trading price was 1099.95, which was -85.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 28


On 6 Feb SHREECEM was trading at 27330.00. The strike last trading price was 1099.95, which was -85.15 lower than the previous day. The implied volatity was 16.53, the open interest changed by 26 which increased total open position to 27


On 5 Feb SHREECEM was trading at 27225.00. The strike last trading price was 1185.1, which was 42.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 4 Feb SHREECEM was trading at 27350.00. The strike last trading price was 1185.1, which was 42.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 3 Feb SHREECEM was trading at 27020.00. The strike last trading price was 1185.1, which was 42.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 2 Feb SHREECEM was trading at 26800.00. The strike last trading price was 1185.1, which was 42.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 1 Feb SHREECEM was trading at 26385.00. The strike last trading price was 1185.1, which was 42.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 30 Jan SHREECEM was trading at 26985.00. The strike last trading price was 1185.1, which was 42.8 higher than the previous day. The implied volatity was 22.81, the open interest changed by 0 which decreased total open position to 0


On 29 Jan SHREECEM was trading at 27055.00. The strike last trading price was 1142.3, 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 28 Jan SHREECEM was trading at 27480.00. The strike last trading price was 1142.3, 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 1142.3, 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 1142.3, 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 1142.3, 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 1142.3, 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 1142.3, 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 1142.3, 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 1142.3, 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 1142.3, 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 1142.3, 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 1142.3, 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 1142.3, 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 1142.3, 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 1142.3, 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 1142.3, 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 1142.3, 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 2 Jan SHREECEM was trading at 27045.00. The strike last trading price was 1142.3, 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 1142.3, 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 1142.3, 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 30MAR2026 27000 PE
Delta: -0.46
Vega: 32.11
Theta: -8.58
Gamma: 0
Date Close Ltp Change IV Volume OI Chg OI
25 Feb 26865.00 754.65 -549.25 25.1 180 67 149
24 Feb 26525.00 1303.9 353 37.2 17 13 83
23 Feb 26550.00 950 -275 24.21 7 0 71
20 Feb 26510.00 1225 -190.2 32.31 3 -1 70
19 Feb 26215.00 1450 150 34.89 19 6 70
18 Feb 26635.00 1280.05 80.1 35.97 12 4 65
17 Feb 26370.00 1199.95 0 - 0 0 61
16 Feb 26315.00 1199.95 0 - 0 0 61
13 Feb 26130.00 1199.95 0 - 0 0 61
12 Feb 26340.00 1199.95 0 27.62 1 0 61
11 Feb 26805.00 1199.95 99.95 32.64 2 0 61
10 Feb 26525.00 1100 -100 26.2 1 0 60
9 Feb 27145.00 1200 390 35.91 2 1 59
6 Feb 27330.00 810 -592.5 28.04 198 58 58
5 Feb 27225.00 1402.5 0 1.23 0 0 0
4 Feb 27350.00 1402.5 0 1.37 0 0 0
3 Feb 27020.00 1402.5 0 1.02 0 0 0
2 Feb 26800.00 1402.5 0 - 0 0 0
1 Feb 26385.00 1402.5 0 0.06 0 0 0
30 Jan 26985.00 1402.5 0 0.91 0 0 0
29 Jan 27055.00 1402.5 0 1.2 0 0 0
28 Jan 27480.00 1402.5 0 2.03 0 0 0
27 Jan 27220.00 1402.5 0 - 0 0 0
23 Jan 27000.00 1402.5 0 1.11 0 0 0
22 Jan 27430.00 1402.5 0 1.92 0 0 0
21 Jan 27370.00 1402.5 0 1.74 0 0 0
20 Jan 27225.00 1402.5 0 1.31 0 0 0
19 Jan 27510.00 1402.5 0 2.01 0 0 0
16 Jan 27840.00 1402.5 0 2.58 0 0 0
14 Jan 27550.00 1402.5 0 2.21 0 0 0
13 Jan 27155.00 1402.5 0 1.33 0 0 0
12 Jan 27165.00 1402.5 0 1.31 0 0 0
9 Jan 26950.00 1402.5 0 1.02 0 0 0
8 Jan 26850.00 1402.5 0 - 0 0 0
7 Jan 27320.00 1402.5 0 - 0 0 0
6 Jan 27670.00 1402.5 0 2.33 0 0 0
5 Jan 27645.00 1402.5 0 - 0 0 0
2 Jan 27045.00 1402.5 0 - 0 0 0
1 Jan 26835.00 1402.5 0 0.93 0 0 0
31 Dec 26575.00 1402.5 0 - 0 0 0


For Shree Cement Limited - strike price 27000 expiring on 30MAR2026

Delta for 27000 PE is -0.46

Historical price for 27000 PE is as follows

On 25 Feb SHREECEM was trading at 26865.00. The strike last trading price was 754.65, which was -549.25 lower than the previous day. The implied volatity was 25.1, the open interest changed by 67 which increased total open position to 149


On 24 Feb SHREECEM was trading at 26525.00. The strike last trading price was 1303.9, which was 353 higher than the previous day. The implied volatity was 37.2, the open interest changed by 13 which increased total open position to 83


On 23 Feb SHREECEM was trading at 26550.00. The strike last trading price was 950, which was -275 lower than the previous day. The implied volatity was 24.21, the open interest changed by 0 which decreased total open position to 71


On 20 Feb SHREECEM was trading at 26510.00. The strike last trading price was 1225, which was -190.2 lower than the previous day. The implied volatity was 32.31, the open interest changed by -1 which decreased total open position to 70


On 19 Feb SHREECEM was trading at 26215.00. The strike last trading price was 1450, which was 150 higher than the previous day. The implied volatity was 34.89, the open interest changed by 6 which increased total open position to 70


On 18 Feb SHREECEM was trading at 26635.00. The strike last trading price was 1280.05, which was 80.1 higher than the previous day. The implied volatity was 35.97, the open interest changed by 4 which increased total open position to 65


On 17 Feb SHREECEM was trading at 26370.00. The strike last trading price was 1199.95, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 61


On 16 Feb SHREECEM was trading at 26315.00. The strike last trading price was 1199.95, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 61


On 13 Feb SHREECEM was trading at 26130.00. The strike last trading price was 1199.95, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 61


On 12 Feb SHREECEM was trading at 26340.00. The strike last trading price was 1199.95, which was 0 lower than the previous day. The implied volatity was 27.62, the open interest changed by 0 which decreased total open position to 61


On 11 Feb SHREECEM was trading at 26805.00. The strike last trading price was 1199.95, which was 99.95 higher than the previous day. The implied volatity was 32.64, the open interest changed by 0 which decreased total open position to 61


On 10 Feb SHREECEM was trading at 26525.00. The strike last trading price was 1100, which was -100 lower than the previous day. The implied volatity was 26.2, the open interest changed by 0 which decreased total open position to 60


On 9 Feb SHREECEM was trading at 27145.00. The strike last trading price was 1200, which was 390 higher than the previous day. The implied volatity was 35.91, the open interest changed by 1 which increased total open position to 59


On 6 Feb SHREECEM was trading at 27330.00. The strike last trading price was 810, which was -592.5 lower than the previous day. The implied volatity was 28.04, the open interest changed by 58 which increased total open position to 58


On 5 Feb SHREECEM was trading at 27225.00. The strike last trading price was 1402.5, which was 0 lower than the previous day. The implied volatity was 1.23, the open interest changed by 0 which decreased total open position to 0


On 4 Feb SHREECEM was trading at 27350.00. The strike last trading price was 1402.5, which was 0 lower than the previous day. The implied volatity was 1.37, the open interest changed by 0 which decreased total open position to 0


On 3 Feb SHREECEM was trading at 27020.00. The strike last trading price was 1402.5, which was 0 lower than the previous day. The implied volatity was 1.02, the open interest changed by 0 which decreased total open position to 0


On 2 Feb SHREECEM was trading at 26800.00. The strike last trading price was 1402.5, 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 Feb SHREECEM was trading at 26385.00. The strike last trading price was 1402.5, which was 0 lower than the previous day. The implied volatity was 0.06, the open interest changed by 0 which decreased total open position to 0


On 30 Jan SHREECEM was trading at 26985.00. The strike last trading price was 1402.5, which was 0 lower than the previous day. The implied volatity was 0.91, the open interest changed by 0 which decreased total open position to 0


On 29 Jan SHREECEM was trading at 27055.00. The strike last trading price was 1402.5, which was 0 lower than the previous day. The implied volatity was 1.2, the open interest changed by 0 which decreased total open position to 0


On 28 Jan SHREECEM was trading at 27480.00. The strike last trading price was 1402.5, which was 0 lower than the previous day. The implied volatity was 2.03, 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 1402.5, 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 1402.5, which was 0 lower than the previous day. The implied volatity was 1.11, 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 1402.5, which was 0 lower than the previous day. The implied volatity was 1.92, 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 1402.5, which was 0 lower than the previous day. The implied volatity was 1.74, 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 1402.5, which was 0 lower than the previous day. The implied volatity was 1.31, 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 1402.5, which was 0 lower than the previous day. The implied volatity was 2.01, 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 1402.5, which was 0 lower than the previous day. The implied volatity was 2.58, 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 1402.5, which was 0 lower than the previous day. The implied volatity was 2.21, 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 1402.5, which was 0 lower than the previous day. The implied volatity was 1.33, 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 1402.5, which was 0 lower than the previous day. The implied volatity was 1.31, 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 1402.5, which was 0 lower than the previous day. The implied volatity was 1.02, 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 1402.5, 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 1402.5, 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 1402.5, which was 0 lower than the previous day. The implied volatity was 2.33, 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 1402.5, 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 2 Jan SHREECEM was trading at 27045.00. The strike last trading price was 1402.5, 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 1402.5, which was 0 lower than the previous day. The implied volatity was 0.93, 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 1402.5, 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