SHREECEM
Shree Cement Limited
Historical option data for SHREECEM
20 Dec 2024 04:11 PM IST
| SHREECEM 26DEC2024 27250 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.40
Vega: 13.44
Theta: -23.84
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 27063.50 | 185 | -615.00 | 18.66 | 29 | -10 | 46 | |||
| 19 Dec | 27617.10 | 800 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 18 Dec | 27908.80 | 800 | -66.15 | 20.56 | 1 | 0 | 56 | |||
| 17 Dec | 28352.20 | 866.15 | 0.00 | 0.00 | 0 | -7 | 0 | |||
| 16 Dec | 28091.25 | 866.15 | 203.20 | - | 45 | -6 | 57 | |||
| 13 Dec | 27591.45 | 662.95 | 252.95 | 18.88 | 221 | -57 | 65 | |||
| 12 Dec | 27228.75 | 410 | -66.00 | 17.37 | 191 | 19 | 119 | |||
| 11 Dec | 27305.50 | 476 | 137.65 | 17.71 | 706 | -100 | 103 | |||
| 10 Dec | 27119.30 | 338.35 | 81.90 | 13.64 | 112 | -3 | 203 | |||
| 9 Dec | 26711.25 | 256.45 | -114.55 | 18.01 | 306 | -14 | 205 | |||
| 6 Dec | 27076.65 | 371 | 66.00 | 16.63 | 903 | 150 | 233 | |||
| 5 Dec | 26608.00 | 305 | -190.90 | 20.05 | 110 | 30 | 83 | |||
| 4 Dec | 27403.90 | 495.9 | -42.85 | 16.32 | 205 | 24 | 53 | |||
| 3 Dec | 27159.35 | 538.75 | 26.20 | 18.01 | 340 | 28 | 30 | |||
| 2 Dec | 26784.00 | 512.55 | 83.75 | 23.20 | 3 | 2 | 2 | |||
| 29 Nov | 26076.45 | 428.8 | 0.00 | 3.47 | 0 | 0 | 0 | |||
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| 28 Nov | 25545.60 | 428.8 | 0.00 | 4.54 | 0 | 0 | 0 | |||
| 27 Nov | 25421.85 | 428.8 | 0.00 | 4.95 | 0 | 0 | 0 | |||
| 26 Nov | 24980.65 | 428.8 | 0.00 | 5.88 | 0 | 0 | 0 | |||
| 25 Nov | 25467.30 | 428.8 | 4.52 | 0 | 0 | 0 | ||||
For Shree Cement Limited - strike price 27250 expiring on 26DEC2024
Delta for 27250 CE is 0.40
Historical price for 27250 CE is as follows
On 20 Dec SHREECEM was trading at 27063.50. The strike last trading price was 185, which was -615.00 lower than the previous day. The implied volatity was 18.66, the open interest changed by -10 which decreased total open position to 46
On 19 Dec SHREECEM was trading at 27617.10. The strike last trading price was 800, 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 18 Dec SHREECEM was trading at 27908.80. The strike last trading price was 800, which was -66.15 lower than the previous day. The implied volatity was 20.56, the open interest changed by 0 which decreased total open position to 56
On 17 Dec SHREECEM was trading at 28352.20. The strike last trading price was 866.15, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -7 which decreased total open position to 0
On 16 Dec SHREECEM was trading at 28091.25. The strike last trading price was 866.15, which was 203.20 higher than the previous day. The implied volatity was -, the open interest changed by -6 which decreased total open position to 57
On 13 Dec SHREECEM was trading at 27591.45. The strike last trading price was 662.95, which was 252.95 higher than the previous day. The implied volatity was 18.88, the open interest changed by -57 which decreased total open position to 65
On 12 Dec SHREECEM was trading at 27228.75. The strike last trading price was 410, which was -66.00 lower than the previous day. The implied volatity was 17.37, the open interest changed by 19 which increased total open position to 119
On 11 Dec SHREECEM was trading at 27305.50. The strike last trading price was 476, which was 137.65 higher than the previous day. The implied volatity was 17.71, the open interest changed by -100 which decreased total open position to 103
On 10 Dec SHREECEM was trading at 27119.30. The strike last trading price was 338.35, which was 81.90 higher than the previous day. The implied volatity was 13.64, the open interest changed by -3 which decreased total open position to 203
On 9 Dec SHREECEM was trading at 26711.25. The strike last trading price was 256.45, which was -114.55 lower than the previous day. The implied volatity was 18.01, the open interest changed by -14 which decreased total open position to 205
On 6 Dec SHREECEM was trading at 27076.65. The strike last trading price was 371, which was 66.00 higher than the previous day. The implied volatity was 16.63, the open interest changed by 150 which increased total open position to 233
On 5 Dec SHREECEM was trading at 26608.00. The strike last trading price was 305, which was -190.90 lower than the previous day. The implied volatity was 20.05, the open interest changed by 30 which increased total open position to 83
On 4 Dec SHREECEM was trading at 27403.90. The strike last trading price was 495.9, which was -42.85 lower than the previous day. The implied volatity was 16.32, the open interest changed by 24 which increased total open position to 53
On 3 Dec SHREECEM was trading at 27159.35. The strike last trading price was 538.75, which was 26.20 higher than the previous day. The implied volatity was 18.01, the open interest changed by 28 which increased total open position to 30
On 2 Dec SHREECEM was trading at 26784.00. The strike last trading price was 512.55, which was 83.75 higher than the previous day. The implied volatity was 23.20, the open interest changed by 2 which increased total open position to 2
On 29 Nov SHREECEM was trading at 26076.45. The strike last trading price was 428.8, which was 0.00 lower than the previous day. The implied volatity was 3.47, 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 428.8, which was 0.00 lower than the previous day. The implied volatity was 4.54, 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 428.8, which was 0.00 lower than the previous day. The implied volatity was 4.95, 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 428.8, which was 0.00 lower than the previous day. The implied volatity was 5.88, 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 428.8, which was lower than the previous day. The implied volatity was 4.52, the open interest changed by 0 which decreased total open position to 0
| SHREECEM 26DEC2024 27250 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.64
Vega: 13.00
Theta: -9.37
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 27063.50 | 275.15 | 115.05 | 13.08 | 129 | -16 | 40 |
| 19 Dec | 27617.10 | 160.1 | 0.40 | 21.30 | 33 | 2 | 58 |
| 18 Dec | 27908.80 | 159.7 | 38.80 | 25.96 | 85 | -21 | 56 |
| 17 Dec | 28352.20 | 120.9 | -47.10 | 28.29 | 82 | -9 | 78 |
| 16 Dec | 28091.25 | 168 | -69.05 | 27.57 | 88 | 16 | 89 |
| 13 Dec | 27591.45 | 237.05 | -211.95 | 20.55 | 92 | 18 | 71 |
| 12 Dec | 27228.75 | 449 | -16.00 | 22.96 | 42 | -3 | 50 |
| 11 Dec | 27305.50 | 465 | -519.65 | 24.63 | 98 | 18 | 44 |
| 10 Dec | 27119.30 | 984.65 | 0.00 | 0.00 | 0 | 1 | 0 |
| 9 Dec | 26711.25 | 984.65 | 185.55 | 33.76 | 10 | 2 | 27 |
| 6 Dec | 27076.65 | 799.1 | -66.05 | 29.58 | 5 | -1 | 24 |
| 5 Dec | 26608.00 | 865.15 | 215.15 | 22.77 | 44 | -5 | 26 |
| 4 Dec | 27403.90 | 650 | 29.80 | 26.63 | 81 | 8 | 31 |
| 3 Dec | 27159.35 | 620.2 | -167.65 | 24.56 | 57 | 20 | 24 |
| 2 Dec | 26784.00 | 787.85 | -1516.15 | 23.34 | 4 | 3 | 3 |
| 29 Nov | 26076.45 | 2304 | 0.00 | - | 0 | 0 | 0 |
| 28 Nov | 25545.60 | 2304 | 0.00 | - | 0 | 0 | 0 |
| 27 Nov | 25421.85 | 2304 | 0.00 | - | 0 | 0 | 0 |
| 26 Nov | 24980.65 | 2304 | 0.00 | - | 0 | 0 | 0 |
| 25 Nov | 25467.30 | 2304 | - | 0 | 0 | 0 | |
For Shree Cement Limited - strike price 27250 expiring on 26DEC2024
Delta for 27250 PE is -0.64
Historical price for 27250 PE is as follows
On 20 Dec SHREECEM was trading at 27063.50. The strike last trading price was 275.15, which was 115.05 higher than the previous day. The implied volatity was 13.08, the open interest changed by -16 which decreased total open position to 40
On 19 Dec SHREECEM was trading at 27617.10. The strike last trading price was 160.1, which was 0.40 higher than the previous day. The implied volatity was 21.30, the open interest changed by 2 which increased total open position to 58
On 18 Dec SHREECEM was trading at 27908.80. The strike last trading price was 159.7, which was 38.80 higher than the previous day. The implied volatity was 25.96, the open interest changed by -21 which decreased total open position to 56
On 17 Dec SHREECEM was trading at 28352.20. The strike last trading price was 120.9, which was -47.10 lower than the previous day. The implied volatity was 28.29, the open interest changed by -9 which decreased total open position to 78
On 16 Dec SHREECEM was trading at 28091.25. The strike last trading price was 168, which was -69.05 lower than the previous day. The implied volatity was 27.57, the open interest changed by 16 which increased total open position to 89
On 13 Dec SHREECEM was trading at 27591.45. The strike last trading price was 237.05, which was -211.95 lower than the previous day. The implied volatity was 20.55, the open interest changed by 18 which increased total open position to 71
On 12 Dec SHREECEM was trading at 27228.75. The strike last trading price was 449, which was -16.00 lower than the previous day. The implied volatity was 22.96, the open interest changed by -3 which decreased total open position to 50
On 11 Dec SHREECEM was trading at 27305.50. The strike last trading price was 465, which was -519.65 lower than the previous day. The implied volatity was 24.63, the open interest changed by 18 which increased total open position to 44
On 10 Dec SHREECEM was trading at 27119.30. The strike last trading price was 984.65, 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 9 Dec SHREECEM was trading at 26711.25. The strike last trading price was 984.65, which was 185.55 higher than the previous day. The implied volatity was 33.76, the open interest changed by 2 which increased total open position to 27
On 6 Dec SHREECEM was trading at 27076.65. The strike last trading price was 799.1, which was -66.05 lower than the previous day. The implied volatity was 29.58, the open interest changed by -1 which decreased total open position to 24
On 5 Dec SHREECEM was trading at 26608.00. The strike last trading price was 865.15, which was 215.15 higher than the previous day. The implied volatity was 22.77, the open interest changed by -5 which decreased total open position to 26
On 4 Dec SHREECEM was trading at 27403.90. The strike last trading price was 650, which was 29.80 higher than the previous day. The implied volatity was 26.63, the open interest changed by 8 which increased total open position to 31
On 3 Dec SHREECEM was trading at 27159.35. The strike last trading price was 620.2, which was -167.65 lower than the previous day. The implied volatity was 24.56, the open interest changed by 20 which increased total open position to 24
On 2 Dec SHREECEM was trading at 26784.00. The strike last trading price was 787.85, which was -1516.15 lower than the previous day. The implied volatity was 23.34, the open interest changed by 3 which increased total open position to 3
On 29 Nov SHREECEM was trading at 26076.45. The strike last trading price was 2304, 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 2304, 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 2304, 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 2304, 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 2304, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
