SHREECEM

Shree Cement Limited

26950 +100.00 (0.37%)

L: 26670 H: 27085

Back to Option Chain

Historical option data for SHREECEM
09 Jan 2026 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 27-JAN-2026 27250 CE
Delta: 0.45 Vega: 23.71 Theta: -14.81 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
9 Jan	26950.00	350 ₹ 8,750	18.3 457.50	17.58	44 1,100	-1 -25	62 1,550
8 Jan	26850.00	335 ₹ 8,375	-261.25 -6531.25	17.46	37 925	-1 -25	62 1,550
7 Jan	27320.00	601.75 ₹ 15,043.75	-165.95 -4148.75	18.95	64 1,600	13 325	63 1,575
6 Jan	27670.00	767.7 ₹ 19,192.5	13.9 347.50	17.61	18 450	1 25	51 1,275
5 Jan	27645.00	760.1 ₹ 19,002.5	324.55 8113.75	14.70	251 6,275	18 450	50 1,250
2 Jan	27045.00	453.9 ₹ 11,347.5	118.9 2972.50	15.50	37 925	11 275	31 775
1 Jan	26835.00	335 ₹ 8,375	77.1 1927.50	16.13	30 750	12 300	19 475
31 Dec	26575.00	257.9 ₹ 6,447.5	3.8 95.00	14.90	4 100	2 50	8 200
30 Dec	26340.00	254.1 ₹ 6,352.5	4.1 102.50	18.44	6 150	3 75	7 175
29 Dec	26275.00	250 ₹ 6,250	56.85 1421.25	18.23	1 25	0 0	4 100
26 Dec	26420.00	193.15 ₹ 4,828.75	-43.7 -1092.50	-	0 0	0 0	4 100
24 Dec	26145.00	193.15 ₹ 4,828.75	-43.7 -1092.50	-	0 0	0 0	4 100
23 Dec	25940.00	193.15 ₹ 4,828.75	-43.7 -1092.50	-	0 0	-4 -100	0 0
22 Dec	25710.00	193.15 ₹ 4,828.75	-43.7 -1092.50	-	7 175	-4 -100	4 100
19 Dec	25600.00	236.85 ₹ 5,921.25	-338.5 -8462.50	-	0 0	0 0	8 200
18 Dec	25645.00	236.85 ₹ 5,921.25	-338.5 -8462.50	19.89	8 200	4 100	5 125

17 Dec	26045.00	575.35 ₹ 14,383.75	-285.4 -7135.00	-	0 0	0 0	1 25
16 Dec	25990.00	575.35 ₹ 14,383.75	-285.4 -7135.00	27.19	1 25	0 0	0 0
15 Dec	26625.00	860.75 ₹ 21,518.75	0 0.00	0.98	0 0	0 0	0 0
12 Dec	26285.00	860.75 ₹ 21,518.75	0 0.00	1.60	0 0	0 0	0 0
11 Dec	26080.00	860.75 ₹ 21,518.75	0 0.00	2.01	0 0	0 0	0 0
10 Dec	25885.00	860.75 ₹ 21,518.75	0 0.00	-	0 0	0 0	0 0
9 Dec	26100.00	860.75 ₹ 21,518.75	0 0.00	1.91	0 0	0 0	0 0
8 Dec	26135.00	860.75 ₹ 21,518.75	0 0.00	-	0 0	0 0	0 0
5 Dec	26075.00	860.75 ₹ 21,518.75	0 0.00	-	0 0	0 0	0 0
4 Dec	26450.00	860.75 ₹ 21,518.75	0 0.00	1.05	0 0	0 0	0 0
3 Dec	26300.00	860.75 ₹ 21,518.75	0 0.00	1.40	0 0	0 0	0 0
2 Dec	26545.00	860.75 ₹ 21,518.75	0 0.00	0.69	0 0	0 0	0 0
28 Nov	26400.00	860.75 ₹ 21,518.75	0 0.00	0.95	0 0	0 0	0 0
27 Nov	26755.00	860.75 ₹ 21,518.75	0 0.00	0.05	0 0	0 0	0 0
26 Nov	26935.00	860.75 ₹ 21,518.75	0 0.00	-	0 0	0 0	0 0

For Shree Cement Limited - strike price 27250 expiring on 27JAN2026

Delta for 27250 CE is 0.45

Historical price for 27250 CE is as follows

On 9 Jan SHREECEM was trading at 26950.00. The strike last trading price was 350, which was 18.3 higher than the previous day. The implied volatity was 17.58, the open interest changed by -1 which decreased total open position to 62

On 8 Jan SHREECEM was trading at 26850.00. The strike last trading price was 335, which was -261.25 lower than the previous day. The implied volatity was 17.46, the open interest changed by -1 which decreased total open position to 62

On 7 Jan SHREECEM was trading at 27320.00. The strike last trading price was 601.75, which was -165.95 lower than the previous day. The implied volatity was 18.95, the open interest changed by 13 which increased total open position to 63

On 6 Jan SHREECEM was trading at 27670.00. The strike last trading price was 767.7, which was 13.9 higher than the previous day. The implied volatity was 17.61, the open interest changed by 1 which increased total open position to 51

On 5 Jan SHREECEM was trading at 27645.00. The strike last trading price was 760.1, which was 324.55 higher than the previous day. The implied volatity was 14.70, the open interest changed by 18 which increased total open position to 50

On 2 Jan SHREECEM was trading at 27045.00. The strike last trading price was 453.9, which was 118.9 higher than the previous day. The implied volatity was 15.50, the open interest changed by 11 which increased total open position to 31

On 1 Jan SHREECEM was trading at 26835.00. The strike last trading price was 335, which was 77.1 higher than the previous day. The implied volatity was 16.13, the open interest changed by 12 which increased total open position to 19

On 31 Dec SHREECEM was trading at 26575.00. The strike last trading price was 257.9, which was 3.8 higher than the previous day. The implied volatity was 14.90, the open interest changed by 2 which increased total open position to 8

On 30 Dec SHREECEM was trading at 26340.00. The strike last trading price was 254.1, which was 4.1 higher than the previous day. The implied volatity was 18.44, the open interest changed by 3 which increased total open position to 7

On 29 Dec SHREECEM was trading at 26275.00. The strike last trading price was 250, which was 56.85 higher than the previous day. The implied volatity was 18.23, the open interest changed by 0 which decreased total open position to 4

On 26 Dec SHREECEM was trading at 26420.00. The strike last trading price was 193.15, which was -43.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4

On 24 Dec SHREECEM was trading at 26145.00. The strike last trading price was 193.15, which was -43.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4

On 23 Dec SHREECEM was trading at 25940.00. The strike last trading price was 193.15, which was -43.7 lower than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 0

On 22 Dec SHREECEM was trading at 25710.00. The strike last trading price was 193.15, which was -43.7 lower than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 4

On 19 Dec SHREECEM was trading at 25600.00. The strike last trading price was 236.85, which was -338.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8

On 18 Dec SHREECEM was trading at 25645.00. The strike last trading price was 236.85, which was -338.5 lower than the previous day. The implied volatity was 19.89, the open interest changed by 4 which increased total open position to 5

On 17 Dec SHREECEM was trading at 26045.00. The strike last trading price was 575.35, which was -285.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1

On 16 Dec SHREECEM was trading at 25990.00. The strike last trading price was 575.35, which was -285.4 lower than the previous day. The implied volatity was 27.19, the open interest changed by 0 which decreased total open position to 0

On 15 Dec SHREECEM was trading at 26625.00. The strike last trading price was 860.75, which was 0 lower than the previous day. The implied volatity was 0.98, the open interest changed by 0 which decreased total open position to 0

On 12 Dec SHREECEM was trading at 26285.00. The strike last trading price was 860.75, which was 0 lower than the previous day. The implied volatity was 1.60, the open interest changed by 0 which decreased total open position to 0

On 11 Dec SHREECEM was trading at 26080.00. The strike last trading price was 860.75, 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 10 Dec SHREECEM was trading at 25885.00. The strike last trading price was 860.75, 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 Dec SHREECEM was trading at 26100.00. The strike last trading price was 860.75, which was 0 lower than the previous day. The implied volatity was 1.91, the open interest changed by 0 which decreased total open position to 0

On 8 Dec SHREECEM was trading at 26135.00. The strike last trading price was 860.75, 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 Dec SHREECEM was trading at 26075.00. The strike last trading price was 860.75, 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 Dec SHREECEM was trading at 26450.00. The strike last trading price was 860.75, which was 0 lower than the previous day. The implied volatity was 1.05, the open interest changed by 0 which decreased total open position to 0

On 3 Dec SHREECEM was trading at 26300.00. The strike last trading price was 860.75, which was 0 lower than the previous day. The implied volatity was 1.40, the open interest changed by 0 which decreased total open position to 0

On 2 Dec SHREECEM was trading at 26545.00. The strike last trading price was 860.75, which was 0 lower than the previous day. The implied volatity was 0.69, the open interest changed by 0 which decreased total open position to 0

On 28 Nov SHREECEM was trading at 26400.00. The strike last trading price was 860.75, which was 0 lower than the previous day. The implied volatity was 0.95, the open interest changed by 0 which decreased total open position to 0

On 27 Nov SHREECEM was trading at 26755.00. The strike last trading price was 860.75, which was 0 lower than the previous day. The implied volatity was 0.05, the open interest changed by 0 which decreased total open position to 0

On 26 Nov SHREECEM was trading at 26935.00. The strike last trading price was 860.75, 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 27JAN2026 27250 PE
Delta: -0.54 Vega: 23.75 Theta: -8.57 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
9 Jan	26950.00	541.65 ₹ 13,541.25	0 0.00	19.30	2 50	0 0	64 1,600
8 Jan	26850.00	541.65 ₹ 13,541.25	160.75 4018.75	17.59	10 250	0 0	65 1,625
7 Jan	27320.00	380.9 ₹ 9,522.5	124.45 3111.25	19.07	15 375	3 75	64 1,600
6 Jan	27670.00	256.45 ₹ 6,411.25	-65.55 -1638.75	18.03	79 1,975	35 875	64 1,600
5 Jan	27645.00	300.2 ₹ 7,505	-387.85 -9696.25	20.38	3 75	1 25	29 725
2 Jan	27045.00	688.05 ₹ 17,201.25	-682.75 -17068.75	24.88	28 700	0 0	0 0
1 Jan	26835.00	1370.8 ₹ 34,270	0 0.00	-	0 0	0 0	0 0
31 Dec	26575.00	1370.8 ₹ 34,270	0 0.00	-	0 0	0 0	0 0
30 Dec	26340.00	1370.8 ₹ 34,270	0 0.00	-	0 0	0 0	0 0
29 Dec	26275.00	1370.8 ₹ 34,270	0 0.00	-	0 0	0 0	0 0
26 Dec	26420.00	1370.8 ₹ 34,270	0 0.00	-	0 0	0 0	0 0
24 Dec	26145.00	1370.8 ₹ 34,270	0 0.00	-	0 0	0 0	0 0
23 Dec	25940.00	1370.8 ₹ 34,270	0 0.00	-	0 0	0 0	0 0
22 Dec	25710.00	1370.8 ₹ 34,270	0 0.00	-	0 0	0 0	0 0
19 Dec	25600.00	1370.8 ₹ 34,270	0 0.00	-	0 0	0 0	0 0
18 Dec	25645.00	1370.8 ₹ 34,270	0 0.00	-	0 0	0 0	0 0
17 Dec	26045.00	1370.8 ₹ 34,270	0 0.00	-	0 0	0 0	0 0
16 Dec	25990.00	1370.8 ₹ 34,270	0 0.00	-	0 0	0 0	0 0
15 Dec	26625.00	1370.8 ₹ 34,270	0 0.00	-	0 0	0 0	0 0
12 Dec	26285.00	1370.8 ₹ 34,270	0 0.00	-	0 0	0 0	0 0
11 Dec	26080.00	1370.8 ₹ 34,270	0 0.00	-	0 0	0 0	0 0
10 Dec	25885.00	1370.8 ₹ 34,270	0 0.00	-	0 0	0 0	0 0
9 Dec	26100.00	1370.8 ₹ 34,270	0 0.00	-	0 0	0 0	0 0
8 Dec	26135.00	1370.8 ₹ 34,270	0 0.00	-	0 0	0 0	0 0
5 Dec	26075.00	1370.8 ₹ 34,270	0 0.00	-	0 0	0 0	0 0
4 Dec	26450.00	1370.8 ₹ 34,270	0 0.00	-	0 0	0 0	0 0
3 Dec	26300.00	1370.8 ₹ 34,270	0 0.00	-	0 0	0 0	0 0
2 Dec	26545.00	1370.8 ₹ 34,270	0 0.00	-	0 0	0 0	0 0
28 Nov	26400.00	1370.8 ₹ 34,270	0 0.00	-	0 0	0 0	0 0
27 Nov	26755.00	1370.8 ₹ 34,270	0 0.00	-	0 0	0 0	0 0
26 Nov	26935.00	1370.8 ₹ 34,270	0 0.00	0.37	0 0	0 0	0 0

For Shree Cement Limited - strike price 27250 expiring on 27JAN2026

Delta for 27250 PE is -0.54

Historical price for 27250 PE is as follows

On 9 Jan SHREECEM was trading at 26950.00. The strike last trading price was 541.65, which was 0 lower than the previous day. The implied volatity was 19.30, the open interest changed by 0 which decreased total open position to 64

On 8 Jan SHREECEM was trading at 26850.00. The strike last trading price was 541.65, which was 160.75 higher than the previous day. The implied volatity was 17.59, the open interest changed by 0 which decreased total open position to 65

On 7 Jan SHREECEM was trading at 27320.00. The strike last trading price was 380.9, which was 124.45 higher than the previous day. The implied volatity was 19.07, the open interest changed by 3 which increased total open position to 64

On 6 Jan SHREECEM was trading at 27670.00. The strike last trading price was 256.45, which was -65.55 lower than the previous day. The implied volatity was 18.03, the open interest changed by 35 which increased total open position to 64

On 5 Jan SHREECEM was trading at 27645.00. The strike last trading price was 300.2, which was -387.85 lower than the previous day. The implied volatity was 20.38, the open interest changed by 1 which increased total open position to 29

On 2 Jan SHREECEM was trading at 27045.00. The strike last trading price was 688.05, which was -682.75 lower than the previous day. The implied volatity was 24.88, 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 1370.8, 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 1370.8, 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 Dec SHREECEM was trading at 26340.00. The strike last trading price was 1370.8, 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 Dec SHREECEM was trading at 26275.00. The strike last trading price was 1370.8, 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 26 Dec SHREECEM was trading at 26420.00. The strike last trading price was 1370.8, 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 24 Dec SHREECEM was trading at 26145.00. The strike last trading price was 1370.8, 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 Dec SHREECEM was trading at 25940.00. The strike last trading price was 1370.8, 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 Dec SHREECEM was trading at 25710.00. The strike last trading price was 1370.8, 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 Dec SHREECEM was trading at 25600.00. The strike last trading price was 1370.8, 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 Dec SHREECEM was trading at 25645.00. The strike last trading price was 1370.8, 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 17 Dec SHREECEM was trading at 26045.00. The strike last trading price was 1370.8, 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 Dec SHREECEM was trading at 25990.00. The strike last trading price was 1370.8, 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 Dec SHREECEM was trading at 26625.00. The strike last trading price was 1370.8, 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 Dec SHREECEM was trading at 26285.00. The strike last trading price was 1370.8, 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 11 Dec SHREECEM was trading at 26080.00. The strike last trading price was 1370.8, 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 Dec SHREECEM was trading at 25885.00. The strike last trading price was 1370.8, 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 Dec SHREECEM was trading at 26100.00. The strike last trading price was 1370.8, 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 Dec SHREECEM was trading at 26135.00. The strike last trading price was 1370.8, 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 Dec SHREECEM was trading at 26075.00. The strike last trading price was 1370.8, 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 Dec SHREECEM was trading at 26450.00. The strike last trading price was 1370.8, 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 Dec SHREECEM was trading at 26300.00. The strike last trading price was 1370.8, 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 Dec SHREECEM was trading at 26545.00. The strike last trading price was 1370.8, 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 Nov SHREECEM was trading at 26400.00. The strike last trading price was 1370.8, 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 Nov SHREECEM was trading at 26755.00. The strike last trading price was 1370.8, 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 26 Nov SHREECEM was trading at 26935.00. The strike last trading price was 1370.8, which was 0 lower than the previous day. The implied volatity was 0.37, the open interest changed by 0 which decreased total open position to 0

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