[--[65.84.65.76]--]

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
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 18.3 17.58 44 -1 62
8 Jan 26850.00 335 -261.25 17.46 37 -1 62
7 Jan 27320.00 601.75 -165.95 18.95 64 13 63
6 Jan 27670.00 767.7 13.9 17.61 18 1 51
5 Jan 27645.00 760.1 324.55 14.70 251 18 50
2 Jan 27045.00 453.9 118.9 15.50 37 11 31
1 Jan 26835.00 335 77.1 16.13 30 12 19
31 Dec 26575.00 257.9 3.8 14.90 4 2 8
30 Dec 26340.00 254.1 4.1 18.44 6 3 7
29 Dec 26275.00 250 56.85 18.23 1 0 4
26 Dec 26420.00 193.15 -43.7 - 0 0 4
24 Dec 26145.00 193.15 -43.7 - 0 0 4
23 Dec 25940.00 193.15 -43.7 - 0 -4 0
22 Dec 25710.00 193.15 -43.7 - 7 -4 4
19 Dec 25600.00 236.85 -338.5 - 0 0 8
18 Dec 25645.00 236.85 -338.5 19.89 8 4 5
17 Dec 26045.00 575.35 -285.4 - 0 0 1
16 Dec 25990.00 575.35 -285.4 27.19 1 0 0
15 Dec 26625.00 860.75 0 0.98 0 0 0
12 Dec 26285.00 860.75 0 1.60 0 0 0
11 Dec 26080.00 860.75 0 2.01 0 0 0
10 Dec 25885.00 860.75 0 - 0 0 0
9 Dec 26100.00 860.75 0 1.91 0 0 0
8 Dec 26135.00 860.75 0 - 0 0 0
5 Dec 26075.00 860.75 0 - 0 0 0
4 Dec 26450.00 860.75 0 1.05 0 0 0
3 Dec 26300.00 860.75 0 1.40 0 0 0
2 Dec 26545.00 860.75 0 0.69 0 0 0
28 Nov 26400.00 860.75 0 0.95 0 0 0
27 Nov 26755.00 860.75 0 0.05 0 0 0
26 Nov 26935.00 860.75 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 0 19.30 2 0 64
8 Jan 26850.00 541.65 160.75 17.59 10 0 65
7 Jan 27320.00 380.9 124.45 19.07 15 3 64
6 Jan 27670.00 256.45 -65.55 18.03 79 35 64
5 Jan 27645.00 300.2 -387.85 20.38 3 1 29
2 Jan 27045.00 688.05 -682.75 24.88 28 0 0
1 Jan 26835.00 1370.8 0 - 0 0 0
31 Dec 26575.00 1370.8 0 - 0 0 0
30 Dec 26340.00 1370.8 0 - 0 0 0
29 Dec 26275.00 1370.8 0 - 0 0 0
26 Dec 26420.00 1370.8 0 - 0 0 0
24 Dec 26145.00 1370.8 0 - 0 0 0
23 Dec 25940.00 1370.8 0 - 0 0 0
22 Dec 25710.00 1370.8 0 - 0 0 0
19 Dec 25600.00 1370.8 0 - 0 0 0
18 Dec 25645.00 1370.8 0 - 0 0 0
17 Dec 26045.00 1370.8 0 - 0 0 0
16 Dec 25990.00 1370.8 0 - 0 0 0
15 Dec 26625.00 1370.8 0 - 0 0 0
12 Dec 26285.00 1370.8 0 - 0 0 0
11 Dec 26080.00 1370.8 0 - 0 0 0
10 Dec 25885.00 1370.8 0 - 0 0 0
9 Dec 26100.00 1370.8 0 - 0 0 0
8 Dec 26135.00 1370.8 0 - 0 0 0
5 Dec 26075.00 1370.8 0 - 0 0 0
4 Dec 26450.00 1370.8 0 - 0 0 0
3 Dec 26300.00 1370.8 0 - 0 0 0
2 Dec 26545.00 1370.8 0 - 0 0 0
28 Nov 26400.00 1370.8 0 - 0 0 0
27 Nov 26755.00 1370.8 0 - 0 0 0
26 Nov 26935.00 1370.8 0 0.37 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