SHREECEM
Shree Cement Limited
Historical option data for SHREECEM
03 Dec 2024 04:11 PM IST
| SHREECEM 26DEC2024 27500 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.46
Vega: 27.09
Theta: -14.43
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 3 Dec | 27159.35 | 442.1 | 23.00 | 18.86 | 532 | 24 | 113 | |||
| 2 Dec | 26784.00 | 419.1 | 245.80 | 23.34 | 467 | 71 | 88 | |||
| 29 Nov | 26076.45 | 173.3 | -933.15 | 21.59 | 31 | 15 | 15 | |||
| 28 Nov | 25545.60 | 1106.45 | 0.00 | 5.40 | 0 | 0 | 0 | |||
| 27 Nov | 25421.85 | 1106.45 | 0.00 | 6.83 | 0 | 0 | 0 | |||
| 26 Nov | 24980.65 | 1106.45 | 0.00 | 6.54 | 0 | 0 | 0 | |||
| 25 Nov | 25467.30 | 1106.45 | 1106.45 | 5.10 | 0 | 0 | 0 | |||
| 31 Oct | 25072.15 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 25351.35 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 25331.75 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 25056.15 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 25065.30 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 25582.90 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 25376.45 | 0 | 0.00 | - | 0 | 0 | 0 | |||
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| 4 Oct | 26034.20 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 26259.20 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 26523.25 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 26308.90 | 0 | - | 0 | 0 | 0 | ||||
For Shree Cement Limited - strike price 27500 expiring on 26DEC2024
Delta for 27500 CE is 0.46
Historical price for 27500 CE is as follows
On 3 Dec SHREECEM was trading at 27159.35. The strike last trading price was 442.1, which was 23.00 higher than the previous day. The implied volatity was 18.86, the open interest changed by 24 which increased total open position to 113
On 2 Dec SHREECEM was trading at 26784.00. The strike last trading price was 419.1, which was 245.80 higher than the previous day. The implied volatity was 23.34, the open interest changed by 71 which increased total open position to 88
On 29 Nov SHREECEM was trading at 26076.45. The strike last trading price was 173.3, which was -933.15 lower than the previous day. The implied volatity was 21.59, the open interest changed by 15 which increased total open position to 15
On 28 Nov SHREECEM was trading at 25545.60. The strike last trading price was 1106.45, which was 0.00 lower than the previous day. The implied volatity was 5.40, 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 1106.45, which was 0.00 lower than the previous day. The implied volatity was 6.83, 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 1106.45, which was 0.00 lower than the previous day. The implied volatity was 6.54, 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 1106.45, which was 1106.45 higher than the previous day. The implied volatity was 5.10, the open interest changed by 0 which decreased total open position to 0
On 31 Oct SHREECEM was trading at 25072.15. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct SHREECEM was trading at 25351.35. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct SHREECEM was trading at 25331.75. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct SHREECEM was trading at 25056.15. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct SHREECEM was trading at 25065.30. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 8 Oct SHREECEM was trading at 25582.90. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 7 Oct SHREECEM was trading at 25376.45. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 4 Oct SHREECEM was trading at 26034.20. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 3 Oct SHREECEM was trading at 26259.20. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 1 Oct SHREECEM was trading at 26523.25. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Sept SHREECEM was trading at 26308.90. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| SHREECEM 26DEC2024 27500 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.52
Vega: 27.17
Theta: -10.41
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 3 Dec | 27159.35 | 749.45 | -197.20 | 24.58 | 131 | 106 | 111 |
| 2 Dec | 26784.00 | 946.65 | -1040.70 | 23.64 | 28 | 6 | 6 |
| 29 Nov | 26076.45 | 1987.35 | 0.00 | - | 0 | 0 | 0 |
| 28 Nov | 25545.60 | 1987.35 | 0.00 | - | 0 | 0 | 0 |
| 27 Nov | 25421.85 | 1987.35 | 0.00 | - | 0 | 0 | 0 |
| 26 Nov | 24980.65 | 1987.35 | 0.00 | - | 0 | 0 | 0 |
| 25 Nov | 25467.30 | 1987.35 | 1987.35 | - | 0 | 0 | 0 |
| 31 Oct | 25072.15 | 0 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 25351.35 | 0 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 25331.75 | 0 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 25056.15 | 0 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 25065.30 | 0 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 25582.90 | 0 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 25376.45 | 0 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 26034.20 | 0 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 26259.20 | 0 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 26523.25 | 0 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 26308.90 | 0 | - | 0 | 0 | 0 | |
For Shree Cement Limited - strike price 27500 expiring on 26DEC2024
Delta for 27500 PE is -0.52
Historical price for 27500 PE is as follows
On 3 Dec SHREECEM was trading at 27159.35. The strike last trading price was 749.45, which was -197.20 lower than the previous day. The implied volatity was 24.58, the open interest changed by 106 which increased total open position to 111
On 2 Dec SHREECEM was trading at 26784.00. The strike last trading price was 946.65, which was -1040.70 lower than the previous day. The implied volatity was 23.64, the open interest changed by 6 which increased total open position to 6
On 29 Nov SHREECEM was trading at 26076.45. The strike last trading price was 1987.35, 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 1987.35, 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 1987.35, 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 1987.35, 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 1987.35, which was 1987.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 31 Oct SHREECEM was trading at 25072.15. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct SHREECEM was trading at 25351.35. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct SHREECEM was trading at 25331.75. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct SHREECEM was trading at 25056.15. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct SHREECEM was trading at 25065.30. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 8 Oct SHREECEM was trading at 25582.90. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 7 Oct SHREECEM was trading at 25376.45. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 4 Oct SHREECEM was trading at 26034.20. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 3 Oct SHREECEM was trading at 26259.20. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 1 Oct SHREECEM was trading at 26523.25. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Sept SHREECEM was trading at 26308.90. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
