[--[65.84.65.76]--]

SHREECEM

Shree Cement Limited
27055 -425.00 (-1.55%)
L: 26865 H: 27500

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Historical option data for SHREECEM

29 Jan 2026 04:11 PM IST
SHREECEM 24-FEB-2026 27500 CE
Delta: 0.47
Vega: 28.82
Theta: -16.58
Gamma: 0
Date Close Ltp Change IV Volume OI Chg OI
29 Jan 27055.00 608 -163.8 23.88 285 15 157
28 Jan 27480.00 776.1 62.05 23.38 264 20 140
27 Jan 27220.00 737.85 54.55 26.72 265 57 117
23 Jan 27000.00 651.7 -210.05 22.63 90 32 59
22 Jan 27430.00 861.75 56.45 23.22 34 21 28
21 Jan 27370.00 795.05 25.45 21.16 6 5 7
20 Jan 27225.00 769.6 -260.05 - 0 0 2
19 Jan 27510.00 769.6 -260.05 - 0 0 2
16 Jan 27840.00 769.6 -260.05 - 0 0 2
14 Jan 27550.00 769.6 -260.05 - 0 0 2
13 Jan 27155.00 769.6 -260.05 - 0 0 0
12 Jan 27165.00 769.6 -260.05 21.14 2 0 0
9 Jan 26950.00 1029.65 0 0.51 0 0 0
8 Jan 26850.00 1029.65 0 0.63 0 0 0
7 Jan 27320.00 1029.65 0 - 0 0 0
6 Jan 27670.00 1029.65 0 - 0 0 0
5 Jan 27645.00 1029.65 - - 0 0 0
2 Jan 27045.00 1029.65 0 - 0 0 0
1 Jan 26835.00 1029.65 0 0.61 0 0 0
31 Dec 26575.00 1029.65 0 1.2 0 0 0
30 Dec 26340.00 1029.65 0 1.61 0 0 0
29 Dec 26275.00 1029.65 0 - 0 0 0
26 Dec 26420.00 1029.65 0 - 0 0 0
24 Dec 26145.00 1029.65 0 1.87 0 0 0
23 Dec 25940.00 1029.65 0 2.42 0 0 0
22 Dec 25710.00 1029.65 0 - 0 0 0
19 Dec 25600.00 1029.65 0 - 0 0 0
18 Dec 25645.00 1029.65 0 - 0 0 0
17 Dec 26045.00 1029.65 0 2.03 0 0 0
16 Dec 25990.00 1029.65 0 - 0 0 0
15 Dec 26625.00 1029.65 0 0.68 0 0 0
12 Dec 26285.00 1029.65 0 1.34 0 0 0
11 Dec 26080.00 1029.65 0 1.67 0 0 0
10 Dec 25885.00 1029.65 0 - 0 0 0
9 Dec 26100.00 1029.65 0 - 0 0 0
8 Dec 26135.00 1029.65 0 - 0 0 0
5 Dec 26075.00 1029.65 0 - 0 0 0
4 Dec 26450.00 1029.65 0 - 0 0 0
3 Dec 26300.00 1029.65 0 - 0 0 0
2 Dec 26545.00 1029.65 0 0.64 0 0 0
1 Dec 26415.00 1029.65 0 0.91 0 0 0
28 Nov 26400.00 1029.65 0 0.84 0 0 0
27 Nov 26755.00 1029.65 0 0.12 0 0 0


For Shree Cement Limited - strike price 27500 expiring on 24FEB2026

Delta for 27500 CE is 0.47

Historical price for 27500 CE is as follows

On 29 Jan SHREECEM was trading at 27055.00. The strike last trading price was 608, which was -163.8 lower than the previous day. The implied volatity was 23.88, the open interest changed by 15 which increased total open position to 157


On 28 Jan SHREECEM was trading at 27480.00. The strike last trading price was 776.1, which was 62.05 higher than the previous day. The implied volatity was 23.38, the open interest changed by 20 which increased total open position to 140


On 27 Jan SHREECEM was trading at 27220.00. The strike last trading price was 737.85, which was 54.55 higher than the previous day. The implied volatity was 26.72, the open interest changed by 57 which increased total open position to 117


On 23 Jan SHREECEM was trading at 27000.00. The strike last trading price was 651.7, which was -210.05 lower than the previous day. The implied volatity was 22.63, the open interest changed by 32 which increased total open position to 59


On 22 Jan SHREECEM was trading at 27430.00. The strike last trading price was 861.75, which was 56.45 higher than the previous day. The implied volatity was 23.22, the open interest changed by 21 which increased total open position to 28


On 21 Jan SHREECEM was trading at 27370.00. The strike last trading price was 795.05, which was 25.45 higher than the previous day. The implied volatity was 21.16, the open interest changed by 5 which increased total open position to 7


On 20 Jan SHREECEM was trading at 27225.00. The strike last trading price was 769.6, which was -260.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 19 Jan SHREECEM was trading at 27510.00. The strike last trading price was 769.6, which was -260.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 16 Jan SHREECEM was trading at 27840.00. The strike last trading price was 769.6, which was -260.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 14 Jan SHREECEM was trading at 27550.00. The strike last trading price was 769.6, which was -260.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 13 Jan SHREECEM was trading at 27155.00. The strike last trading price was 769.6, which was -260.05 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 769.6, which was -260.05 lower than the previous day. The implied volatity was 21.14, 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 1029.65, which was 0 lower than the previous day. The implied volatity was 0.51, 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 1029.65, which was 0 lower than the previous day. The implied volatity was 0.63, 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 1029.65, 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 1029.65, 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 1029.65, which was - 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 1029.65, 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 1029.65, which was 0 lower than the previous day. The implied volatity was 0.61, 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 1029.65, 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 30 Dec SHREECEM was trading at 26340.00. The strike last trading price was 1029.65, which was 0 lower than the previous day. The implied volatity was 1.61, 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 1029.65, 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 1029.65, 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 1029.65, which was 0 lower than the previous day. The implied volatity was 1.87, 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 1029.65, which was 0 lower than the previous day. The implied volatity was 2.42, 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 1029.65, 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 1029.65, 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 1029.65, 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 1029.65, 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 16 Dec SHREECEM was trading at 25990.00. The strike last trading price was 1029.65, 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 1029.65, which was 0 lower than the previous day. The implied volatity was 0.68, 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 1029.65, which was 0 lower than the previous day. The implied volatity was 1.34, 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 1029.65, which was 0 lower than the previous day. The implied volatity was 1.67, 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 1029.65, 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 1029.65, 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 1029.65, 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 1029.65, 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 1029.65, 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 1029.65, 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 1029.65, which was 0 lower than the previous day. The implied volatity was 0.64, the open interest changed by 0 which decreased total open position to 0


On 1 Dec SHREECEM was trading at 26415.00. The strike last trading price was 1029.65, 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 28 Nov SHREECEM was trading at 26400.00. The strike last trading price was 1029.65, which was 0 lower than the previous day. The implied volatity was 0.84, 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 1029.65, which was 0 lower than the previous day. The implied volatity was 0.12, the open interest changed by 0 which decreased total open position to 0


SHREECEM 24FEB2026 27500 PE
Delta: -0.52
Vega: 28.86
Theta: -12.37
Gamma: 0
Date Close Ltp Change IV Volume OI Chg OI
29 Jan 27055.00 950 190 29.68 72 0 152
28 Jan 27480.00 760 -174.7 28.17 47 3 152
27 Jan 27220.00 920.65 -133.1 28.32 78 29 149
23 Jan 27000.00 1053.75 298.95 30.35 139 109 120
22 Jan 27430.00 754.8 -145.2 25.84 14 9 11
21 Jan 27370.00 900 0 29.2 1 0 1
20 Jan 27225.00 900 -760.25 25.25 1 0 0
19 Jan 27510.00 1660.25 0 0.79 0 0 0
16 Jan 27840.00 1660.25 0 1.71 0 0 0
14 Jan 27550.00 1660.25 0 1.11 0 0 0
13 Jan 27155.00 1660.25 0 0.14 0 0 0
12 Jan 27165.00 1660.25 0 - 0 0 0
9 Jan 26950.00 1660.25 0 - 0 0 0
8 Jan 26850.00 1660.25 0 - 0 0 0
7 Jan 27320.00 1660.25 0 0.46 0 0 0
6 Jan 27670.00 1660.25 0 1.27 0 0 0
5 Jan 27645.00 1660.25 - - 0 0 0
2 Jan 27045.00 1660.25 0 - 0 0 0
1 Jan 26835.00 1660.25 0 - 0 0 0
31 Dec 26575.00 1660.25 0 - 0 0 0
30 Dec 26340.00 1660.25 0 - 0 0 0
29 Dec 26275.00 1660.25 0 - 0 0 0
26 Dec 26420.00 1660.25 0 - 0 0 0
24 Dec 26145.00 1660.25 0 - 0 0 0
23 Dec 25940.00 1660.25 0 - 0 0 0
22 Dec 25710.00 1660.25 0 - 0 0 0
19 Dec 25600.00 1660.25 0 - 0 0 0
18 Dec 25645.00 1660.25 0 - 0 0 0
17 Dec 26045.00 1660.25 0 - 0 0 0
16 Dec 25990.00 1660.25 0 - 0 0 0
15 Dec 26625.00 1660.25 0 - 0 0 0
12 Dec 26285.00 1660.25 0 - 0 0 0
11 Dec 26080.00 1660.25 0 - 0 0 0
10 Dec 25885.00 1660.25 0 - 0 0 0
9 Dec 26100.00 1660.25 0 - 0 0 0
8 Dec 26135.00 1660.25 0 - 0 0 0
5 Dec 26075.00 1660.25 0 - 0 0 0
4 Dec 26450.00 1660.25 0 - 0 0 0
3 Dec 26300.00 1660.25 0 - 0 0 0
2 Dec 26545.00 1660.25 0 - 0 0 0
1 Dec 26415.00 1660.25 0 - 0 0 0
28 Nov 26400.00 1660.25 0 - 0 0 0
27 Nov 26755.00 1660.25 0 - 0 0 0


For Shree Cement Limited - strike price 27500 expiring on 24FEB2026

Delta for 27500 PE is -0.52

Historical price for 27500 PE is as follows

On 29 Jan SHREECEM was trading at 27055.00. The strike last trading price was 950, which was 190 higher than the previous day. The implied volatity was 29.68, the open interest changed by 0 which decreased total open position to 152


On 28 Jan SHREECEM was trading at 27480.00. The strike last trading price was 760, which was -174.7 lower than the previous day. The implied volatity was 28.17, the open interest changed by 3 which increased total open position to 152


On 27 Jan SHREECEM was trading at 27220.00. The strike last trading price was 920.65, which was -133.1 lower than the previous day. The implied volatity was 28.32, the open interest changed by 29 which increased total open position to 149


On 23 Jan SHREECEM was trading at 27000.00. The strike last trading price was 1053.75, which was 298.95 higher than the previous day. The implied volatity was 30.35, the open interest changed by 109 which increased total open position to 120


On 22 Jan SHREECEM was trading at 27430.00. The strike last trading price was 754.8, which was -145.2 lower than the previous day. The implied volatity was 25.84, the open interest changed by 9 which increased total open position to 11


On 21 Jan SHREECEM was trading at 27370.00. The strike last trading price was 900, which was 0 lower than the previous day. The implied volatity was 29.2, the open interest changed by 0 which decreased total open position to 1


On 20 Jan SHREECEM was trading at 27225.00. The strike last trading price was 900, which was -760.25 lower than the previous day. The implied volatity was 25.25, 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 1660.25, which was 0 lower than the previous day. The implied volatity was 0.79, 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 1660.25, which was 0 lower than the previous day. The implied volatity was 1.71, 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 1660.25, 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 13 Jan SHREECEM was trading at 27155.00. The strike last trading price was 1660.25, which was 0 lower than the previous day. The implied volatity was 0.14, 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 1660.25, 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 1660.25, 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 1660.25, 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 1660.25, which was 0 lower than the previous day. The implied volatity was 0.46, 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 1660.25, which was 0 lower than the previous day. The implied volatity was 1.27, 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 1660.25, which was - 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 1660.25, 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 1660.25, 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 1660.25, 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 1660.25, 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 1660.25, 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 1660.25, 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 1660.25, 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 1660.25, 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 1660.25, 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 1660.25, 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 1660.25, 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 1660.25, 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 1660.25, 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 1660.25, 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 1660.25, 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 1660.25, 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 1660.25, 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 1660.25, 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 1660.25, 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 1660.25, 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 1660.25, 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 1660.25, 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 1660.25, 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 Dec SHREECEM was trading at 26415.00. The strike last trading price was 1660.25, 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 1660.25, 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 1660.25, 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