SHREECEM
Shree Cement Limited
Historical option data for SHREECEM
20 Dec 2024 04:11 PM IST
| SHREECEM 26DEC2024 27500 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.30
Vega: 11.99
Theta: -23.71
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 27063.50 | 138 | -267.00 | 21.57 | 299 | 46 | 121 | |||
| 19 Dec | 27617.10 | 405 | -80.00 | 21.20 | 91 | 7 | 75 | |||
| 18 Dec | 27908.80 | 485 | -208.70 | 10.07 | 39 | 1 | 69 | |||
| 17 Dec | 28352.20 | 693.7 | 23.70 | - | 86 | -12 | 69 | |||
| 16 Dec | 28091.25 | 670 | 188.60 | - | 810 | -78 | 166 | |||
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| 13 Dec | 27591.45 | 481.4 | 183.05 | 18.07 | 1,245 | -54 | 247 | |||
| 12 Dec | 27228.75 | 298.35 | -75.75 | 17.68 | 474 | 38 | 300 | |||
| 11 Dec | 27305.50 | 374.1 | 121.90 | 18.82 | 1,633 | -8 | 268 | |||
| 10 Dec | 27119.30 | 252.2 | 66.15 | 14.92 | 422 | -56 | 279 | |||
| 9 Dec | 26711.25 | 186.05 | -113.95 | 18.36 | 809 | 125 | 339 | |||
| 6 Dec | 27076.65 | 300 | 65.90 | 17.89 | 452 | -5 | 215 | |||
| 5 Dec | 26608.00 | 234.1 | -167.75 | 20.31 | 426 | 82 | 221 | |||
| 4 Dec | 27403.90 | 401.85 | -40.25 | 17.37 | 817 | 26 | 140 | |||
| 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 | |||
| 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 0.30
Historical price for 27500 CE is as follows
On 20 Dec SHREECEM was trading at 27063.50. The strike last trading price was 138, which was -267.00 lower than the previous day. The implied volatity was 21.57, the open interest changed by 46 which increased total open position to 121
On 19 Dec SHREECEM was trading at 27617.10. The strike last trading price was 405, which was -80.00 lower than the previous day. The implied volatity was 21.20, the open interest changed by 7 which increased total open position to 75
On 18 Dec SHREECEM was trading at 27908.80. The strike last trading price was 485, which was -208.70 lower than the previous day. The implied volatity was 10.07, the open interest changed by 1 which increased total open position to 69
On 17 Dec SHREECEM was trading at 28352.20. The strike last trading price was 693.7, which was 23.70 higher than the previous day. The implied volatity was -, the open interest changed by -12 which decreased total open position to 69
On 16 Dec SHREECEM was trading at 28091.25. The strike last trading price was 670, which was 188.60 higher than the previous day. The implied volatity was -, the open interest changed by -78 which decreased total open position to 166
On 13 Dec SHREECEM was trading at 27591.45. The strike last trading price was 481.4, which was 183.05 higher than the previous day. The implied volatity was 18.07, the open interest changed by -54 which decreased total open position to 247
On 12 Dec SHREECEM was trading at 27228.75. The strike last trading price was 298.35, which was -75.75 lower than the previous day. The implied volatity was 17.68, the open interest changed by 38 which increased total open position to 300
On 11 Dec SHREECEM was trading at 27305.50. The strike last trading price was 374.1, which was 121.90 higher than the previous day. The implied volatity was 18.82, the open interest changed by -8 which decreased total open position to 268
On 10 Dec SHREECEM was trading at 27119.30. The strike last trading price was 252.2, which was 66.15 higher than the previous day. The implied volatity was 14.92, the open interest changed by -56 which decreased total open position to 279
On 9 Dec SHREECEM was trading at 26711.25. The strike last trading price was 186.05, which was -113.95 lower than the previous day. The implied volatity was 18.36, the open interest changed by 125 which increased total open position to 339
On 6 Dec SHREECEM was trading at 27076.65. The strike last trading price was 300, which was 65.90 higher than the previous day. The implied volatity was 17.89, the open interest changed by -5 which decreased total open position to 215
On 5 Dec SHREECEM was trading at 26608.00. The strike last trading price was 234.1, which was -167.75 lower than the previous day. The implied volatity was 20.31, the open interest changed by 82 which increased total open position to 221
On 4 Dec SHREECEM was trading at 27403.90. The strike last trading price was 401.85, which was -40.25 lower than the previous day. The implied volatity was 17.37, the open interest changed by 26 which increased total open position to 140
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 | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.75
Vega: 11.03
Theta: -10.24
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 27063.50 | 502.6 | 270.60 | 17.33 | 277 | 11 | 184 |
| 19 Dec | 27617.10 | 232 | -18.00 | 19.90 | 423 | 3 | 173 |
| 18 Dec | 27908.80 | 250 | 45.80 | 27.02 | 220 | -6 | 171 |
| 17 Dec | 28352.20 | 204.2 | -25.90 | 30.42 | 443 | 51 | 177 |
| 16 Dec | 28091.25 | 230.1 | -92.40 | 27.26 | 617 | -57 | 127 |
| 13 Dec | 27591.45 | 322.5 | -307.10 | 19.99 | 223 | 17 | 185 |
| 12 Dec | 27228.75 | 629.6 | 38.30 | 25.33 | 24 | 2 | 166 |
| 11 Dec | 27305.50 | 591.3 | -600.85 | 24.72 | 218 | 24 | 164 |
| 10 Dec | 27119.30 | 1192.15 | 0.00 | 0.00 | 0 | 2 | 0 |
| 9 Dec | 26711.25 | 1192.15 | 260.60 | 36.22 | 27 | 2 | 140 |
| 6 Dec | 27076.65 | 931.55 | 0.00 | 0.00 | 0 | 12 | 0 |
| 5 Dec | 26608.00 | 931.55 | 126.00 | 18.18 | 40 | 11 | 137 |
| 4 Dec | 27403.90 | 805.55 | 56.10 | 27.67 | 58 | 15 | 126 |
| 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 -0.75
Historical price for 27500 PE is as follows
On 20 Dec SHREECEM was trading at 27063.50. The strike last trading price was 502.6, which was 270.60 higher than the previous day. The implied volatity was 17.33, the open interest changed by 11 which increased total open position to 184
On 19 Dec SHREECEM was trading at 27617.10. The strike last trading price was 232, which was -18.00 lower than the previous day. The implied volatity was 19.90, the open interest changed by 3 which increased total open position to 173
On 18 Dec SHREECEM was trading at 27908.80. The strike last trading price was 250, which was 45.80 higher than the previous day. The implied volatity was 27.02, the open interest changed by -6 which decreased total open position to 171
On 17 Dec SHREECEM was trading at 28352.20. The strike last trading price was 204.2, which was -25.90 lower than the previous day. The implied volatity was 30.42, the open interest changed by 51 which increased total open position to 177
On 16 Dec SHREECEM was trading at 28091.25. The strike last trading price was 230.1, which was -92.40 lower than the previous day. The implied volatity was 27.26, the open interest changed by -57 which decreased total open position to 127
On 13 Dec SHREECEM was trading at 27591.45. The strike last trading price was 322.5, which was -307.10 lower than the previous day. The implied volatity was 19.99, the open interest changed by 17 which increased total open position to 185
On 12 Dec SHREECEM was trading at 27228.75. The strike last trading price was 629.6, which was 38.30 higher than the previous day. The implied volatity was 25.33, the open interest changed by 2 which increased total open position to 166
On 11 Dec SHREECEM was trading at 27305.50. The strike last trading price was 591.3, which was -600.85 lower than the previous day. The implied volatity was 24.72, the open interest changed by 24 which increased total open position to 164
On 10 Dec SHREECEM was trading at 27119.30. The strike last trading price was 1192.15, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 9 Dec SHREECEM was trading at 26711.25. The strike last trading price was 1192.15, which was 260.60 higher than the previous day. The implied volatity was 36.22, the open interest changed by 2 which increased total open position to 140
On 6 Dec SHREECEM was trading at 27076.65. The strike last trading price was 931.55, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 12 which increased total open position to 0
On 5 Dec SHREECEM was trading at 26608.00. The strike last trading price was 931.55, which was 126.00 higher than the previous day. The implied volatity was 18.18, the open interest changed by 11 which increased total open position to 137
On 4 Dec SHREECEM was trading at 27403.90. The strike last trading price was 805.55, which was 56.10 higher than the previous day. The implied volatity was 27.67, the open interest changed by 15 which increased total open position to 126
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
