[--[65.84.65.76]--]

SHREECEM

Shree Cement Limited
26135 +60.00 (0.23%)
L: 26000 H: 26365

Back to Option Chain


Historical option data for SHREECEM

08 Dec 2025 04:11 PM IST
SHREECEM 30-DEC-2025 27500 CE
Delta: 0.16
Vega: 15.81
Theta: -8.09
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
8 Dec 26135.00 105 4.4 19.33 651 63 282
5 Dec 26075.00 100 -72.85 17.29 130 7 220
4 Dec 26450.00 169 8.9 17.33 57 5 213
3 Dec 26300.00 159.9 -78.5 18.26 75 8 208
2 Dec 26545.00 244.75 22.65 16.87 61 37 201
1 Dec 26415.00 216.35 -7.15 19.04 42 -14 164
28 Nov 26400.00 227 -78 17.27 97 18 178
27 Nov 26755.00 305 -131.05 15.63 49 2 160
26 Nov 26935.00 416.25 132.85 16.78 163 19 157
25 Nov 26455.00 301.05 -39.7 17.99 135 98 139
24 Nov 26490.00 333.2 -30.25 18.74 27 20 40
21 Nov 26480.00 357 -43 18.58 9 8 21
20 Nov 26480.00 400 -50 - 0 2 0
19 Nov 26510.00 400 -50 18.74 2 0 11
18 Nov 26420.00 450 -2351.1 20.89 12 10 10
17 Nov 26680.00 2801.1 0 1.41 0 0 0
14 Nov 26700.00 2801.1 0 1.09 0 0 0
13 Nov 26995.00 2801.1 0 0.24 0 0 0
12 Nov 27095.00 2801.1 0 0.21 0 0 0
11 Nov 27035.00 2801.1 0 0.40 0 0 0
10 Nov 27090.00 2801.1 0 - 0 0 0
7 Nov 27375.00 2801.1 0 - 0 0 0
3 Nov 27975.00 2801.1 0 - 0 0 0
31 Oct 28310.00 2801.1 0 - 0 0 0
30 Oct 28740.00 2801.1 0 - 0 0 0
24 Oct 28705.00 0 0 - 0 0 0
23 Oct 28970.00 0 0 - 0 0 0
21 Oct 28950.00 0 0 - 0 0 0
17 Oct 29690.00 0 0 - 0 0 0
15 Oct 29885.00 0 0 - 0 0 0
14 Oct 29615.00 0 0 - 0 0 0
13 Oct 29615.00 0 0 - 0 0 0
10 Oct 29445.00 0 0 - 0 0 0
9 Oct 29485.00 0 0 - 0 0 0
8 Oct 29285.00 0 0 - 0 0 0
7 Oct 29530.00 0 0 - 0 0 0
6 Oct 29295.00 0 0 - 0 0 0
3 Oct 29180.00 0 0 - 0 0 0


For Shree Cement Limited - strike price 27500 expiring on 30DEC2025

Delta for 27500 CE is 0.16

Historical price for 27500 CE is as follows

On 8 Dec SHREECEM was trading at 26135.00. The strike last trading price was 105, which was 4.4 higher than the previous day. The implied volatity was 19.33, the open interest changed by 63 which increased total open position to 282


On 5 Dec SHREECEM was trading at 26075.00. The strike last trading price was 100, which was -72.85 lower than the previous day. The implied volatity was 17.29, the open interest changed by 7 which increased total open position to 220


On 4 Dec SHREECEM was trading at 26450.00. The strike last trading price was 169, which was 8.9 higher than the previous day. The implied volatity was 17.33, the open interest changed by 5 which increased total open position to 213


On 3 Dec SHREECEM was trading at 26300.00. The strike last trading price was 159.9, which was -78.5 lower than the previous day. The implied volatity was 18.26, the open interest changed by 8 which increased total open position to 208


On 2 Dec SHREECEM was trading at 26545.00. The strike last trading price was 244.75, which was 22.65 higher than the previous day. The implied volatity was 16.87, the open interest changed by 37 which increased total open position to 201


On 1 Dec SHREECEM was trading at 26415.00. The strike last trading price was 216.35, which was -7.15 lower than the previous day. The implied volatity was 19.04, the open interest changed by -14 which decreased total open position to 164


On 28 Nov SHREECEM was trading at 26400.00. The strike last trading price was 227, which was -78 lower than the previous day. The implied volatity was 17.27, the open interest changed by 18 which increased total open position to 178


On 27 Nov SHREECEM was trading at 26755.00. The strike last trading price was 305, which was -131.05 lower than the previous day. The implied volatity was 15.63, the open interest changed by 2 which increased total open position to 160


On 26 Nov SHREECEM was trading at 26935.00. The strike last trading price was 416.25, which was 132.85 higher than the previous day. The implied volatity was 16.78, the open interest changed by 19 which increased total open position to 157


On 25 Nov SHREECEM was trading at 26455.00. The strike last trading price was 301.05, which was -39.7 lower than the previous day. The implied volatity was 17.99, the open interest changed by 98 which increased total open position to 139


On 24 Nov SHREECEM was trading at 26490.00. The strike last trading price was 333.2, which was -30.25 lower than the previous day. The implied volatity was 18.74, the open interest changed by 20 which increased total open position to 40


On 21 Nov SHREECEM was trading at 26480.00. The strike last trading price was 357, which was -43 lower than the previous day. The implied volatity was 18.58, the open interest changed by 8 which increased total open position to 21


On 20 Nov SHREECEM was trading at 26480.00. The strike last trading price was 400, which was -50 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0


On 19 Nov SHREECEM was trading at 26510.00. The strike last trading price was 400, which was -50 lower than the previous day. The implied volatity was 18.74, the open interest changed by 0 which decreased total open position to 11


On 18 Nov SHREECEM was trading at 26420.00. The strike last trading price was 450, which was -2351.1 lower than the previous day. The implied volatity was 20.89, the open interest changed by 10 which increased total open position to 10


On 17 Nov SHREECEM was trading at 26680.00. The strike last trading price was 2801.1, which was 0 lower than the previous day. The implied volatity was 1.41, the open interest changed by 0 which decreased total open position to 0


On 14 Nov SHREECEM was trading at 26700.00. The strike last trading price was 2801.1, which was 0 lower than the previous day. The implied volatity was 1.09, the open interest changed by 0 which decreased total open position to 0


On 13 Nov SHREECEM was trading at 26995.00. The strike last trading price was 2801.1, which was 0 lower than the previous day. The implied volatity was 0.24, the open interest changed by 0 which decreased total open position to 0


On 12 Nov SHREECEM was trading at 27095.00. The strike last trading price was 2801.1, which was 0 lower than the previous day. The implied volatity was 0.21, the open interest changed by 0 which decreased total open position to 0


On 11 Nov SHREECEM was trading at 27035.00. The strike last trading price was 2801.1, which was 0 lower than the previous day. The implied volatity was 0.40, the open interest changed by 0 which decreased total open position to 0


On 10 Nov SHREECEM was trading at 27090.00. The strike last trading price was 2801.1, 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 Nov SHREECEM was trading at 27375.00. The strike last trading price was 2801.1, 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 Nov SHREECEM was trading at 27975.00. The strike last trading price was 2801.1, 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 Oct SHREECEM was trading at 28310.00. The strike last trading price was 2801.1, 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 Oct SHREECEM was trading at 28740.00. The strike last trading price was 2801.1, 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 Oct SHREECEM was trading at 28705.00. The strike last trading price was 0, 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 Oct SHREECEM was trading at 28970.00. The strike last trading price was 0, 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 21 Oct SHREECEM was trading at 28950.00. The strike last trading price was 0, 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 Oct SHREECEM was trading at 29690.00. The strike last trading price was 0, 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 Oct SHREECEM was trading at 29885.00. The strike last trading price was 0, 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 14 Oct SHREECEM was trading at 29615.00. The strike last trading price was 0, 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 13 Oct SHREECEM was trading at 29615.00. The strike last trading price was 0, 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 Oct SHREECEM was trading at 29445.00. The strike last trading price was 0, 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 Oct SHREECEM was trading at 29485.00. The strike last trading price was 0, 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 Oct SHREECEM was trading at 29285.00. The strike last trading price was 0, 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 Oct SHREECEM was trading at 29530.00. The strike last trading price was 0, 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 Oct SHREECEM was trading at 29295.00. The strike last trading price was 0, 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 Oct SHREECEM was trading at 29180.00. The strike last trading price was 0, 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 30DEC2025 27500 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
8 Dec 26135.00 955 -204 - 0 0 52
5 Dec 26075.00 955 -204 - 0 0 0
4 Dec 26450.00 955 -204 - 0 0 0
3 Dec 26300.00 955 -204 - 0 0 0
2 Dec 26545.00 955 -204 - 0 0 0
1 Dec 26415.00 955 -204 - 0 0 0
28 Nov 26400.00 955 -204 - 0 11 0
27 Nov 26755.00 955 -204 21.40 50 12 53
26 Nov 26935.00 1159 9 - 0 33 0
25 Nov 26455.00 1159 9 22.16 33 32 40
24 Nov 26490.00 1150 -50 21.72 6 3 5
21 Nov 26480.00 1200 580.35 22.75 2 0 0
20 Nov 26480.00 619.65 0 - 0 0 0
19 Nov 26510.00 619.65 0 - 0 0 0
18 Nov 26420.00 619.65 0 - 0 0 0
17 Nov 26680.00 619.65 0 - 0 0 0
14 Nov 26700.00 619.65 0 - 0 0 0
13 Nov 26995.00 619.65 0 - 0 0 0
12 Nov 27095.00 619.65 0 - 0 0 0
11 Nov 27035.00 619.65 0 - 0 0 0
10 Nov 27090.00 619.65 0 0.01 0 0 0
7 Nov 27375.00 619.65 0 0.72 0 0 0
3 Nov 27975.00 619.65 0 2.10 0 0 0
31 Oct 28310.00 619.65 0 - 0 0 0
30 Oct 28740.00 619.65 0 - 0 0 0
24 Oct 28705.00 619.65 0 - 0 0 0
23 Oct 28970.00 619.65 0 - 0 0 0
21 Oct 28950.00 619.65 0 - 0 0 0
17 Oct 29690.00 619.65 0 - 0 0 0
15 Oct 29885.00 619.65 0 - 0 0 0
14 Oct 29615.00 619.65 0 - 0 0 0
13 Oct 29615.00 0 0 - 0 0 0
10 Oct 29445.00 0 0 - 0 0 0
9 Oct 29485.00 0 0 - 0 0 0
8 Oct 29285.00 0 0 - 0 0 0
7 Oct 29530.00 0 0 - 0 0 0
6 Oct 29295.00 0 0 - 0 0 0
3 Oct 29180.00 0 0 3.95 0 0 0


For Shree Cement Limited - strike price 27500 expiring on 30DEC2025

Delta for 27500 PE is -

Historical price for 27500 PE is as follows

On 8 Dec SHREECEM was trading at 26135.00. The strike last trading price was 955, which was -204 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 52


On 5 Dec SHREECEM was trading at 26075.00. The strike last trading price was 955, which was -204 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 955, which was -204 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 955, which was -204 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 955, which was -204 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 955, which was -204 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 955, which was -204 lower than the previous day. The implied volatity was -, the open interest changed by 11 which increased total open position to 0


On 27 Nov SHREECEM was trading at 26755.00. The strike last trading price was 955, which was -204 lower than the previous day. The implied volatity was 21.40, the open interest changed by 12 which increased total open position to 53


On 26 Nov SHREECEM was trading at 26935.00. The strike last trading price was 1159, which was 9 higher than the previous day. The implied volatity was -, the open interest changed by 33 which increased total open position to 0


On 25 Nov SHREECEM was trading at 26455.00. The strike last trading price was 1159, which was 9 higher than the previous day. The implied volatity was 22.16, the open interest changed by 32 which increased total open position to 40


On 24 Nov SHREECEM was trading at 26490.00. The strike last trading price was 1150, which was -50 lower than the previous day. The implied volatity was 21.72, the open interest changed by 3 which increased total open position to 5


On 21 Nov SHREECEM was trading at 26480.00. The strike last trading price was 1200, which was 580.35 higher than the previous day. The implied volatity was 22.75, the open interest changed by 0 which decreased total open position to 0


On 20 Nov SHREECEM was trading at 26480.00. The strike last trading price was 619.65, 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 Nov SHREECEM was trading at 26510.00. The strike last trading price was 619.65, 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 Nov SHREECEM was trading at 26420.00. The strike last trading price was 619.65, 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 Nov SHREECEM was trading at 26680.00. The strike last trading price was 619.65, 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 14 Nov SHREECEM was trading at 26700.00. The strike last trading price was 619.65, 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 13 Nov SHREECEM was trading at 26995.00. The strike last trading price was 619.65, 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 12 Nov SHREECEM was trading at 27095.00. The strike last trading price was 619.65, 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 11 Nov SHREECEM was trading at 27035.00. The strike last trading price was 619.65, 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 10 Nov SHREECEM was trading at 27090.00. The strike last trading price was 619.65, which was 0 lower than the previous day. The implied volatity was 0.01, the open interest changed by 0 which decreased total open position to 0


On 7 Nov SHREECEM was trading at 27375.00. The strike last trading price was 619.65, which was 0 lower than the previous day. The implied volatity was 0.72, the open interest changed by 0 which decreased total open position to 0


On 3 Nov SHREECEM was trading at 27975.00. The strike last trading price was 619.65, which was 0 lower than the previous day. The implied volatity was 2.10, the open interest changed by 0 which decreased total open position to 0


On 31 Oct SHREECEM was trading at 28310.00. The strike last trading price was 619.65, 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 30 Oct SHREECEM was trading at 28740.00. The strike last trading price was 619.65, 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 Oct SHREECEM was trading at 28705.00. The strike last trading price was 619.65, 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 23 Oct SHREECEM was trading at 28970.00. The strike last trading price was 619.65, 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 21 Oct SHREECEM was trading at 28950.00. The strike last trading price was 619.65, 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 Oct SHREECEM was trading at 29690.00. The strike last trading price was 619.65, 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 Oct SHREECEM was trading at 29885.00. The strike last trading price was 619.65, 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 14 Oct SHREECEM was trading at 29615.00. The strike last trading price was 619.65, 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 13 Oct SHREECEM was trading at 29615.00. The strike last trading price was 0, 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 Oct SHREECEM was trading at 29445.00. The strike last trading price was 0, 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 Oct SHREECEM was trading at 29485.00. The strike last trading price was 0, 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 Oct SHREECEM was trading at 29285.00. The strike last trading price was 0, 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 Oct SHREECEM was trading at 29530.00. The strike last trading price was 0, 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 Oct SHREECEM was trading at 29295.00. The strike last trading price was 0, 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 Oct SHREECEM was trading at 29180.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 3.95, the open interest changed by 0 which decreased total open position to 0