[--[65.84.65.76]--]

SHREECEM

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

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Historical option data for SHREECEM

08 Dec 2025 04:11 PM IST
SHREECEM 30-DEC-2025 27750 CE
Delta: 0.12
Vega: 12.98
Theta: -6.58
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
8 Dec 26135.00 73.65 -120.7 19.43 13 4 15
5 Dec 26075.00 194.35 -52.65 - 0 0 0
4 Dec 26450.00 194.35 -52.65 - 0 0 0
3 Dec 26300.00 194.35 -52.65 - 0 7 0
2 Dec 26545.00 194.35 -52.65 18.80 14 7 11
1 Dec 26415.00 247 -73 - 0 0 0
28 Nov 26400.00 247 -73 - 0 -1 0
27 Nov 26755.00 247 -73 16.32 2 0 5
26 Nov 26935.00 320 50 16.63 1 0 4
25 Nov 26455.00 270 -65 - 0 1 0
24 Nov 26490.00 270 -65 19.01 3 0 3
21 Nov 26480.00 335 -90 - 0 0 0
20 Nov 26480.00 335 -90 - 0 1 0
19 Nov 26510.00 335 -90 19.74 4 0 2
18 Nov 26420.00 425 -1400.45 22.58 2 1 1
17 Nov 26680.00 1825.45 0 1.95 0 0 0
14 Nov 26700.00 1825.45 0 1.66 0 0 0
13 Nov 26995.00 1825.45 0 1.06 0 0 0
12 Nov 27095.00 1825.45 0 0.82 0 0 0
11 Nov 27035.00 1825.45 0 1.07 0 0 0
10 Nov 27090.00 1825.45 0 0.63 0 0 0
7 Nov 27375.00 1825.45 0 - 0 0 0
3 Nov 27975.00 1825.45 0 - 0 0 0
31 Oct 28310.00 1825.45 0 - 0 0 0
30 Oct 28740.00 1825.45 0 - 0 0 0


For Shree Cement Limited - strike price 27750 expiring on 30DEC2025

Delta for 27750 CE is 0.12

Historical price for 27750 CE is as follows

On 8 Dec SHREECEM was trading at 26135.00. The strike last trading price was 73.65, which was -120.7 lower than the previous day. The implied volatity was 19.43, the open interest changed by 4 which increased total open position to 15


On 5 Dec SHREECEM was trading at 26075.00. The strike last trading price was 194.35, which was -52.65 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 194.35, which was -52.65 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 194.35, which was -52.65 lower than the previous day. The implied volatity was -, the open interest changed by 7 which increased total open position to 0


On 2 Dec SHREECEM was trading at 26545.00. The strike last trading price was 194.35, which was -52.65 lower than the previous day. The implied volatity was 18.80, the open interest changed by 7 which increased total open position to 11


On 1 Dec SHREECEM was trading at 26415.00. The strike last trading price was 247, which was -73 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 247, which was -73 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 0


On 27 Nov SHREECEM was trading at 26755.00. The strike last trading price was 247, which was -73 lower than the previous day. The implied volatity was 16.32, the open interest changed by 0 which decreased total open position to 5


On 26 Nov SHREECEM was trading at 26935.00. The strike last trading price was 320, which was 50 higher than the previous day. The implied volatity was 16.63, the open interest changed by 0 which decreased total open position to 4


On 25 Nov SHREECEM was trading at 26455.00. The strike last trading price was 270, which was -65 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 24 Nov SHREECEM was trading at 26490.00. The strike last trading price was 270, which was -65 lower than the previous day. The implied volatity was 19.01, the open interest changed by 0 which decreased total open position to 3


On 21 Nov SHREECEM was trading at 26480.00. The strike last trading price was 335, which was -90 lower than the previous day. The implied volatity was -, 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 335, which was -90 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 19 Nov SHREECEM was trading at 26510.00. The strike last trading price was 335, which was -90 lower than the previous day. The implied volatity was 19.74, the open interest changed by 0 which decreased total open position to 2


On 18 Nov SHREECEM was trading at 26420.00. The strike last trading price was 425, which was -1400.45 lower than the previous day. The implied volatity was 22.58, the open interest changed by 1 which increased total open position to 1


On 17 Nov SHREECEM was trading at 26680.00. The strike last trading price was 1825.45, which was 0 lower than the previous day. The implied volatity was 1.95, 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 1825.45, which was 0 lower than the previous day. The implied volatity was 1.66, 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 1825.45, which was 0 lower than the previous day. The implied volatity was 1.06, 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 1825.45, which was 0 lower than the previous day. The implied volatity was 0.82, 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 1825.45, which was 0 lower than the previous day. The implied volatity was 1.07, 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 1825.45, 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 Nov SHREECEM was trading at 27375.00. The strike last trading price was 1825.45, 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 1825.45, 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 1825.45, 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 1825.45, 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 27750 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
8 Dec 26135.00 699.3 0 - 0 0 0
5 Dec 26075.00 699.3 0 - 0 0 0
4 Dec 26450.00 699.3 0 - 0 0 0
3 Dec 26300.00 699.3 0 - 0 0 0
2 Dec 26545.00 699.3 0 - 0 0 0
1 Dec 26415.00 699.3 0 - 0 0 0
28 Nov 26400.00 699.3 0 - 0 0 0
27 Nov 26755.00 699.3 0 - 0 0 0
26 Nov 26935.00 699.3 0 - 0 0 0
25 Nov 26455.00 699.3 0 - 0 0 0
24 Nov 26490.00 699.3 0 - 0 0 0
21 Nov 26480.00 699.3 0 - 0 0 0
20 Nov 26480.00 699.3 0 - 0 0 0
19 Nov 26510.00 699.3 0 - 0 0 0
18 Nov 26420.00 699.3 0 - 0 0 0
17 Nov 26680.00 699.3 0 - 0 0 0
14 Nov 26700.00 699.3 0 - 0 0 0
13 Nov 26995.00 699.3 0 - 0 0 0
12 Nov 27095.00 699.3 0 - 0 0 0
11 Nov 27035.00 699.3 0 - 0 0 0
10 Nov 27090.00 699.3 0 - 0 0 0
7 Nov 27375.00 699.3 0 0.14 0 0 0
3 Nov 27975.00 699.3 0 1.57 0 0 0
31 Oct 28310.00 699.3 0 - 0 0 0
30 Oct 28740.00 699.3 0 2.89 0 0 0


For Shree Cement Limited - strike price 27750 expiring on 30DEC2025

Delta for 27750 PE is -

Historical price for 27750 PE is as follows

On 8 Dec SHREECEM was trading at 26135.00. The strike last trading price was 699.3, 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 699.3, 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 699.3, 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 699.3, 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 699.3, 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 699.3, 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 699.3, 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 699.3, 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 699.3, 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 25 Nov SHREECEM was trading at 26455.00. The strike last trading price was 699.3, 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 Nov SHREECEM was trading at 26490.00. The strike last trading price was 699.3, 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 Nov SHREECEM was trading at 26480.00. The strike last trading price was 699.3, 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 20 Nov SHREECEM was trading at 26480.00. The strike last trading price was 699.3, 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 699.3, 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 699.3, 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 699.3, 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 699.3, 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 699.3, 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 699.3, 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 699.3, 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 699.3, 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 699.3, 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 3 Nov SHREECEM was trading at 27975.00. The strike last trading price was 699.3, which was 0 lower than the previous day. The implied volatity was 1.57, 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 699.3, 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 699.3, which was 0 lower than the previous day. The implied volatity was 2.89, the open interest changed by 0 which decreased total open position to 0