SHREECEM
Shree Cement Limited
Historical option data for SHREECEM
20 Dec 2024 04:11 PM IST
| SHREECEM 26DEC2024 27750 CE | ||||||||||
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Delta: 0.21
Vega: 10.09
Theta: -21.20
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 27063.50 | 97 | -177.00 | 23.36 | 131 | 41 | 79 | |||
| 19 Dec | 27617.10 | 274 | -79.85 | 20.93 | 66 | 6 | 38 | |||
| 18 Dec | 27908.80 | 353.85 | -166.00 | 14.35 | 52 | -3 | 31 | |||
| 17 Dec | 28352.20 | 519.85 | -1.05 | - | 157 | 5 | 33 | |||
| 16 Dec | 28091.25 | 520.9 | 168.40 | 13.21 | 887 | -32 | 31 | |||
| 13 Dec | 27591.45 | 352.5 | 103.15 | 18.16 | 242 | 9 | 64 | |||
| 12 Dec | 27228.75 | 249.35 | -31.65 | 19.90 | 129 | 8 | 55 | |||
| 11 Dec | 27305.50 | 281 | 134.95 | 19.28 | 315 | 0 | 46 | |||
| 10 Dec | 27119.30 | 146.05 | 0.00 | 0.00 | 0 | 8 | 0 | |||
| 9 Dec | 26711.25 | 146.05 | -80.80 | 19.47 | 22 | 6 | 44 | |||
| 6 Dec | 27076.65 | 226.85 | 34.45 | 18.30 | 137 | 3 | 38 | |||
| 5 Dec | 26608.00 | 192.4 | -141.95 | 21.31 | 51 | 25 | 34 | |||
| 4 Dec | 27403.90 | 334.35 | 47.05 | 18.67 | 29 | 9 | 9 | |||
| 3 Dec | 27159.35 | 287.3 | 0.00 | 0.00 | 0 | -1 | 0 | |||
| 2 Dec | 26784.00 | 287.3 | 134.95 | 21.37 | 1 | 0 | 1 | |||
| 29 Nov | 26076.45 | 152.35 | -171.25 | 22.78 | 1 | 0 | 0 | |||
| 28 Nov | 25545.60 | 323.6 | 0.00 | 6.69 | 0 | 0 | 0 | |||
| 27 Nov | 25421.85 | 323.6 | 0.00 | 6.80 | 0 | 0 | 0 | |||
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| 26 Nov | 24980.65 | 323.6 | 323.60 | 6.31 | 0 | 0 | 0 | |||
| 25 Nov | 25467.30 | 0 | 0.00 | 0 | 0 | 0 | ||||
For Shree Cement Limited - strike price 27750 expiring on 26DEC2024
Delta for 27750 CE is 0.21
Historical price for 27750 CE is as follows
On 20 Dec SHREECEM was trading at 27063.50. The strike last trading price was 97, which was -177.00 lower than the previous day. The implied volatity was 23.36, the open interest changed by 41 which increased total open position to 79
On 19 Dec SHREECEM was trading at 27617.10. The strike last trading price was 274, which was -79.85 lower than the previous day. The implied volatity was 20.93, the open interest changed by 6 which increased total open position to 38
On 18 Dec SHREECEM was trading at 27908.80. The strike last trading price was 353.85, which was -166.00 lower than the previous day. The implied volatity was 14.35, the open interest changed by -3 which decreased total open position to 31
On 17 Dec SHREECEM was trading at 28352.20. The strike last trading price was 519.85, which was -1.05 lower than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 33
On 16 Dec SHREECEM was trading at 28091.25. The strike last trading price was 520.9, which was 168.40 higher than the previous day. The implied volatity was 13.21, the open interest changed by -32 which decreased total open position to 31
On 13 Dec SHREECEM was trading at 27591.45. The strike last trading price was 352.5, which was 103.15 higher than the previous day. The implied volatity was 18.16, the open interest changed by 9 which increased total open position to 64
On 12 Dec SHREECEM was trading at 27228.75. The strike last trading price was 249.35, which was -31.65 lower than the previous day. The implied volatity was 19.90, the open interest changed by 8 which increased total open position to 55
On 11 Dec SHREECEM was trading at 27305.50. The strike last trading price was 281, which was 134.95 higher than the previous day. The implied volatity was 19.28, the open interest changed by 0 which decreased total open position to 46
On 10 Dec SHREECEM was trading at 27119.30. The strike last trading price was 146.05, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 8 which increased total open position to 0
On 9 Dec SHREECEM was trading at 26711.25. The strike last trading price was 146.05, which was -80.80 lower than the previous day. The implied volatity was 19.47, the open interest changed by 6 which increased total open position to 44
On 6 Dec SHREECEM was trading at 27076.65. The strike last trading price was 226.85, which was 34.45 higher than the previous day. The implied volatity was 18.30, the open interest changed by 3 which increased total open position to 38
On 5 Dec SHREECEM was trading at 26608.00. The strike last trading price was 192.4, which was -141.95 lower than the previous day. The implied volatity was 21.31, the open interest changed by 25 which increased total open position to 34
On 4 Dec SHREECEM was trading at 27403.90. The strike last trading price was 334.35, which was 47.05 higher than the previous day. The implied volatity was 18.67, the open interest changed by 9 which increased total open position to 9
On 3 Dec SHREECEM was trading at 27159.35. The strike last trading price was 287.3, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 2 Dec SHREECEM was trading at 26784.00. The strike last trading price was 287.3, which was 134.95 higher than the previous day. The implied volatity was 21.37, the open interest changed by 0 which decreased total open position to 1
On 29 Nov SHREECEM was trading at 26076.45. The strike last trading price was 152.35, which was -171.25 lower than the previous day. The implied volatity was 22.78, 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 323.6, which was 0.00 lower than the previous day. The implied volatity was 6.69, 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 323.6, which was 0.00 lower than the previous day. The implied volatity was 6.80, 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 323.6, which was 323.60 higher than the previous day. The implied volatity was 6.31, 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 0, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
| SHREECEM 26DEC2024 27750 PE | |||||||
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Delta: -0.80
Vega: 9.62
Theta: -11.33
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 27063.50 | 745 | 387.75 | 21.81 | 15 | -3 | 61 |
| 19 Dec | 27617.10 | 357.25 | 1.35 | 20.10 | 86 | 8 | 65 |
| 18 Dec | 27908.80 | 355.9 | 44.95 | 27.55 | 138 | -43 | 59 |
| 17 Dec | 28352.20 | 310.95 | -55.60 | 32.51 | 314 | 36 | 103 |
| 16 Dec | 28091.25 | 366.55 | -848.80 | 30.28 | 146 | 59 | 64 |
| 13 Dec | 27591.45 | 1215.35 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Dec | 27228.75 | 1215.35 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Dec | 27305.50 | 1215.35 | 0.00 | 0.00 | 0 | 0 | 0 |
| 10 Dec | 27119.30 | 1215.35 | 0.00 | 0.00 | 0 | 0 | 0 |
| 9 Dec | 26711.25 | 1215.35 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Dec | 27076.65 | 1215.35 | 0.00 | 0.00 | 0 | -2 | 0 |
| 5 Dec | 26608.00 | 1215.35 | 340.10 | 22.84 | 2 | 0 | 7 |
| 4 Dec | 27403.90 | 875.25 | -30.50 | 24.95 | 5 | 2 | 6 |
| 3 Dec | 27159.35 | 905.75 | -1787.45 | 25.06 | 4 | 0 | 0 |
| 2 Dec | 26784.00 | 2693.2 | 0.00 | - | 0 | 0 | 0 |
| 29 Nov | 26076.45 | 2693.2 | 0.00 | - | 0 | 0 | 0 |
| 28 Nov | 25545.60 | 2693.2 | 0.00 | - | 0 | 0 | 0 |
| 27 Nov | 25421.85 | 2693.2 | 0.00 | - | 0 | 0 | 0 |
| 26 Nov | 24980.65 | 2693.2 | 2693.20 | - | 0 | 0 | 0 |
| 25 Nov | 25467.30 | 0 | 0.00 | 0 | 0 | 0 | |
For Shree Cement Limited - strike price 27750 expiring on 26DEC2024
Delta for 27750 PE is -0.80
Historical price for 27750 PE is as follows
On 20 Dec SHREECEM was trading at 27063.50. The strike last trading price was 745, which was 387.75 higher than the previous day. The implied volatity was 21.81, the open interest changed by -3 which decreased total open position to 61
On 19 Dec SHREECEM was trading at 27617.10. The strike last trading price was 357.25, which was 1.35 higher than the previous day. The implied volatity was 20.10, the open interest changed by 8 which increased total open position to 65
On 18 Dec SHREECEM was trading at 27908.80. The strike last trading price was 355.9, which was 44.95 higher than the previous day. The implied volatity was 27.55, the open interest changed by -43 which decreased total open position to 59
On 17 Dec SHREECEM was trading at 28352.20. The strike last trading price was 310.95, which was -55.60 lower than the previous day. The implied volatity was 32.51, the open interest changed by 36 which increased total open position to 103
On 16 Dec SHREECEM was trading at 28091.25. The strike last trading price was 366.55, which was -848.80 lower than the previous day. The implied volatity was 30.28, the open interest changed by 59 which increased total open position to 64
On 13 Dec SHREECEM was trading at 27591.45. The strike last trading price was 1215.35, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 12 Dec SHREECEM was trading at 27228.75. The strike last trading price was 1215.35, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 11 Dec SHREECEM was trading at 27305.50. The strike last trading price was 1215.35, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 10 Dec SHREECEM was trading at 27119.30. The strike last trading price was 1215.35, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 9 Dec SHREECEM was trading at 26711.25. The strike last trading price was 1215.35, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 6 Dec SHREECEM was trading at 27076.65. The strike last trading price was 1215.35, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -2 which decreased total open position to 0
On 5 Dec SHREECEM was trading at 26608.00. The strike last trading price was 1215.35, which was 340.10 higher than the previous day. The implied volatity was 22.84, the open interest changed by 0 which decreased total open position to 7
On 4 Dec SHREECEM was trading at 27403.90. The strike last trading price was 875.25, which was -30.50 lower than the previous day. The implied volatity was 24.95, the open interest changed by 2 which increased total open position to 6
On 3 Dec SHREECEM was trading at 27159.35. The strike last trading price was 905.75, which was -1787.45 lower than the previous day. The implied volatity was 25.06, the open interest changed by 0 which decreased total open position to 0
On 2 Dec SHREECEM was trading at 26784.00. The strike last trading price was 2693.2, 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 29 Nov SHREECEM was trading at 26076.45. The strike last trading price was 2693.2, 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 2693.2, 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 2693.2, 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 2693.2, which was 2693.20 higher 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 0, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
