[--[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 28000 CE
Delta: 0.09
Vega: 10.74
Theta: -5.52
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
8 Dec 26135.00 55 -3.2 19.93 940 32 336
5 Dec 26075.00 60.15 -35.25 18.67 189 -25 309
4 Dec 26450.00 92 -1.15 17.91 79 1 329
3 Dec 26300.00 93.25 -44.15 19.04 255 -28 330
2 Dec 26545.00 135.85 7 17.24 253 -5 362
1 Dec 26415.00 128 -5.8 19.48 347 87 369
28 Nov 26400.00 137.05 -59.65 17.94 473 117 282
27 Nov 26755.00 198.15 -75.8 16.89 265 39 165
26 Nov 26935.00 268.7 88.1 17.48 304 10 129
25 Nov 26455.00 180 -42 18.10 66 17 121
24 Nov 26490.00 219 -21 19.33 258 96 107
21 Nov 26480.00 240 -58.55 19.20 4 2 10
20 Nov 26480.00 298.55 0 21.18 1 0 8
19 Nov 26510.00 312 -2155.3 - 0 8 0
18 Nov 26420.00 312 -2155.3 21.13 8 7 7
17 Nov 26680.00 2467.3 0 2.46 0 0 0
14 Nov 26700.00 2467.3 0 2.22 0 0 0
13 Nov 26995.00 2467.3 0 1.41 0 0 0
12 Nov 27095.00 2467.3 0 1.36 0 0 0
11 Nov 27035.00 2467.3 0 1.54 0 0 0
10 Nov 27090.00 2467.3 0 1.21 0 0 0
7 Nov 27375.00 2467.3 0 0.47 0 0 0
4 Nov 27600.00 2467.3 0 - 0 0 0
3 Nov 27975.00 2467.3 0 - 0 0 0
31 Oct 28310.00 2467.3 0 - 0 0 0
30 Oct 28740.00 2467.3 0 - 0 0 0
29 Oct 29210.00 2467.3 0 - 0 0 0
27 Oct 28590.00 2467.3 0 - 0 0 0
24 Oct 28705.00 2467.3 0 - 0 0 0
23 Oct 28970.00 2467.3 0 - 0 0 0
21 Oct 28950.00 2467.3 0 - 0 0 0
20 Oct 28880.00 2467.3 0 - 0 0 0
17 Oct 29690.00 0 0 - 0 0 0
16 Oct 30010.00 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 28000 expiring on 30DEC2025

Delta for 28000 CE is 0.09

Historical price for 28000 CE is as follows

On 8 Dec SHREECEM was trading at 26135.00. The strike last trading price was 55, which was -3.2 lower than the previous day. The implied volatity was 19.93, the open interest changed by 32 which increased total open position to 336


On 5 Dec SHREECEM was trading at 26075.00. The strike last trading price was 60.15, which was -35.25 lower than the previous day. The implied volatity was 18.67, the open interest changed by -25 which decreased total open position to 309


On 4 Dec SHREECEM was trading at 26450.00. The strike last trading price was 92, which was -1.15 lower than the previous day. The implied volatity was 17.91, the open interest changed by 1 which increased total open position to 329


On 3 Dec SHREECEM was trading at 26300.00. The strike last trading price was 93.25, which was -44.15 lower than the previous day. The implied volatity was 19.04, the open interest changed by -28 which decreased total open position to 330


On 2 Dec SHREECEM was trading at 26545.00. The strike last trading price was 135.85, which was 7 higher than the previous day. The implied volatity was 17.24, the open interest changed by -5 which decreased total open position to 362


On 1 Dec SHREECEM was trading at 26415.00. The strike last trading price was 128, which was -5.8 lower than the previous day. The implied volatity was 19.48, the open interest changed by 87 which increased total open position to 369


On 28 Nov SHREECEM was trading at 26400.00. The strike last trading price was 137.05, which was -59.65 lower than the previous day. The implied volatity was 17.94, the open interest changed by 117 which increased total open position to 282


On 27 Nov SHREECEM was trading at 26755.00. The strike last trading price was 198.15, which was -75.8 lower than the previous day. The implied volatity was 16.89, the open interest changed by 39 which increased total open position to 165


On 26 Nov SHREECEM was trading at 26935.00. The strike last trading price was 268.7, which was 88.1 higher than the previous day. The implied volatity was 17.48, the open interest changed by 10 which increased total open position to 129


On 25 Nov SHREECEM was trading at 26455.00. The strike last trading price was 180, which was -42 lower than the previous day. The implied volatity was 18.10, the open interest changed by 17 which increased total open position to 121


On 24 Nov SHREECEM was trading at 26490.00. The strike last trading price was 219, which was -21 lower than the previous day. The implied volatity was 19.33, the open interest changed by 96 which increased total open position to 107


On 21 Nov SHREECEM was trading at 26480.00. The strike last trading price was 240, which was -58.55 lower than the previous day. The implied volatity was 19.20, the open interest changed by 2 which increased total open position to 10


On 20 Nov SHREECEM was trading at 26480.00. The strike last trading price was 298.55, which was 0 lower than the previous day. The implied volatity was 21.18, the open interest changed by 0 which decreased total open position to 8


On 19 Nov SHREECEM was trading at 26510.00. The strike last trading price was 312, which was -2155.3 lower than the previous day. The implied volatity was -, the open interest changed by 8 which increased total open position to 0


On 18 Nov SHREECEM was trading at 26420.00. The strike last trading price was 312, which was -2155.3 lower than the previous day. The implied volatity was 21.13, the open interest changed by 7 which increased total open position to 7


On 17 Nov SHREECEM was trading at 26680.00. The strike last trading price was 2467.3, which was 0 lower than the previous day. The implied volatity was 2.46, 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 2467.3, which was 0 lower than the previous day. The implied volatity was 2.22, 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 2467.3, 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 12 Nov SHREECEM was trading at 27095.00. The strike last trading price was 2467.3, which was 0 lower than the previous day. The implied volatity was 1.36, 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 2467.3, which was 0 lower than the previous day. The implied volatity was 1.54, 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 2467.3, which was 0 lower than the previous day. The implied volatity was 1.21, 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 2467.3, which was 0 lower than the previous day. The implied volatity was 0.47, the open interest changed by 0 which decreased total open position to 0


On 4 Nov SHREECEM was trading at 27600.00. The strike last trading price was 2467.3, 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 Nov SHREECEM was trading at 27975.00. The strike last trading price was 2467.3, 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 31 Oct SHREECEM was trading at 28310.00. The strike last trading price was 2467.3, 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 2467.3, 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 29 Oct SHREECEM was trading at 29210.00. The strike last trading price was 2467.3, 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 Oct SHREECEM was trading at 28590.00. The strike last trading price was 2467.3, 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 Oct SHREECEM was trading at 28705.00. The strike last trading price was 2467.3, 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 23 Oct SHREECEM was trading at 28970.00. The strike last trading price was 2467.3, 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 Oct SHREECEM was trading at 28950.00. The strike last trading price was 2467.3, 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 Oct SHREECEM was trading at 28880.00. The strike last trading price was 2467.3, 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 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 16 Oct SHREECEM was trading at 30010.00. 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 28000 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
8 Dec 26135.00 1650 320 - 0 0 31
5 Dec 26075.00 1650 320 - 0 -1 0
4 Dec 26450.00 1650 320 26.01 1 0 32
3 Dec 26300.00 1330 229.65 - 0 0 0
2 Dec 26545.00 1330 229.65 - 0 0 0
1 Dec 26415.00 1330 229.65 - 0 0 0
28 Nov 26400.00 1330 229.65 - 0 -1 0
27 Nov 26755.00 1330 229.65 22.89 12 1 34
26 Nov 26935.00 1101 -458.05 18.76 13 5 34
25 Nov 26455.00 1580 72.85 24.63 13 8 28
24 Nov 26490.00 1464.3 -35.7 20.29 2 0 18
21 Nov 26480.00 1500 0 - 0 1 0
20 Nov 26480.00 1500 0 20.80 1 0 17
19 Nov 26510.00 1500 -58.3 22.27 2 -1 16
18 Nov 26420.00 1534.95 256.5 21.24 4 1 15
17 Nov 26680.00 1278.45 278.45 - 0 0 0
14 Nov 26700.00 1278.45 278.45 19.12 1 0 14
13 Nov 26995.00 1000 200 - 0 0 0
12 Nov 27095.00 1000 200 - 0 0 0
11 Nov 27035.00 1000 200 - 0 0 0
10 Nov 27090.00 1000 200 - 0 0 0
7 Nov 27375.00 1000 200 - 0 0 0
4 Nov 27600.00 1000 200 24.60 4 3 13
3 Nov 27975.00 800 200 23.31 4 3 9
31 Oct 28310.00 600 -200 - 0 0 0
30 Oct 28740.00 600 -200 - 0 0 0
29 Oct 29210.00 600 -200 27.26 1 0 6
27 Oct 28590.00 800 78.95 27.39 3 2 5
24 Oct 28705.00 721.05 -57.3 - 0 0 0
23 Oct 28970.00 721.05 -57.3 - 0 0 0
21 Oct 28950.00 721.05 -57.3 - 0 3 0
20 Oct 28880.00 721.05 -57.3 26.52 3 2 2
17 Oct 29690.00 778.35 0 - 0 0 0
16 Oct 30010.00 778.35 0 - 0 0 0
15 Oct 29885.00 778.35 0 - 0 0 0
14 Oct 29615.00 778.35 0 3.87 0 0 0
13 Oct 29615.00 778.35 0 - 0 0 0
10 Oct 29445.00 778.35 0 - 0 0 0
9 Oct 29485.00 778.35 0 - 0 0 0
8 Oct 29285.00 778.35 0 - 0 0 0
7 Oct 29530.00 778.35 0 - 0 0 0
6 Oct 29295.00 778.35 0 - 0 0 0
3 Oct 29180.00 778.35 0 3.02 0 0 0


For Shree Cement Limited - strike price 28000 expiring on 30DEC2025

Delta for 28000 PE is -

Historical price for 28000 PE is as follows

On 8 Dec SHREECEM was trading at 26135.00. The strike last trading price was 1650, which was 320 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 31


On 5 Dec SHREECEM was trading at 26075.00. The strike last trading price was 1650, which was 320 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 0


On 4 Dec SHREECEM was trading at 26450.00. The strike last trading price was 1650, which was 320 higher than the previous day. The implied volatity was 26.01, the open interest changed by 0 which decreased total open position to 32


On 3 Dec SHREECEM was trading at 26300.00. The strike last trading price was 1330, which was 229.65 higher 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 1330, which was 229.65 higher 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 1330, which was 229.65 higher 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 1330, which was 229.65 higher 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 1330, which was 229.65 higher than the previous day. The implied volatity was 22.89, the open interest changed by 1 which increased total open position to 34


On 26 Nov SHREECEM was trading at 26935.00. The strike last trading price was 1101, which was -458.05 lower than the previous day. The implied volatity was 18.76, the open interest changed by 5 which increased total open position to 34


On 25 Nov SHREECEM was trading at 26455.00. The strike last trading price was 1580, which was 72.85 higher than the previous day. The implied volatity was 24.63, the open interest changed by 8 which increased total open position to 28


On 24 Nov SHREECEM was trading at 26490.00. The strike last trading price was 1464.3, which was -35.7 lower than the previous day. The implied volatity was 20.29, the open interest changed by 0 which decreased total open position to 18


On 21 Nov SHREECEM was trading at 26480.00. The strike last trading price was 1500, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 20 Nov SHREECEM was trading at 26480.00. The strike last trading price was 1500, which was 0 lower than the previous day. The implied volatity was 20.80, the open interest changed by 0 which decreased total open position to 17


On 19 Nov SHREECEM was trading at 26510.00. The strike last trading price was 1500, which was -58.3 lower than the previous day. The implied volatity was 22.27, the open interest changed by -1 which decreased total open position to 16


On 18 Nov SHREECEM was trading at 26420.00. The strike last trading price was 1534.95, which was 256.5 higher than the previous day. The implied volatity was 21.24, the open interest changed by 1 which increased total open position to 15


On 17 Nov SHREECEM was trading at 26680.00. The strike last trading price was 1278.45, which was 278.45 higher 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 1278.45, which was 278.45 higher than the previous day. The implied volatity was 19.12, the open interest changed by 0 which decreased total open position to 14


On 13 Nov SHREECEM was trading at 26995.00. The strike last trading price was 1000, which was 200 higher 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 1000, which was 200 higher 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 1000, which was 200 higher 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 1000, which was 200 higher 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 1000, which was 200 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 4 Nov SHREECEM was trading at 27600.00. The strike last trading price was 1000, which was 200 higher than the previous day. The implied volatity was 24.60, the open interest changed by 3 which increased total open position to 13


On 3 Nov SHREECEM was trading at 27975.00. The strike last trading price was 800, which was 200 higher than the previous day. The implied volatity was 23.31, the open interest changed by 3 which increased total open position to 9


On 31 Oct SHREECEM was trading at 28310.00. The strike last trading price was 600, which was -200 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 600, which was -200 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 29 Oct SHREECEM was trading at 29210.00. The strike last trading price was 600, which was -200 lower than the previous day. The implied volatity was 27.26, the open interest changed by 0 which decreased total open position to 6


On 27 Oct SHREECEM was trading at 28590.00. The strike last trading price was 800, which was 78.95 higher than the previous day. The implied volatity was 27.39, the open interest changed by 2 which increased total open position to 5


On 24 Oct SHREECEM was trading at 28705.00. The strike last trading price was 721.05, which was -57.3 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 721.05, which was -57.3 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 721.05, which was -57.3 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0


On 20 Oct SHREECEM was trading at 28880.00. The strike last trading price was 721.05, which was -57.3 lower than the previous day. The implied volatity was 26.52, the open interest changed by 2 which increased total open position to 2


On 17 Oct SHREECEM was trading at 29690.00. The strike last trading price was 778.35, 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 Oct SHREECEM was trading at 30010.00. The strike last trading price was 778.35, 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 778.35, 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 778.35, which was 0 lower than the previous day. The implied volatity was 3.87, 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 778.35, 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 778.35, 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 778.35, 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 778.35, 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 778.35, 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 778.35, 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 778.35, which was 0 lower than the previous day. The implied volatity was 3.02, the open interest changed by 0 which decreased total open position to 0