SHREECEM
Shree Cement Limited
Historical option data for SHREECEM
26 Dec 2024 04:11 PM IST
| SHREECEM 26DEC2024 28000 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 26 Dec | 26342.70 | 0.05 | -9.00 | - | 417 | -131 | 287 | |||
| 24 Dec | 26707.70 | 9.05 | -36.50 | 34.52 | 1,647 | 6 | 524 | |||
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| 23 Dec | 27199.90 | 45.55 | -22.45 | 27.80 | 962 | 50 | 510 | |||
| 20 Dec | 27063.50 | 68 | -113.55 | 24.93 | 748 | 48 | 467 | |||
| 19 Dec | 27617.10 | 181.55 | -75.60 | 21.21 | 489 | 36 | 418 | |||
| 18 Dec | 27908.80 | 257.15 | -130.80 | 16.83 | 1,167 | 67 | 386 | |||
| 17 Dec | 28352.20 | 387.95 | -21.35 | 6.33 | 1,477 | -163 | 319 | |||
| 16 Dec | 28091.25 | 409.3 | 147.70 | 16.60 | 3,228 | -74 | 478 | |||
| 13 Dec | 27591.45 | 261.6 | 89.65 | 18.85 | 1,896 | 43 | 555 | |||
| 12 Dec | 27228.75 | 171.95 | -33.05 | 19.74 | 334 | -14 | 513 | |||
| 11 Dec | 27305.50 | 205 | 54.95 | 19.57 | 2,505 | -110 | 521 | |||
| 10 Dec | 27119.30 | 150.05 | 41.45 | 17.62 | 758 | -25 | 633 | |||
| 9 Dec | 26711.25 | 108.6 | -70.25 | 20.07 | 905 | 201 | 657 | |||
| 6 Dec | 27076.65 | 178.85 | 29.05 | 19.16 | 2,393 | 38 | 455 | |||
| 5 Dec | 26608.00 | 149.8 | -114.80 | 21.76 | 636 | 61 | 396 | |||
| 4 Dec | 27403.90 | 264.6 | -21.75 | 19.25 | 628 | 10 | 337 | |||
| 3 Dec | 27159.35 | 286.35 | 19.30 | 20.02 | 1,542 | 36 | 326 | |||
| 2 Dec | 26784.00 | 267.05 | 154.05 | 23.39 | 1,910 | 131 | 292 | |||
| 29 Nov | 26076.45 | 113 | 53.00 | 22.60 | 902 | 129 | 160 | |||
| 28 Nov | 25545.60 | 60 | 12.00 | 21.94 | 3 | 1 | 30 | |||
| 27 Nov | 25421.85 | 48 | -2.00 | 21.04 | 5 | 4 | 29 | |||
| 26 Nov | 24980.65 | 50 | -40.00 | 23.86 | 11 | 5 | 25 | |||
| 25 Nov | 25467.30 | 90 | 90.00 | 22.44 | 47 | 23 | 23 | |||
| 8 Oct | 25582.90 | 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 28000 expiring on 26DEC2024
Delta for 28000 CE is -
Historical price for 28000 CE is as follows
On 26 Dec SHREECEM was trading at 26342.70. The strike last trading price was 0.05, which was -9.00 lower than the previous day. The implied volatity was -, the open interest changed by -131 which decreased total open position to 287
On 24 Dec SHREECEM was trading at 26707.70. The strike last trading price was 9.05, which was -36.50 lower than the previous day. The implied volatity was 34.52, the open interest changed by 6 which increased total open position to 524
On 23 Dec SHREECEM was trading at 27199.90. The strike last trading price was 45.55, which was -22.45 lower than the previous day. The implied volatity was 27.80, the open interest changed by 50 which increased total open position to 510
On 20 Dec SHREECEM was trading at 27063.50. The strike last trading price was 68, which was -113.55 lower than the previous day. The implied volatity was 24.93, the open interest changed by 48 which increased total open position to 467
On 19 Dec SHREECEM was trading at 27617.10. The strike last trading price was 181.55, which was -75.60 lower than the previous day. The implied volatity was 21.21, the open interest changed by 36 which increased total open position to 418
On 18 Dec SHREECEM was trading at 27908.80. The strike last trading price was 257.15, which was -130.80 lower than the previous day. The implied volatity was 16.83, the open interest changed by 67 which increased total open position to 386
On 17 Dec SHREECEM was trading at 28352.20. The strike last trading price was 387.95, which was -21.35 lower than the previous day. The implied volatity was 6.33, the open interest changed by -163 which decreased total open position to 319
On 16 Dec SHREECEM was trading at 28091.25. The strike last trading price was 409.3, which was 147.70 higher than the previous day. The implied volatity was 16.60, the open interest changed by -74 which decreased total open position to 478
On 13 Dec SHREECEM was trading at 27591.45. The strike last trading price was 261.6, which was 89.65 higher than the previous day. The implied volatity was 18.85, the open interest changed by 43 which increased total open position to 555
On 12 Dec SHREECEM was trading at 27228.75. The strike last trading price was 171.95, which was -33.05 lower than the previous day. The implied volatity was 19.74, the open interest changed by -14 which decreased total open position to 513
On 11 Dec SHREECEM was trading at 27305.50. The strike last trading price was 205, which was 54.95 higher than the previous day. The implied volatity was 19.57, the open interest changed by -110 which decreased total open position to 521
On 10 Dec SHREECEM was trading at 27119.30. The strike last trading price was 150.05, which was 41.45 higher than the previous day. The implied volatity was 17.62, the open interest changed by -25 which decreased total open position to 633
On 9 Dec SHREECEM was trading at 26711.25. The strike last trading price was 108.6, which was -70.25 lower than the previous day. The implied volatity was 20.07, the open interest changed by 201 which increased total open position to 657
On 6 Dec SHREECEM was trading at 27076.65. The strike last trading price was 178.85, which was 29.05 higher than the previous day. The implied volatity was 19.16, the open interest changed by 38 which increased total open position to 455
On 5 Dec SHREECEM was trading at 26608.00. The strike last trading price was 149.8, which was -114.80 lower than the previous day. The implied volatity was 21.76, the open interest changed by 61 which increased total open position to 396
On 4 Dec SHREECEM was trading at 27403.90. The strike last trading price was 264.6, which was -21.75 lower than the previous day. The implied volatity was 19.25, the open interest changed by 10 which increased total open position to 337
On 3 Dec SHREECEM was trading at 27159.35. The strike last trading price was 286.35, which was 19.30 higher than the previous day. The implied volatity was 20.02, the open interest changed by 36 which increased total open position to 326
On 2 Dec SHREECEM was trading at 26784.00. The strike last trading price was 267.05, which was 154.05 higher than the previous day. The implied volatity was 23.39, the open interest changed by 131 which increased total open position to 292
On 29 Nov SHREECEM was trading at 26076.45. The strike last trading price was 113, which was 53.00 higher than the previous day. The implied volatity was 22.60, the open interest changed by 129 which increased total open position to 160
On 28 Nov SHREECEM was trading at 25545.60. The strike last trading price was 60, which was 12.00 higher than the previous day. The implied volatity was 21.94, the open interest changed by 1 which increased total open position to 30
On 27 Nov SHREECEM was trading at 25421.85. The strike last trading price was 48, which was -2.00 lower than the previous day. The implied volatity was 21.04, the open interest changed by 4 which increased total open position to 29
On 26 Nov SHREECEM was trading at 24980.65. The strike last trading price was 50, which was -40.00 lower than the previous day. The implied volatity was 23.86, the open interest changed by 5 which increased total open position to 25
On 25 Nov SHREECEM was trading at 25467.30. The strike last trading price was 90, which was 90.00 higher than the previous day. The implied volatity was 22.44, the open interest changed by 23 which increased total open position to 23
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 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 28000 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 26 Dec | 26342.70 | 1477.3 | 277.30 | - | 15 | -2 | 100 |
| 24 Dec | 26707.70 | 1200 | 386.65 | - | 5 | -1 | 104 |
| 23 Dec | 27199.90 | 813.35 | -101.65 | 25.14 | 5 | -1 | 106 |
| 20 Dec | 27063.50 | 915 | 394.55 | 11.86 | 48 | -7 | 114 |
| 19 Dec | 27617.10 | 520.45 | 13.45 | 20.75 | 239 | 10 | 122 |
| 18 Dec | 27908.80 | 507 | 74.25 | 29.47 | 1,077 | -58 | 117 |
| 17 Dec | 28352.20 | 432.75 | -18.05 | 34.20 | 800 | 105 | 174 |
| 16 Dec | 28091.25 | 450.8 | -142.95 | 29.14 | 201 | 46 | 70 |
| 13 Dec | 27591.45 | 593.75 | -1020.80 | 20.43 | 22 | 9 | 16 |
| 12 Dec | 27228.75 | 1614.55 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Dec | 27305.50 | 1614.55 | 0.00 | 0.00 | 0 | 0 | 0 |
| 10 Dec | 27119.30 | 1614.55 | 0.00 | 0.00 | 0 | 2 | 0 |
| 9 Dec | 26711.25 | 1614.55 | 170.40 | 40.43 | 3 | 1 | 6 |
| 6 Dec | 27076.65 | 1444.15 | 323.15 | 37.55 | 1 | 0 | 4 |
| 5 Dec | 26608.00 | 1121 | 0.00 | 0.00 | 0 | 4 | 0 |
| 4 Dec | 27403.90 | 1121 | -1182.25 | 28.47 | 4 | 0 | 0 |
| 3 Dec | 27159.35 | 2303.25 | 0.00 | - | 0 | 0 | 0 |
| 2 Dec | 26784.00 | 2303.25 | 0.00 | - | 0 | 0 | 0 |
| 29 Nov | 26076.45 | 2303.25 | 0.00 | - | 0 | 0 | 0 |
| 28 Nov | 25545.60 | 2303.25 | 0.00 | - | 0 | 0 | 0 |
| 27 Nov | 25421.85 | 2303.25 | 0.00 | - | 0 | 0 | 0 |
| 26 Nov | 24980.65 | 2303.25 | 0.00 | - | 0 | 0 | 0 |
| 25 Nov | 25467.30 | 2303.25 | 2303.25 | - | 0 | 0 | 0 |
| 8 Oct | 25582.90 | 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 28000 expiring on 26DEC2024
Delta for 28000 PE is -
Historical price for 28000 PE is as follows
On 26 Dec SHREECEM was trading at 26342.70. The strike last trading price was 1477.3, which was 277.30 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 100
On 24 Dec SHREECEM was trading at 26707.70. The strike last trading price was 1200, which was 386.65 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 104
On 23 Dec SHREECEM was trading at 27199.90. The strike last trading price was 813.35, which was -101.65 lower than the previous day. The implied volatity was 25.14, the open interest changed by -1 which decreased total open position to 106
On 20 Dec SHREECEM was trading at 27063.50. The strike last trading price was 915, which was 394.55 higher than the previous day. The implied volatity was 11.86, the open interest changed by -7 which decreased total open position to 114
On 19 Dec SHREECEM was trading at 27617.10. The strike last trading price was 520.45, which was 13.45 higher than the previous day. The implied volatity was 20.75, the open interest changed by 10 which increased total open position to 122
On 18 Dec SHREECEM was trading at 27908.80. The strike last trading price was 507, which was 74.25 higher than the previous day. The implied volatity was 29.47, the open interest changed by -58 which decreased total open position to 117
On 17 Dec SHREECEM was trading at 28352.20. The strike last trading price was 432.75, which was -18.05 lower than the previous day. The implied volatity was 34.20, the open interest changed by 105 which increased total open position to 174
On 16 Dec SHREECEM was trading at 28091.25. The strike last trading price was 450.8, which was -142.95 lower than the previous day. The implied volatity was 29.14, the open interest changed by 46 which increased total open position to 70
On 13 Dec SHREECEM was trading at 27591.45. The strike last trading price was 593.75, which was -1020.80 lower than the previous day. The implied volatity was 20.43, the open interest changed by 9 which increased total open position to 16
On 12 Dec SHREECEM was trading at 27228.75. The strike last trading price was 1614.55, 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 1614.55, 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 1614.55, 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 1614.55, which was 170.40 higher than the previous day. The implied volatity was 40.43, the open interest changed by 1 which increased total open position to 6
On 6 Dec SHREECEM was trading at 27076.65. The strike last trading price was 1444.15, which was 323.15 higher than the previous day. The implied volatity was 37.55, the open interest changed by 0 which decreased total open position to 4
On 5 Dec SHREECEM was trading at 26608.00. The strike last trading price was 1121, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 4 Dec SHREECEM was trading at 27403.90. The strike last trading price was 1121, which was -1182.25 lower than the previous day. The implied volatity was 28.47, the open interest changed by 0 which decreased total open position to 0
On 3 Dec SHREECEM was trading at 27159.35. The strike last trading price was 2303.25, 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 2 Dec SHREECEM was trading at 26784.00. The strike last trading price was 2303.25, 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 2303.25, 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 2303.25, 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 2303.25, 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 2303.25, 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 2303.25, which was 2303.25 higher 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 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 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
