SHREECEM
Shree Cement Limited
Historical option data for SHREECEM
20 Dec 2024 04:11 PM IST
| SHREECEM 26DEC2024 28250 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.13
Vega: 7.21
Theta: -17.92
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 27063.50 | 61 | -70.15 | 28.30 | 406 | 66 | 290 | |||
| 19 Dec | 27617.10 | 131.15 | -50.85 | 22.80 | 288 | 44 | 224 | |||
| 18 Dec | 27908.80 | 182 | -126.75 | 18.46 | 410 | 5 | 174 | |||
| 17 Dec | 28352.20 | 308.75 | 14.90 | 13.56 | 1,072 | 127 | 170 | |||
| 16 Dec | 28091.25 | 293.85 | 96.30 | 17.45 | 381 | 24 | 44 | |||
| 13 Dec | 27591.45 | 197.55 | 75.40 | 19.82 | 11 | -5 | 19 | |||
| 12 Dec | 27228.75 | 122.15 | -51.55 | 20.13 | 16 | 6 | 26 | |||
| 11 Dec | 27305.50 | 173.7 | 33.70 | 21.41 | 74 | 12 | 19 | |||
| 10 Dec | 27119.30 | 140 | 0.00 | 0.00 | 0 | 0 | 0 | |||
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| 9 Dec | 26711.25 | 140 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Dec | 27076.65 | 140 | -102.90 | 20.34 | 2 | 0 | 7 | |||
| 5 Dec | 26608.00 | 242.9 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 4 Dec | 27403.90 | 242.9 | 0.00 | 0.00 | 0 | 5 | 0 | |||
| 3 Dec | 27159.35 | 242.9 | 27.85 | 21.17 | 5 | 0 | 2 | |||
| 2 Dec | 26784.00 | 215.05 | 215.05 | 23.69 | 5 | 1 | 1 | |||
| 29 Nov | 26076.45 | 0 | 0.00 | 0 | 0 | 0 | ||||
For Shree Cement Limited - strike price 28250 expiring on 26DEC2024
Delta for 28250 CE is 0.13
Historical price for 28250 CE is as follows
On 20 Dec SHREECEM was trading at 27063.50. The strike last trading price was 61, which was -70.15 lower than the previous day. The implied volatity was 28.30, the open interest changed by 66 which increased total open position to 290
On 19 Dec SHREECEM was trading at 27617.10. The strike last trading price was 131.15, which was -50.85 lower than the previous day. The implied volatity was 22.80, the open interest changed by 44 which increased total open position to 224
On 18 Dec SHREECEM was trading at 27908.80. The strike last trading price was 182, which was -126.75 lower than the previous day. The implied volatity was 18.46, the open interest changed by 5 which increased total open position to 174
On 17 Dec SHREECEM was trading at 28352.20. The strike last trading price was 308.75, which was 14.90 higher than the previous day. The implied volatity was 13.56, the open interest changed by 127 which increased total open position to 170
On 16 Dec SHREECEM was trading at 28091.25. The strike last trading price was 293.85, which was 96.30 higher than the previous day. The implied volatity was 17.45, the open interest changed by 24 which increased total open position to 44
On 13 Dec SHREECEM was trading at 27591.45. The strike last trading price was 197.55, which was 75.40 higher than the previous day. The implied volatity was 19.82, the open interest changed by -5 which decreased total open position to 19
On 12 Dec SHREECEM was trading at 27228.75. The strike last trading price was 122.15, which was -51.55 lower than the previous day. The implied volatity was 20.13, the open interest changed by 6 which increased total open position to 26
On 11 Dec SHREECEM was trading at 27305.50. The strike last trading price was 173.7, which was 33.70 higher than the previous day. The implied volatity was 21.41, the open interest changed by 12 which increased total open position to 19
On 10 Dec SHREECEM was trading at 27119.30. The strike last trading price was 140, 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 140, 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 140, which was -102.90 lower than the previous day. The implied volatity was 20.34, the open interest changed by 0 which decreased total open position to 7
On 5 Dec SHREECEM was trading at 26608.00. The strike last trading price was 242.9, 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 4 Dec SHREECEM was trading at 27403.90. The strike last trading price was 242.9, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 5 which increased total open position to 0
On 3 Dec SHREECEM was trading at 27159.35. The strike last trading price was 242.9, which was 27.85 higher than the previous day. The implied volatity was 21.17, the open interest changed by 0 which decreased total open position to 2
On 2 Dec SHREECEM was trading at 26784.00. The strike last trading price was 215.05, which was 215.05 higher than the previous day. The implied volatity was 23.69, the open interest changed by 1 which increased total open position to 1
On 29 Nov SHREECEM was trading at 26076.45. 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 28250 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 27063.50 | 1575.7 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Dec | 27617.10 | 1575.7 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Dec | 27908.80 | 1575.7 | 0.00 | 0.00 | 0 | 0 | 0 |
| 17 Dec | 28352.20 | 1575.7 | 0.00 | 0.00 | 0 | 0 | 0 |
| 16 Dec | 28091.25 | 1575.7 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Dec | 27591.45 | 1575.7 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Dec | 27228.75 | 1575.7 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Dec | 27305.50 | 1575.7 | 0.00 | 0.00 | 0 | 0 | 0 |
| 10 Dec | 27119.30 | 1575.7 | 0.00 | 0.00 | 0 | 0 | 0 |
| 9 Dec | 26711.25 | 1575.7 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Dec | 27076.65 | 1575.7 | 0.00 | 0.00 | 0 | -1 | 0 |
| 5 Dec | 26608.00 | 1575.7 | 204.70 | 20.25 | 1 | 0 | 1 |
| 4 Dec | 27403.90 | 1371 | -1734.30 | 31.91 | 1 | 0 | 0 |
| 3 Dec | 27159.35 | 3105.3 | 0.00 | - | 0 | 0 | 0 |
| 2 Dec | 26784.00 | 3105.3 | 3105.30 | - | 0 | 0 | 0 |
| 29 Nov | 26076.45 | 0 | 0.00 | 0 | 0 | 0 | |
For Shree Cement Limited - strike price 28250 expiring on 26DEC2024
Delta for 28250 PE is 0.00
Historical price for 28250 PE is as follows
On 20 Dec SHREECEM was trading at 27063.50. The strike last trading price was 1575.7, 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 19 Dec SHREECEM was trading at 27617.10. The strike last trading price was 1575.7, 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 18 Dec SHREECEM was trading at 27908.80. The strike last trading price was 1575.7, 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 17 Dec SHREECEM was trading at 28352.20. The strike last trading price was 1575.7, 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 16 Dec SHREECEM was trading at 28091.25. The strike last trading price was 1575.7, 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 13 Dec SHREECEM was trading at 27591.45. The strike last trading price was 1575.7, 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 1575.7, 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 1575.7, 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 1575.7, 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 1575.7, 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 1575.7, 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 5 Dec SHREECEM was trading at 26608.00. The strike last trading price was 1575.7, which was 204.70 higher than the previous day. The implied volatity was 20.25, the open interest changed by 0 which decreased total open position to 1
On 4 Dec SHREECEM was trading at 27403.90. The strike last trading price was 1371, which was -1734.30 lower than the previous day. The implied volatity was 31.91, 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 3105.3, 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 3105.3, which was 3105.30 higher 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 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
