SHREECEM
Shree Cement Limited
Historical option data for SHREECEM
20 Dec 2024 04:11 PM IST
| SHREECEM 26DEC2024 28500 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.10
Vega: 5.87
Theta: -15.32
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 27063.50 | 45.55 | -43.45 | 29.89 | 354 | -24 | 235 | |||
| 19 Dec | 27617.10 | 89 | -37.00 | 23.67 | 223 | 17 | 260 | |||
| 18 Dec | 27908.80 | 126 | -99.05 | 19.71 | 599 | -11 | 243 | |||
| 17 Dec | 28352.20 | 225.05 | 13.85 | 15.87 | 927 | 69 | 255 | |||
| 16 Dec | 28091.25 | 211.2 | 70.60 | 18.48 | 544 | 41 | 188 | |||
| 13 Dec | 27591.45 | 140.6 | 50.60 | 20.21 | 240 | 15 | 148 | |||
| 12 Dec | 27228.75 | 90 | -27.25 | 20.86 | 86 | 4 | 132 | |||
| 11 Dec | 27305.50 | 117.25 | 34.65 | 21.09 | 372 | -84 | 129 | |||
| 10 Dec | 27119.30 | 82.6 | 15.05 | 19.23 | 240 | 83 | 214 | |||
| 9 Dec | 26711.25 | 67.55 | -42.20 | 21.98 | 206 | 59 | 141 | |||
| 6 Dec | 27076.65 | 109.75 | 13.30 | 20.62 | 241 | -29 | 80 | |||
| 5 Dec | 26608.00 | 96.45 | -66.40 | 23.13 | 131 | 56 | 109 | |||
| 4 Dec | 27403.90 | 162.85 | 1.15 | 20.31 | 48 | 7 | 54 | |||
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| 3 Dec | 27159.35 | 161.7 | -20.55 | 20.05 | 9 | 4 | 46 | |||
| 2 Dec | 26784.00 | 182.25 | -596.40 | 24.51 | 80 | 41 | 41 | |||
| 29 Nov | 26076.45 | 778.65 | 778.65 | 6.81 | 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 28500 expiring on 26DEC2024
Delta for 28500 CE is 0.10
Historical price for 28500 CE is as follows
On 20 Dec SHREECEM was trading at 27063.50. The strike last trading price was 45.55, which was -43.45 lower than the previous day. The implied volatity was 29.89, the open interest changed by -24 which decreased total open position to 235
On 19 Dec SHREECEM was trading at 27617.10. The strike last trading price was 89, which was -37.00 lower than the previous day. The implied volatity was 23.67, the open interest changed by 17 which increased total open position to 260
On 18 Dec SHREECEM was trading at 27908.80. The strike last trading price was 126, which was -99.05 lower than the previous day. The implied volatity was 19.71, the open interest changed by -11 which decreased total open position to 243
On 17 Dec SHREECEM was trading at 28352.20. The strike last trading price was 225.05, which was 13.85 higher than the previous day. The implied volatity was 15.87, the open interest changed by 69 which increased total open position to 255
On 16 Dec SHREECEM was trading at 28091.25. The strike last trading price was 211.2, which was 70.60 higher than the previous day. The implied volatity was 18.48, the open interest changed by 41 which increased total open position to 188
On 13 Dec SHREECEM was trading at 27591.45. The strike last trading price was 140.6, which was 50.60 higher than the previous day. The implied volatity was 20.21, the open interest changed by 15 which increased total open position to 148
On 12 Dec SHREECEM was trading at 27228.75. The strike last trading price was 90, which was -27.25 lower than the previous day. The implied volatity was 20.86, the open interest changed by 4 which increased total open position to 132
On 11 Dec SHREECEM was trading at 27305.50. The strike last trading price was 117.25, which was 34.65 higher than the previous day. The implied volatity was 21.09, the open interest changed by -84 which decreased total open position to 129
On 10 Dec SHREECEM was trading at 27119.30. The strike last trading price was 82.6, which was 15.05 higher than the previous day. The implied volatity was 19.23, the open interest changed by 83 which increased total open position to 214
On 9 Dec SHREECEM was trading at 26711.25. The strike last trading price was 67.55, which was -42.20 lower than the previous day. The implied volatity was 21.98, the open interest changed by 59 which increased total open position to 141
On 6 Dec SHREECEM was trading at 27076.65. The strike last trading price was 109.75, which was 13.30 higher than the previous day. The implied volatity was 20.62, the open interest changed by -29 which decreased total open position to 80
On 5 Dec SHREECEM was trading at 26608.00. The strike last trading price was 96.45, which was -66.40 lower than the previous day. The implied volatity was 23.13, the open interest changed by 56 which increased total open position to 109
On 4 Dec SHREECEM was trading at 27403.90. The strike last trading price was 162.85, which was 1.15 higher than the previous day. The implied volatity was 20.31, the open interest changed by 7 which increased total open position to 54
On 3 Dec SHREECEM was trading at 27159.35. The strike last trading price was 161.7, which was -20.55 lower than the previous day. The implied volatity was 20.05, the open interest changed by 4 which increased total open position to 46
On 2 Dec SHREECEM was trading at 26784.00. The strike last trading price was 182.25, which was -596.40 lower than the previous day. The implied volatity was 24.51, the open interest changed by 41 which increased total open position to 41
On 29 Nov SHREECEM was trading at 26076.45. The strike last trading price was 778.65, which was 778.65 higher than the previous day. The implied volatity was 6.81, the open interest changed by 0 which decreased total open position to 0
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 28500 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 27063.50 | 975.5 | 211.25 | - | 6 | 0 | 5 |
| 19 Dec | 27617.10 | 764.25 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Dec | 27908.80 | 764.25 | -19.95 | 26.59 | 24 | 0 | 5 |
| 17 Dec | 28352.20 | 784.2 | -1857.35 | 40.60 | 8 | 2 | 2 |
| 16 Dec | 28091.25 | 2641.55 | 0.00 | - | 0 | 0 | 0 |
| 13 Dec | 27591.45 | 2641.55 | 0.00 | - | 0 | 0 | 0 |
| 12 Dec | 27228.75 | 2641.55 | 0.00 | - | 0 | 0 | 0 |
| 11 Dec | 27305.50 | 2641.55 | 0.00 | - | 0 | 0 | 0 |
| 10 Dec | 27119.30 | 2641.55 | 0.00 | - | 0 | 0 | 0 |
| 9 Dec | 26711.25 | 2641.55 | 0.00 | - | 0 | 0 | 0 |
| 6 Dec | 27076.65 | 2641.55 | 0.00 | - | 0 | 0 | 0 |
| 5 Dec | 26608.00 | 2641.55 | 0.00 | - | 0 | 0 | 0 |
| 4 Dec | 27403.90 | 2641.55 | 0.00 | - | 0 | 0 | 0 |
| 3 Dec | 27159.35 | 2641.55 | 0.00 | - | 0 | 0 | 0 |
| 2 Dec | 26784.00 | 2641.55 | 0.00 | - | 0 | 0 | 0 |
| 29 Nov | 26076.45 | 2641.55 | 2641.55 | - | 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 28500 expiring on 26DEC2024
Delta for 28500 PE is -
Historical price for 28500 PE is as follows
On 20 Dec SHREECEM was trading at 27063.50. The strike last trading price was 975.5, which was 211.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 19 Dec SHREECEM was trading at 27617.10. The strike last trading price was 764.25, 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 764.25, which was -19.95 lower than the previous day. The implied volatity was 26.59, the open interest changed by 0 which decreased total open position to 5
On 17 Dec SHREECEM was trading at 28352.20. The strike last trading price was 784.2, which was -1857.35 lower than the previous day. The implied volatity was 40.60, the open interest changed by 2 which increased total open position to 2
On 16 Dec SHREECEM was trading at 28091.25. The strike last trading price was 2641.55, 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 13 Dec SHREECEM was trading at 27591.45. The strike last trading price was 2641.55, 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 12 Dec SHREECEM was trading at 27228.75. The strike last trading price was 2641.55, 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 11 Dec SHREECEM was trading at 27305.50. The strike last trading price was 2641.55, 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 10 Dec SHREECEM was trading at 27119.30. The strike last trading price was 2641.55, 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 9 Dec SHREECEM was trading at 26711.25. The strike last trading price was 2641.55, 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 6 Dec SHREECEM was trading at 27076.65. The strike last trading price was 2641.55, 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 5 Dec SHREECEM was trading at 26608.00. The strike last trading price was 2641.55, 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 4 Dec SHREECEM was trading at 27403.90. The strike last trading price was 2641.55, 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 3 Dec SHREECEM was trading at 27159.35. The strike last trading price was 2641.55, 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 2641.55, 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 2641.55, which was 2641.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
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
