SHREECEM
Shree Cement Limited
Historical option data for SHREECEM
19 Dec 2025 04:11 PM IST
| SHREECEM 30-DEC-2025 28750 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.02
Vega: 1.79
Theta: -2.55
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 19 Dec | 25600.00 | 7.55 | -3.8 | 30.03 | 955 | 21 | 31 | |||||||||
| 18 Dec | 25645.00 | 11.35 | -15.85 | - | 0 | 0 | 10 | |||||||||
| 17 Dec | 26045.00 | 11.35 | -15.85 | - | 0 | 0 | 10 | |||||||||
| 16 Dec | 25990.00 | 11.35 | -15.85 | - | 0 | 0 | 10 | |||||||||
| 15 Dec | 26625.00 | 11.35 | -15.85 | - | 0 | 0 | 0 | |||||||||
| 12 Dec | 26285.00 | 11.35 | -15.85 | - | 0 | 0 | 10 | |||||||||
| 11 Dec | 26080.00 | 11.35 | -15.85 | 20.45 | 3 | -2 | 11 | |||||||||
| 10 Dec | 25885.00 | 27.2 | -0.2 | - | 0 | 0 | 13 | |||||||||
| 9 Dec | 26100.00 | 27.2 | -0.2 | 22.54 | 2 | 0 | 11 | |||||||||
| 8 Dec | 26135.00 | 27.4 | -0.55 | 21.92 | 1 | 0 | 11 | |||||||||
| 5 Dec | 26075.00 | 23.35 | -26.65 | 19.73 | 3 | 1 | 12 | |||||||||
| 4 Dec | 26450.00 | 50 | -13.9 | - | 0 | 1 | 0 | |||||||||
| 3 Dec | 26300.00 | 50 | -13.9 | 21.13 | 1 | 0 | 10 | |||||||||
| 2 Dec | 26545.00 | 64 | -30.6 | 18.83 | 3 | 1 | 11 | |||||||||
| 1 Dec | 26415.00 | 94.6 | -70.4 | - | 0 | 0 | 0 | |||||||||
| 28 Nov | 26400.00 | 94.6 | -70.4 | - | 0 | 0 | 0 | |||||||||
| 27 Nov | 26755.00 | 94.6 | -70.4 | 18.04 | 9 | 1 | 11 | |||||||||
| 26 Nov | 26935.00 | 165 | -13.1 | - | 0 | 0 | 0 | |||||||||
| 25 Nov | 26455.00 | 165 | -13.1 | - | 0 | 0 | 0 | |||||||||
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| 24 Nov | 26490.00 | 165 | -13.1 | - | 0 | 3 | 0 | |||||||||
| 21 Nov | 26480.00 | 165 | -13.1 | 21.80 | 4 | 2 | 9 | |||||||||
| 20 Nov | 26480.00 | 178.1 | -24.05 | - | 0 | 3 | 0 | |||||||||
| 19 Nov | 26510.00 | 178.1 | -24.05 | 21.35 | 3 | 2 | 6 | |||||||||
| 18 Nov | 26420.00 | 202.15 | -1065.95 | 22.74 | 4 | 3 | 3 | |||||||||
| 17 Nov | 26680.00 | 1268.1 | 0 | 4.18 | 0 | 0 | 0 | |||||||||
| 14 Nov | 26700.00 | 1268.1 | 0 | 3.72 | 0 | 0 | 0 | |||||||||
| 13 Nov | 26995.00 | 1268.1 | 0 | 3.23 | 0 | 0 | 0 | |||||||||
| 12 Nov | 27095.00 | 1268.1 | 0 | 3.05 | 0 | 0 | 0 | |||||||||
| 11 Nov | 27035.00 | 1268.1 | 0 | 3.09 | 0 | 0 | 0 | |||||||||
| 6 Nov | 27450.00 | 1268.1 | 0 | 1.89 | 0 | 0 | 0 | |||||||||
| 4 Nov | 27600.00 | 1268.1 | 0 | 1.32 | 0 | 0 | 0 | |||||||||
| 31 Oct | 28310.00 | 1268.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Oct | 28740.00 | 1268.1 | 0 | - | 0 | 0 | 0 | |||||||||
For Shree Cement Limited - strike price 28750 expiring on 30DEC2025
Delta for 28750 CE is 0.02
Historical price for 28750 CE is as follows
On 19 Dec SHREECEM was trading at 25600.00. The strike last trading price was 7.55, which was -3.8 lower than the previous day. The implied volatity was 30.03, the open interest changed by 21 which increased total open position to 31
On 18 Dec SHREECEM was trading at 25645.00. The strike last trading price was 11.35, which was -15.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10
On 17 Dec SHREECEM was trading at 26045.00. The strike last trading price was 11.35, which was -15.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10
On 16 Dec SHREECEM was trading at 25990.00. The strike last trading price was 11.35, which was -15.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10
On 15 Dec SHREECEM was trading at 26625.00. The strike last trading price was 11.35, which was -15.85 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 26285.00. The strike last trading price was 11.35, which was -15.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10
On 11 Dec SHREECEM was trading at 26080.00. The strike last trading price was 11.35, which was -15.85 lower than the previous day. The implied volatity was 20.45, the open interest changed by -2 which decreased total open position to 11
On 10 Dec SHREECEM was trading at 25885.00. The strike last trading price was 27.2, which was -0.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 13
On 9 Dec SHREECEM was trading at 26100.00. The strike last trading price was 27.2, which was -0.2 lower than the previous day. The implied volatity was 22.54, the open interest changed by 0 which decreased total open position to 11
On 8 Dec SHREECEM was trading at 26135.00. The strike last trading price was 27.4, which was -0.55 lower than the previous day. The implied volatity was 21.92, the open interest changed by 0 which decreased total open position to 11
On 5 Dec SHREECEM was trading at 26075.00. The strike last trading price was 23.35, which was -26.65 lower than the previous day. The implied volatity was 19.73, the open interest changed by 1 which increased total open position to 12
On 4 Dec SHREECEM was trading at 26450.00. The strike last trading price was 50, which was -13.9 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 3 Dec SHREECEM was trading at 26300.00. The strike last trading price was 50, which was -13.9 lower than the previous day. The implied volatity was 21.13, the open interest changed by 0 which decreased total open position to 10
On 2 Dec SHREECEM was trading at 26545.00. The strike last trading price was 64, which was -30.6 lower than the previous day. The implied volatity was 18.83, the open interest changed by 1 which increased total open position to 11
On 1 Dec SHREECEM was trading at 26415.00. The strike last trading price was 94.6, which was -70.4 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 26400.00. The strike last trading price was 94.6, which was -70.4 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 26755.00. The strike last trading price was 94.6, which was -70.4 lower than the previous day. The implied volatity was 18.04, the open interest changed by 1 which increased total open position to 11
On 26 Nov SHREECEM was trading at 26935.00. The strike last trading price was 165, which was -13.1 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 26455.00. The strike last trading price was 165, which was -13.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 24 Nov SHREECEM was trading at 26490.00. The strike last trading price was 165, which was -13.1 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0
On 21 Nov SHREECEM was trading at 26480.00. The strike last trading price was 165, which was -13.1 lower than the previous day. The implied volatity was 21.80, the open interest changed by 2 which increased total open position to 9
On 20 Nov SHREECEM was trading at 26480.00. The strike last trading price was 178.1, which was -24.05 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0
On 19 Nov SHREECEM was trading at 26510.00. The strike last trading price was 178.1, which was -24.05 lower than the previous day. The implied volatity was 21.35, the open interest changed by 2 which increased total open position to 6
On 18 Nov SHREECEM was trading at 26420.00. The strike last trading price was 202.15, which was -1065.95 lower than the previous day. The implied volatity was 22.74, the open interest changed by 3 which increased total open position to 3
On 17 Nov SHREECEM was trading at 26680.00. The strike last trading price was 1268.1, which was 0 lower than the previous day. The implied volatity was 4.18, 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 1268.1, which was 0 lower than the previous day. The implied volatity was 3.72, 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 1268.1, which was 0 lower than the previous day. The implied volatity was 3.23, 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 1268.1, which was 0 lower than the previous day. The implied volatity was 3.05, 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 1268.1, which was 0 lower than the previous day. The implied volatity was 3.09, the open interest changed by 0 which decreased total open position to 0
On 6 Nov SHREECEM was trading at 27450.00. The strike last trading price was 1268.1, which was 0 lower than the previous day. The implied volatity was 1.89, 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 1268.1, which was 0 lower than the previous day. The implied volatity was 1.32, 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 1268.1, 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 1268.1, 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 28750 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 19 Dec | 25600.00 | 1131.5 | 0 | - | 0 | 0 | 0 |
| 18 Dec | 25645.00 | 1131.5 | 0 | - | 0 | 0 | 0 |
| 17 Dec | 26045.00 | 1131.5 | 0 | - | 0 | 0 | 0 |
| 16 Dec | 25990.00 | 1131.5 | 0 | - | 0 | 0 | 0 |
| 15 Dec | 26625.00 | 1131.5 | 0 | - | 0 | 0 | 0 |
| 12 Dec | 26285.00 | 1131.5 | 0 | - | 0 | 0 | 0 |
| 11 Dec | 26080.00 | 1131.5 | 0 | - | 0 | 0 | 0 |
| 10 Dec | 25885.00 | 1131.5 | 0 | - | 0 | 0 | 0 |
| 9 Dec | 26100.00 | 1131.5 | 0 | - | 0 | 0 | 0 |
| 8 Dec | 26135.00 | 1131.5 | 0 | - | 0 | 0 | 0 |
| 5 Dec | 26075.00 | 1131.5 | 0 | - | 0 | 0 | 0 |
| 4 Dec | 26450.00 | 1131.5 | 0 | - | 0 | 0 | 0 |
| 3 Dec | 26300.00 | 1131.5 | 0 | - | 0 | 0 | 0 |
| 2 Dec | 26545.00 | 1131.5 | 0 | - | 0 | 0 | 0 |
| 1 Dec | 26415.00 | 1131.5 | 0 | - | 0 | 0 | 0 |
| 28 Nov | 26400.00 | 1131.5 | 0 | - | 0 | 0 | 0 |
| 27 Nov | 26755.00 | 1131.5 | 0 | - | 0 | 0 | 0 |
| 26 Nov | 26935.00 | 1131.5 | 0 | - | 0 | 0 | 0 |
| 25 Nov | 26455.00 | 1131.5 | 0 | - | 0 | 0 | 0 |
| 24 Nov | 26490.00 | 1131.5 | 0 | - | 0 | 0 | 0 |
| 21 Nov | 26480.00 | 1131.5 | 0 | - | 0 | 0 | 0 |
| 20 Nov | 26480.00 | 1131.5 | 0 | - | 0 | 0 | 0 |
| 19 Nov | 26510.00 | 1131.5 | 0 | - | 0 | 0 | 0 |
| 18 Nov | 26420.00 | 1131.5 | 0 | - | 0 | 0 | 0 |
| 17 Nov | 26680.00 | 1131.5 | 0 | - | 0 | 0 | 0 |
| 14 Nov | 26700.00 | 1131.5 | 0 | - | 0 | 0 | 0 |
| 13 Nov | 26995.00 | 1131.5 | 0 | - | 0 | 0 | 0 |
| 12 Nov | 27095.00 | 1131.5 | 0 | - | 0 | 0 | 0 |
| 11 Nov | 27035.00 | 1131.5 | 0 | - | 0 | 0 | 0 |
| 6 Nov | 27450.00 | 1131.5 | 0 | - | 0 | 0 | 0 |
| 4 Nov | 27600.00 | 1131.5 | 0 | - | 0 | 0 | 0 |
| 31 Oct | 28310.00 | 1131.5 | 0 | - | 0 | 0 | 0 |
| 30 Oct | 28740.00 | 1131.5 | 0 | 0.96 | 0 | 0 | 0 |
For Shree Cement Limited - strike price 28750 expiring on 30DEC2025
Delta for 28750 PE is -
Historical price for 28750 PE is as follows
On 19 Dec SHREECEM was trading at 25600.00. The strike last trading price was 1131.5, 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 18 Dec SHREECEM was trading at 25645.00. The strike last trading price was 1131.5, 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 Dec SHREECEM was trading at 26045.00. The strike last trading price was 1131.5, 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 Dec SHREECEM was trading at 25990.00. The strike last trading price was 1131.5, 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 Dec SHREECEM was trading at 26625.00. The strike last trading price was 1131.5, 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 12 Dec SHREECEM was trading at 26285.00. The strike last trading price was 1131.5, 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 11 Dec SHREECEM was trading at 26080.00. The strike last trading price was 1131.5, 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 Dec SHREECEM was trading at 25885.00. The strike last trading price was 1131.5, 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 Dec SHREECEM was trading at 26100.00. The strike last trading price was 1131.5, 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 Dec SHREECEM was trading at 26135.00. The strike last trading price was 1131.5, 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 5 Dec SHREECEM was trading at 26075.00. The strike last trading price was 1131.5, 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 4 Dec SHREECEM was trading at 26450.00. The strike last trading price was 1131.5, 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 Dec SHREECEM was trading at 26300.00. The strike last trading price was 1131.5, 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 2 Dec SHREECEM was trading at 26545.00. The strike last trading price was 1131.5, 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 1 Dec SHREECEM was trading at 26415.00. The strike last trading price was 1131.5, 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 28 Nov SHREECEM was trading at 26400.00. The strike last trading price was 1131.5, 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 Nov SHREECEM was trading at 26755.00. The strike last trading price was 1131.5, 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 26 Nov SHREECEM was trading at 26935.00. The strike last trading price was 1131.5, 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 25 Nov SHREECEM was trading at 26455.00. The strike last trading price was 1131.5, 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 Nov SHREECEM was trading at 26490.00. The strike last trading price was 1131.5, 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 Nov SHREECEM was trading at 26480.00. The strike last trading price was 1131.5, 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 Nov SHREECEM was trading at 26480.00. The strike last trading price was 1131.5, 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 19 Nov SHREECEM was trading at 26510.00. The strike last trading price was 1131.5, 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 18 Nov SHREECEM was trading at 26420.00. The strike last trading price was 1131.5, 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 Nov SHREECEM was trading at 26680.00. The strike last trading price was 1131.5, 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 Nov SHREECEM was trading at 26700.00. The strike last trading price was 1131.5, 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 Nov SHREECEM was trading at 26995.00. The strike last trading price was 1131.5, 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 12 Nov SHREECEM was trading at 27095.00. The strike last trading price was 1131.5, 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 11 Nov SHREECEM was trading at 27035.00. The strike last trading price was 1131.5, 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 Nov SHREECEM was trading at 27450.00. The strike last trading price was 1131.5, 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 4 Nov SHREECEM was trading at 27600.00. The strike last trading price was 1131.5, 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 1131.5, 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 1131.5, which was 0 lower than the previous day. The implied volatity was 0.96, the open interest changed by 0 which decreased total open position to 0































































































































































































































