SHREECEM
Shree Cement Limited
Historical option data for SHREECEM
08 Dec 2025 04:11 PM IST
| SHREECEM 30-DEC-2025 28750 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.05
Vega: 6.39
Theta: -3.52
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 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 | |||||||||
| 24 Nov | 26490.00 | 165 | -13.1 | - | 0 | 3 | 0 | |||||||||
| 21 Nov | 26480.00 | 165 | -13.1 | 21.80 | 4 | 2 | 9 | |||||||||
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| 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 0.05
Historical price for 28750 CE is as follows
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 |
| 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 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































































































































































































































