[--[65.84.65.76]--]

SHREECEM

Shree Cement Limited
26135 +60.00 (0.23%)
L: 26000 H: 26365

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Historical option data for SHREECEM

08 Dec 2025 04:11 PM IST
SHREECEM 30-DEC-2025 28750 CE
Delta: 0.05
Vega: 6.39
Theta: -3.52
Gamma: 0.00
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
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
Delta: -
Vega: -
Theta: -
Gamma: -
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