[--[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 29000 CE
Delta: 0.04
Vega: 5.41
Theta: -3.09
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
8 Dec 26135.00 22.55 -1.35 22.91 1,102 29 176
5 Dec 26075.00 23.9 -9.55 21.34 45 -6 146
4 Dec 26450.00 33.2 -0.15 20.14 17 -1 152
3 Dec 26300.00 33.35 -15.45 20.87 44 16 154
2 Dec 26545.00 48.8 -2.2 - 0 15 0
1 Dec 26415.00 48.8 -2.2 21.15 28 15 138
28 Nov 26400.00 52 -15.4 19.60 147 45 123
27 Nov 26755.00 67.4 -37.75 17.98 88 -2 75
26 Nov 26935.00 107.15 25.15 18.89 103 51 74
25 Nov 26455.00 82 -12.5 20.26 17 -1 23
24 Nov 26490.00 94.5 -60.5 21.40 35 13 23
21 Nov 26480.00 155 -65 23.24 6 2 6
20 Nov 26480.00 220 -1 - 0 1 0
19 Nov 26510.00 220 -1 24.99 1 0 3
18 Nov 26420.00 221 -139 - 0 0 0
17 Nov 26680.00 221 -139 - 0 2 0
14 Nov 26700.00 221 -139 21.62 2 1 2
13 Nov 26995.00 360 -64.9 - 0 0 0
12 Nov 27095.00 360 -64.9 - 0 0 0
11 Nov 27035.00 360 -64.9 - 0 0 0
6 Nov 27450.00 360 -64.9 18.52 1 0 2
4 Nov 27600.00 424.9 -275.1 17.75 2 1 2
31 Oct 28310.00 700 -1175.35 - 1 0 0
30 Oct 28740.00 1875.35 0 - 0 0 0
24 Oct 28705.00 1875.35 0 - 0 0 0
23 Oct 28970.00 1875.35 0 - 0 0 0
21 Oct 28950.00 1875.35 0 - 0 0 0
17 Oct 29690.00 1875.35 0 - 0 0 0
16 Oct 30010.00 1875.35 0 - 0 0 0
15 Oct 29885.00 1875.35 0 - 0 0 0
14 Oct 29615.00 1875.35 0 - 0 0 0
13 Oct 29615.00 0 0 - 0 0 0
10 Oct 29445.00 0 0 - 0 0 0
9 Oct 29485.00 0 0 - 0 0 0
8 Oct 29285.00 0 0 - 0 0 0
7 Oct 29530.00 0 0 - 0 0 0
6 Oct 29295.00 0 0 - 0 0 0
3 Oct 29180.00 0 0 - 0 0 0


For Shree Cement Limited - strike price 29000 expiring on 30DEC2025

Delta for 29000 CE is 0.04

Historical price for 29000 CE is as follows

On 8 Dec SHREECEM was trading at 26135.00. The strike last trading price was 22.55, which was -1.35 lower than the previous day. The implied volatity was 22.91, the open interest changed by 29 which increased total open position to 176


On 5 Dec SHREECEM was trading at 26075.00. The strike last trading price was 23.9, which was -9.55 lower than the previous day. The implied volatity was 21.34, the open interest changed by -6 which decreased total open position to 146


On 4 Dec SHREECEM was trading at 26450.00. The strike last trading price was 33.2, which was -0.15 lower than the previous day. The implied volatity was 20.14, the open interest changed by -1 which decreased total open position to 152


On 3 Dec SHREECEM was trading at 26300.00. The strike last trading price was 33.35, which was -15.45 lower than the previous day. The implied volatity was 20.87, the open interest changed by 16 which increased total open position to 154


On 2 Dec SHREECEM was trading at 26545.00. The strike last trading price was 48.8, which was -2.2 lower than the previous day. The implied volatity was -, the open interest changed by 15 which increased total open position to 0


On 1 Dec SHREECEM was trading at 26415.00. The strike last trading price was 48.8, which was -2.2 lower than the previous day. The implied volatity was 21.15, the open interest changed by 15 which increased total open position to 138


On 28 Nov SHREECEM was trading at 26400.00. The strike last trading price was 52, which was -15.4 lower than the previous day. The implied volatity was 19.60, the open interest changed by 45 which increased total open position to 123


On 27 Nov SHREECEM was trading at 26755.00. The strike last trading price was 67.4, which was -37.75 lower than the previous day. The implied volatity was 17.98, the open interest changed by -2 which decreased total open position to 75


On 26 Nov SHREECEM was trading at 26935.00. The strike last trading price was 107.15, which was 25.15 higher than the previous day. The implied volatity was 18.89, the open interest changed by 51 which increased total open position to 74


On 25 Nov SHREECEM was trading at 26455.00. The strike last trading price was 82, which was -12.5 lower than the previous day. The implied volatity was 20.26, the open interest changed by -1 which decreased total open position to 23


On 24 Nov SHREECEM was trading at 26490.00. The strike last trading price was 94.5, which was -60.5 lower than the previous day. The implied volatity was 21.40, the open interest changed by 13 which increased total open position to 23


On 21 Nov SHREECEM was trading at 26480.00. The strike last trading price was 155, which was -65 lower than the previous day. The implied volatity was 23.24, the open interest changed by 2 which increased total open position to 6


On 20 Nov SHREECEM was trading at 26480.00. The strike last trading price was 220, which was -1 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 19 Nov SHREECEM was trading at 26510.00. The strike last trading price was 220, which was -1 lower than the previous day. The implied volatity was 24.99, the open interest changed by 0 which decreased total open position to 3


On 18 Nov SHREECEM was trading at 26420.00. The strike last trading price was 221, which was -139 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 221, which was -139 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0


On 14 Nov SHREECEM was trading at 26700.00. The strike last trading price was 221, which was -139 lower than the previous day. The implied volatity was 21.62, the open interest changed by 1 which increased total open position to 2


On 13 Nov SHREECEM was trading at 26995.00. The strike last trading price was 360, which was -64.9 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 360, which was -64.9 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 360, which was -64.9 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 360, which was -64.9 lower than the previous day. The implied volatity was 18.52, the open interest changed by 0 which decreased total open position to 2


On 4 Nov SHREECEM was trading at 27600.00. The strike last trading price was 424.9, which was -275.1 lower than the previous day. The implied volatity was 17.75, the open interest changed by 1 which increased total open position to 2


On 31 Oct SHREECEM was trading at 28310.00. The strike last trading price was 700, which was -1175.35 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 1875.35, 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 Oct SHREECEM was trading at 28705.00. The strike last trading price was 1875.35, 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 23 Oct SHREECEM was trading at 28970.00. The strike last trading price was 1875.35, 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 Oct SHREECEM was trading at 28950.00. The strike last trading price was 1875.35, 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 Oct SHREECEM was trading at 29690.00. The strike last trading price was 1875.35, 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 Oct SHREECEM was trading at 30010.00. The strike last trading price was 1875.35, 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 Oct SHREECEM was trading at 29885.00. The strike last trading price was 1875.35, 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 Oct SHREECEM was trading at 29615.00. The strike last trading price was 1875.35, 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 Oct SHREECEM was trading at 29615.00. The strike last trading price was 0, 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 Oct SHREECEM was trading at 29445.00. The strike last trading price was 0, 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 Oct SHREECEM was trading at 29485.00. The strike last trading price was 0, 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 Oct SHREECEM was trading at 29285.00. The strike last trading price was 0, 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 7 Oct SHREECEM was trading at 29530.00. The strike last trading price was 0, 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 Oct SHREECEM was trading at 29295.00. The strike last trading price was 0, 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 Oct SHREECEM was trading at 29180.00. The strike last trading price was 0, 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 29000 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
8 Dec 26135.00 2045.05 -263.8 - 0 0 3
5 Dec 26075.00 2045.05 -263.8 - 0 0 0
4 Dec 26450.00 2045.05 -263.8 - 0 0 0
3 Dec 26300.00 2045.05 -263.8 - 0 0 0
2 Dec 26545.00 2045.05 -263.8 - 0 0 0
1 Dec 26415.00 2045.05 -263.8 - 0 0 0
28 Nov 26400.00 2045.05 -263.8 - 0 0 0
27 Nov 26755.00 2045.05 -263.8 - 0 1 0
26 Nov 26935.00 2045.05 -263.8 25.91 3 1 3
25 Nov 26455.00 2308.85 1141.45 - 0 0 0
24 Nov 26490.00 2308.85 1141.45 - 0 0 0
21 Nov 26480.00 2308.85 1141.45 - 0 0 0
20 Nov 26480.00 2308.85 1141.45 - 0 0 0
19 Nov 26510.00 2308.85 1141.45 23.24 2 0 2
18 Nov 26420.00 1167.4 -3.8 - 0 0 0
17 Nov 26680.00 1167.4 -3.8 - 0 0 0
14 Nov 26700.00 1167.4 -3.8 - 0 0 0
13 Nov 26995.00 1167.4 -3.8 - 0 0 0
12 Nov 27095.00 1167.4 -3.8 - 0 0 0
11 Nov 27035.00 1167.4 -3.8 - 0 0 0
6 Nov 27450.00 1167.4 -3.8 - 0 0 0
4 Nov 27600.00 1167.4 -3.8 - 0 0 0
31 Oct 28310.00 1167.4 -3.8 - 2 0 0
30 Oct 28740.00 1171.2 0 - 0 0 0
24 Oct 28705.00 1171.2 0 - 0 0 0
23 Oct 28970.00 1171.2 0 0.97 0 0 0
21 Oct 28950.00 1171.2 0 0.88 0 0 0
17 Oct 29690.00 1171.2 0 - 0 0 0
16 Oct 30010.00 1171.2 0 - 0 0 0
15 Oct 29885.00 1171.2 0 - 0 0 0
14 Oct 29615.00 1171.2 0 - 0 0 0
13 Oct 29615.00 1171.2 0 - 0 0 0
10 Oct 29445.00 1171.2 0 - 0 0 0
9 Oct 29485.00 1171.2 0 - 0 0 0
8 Oct 29285.00 1171.2 0 - 0 0 0
7 Oct 29530.00 1171.2 0 - 0 0 0
6 Oct 29295.00 1171.2 0 - 0 0 0
3 Oct 29180.00 1171.2 0 1.48 0 0 0


For Shree Cement Limited - strike price 29000 expiring on 30DEC2025

Delta for 29000 PE is -

Historical price for 29000 PE is as follows

On 8 Dec SHREECEM was trading at 26135.00. The strike last trading price was 2045.05, which was -263.8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3


On 5 Dec SHREECEM was trading at 26075.00. The strike last trading price was 2045.05, which was -263.8 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 2045.05, which was -263.8 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 2045.05, which was -263.8 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 2045.05, which was -263.8 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 2045.05, which was -263.8 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 2045.05, which was -263.8 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 2045.05, which was -263.8 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 26 Nov SHREECEM was trading at 26935.00. The strike last trading price was 2045.05, which was -263.8 lower than the previous day. The implied volatity was 25.91, the open interest changed by 1 which increased total open position to 3


On 25 Nov SHREECEM was trading at 26455.00. The strike last trading price was 2308.85, which was 1141.45 higher 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 2308.85, which was 1141.45 higher 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 2308.85, which was 1141.45 higher 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 2308.85, which was 1141.45 higher 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 2308.85, which was 1141.45 higher than the previous day. The implied volatity was 23.24, the open interest changed by 0 which decreased total open position to 2


On 18 Nov SHREECEM was trading at 26420.00. The strike last trading price was 1167.4, which was -3.8 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 1167.4, which was -3.8 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 1167.4, which was -3.8 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 1167.4, which was -3.8 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 1167.4, which was -3.8 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 1167.4, which was -3.8 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 1167.4, which was -3.8 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 1167.4, which was -3.8 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 1167.4, which was -3.8 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 1171.2, 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 Oct SHREECEM was trading at 28705.00. The strike last trading price was 1171.2, 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 23 Oct SHREECEM was trading at 28970.00. The strike last trading price was 1171.2, which was 0 lower than the previous day. The implied volatity was 0.97, the open interest changed by 0 which decreased total open position to 0


On 21 Oct SHREECEM was trading at 28950.00. The strike last trading price was 1171.2, which was 0 lower than the previous day. The implied volatity was 0.88, the open interest changed by 0 which decreased total open position to 0


On 17 Oct SHREECEM was trading at 29690.00. The strike last trading price was 1171.2, 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 Oct SHREECEM was trading at 30010.00. The strike last trading price was 1171.2, 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 Oct SHREECEM was trading at 29885.00. The strike last trading price was 1171.2, 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 Oct SHREECEM was trading at 29615.00. The strike last trading price was 1171.2, 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 Oct SHREECEM was trading at 29615.00. The strike last trading price was 1171.2, 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 Oct SHREECEM was trading at 29445.00. The strike last trading price was 1171.2, 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 Oct SHREECEM was trading at 29485.00. The strike last trading price was 1171.2, 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 Oct SHREECEM was trading at 29285.00. The strike last trading price was 1171.2, 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 7 Oct SHREECEM was trading at 29530.00. The strike last trading price was 1171.2, 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 Oct SHREECEM was trading at 29295.00. The strike last trading price was 1171.2, 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 Oct SHREECEM was trading at 29180.00. The strike last trading price was 1171.2, which was 0 lower than the previous day. The implied volatity was 1.48, the open interest changed by 0 which decreased total open position to 0