SHREECEM
Shree Cement Limited
Historical option data for SHREECEM
20 Dec 2024 04:11 PM IST
| SHREECEM 26DEC2024 29000 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.06
Vega: 3.87
Theta: -11.03
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 27063.50 | 26.4 | -19.10 | 32.95 | 383 | -43 | 478 | |||
| 19 Dec | 27617.10 | 45.5 | -21.85 | 26.17 | 334 | -44 | 523 | |||
| 18 Dec | 27908.80 | 67.35 | -56.65 | 22.74 | 777 | 25 | 570 | |||
| 17 Dec | 28352.20 | 124 | 12.50 | 19.55 | 1,960 | 78 | 546 | |||
| 16 Dec | 28091.25 | 111.5 | 44.70 | 20.71 | 1,421 | 62 | 469 | |||
| 13 Dec | 27591.45 | 66.8 | 8.95 | 20.86 | 310 | 77 | 408 | |||
| 12 Dec | 27228.75 | 57.85 | -5.50 | 23.26 | 45 | 7 | 332 | |||
| 11 Dec | 27305.50 | 63.35 | 18.35 | 22.16 | 734 | 25 | 327 | |||
| 10 Dec | 27119.30 | 45 | 3.20 | 20.63 | 270 | -13 | 304 | |||
| 9 Dec | 26711.25 | 41.8 | -24.35 | 23.59 | 312 | 36 | 315 | |||
| 6 Dec | 27076.65 | 66.15 | 6.15 | 21.84 | 482 | -30 | 278 | |||
| 5 Dec | 26608.00 | 60 | -53.65 | 24.17 | 502 | 14 | 303 | |||
| 4 Dec | 27403.90 | 113.65 | -9.55 | 22.25 | 359 | -28 | 289 | |||
| 3 Dec | 27159.35 | 123.2 | 3.85 | 22.57 | 985 | 7 | 316 | |||
| 2 Dec | 26784.00 | 119.35 | 69.70 | 25.25 | 2,636 | 125 | 308 | |||
| 29 Nov | 26076.45 | 49.65 | 49.65 | 24.63 | 841 | 186 | 187 | |||
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| 1 Oct | 26523.25 | 0 | - | 0 | 0 | 0 | ||||
For Shree Cement Limited - strike price 29000 expiring on 26DEC2024
Delta for 29000 CE is 0.06
Historical price for 29000 CE is as follows
On 20 Dec SHREECEM was trading at 27063.50. The strike last trading price was 26.4, which was -19.10 lower than the previous day. The implied volatity was 32.95, the open interest changed by -43 which decreased total open position to 478
On 19 Dec SHREECEM was trading at 27617.10. The strike last trading price was 45.5, which was -21.85 lower than the previous day. The implied volatity was 26.17, the open interest changed by -44 which decreased total open position to 523
On 18 Dec SHREECEM was trading at 27908.80. The strike last trading price was 67.35, which was -56.65 lower than the previous day. The implied volatity was 22.74, the open interest changed by 25 which increased total open position to 570
On 17 Dec SHREECEM was trading at 28352.20. The strike last trading price was 124, which was 12.50 higher than the previous day. The implied volatity was 19.55, the open interest changed by 78 which increased total open position to 546
On 16 Dec SHREECEM was trading at 28091.25. The strike last trading price was 111.5, which was 44.70 higher than the previous day. The implied volatity was 20.71, the open interest changed by 62 which increased total open position to 469
On 13 Dec SHREECEM was trading at 27591.45. The strike last trading price was 66.8, which was 8.95 higher than the previous day. The implied volatity was 20.86, the open interest changed by 77 which increased total open position to 408
On 12 Dec SHREECEM was trading at 27228.75. The strike last trading price was 57.85, which was -5.50 lower than the previous day. The implied volatity was 23.26, the open interest changed by 7 which increased total open position to 332
On 11 Dec SHREECEM was trading at 27305.50. The strike last trading price was 63.35, which was 18.35 higher than the previous day. The implied volatity was 22.16, the open interest changed by 25 which increased total open position to 327
On 10 Dec SHREECEM was trading at 27119.30. The strike last trading price was 45, which was 3.20 higher than the previous day. The implied volatity was 20.63, the open interest changed by -13 which decreased total open position to 304
On 9 Dec SHREECEM was trading at 26711.25. The strike last trading price was 41.8, which was -24.35 lower than the previous day. The implied volatity was 23.59, the open interest changed by 36 which increased total open position to 315
On 6 Dec SHREECEM was trading at 27076.65. The strike last trading price was 66.15, which was 6.15 higher than the previous day. The implied volatity was 21.84, the open interest changed by -30 which decreased total open position to 278
On 5 Dec SHREECEM was trading at 26608.00. The strike last trading price was 60, which was -53.65 lower than the previous day. The implied volatity was 24.17, the open interest changed by 14 which increased total open position to 303
On 4 Dec SHREECEM was trading at 27403.90. The strike last trading price was 113.65, which was -9.55 lower than the previous day. The implied volatity was 22.25, the open interest changed by -28 which decreased total open position to 289
On 3 Dec SHREECEM was trading at 27159.35. The strike last trading price was 123.2, which was 3.85 higher than the previous day. The implied volatity was 22.57, the open interest changed by 7 which increased total open position to 316
On 2 Dec SHREECEM was trading at 26784.00. The strike last trading price was 119.35, which was 69.70 higher than the previous day. The implied volatity was 25.25, the open interest changed by 125 which increased total open position to 308
On 29 Nov SHREECEM was trading at 26076.45. The strike last trading price was 49.65, which was 49.65 higher than the previous day. The implied volatity was 24.63, the open interest changed by 186 which increased total open position to 187
On 1 Oct SHREECEM was trading at 26523.25. 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 29000 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 27063.50 | 1825.75 | 552.90 | - | 1 | 0 | 1 |
| 19 Dec | 27617.10 | 1272.85 | 0.00 | 0.00 | 0 | -1 | 0 |
| 18 Dec | 27908.80 | 1272.85 | 80.45 | 36.90 | 1 | 0 | 2 |
| 17 Dec | 28352.20 | 1192.4 | -707.60 | 47.19 | 1 | 0 | 1 |
| 16 Dec | 28091.25 | 1900 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Dec | 27591.45 | 1900 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Dec | 27228.75 | 1900 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Dec | 27305.50 | 1900 | 0.00 | 0.00 | 0 | 0 | 0 |
| 10 Dec | 27119.30 | 1900 | 0.00 | 0.00 | 0 | 0 | 0 |
| 9 Dec | 26711.25 | 1900 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Dec | 27076.65 | 1900 | 0.00 | 0.00 | 0 | 0 | 0 |
| 5 Dec | 26608.00 | 1900 | 0.00 | 0.00 | 0 | 0 | 0 |
| 4 Dec | 27403.90 | 1900 | -1600.00 | 31.23 | 1 | 0 | 1 |
| 3 Dec | 27159.35 | 3500 | 0.00 | 0.00 | 0 | 0 | 0 |
| 2 Dec | 26784.00 | 3500 | 0.00 | 0.00 | 0 | 0 | 0 |
| 29 Nov | 26076.45 | 3500 | 3500.00 | 0.00 | 0 | 0 | 0 |
| 1 Oct | 26523.25 | 0 | - | 0 | 0 | 0 | |
For Shree Cement Limited - strike price 29000 expiring on 26DEC2024
Delta for 29000 PE is -
Historical price for 29000 PE is as follows
On 20 Dec SHREECEM was trading at 27063.50. The strike last trading price was 1825.75, which was 552.90 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 19 Dec SHREECEM was trading at 27617.10. The strike last trading price was 1272.85, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 18 Dec SHREECEM was trading at 27908.80. The strike last trading price was 1272.85, which was 80.45 higher than the previous day. The implied volatity was 36.90, the open interest changed by 0 which decreased total open position to 2
On 17 Dec SHREECEM was trading at 28352.20. The strike last trading price was 1192.4, which was -707.60 lower than the previous day. The implied volatity was 47.19, the open interest changed by 0 which decreased total open position to 1
On 16 Dec SHREECEM was trading at 28091.25. The strike last trading price was 1900, 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 13 Dec SHREECEM was trading at 27591.45. The strike last trading price was 1900, 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 12 Dec SHREECEM was trading at 27228.75. The strike last trading price was 1900, 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 11 Dec SHREECEM was trading at 27305.50. The strike last trading price was 1900, 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 10 Dec SHREECEM was trading at 27119.30. The strike last trading price was 1900, 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 9 Dec SHREECEM was trading at 26711.25. The strike last trading price was 1900, 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 6 Dec SHREECEM was trading at 27076.65. The strike last trading price was 1900, 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 5 Dec SHREECEM was trading at 26608.00. The strike last trading price was 1900, 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 4 Dec SHREECEM was trading at 27403.90. The strike last trading price was 1900, which was -1600.00 lower than the previous day. The implied volatity was 31.23, the open interest changed by 0 which decreased total open position to 1
On 3 Dec SHREECEM was trading at 27159.35. The strike last trading price was 3500, 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 2 Dec SHREECEM was trading at 26784.00. The strike last trading price was 3500, 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 29 Nov SHREECEM was trading at 26076.45. The strike last trading price was 3500, which was 3500.00 higher than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 1 Oct SHREECEM was trading at 26523.25. 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
