SHREECEM
Shree Cement Limited
Historical option data for SHREECEM
20 Dec 2024 04:11 PM IST
| SHREECEM 26DEC2024 29250 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.07
Vega: 4.79
Theta: -16.67
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 20 Dec | 27063.50 | 44.45 | 2.10 | 40.45 | 2 | 0 | 17 | |||
| 19 Dec | 27617.10 | 42.35 | -15.65 | 29.05 | 5 | 0 | 16 | |||
| 18 Dec | 27908.80 | 58 | -56.10 | 25.15 | 30 | -17 | 15 | |||
| 17 Dec | 28352.20 | 114.1 | 26.35 | 22.81 | 185 | 12 | 31 | |||
| 16 Dec | 28091.25 | 87.75 | 49.10 | 22.31 | 252 | 12 | 19 | |||
| 13 Dec | 27591.45 | 38.65 | -4.20 | 20.75 | 2 | 0 | 5 | |||
| 12 Dec | 27228.75 | 42.85 | 19.05 | 23.86 | 12 | 2 | 6 | |||
| 11 Dec | 27305.50 | 23.8 | 0.00 | 0.00 | 0 | -1 | 0 | |||
| 10 Dec | 27119.30 | 23.8 | -49.25 | 20.04 | 1 | 0 | 5 | |||
| 9 Dec | 26711.25 | 73.05 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Dec | 27076.65 | 73.05 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 5 Dec | 26608.00 | 73.05 | -26.95 | 27.20 | 1 | 0 | 4 | |||
| 4 Dec | 27403.90 | 100 | 0.00 | 0.00 | 0 | 4 | 0 | |||
| 3 Dec | 27159.35 | 100 | 100.00 | 23.16 | 5 | 3 | 3 | |||
| 2 Dec | 26784.00 | 0 | 0.00 | 0 | 0 | 0 | ||||
For Shree Cement Limited - strike price 29250 expiring on 26DEC2024
Delta for 29250 CE is 0.07
Historical price for 29250 CE is as follows
On 20 Dec SHREECEM was trading at 27063.50. The strike last trading price was 44.45, which was 2.10 higher than the previous day. The implied volatity was 40.45, the open interest changed by 0 which decreased total open position to 17
On 19 Dec SHREECEM was trading at 27617.10. The strike last trading price was 42.35, which was -15.65 lower than the previous day. The implied volatity was 29.05, the open interest changed by 0 which decreased total open position to 16
On 18 Dec SHREECEM was trading at 27908.80. The strike last trading price was 58, which was -56.10 lower than the previous day. The implied volatity was 25.15, the open interest changed by -17 which decreased total open position to 15
On 17 Dec SHREECEM was trading at 28352.20. The strike last trading price was 114.1, which was 26.35 higher than the previous day. The implied volatity was 22.81, the open interest changed by 12 which increased total open position to 31
On 16 Dec SHREECEM was trading at 28091.25. The strike last trading price was 87.75, which was 49.10 higher than the previous day. The implied volatity was 22.31, the open interest changed by 12 which increased total open position to 19
On 13 Dec SHREECEM was trading at 27591.45. The strike last trading price was 38.65, which was -4.20 lower than the previous day. The implied volatity was 20.75, the open interest changed by 0 which decreased total open position to 5
On 12 Dec SHREECEM was trading at 27228.75. The strike last trading price was 42.85, which was 19.05 higher than the previous day. The implied volatity was 23.86, the open interest changed by 2 which increased total open position to 6
On 11 Dec SHREECEM was trading at 27305.50. The strike last trading price was 23.8, 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 10 Dec SHREECEM was trading at 27119.30. The strike last trading price was 23.8, which was -49.25 lower than the previous day. The implied volatity was 20.04, the open interest changed by 0 which decreased total open position to 5
On 9 Dec SHREECEM was trading at 26711.25. The strike last trading price was 73.05, 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 73.05, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 5 Dec SHREECEM was trading at 26608.00. The strike last trading price was 73.05, which was -26.95 lower than the previous day. The implied volatity was 27.20, the open interest changed by 0 which decreased total open position to 4
On 4 Dec SHREECEM was trading at 27403.90. The strike last trading price was 100, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 3 Dec SHREECEM was trading at 27159.35. The strike last trading price was 100, which was 100.00 higher than the previous day. The implied volatity was 23.16, the open interest changed by 3 which increased total open position to 3
On 2 Dec SHREECEM was trading at 26784.00. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
| SHREECEM 26DEC2024 29250 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 27063.50 | 3981.6 | 0.00 | - | 0 | 0 | 0 |
| 19 Dec | 27617.10 | 3981.6 | 0.00 | - | 0 | 0 | 0 |
| 18 Dec | 27908.80 | 3981.6 | 0.00 | - | 0 | 0 | 0 |
| 17 Dec | 28352.20 | 3981.6 | 0.00 | - | 0 | 0 | 0 |
| 16 Dec | 28091.25 | 3981.6 | 0.00 | - | 0 | 0 | 0 |
| 13 Dec | 27591.45 | 3981.6 | 0.00 | - | 0 | 0 | 0 |
| 12 Dec | 27228.75 | 3981.6 | 0.00 | - | 0 | 0 | 0 |
| 11 Dec | 27305.50 | 3981.6 | 0.00 | - | 0 | 0 | 0 |
| 10 Dec | 27119.30 | 3981.6 | 0.00 | - | 0 | 0 | 0 |
| 9 Dec | 26711.25 | 3981.6 | 0.00 | - | 0 | 0 | 0 |
| 6 Dec | 27076.65 | 3981.6 | 0.00 | - | 0 | 0 | 0 |
| 5 Dec | 26608.00 | 3981.6 | 0.00 | - | 0 | 0 | 0 |
| 4 Dec | 27403.90 | 3981.6 | 0.00 | - | 0 | 0 | 0 |
| 3 Dec | 27159.35 | 3981.6 | 3981.60 | - | 0 | 0 | 0 |
| 2 Dec | 26784.00 | 0 | 0.00 | 0 | 0 | 0 | |
For Shree Cement Limited - strike price 29250 expiring on 26DEC2024
Delta for 29250 PE is -
Historical price for 29250 PE is as follows
On 20 Dec SHREECEM was trading at 27063.50. The strike last trading price was 3981.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 19 Dec SHREECEM was trading at 27617.10. The strike last trading price was 3981.6, which was 0.00 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 27908.80. The strike last trading price was 3981.6, which was 0.00 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 28352.20. The strike last trading price was 3981.6, which was 0.00 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 28091.25. The strike last trading price was 3981.6, which was 0.00 lower than the previous day. The implied volatity was -, 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 3981.6, which was 0.00 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 27228.75. The strike last trading price was 3981.6, which was 0.00 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 27305.50. The strike last trading price was 3981.6, which was 0.00 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 27119.30. The strike last trading price was 3981.6, which was 0.00 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 26711.25. The strike last trading price was 3981.6, which was 0.00 lower than the previous day. The implied volatity was -, 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 3981.6, which was 0.00 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 26608.00. The strike last trading price was 3981.6, which was 0.00 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 27403.90. The strike last trading price was 3981.6, which was 0.00 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 27159.35. The strike last trading price was 3981.6, which was 3981.60 higher 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 26784.00. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
