SHREECEM
Shree Cement Limited
Historical option data for SHREECEM
20 Dec 2024 04:11 PM IST
| SHREECEM 26DEC2024 29500 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.05
Vega: 3.34
Theta: -11.16
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 27063.50 | 25.05 | -12.50 | 38.92 | 165 | 22 | 524 | |||
| 19 Dec | 27617.10 | 37.55 | -7.70 | 31.41 | 277 | 53 | 504 | |||
| 18 Dec | 27908.80 | 45.25 | -30.75 | 26.66 | 333 | 69 | 452 | |||
| 17 Dec | 28352.20 | 76 | 8.50 | 23.08 | 912 | 154 | 380 | |||
| 16 Dec | 28091.25 | 67.5 | 16.70 | 23.59 | 730 | 1 | 226 | |||
| 13 Dec | 27591.45 | 50.8 | 16.00 | 24.31 | 548 | -118 | 222 | |||
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| 12 Dec | 27228.75 | 34.8 | -6.50 | 24.93 | 231 | 61 | 340 | |||
| 11 Dec | 27305.50 | 41.3 | 12.70 | 24.23 | 891 | 76 | 279 | |||
| 10 Dec | 27119.30 | 28.6 | -10.65 | 22.58 | 123 | -7 | 204 | |||
| 9 Dec | 26711.25 | 39.25 | -5.15 | 27.20 | 188 | 65 | 211 | |||
| 6 Dec | 27076.65 | 44.4 | 2.10 | 23.52 | 402 | 33 | 147 | |||
| 5 Dec | 26608.00 | 42.3 | -37.65 | 25.82 | 230 | -25 | 114 | |||
| 4 Dec | 27403.90 | 79.95 | 3.00 | 23.97 | 129 | 39 | 134 | |||
| 3 Dec | 27159.35 | 76.95 | -8.85 | 23.39 | 858 | 28 | 95 | |||
| 2 Dec | 26784.00 | 85.8 | 26.67 | 434 | 70 | 70 | ||||
For Shree Cement Limited - strike price 29500 expiring on 26DEC2024
Delta for 29500 CE is 0.05
Historical price for 29500 CE is as follows
On 20 Dec SHREECEM was trading at 27063.50. The strike last trading price was 25.05, which was -12.50 lower than the previous day. The implied volatity was 38.92, the open interest changed by 22 which increased total open position to 524
On 19 Dec SHREECEM was trading at 27617.10. The strike last trading price was 37.55, which was -7.70 lower than the previous day. The implied volatity was 31.41, the open interest changed by 53 which increased total open position to 504
On 18 Dec SHREECEM was trading at 27908.80. The strike last trading price was 45.25, which was -30.75 lower than the previous day. The implied volatity was 26.66, the open interest changed by 69 which increased total open position to 452
On 17 Dec SHREECEM was trading at 28352.20. The strike last trading price was 76, which was 8.50 higher than the previous day. The implied volatity was 23.08, the open interest changed by 154 which increased total open position to 380
On 16 Dec SHREECEM was trading at 28091.25. The strike last trading price was 67.5, which was 16.70 higher than the previous day. The implied volatity was 23.59, the open interest changed by 1 which increased total open position to 226
On 13 Dec SHREECEM was trading at 27591.45. The strike last trading price was 50.8, which was 16.00 higher than the previous day. The implied volatity was 24.31, the open interest changed by -118 which decreased total open position to 222
On 12 Dec SHREECEM was trading at 27228.75. The strike last trading price was 34.8, which was -6.50 lower than the previous day. The implied volatity was 24.93, the open interest changed by 61 which increased total open position to 340
On 11 Dec SHREECEM was trading at 27305.50. The strike last trading price was 41.3, which was 12.70 higher than the previous day. The implied volatity was 24.23, the open interest changed by 76 which increased total open position to 279
On 10 Dec SHREECEM was trading at 27119.30. The strike last trading price was 28.6, which was -10.65 lower than the previous day. The implied volatity was 22.58, the open interest changed by -7 which decreased total open position to 204
On 9 Dec SHREECEM was trading at 26711.25. The strike last trading price was 39.25, which was -5.15 lower than the previous day. The implied volatity was 27.20, the open interest changed by 65 which increased total open position to 211
On 6 Dec SHREECEM was trading at 27076.65. The strike last trading price was 44.4, which was 2.10 higher than the previous day. The implied volatity was 23.52, the open interest changed by 33 which increased total open position to 147
On 5 Dec SHREECEM was trading at 26608.00. The strike last trading price was 42.3, which was -37.65 lower than the previous day. The implied volatity was 25.82, the open interest changed by -25 which decreased total open position to 114
On 4 Dec SHREECEM was trading at 27403.90. The strike last trading price was 79.95, which was 3.00 higher than the previous day. The implied volatity was 23.97, the open interest changed by 39 which increased total open position to 134
On 3 Dec SHREECEM was trading at 27159.35. The strike last trading price was 76.95, which was -8.85 lower than the previous day. The implied volatity was 23.39, the open interest changed by 28 which increased total open position to 95
On 2 Dec SHREECEM was trading at 26784.00. The strike last trading price was 85.8, which was lower than the previous day. The implied volatity was 26.67, the open interest changed by 70 which increased total open position to 70
| SHREECEM 26DEC2024 29500 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 27063.50 | 3064.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Dec | 27617.10 | 3064.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Dec | 27908.80 | 3064.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 17 Dec | 28352.20 | 3064.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 16 Dec | 28091.25 | 3064.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Dec | 27591.45 | 3064.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Dec | 27228.75 | 3064.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Dec | 27305.50 | 3064.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 10 Dec | 27119.30 | 3064.05 | 0.00 | 0.00 | 0 | 1 | 0 |
| 9 Dec | 26711.25 | 3064.05 | -316.10 | 56.67 | 1 | 0 | 0 |
| 6 Dec | 27076.65 | 3380.15 | 0.00 | - | 0 | 0 | 0 |
| 5 Dec | 26608.00 | 3380.15 | 0.00 | - | 0 | 0 | 0 |
| 4 Dec | 27403.90 | 3380.15 | 0.00 | - | 0 | 0 | 0 |
| 3 Dec | 27159.35 | 3380.15 | 0.00 | - | 0 | 0 | 0 |
| 2 Dec | 26784.00 | 3380.15 | - | 0 | 0 | 0 | |
For Shree Cement Limited - strike price 29500 expiring on 26DEC2024
Delta for 29500 PE is 0.00
Historical price for 29500 PE is as follows
On 20 Dec SHREECEM was trading at 27063.50. The strike last trading price was 3064.05, 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 19 Dec SHREECEM was trading at 27617.10. The strike last trading price was 3064.05, 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 18 Dec SHREECEM was trading at 27908.80. The strike last trading price was 3064.05, 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 17 Dec SHREECEM was trading at 28352.20. The strike last trading price was 3064.05, 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 16 Dec SHREECEM was trading at 28091.25. The strike last trading price was 3064.05, 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 13 Dec SHREECEM was trading at 27591.45. The strike last trading price was 3064.05, 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 12 Dec SHREECEM was trading at 27228.75. The strike last trading price was 3064.05, 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 11 Dec SHREECEM was trading at 27305.50. The strike last trading price was 3064.05, 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 10 Dec SHREECEM was trading at 27119.30. The strike last trading price was 3064.05, 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 9 Dec SHREECEM was trading at 26711.25. The strike last trading price was 3064.05, which was -316.10 lower than the previous day. The implied volatity was 56.67, 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 3380.15, 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 3380.15, 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 3380.15, 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 3380.15, 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 2 Dec SHREECEM was trading at 26784.00. The strike last trading price was 3380.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
