SHREECEM
Shree Cement Limited
Historical option data for SHREECEM
20 Dec 2024 04:11 PM IST
| SHREECEM 26DEC2024 29750 CE | ||||||||||
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Delta: 0.01
Vega: 1.11
Theta: -3.03
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 27063.50 | 4.65 | -31.00 | 31.86 | 1 | 0 | 28 | |||
| 19 Dec | 27617.10 | 35.65 | 0.50 | 34.12 | 30 | 2 | 28 | |||
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| 18 Dec | 27908.80 | 35.15 | -17.80 | 28.01 | 9 | -2 | 27 | |||
| 17 Dec | 28352.20 | 52.95 | 8.05 | 23.77 | 31 | 2 | 29 | |||
| 16 Dec | 28091.25 | 44.9 | 3.05 | 23.85 | 122 | 23 | 32 | |||
| 11 Dec | 27305.50 | 41.85 | 11.85 | 26.55 | 11 | 0 | 9 | |||
| 6 Dec | 27076.65 | 30 | -28.00 | 23.34 | 2 | 0 | 11 | |||
| 5 Dec | 26608.00 | 58 | -5.65 | 29.49 | 9 | 3 | 6 | |||
| 4 Dec | 27403.90 | 63.65 | 24.43 | 9 | 3 | 3 | ||||
For Shree Cement Limited - strike price 29750 expiring on 26DEC2024
Delta for 29750 CE is 0.01
Historical price for 29750 CE is as follows
On 20 Dec SHREECEM was trading at 27063.50. The strike last trading price was 4.65, which was -31.00 lower than the previous day. The implied volatity was 31.86, the open interest changed by 0 which decreased total open position to 28
On 19 Dec SHREECEM was trading at 27617.10. The strike last trading price was 35.65, which was 0.50 higher than the previous day. The implied volatity was 34.12, the open interest changed by 2 which increased total open position to 28
On 18 Dec SHREECEM was trading at 27908.80. The strike last trading price was 35.15, which was -17.80 lower than the previous day. The implied volatity was 28.01, the open interest changed by -2 which decreased total open position to 27
On 17 Dec SHREECEM was trading at 28352.20. The strike last trading price was 52.95, which was 8.05 higher than the previous day. The implied volatity was 23.77, the open interest changed by 2 which increased total open position to 29
On 16 Dec SHREECEM was trading at 28091.25. The strike last trading price was 44.9, which was 3.05 higher than the previous day. The implied volatity was 23.85, the open interest changed by 23 which increased total open position to 32
On 11 Dec SHREECEM was trading at 27305.50. The strike last trading price was 41.85, which was 11.85 higher than the previous day. The implied volatity was 26.55, the open interest changed by 0 which decreased total open position to 9
On 6 Dec SHREECEM was trading at 27076.65. The strike last trading price was 30, which was -28.00 lower than the previous day. The implied volatity was 23.34, the open interest changed by 0 which decreased total open position to 11
On 5 Dec SHREECEM was trading at 26608.00. The strike last trading price was 58, which was -5.65 lower than the previous day. The implied volatity was 29.49, the open interest changed by 3 which increased total open position to 6
On 4 Dec SHREECEM was trading at 27403.90. The strike last trading price was 63.65, which was lower than the previous day. The implied volatity was 24.43, the open interest changed by 3 which increased total open position to 3
| SHREECEM 26DEC2024 29750 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 27063.50 | 4439.5 | 0.00 | - | 0 | 0 | 0 |
| 19 Dec | 27617.10 | 4439.5 | 0.00 | - | 0 | 0 | 0 |
| 18 Dec | 27908.80 | 4439.5 | 0.00 | - | 0 | 0 | 0 |
| 17 Dec | 28352.20 | 4439.5 | 0.00 | - | 0 | 0 | 0 |
| 16 Dec | 28091.25 | 4439.5 | 0.00 | - | 0 | 0 | 0 |
| 11 Dec | 27305.50 | 4439.5 | 0.00 | - | 0 | 0 | 0 |
| 6 Dec | 27076.65 | 4439.5 | 0.00 | - | 0 | 0 | 0 |
| 5 Dec | 26608.00 | 4439.5 | 0.00 | - | 0 | 0 | 0 |
| 4 Dec | 27403.90 | 4439.5 | - | 0 | 0 | 0 | |
For Shree Cement Limited - strike price 29750 expiring on 26DEC2024
Delta for 29750 PE is -
Historical price for 29750 PE is as follows
On 20 Dec SHREECEM was trading at 27063.50. The strike last trading price was 4439.5, 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 4439.5, 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 4439.5, 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 4439.5, 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 4439.5, 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 4439.5, 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 4439.5, 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 4439.5, 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 4439.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
