SHREECEM
Shree Cement Limited
Historical option data for SHREECEM
20 Dec 2024 04:11 PM IST
| SHREECEM 26DEC2024 30000 CE | ||||||||||
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Delta: 0.04
Vega: 2.84
Theta: -10.70
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 27063.50 | 22.5 | -2.50 | 44.09 | 128 | -27 | 193 | |||
| 19 Dec | 27617.10 | 25 | -3.80 | 34.54 | 255 | -47 | 219 | |||
| 18 Dec | 27908.80 | 28.8 | -18.30 | 29.59 | 746 | -193 | 272 | |||
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| 17 Dec | 28352.20 | 47.1 | 5.80 | 25.97 | 1,855 | 462 | 467 | |||
| 16 Dec | 28091.25 | 41.3 | 26.03 | 5 | 4 | 4 | ||||
For Shree Cement Limited - strike price 30000 expiring on 26DEC2024
Delta for 30000 CE is 0.04
Historical price for 30000 CE is as follows
On 20 Dec SHREECEM was trading at 27063.50. The strike last trading price was 22.5, which was -2.50 lower than the previous day. The implied volatity was 44.09, the open interest changed by -27 which decreased total open position to 193
On 19 Dec SHREECEM was trading at 27617.10. The strike last trading price was 25, which was -3.80 lower than the previous day. The implied volatity was 34.54, the open interest changed by -47 which decreased total open position to 219
On 18 Dec SHREECEM was trading at 27908.80. The strike last trading price was 28.8, which was -18.30 lower than the previous day. The implied volatity was 29.59, the open interest changed by -193 which decreased total open position to 272
On 17 Dec SHREECEM was trading at 28352.20. The strike last trading price was 47.1, which was 5.80 higher than the previous day. The implied volatity was 25.97, the open interest changed by 462 which increased total open position to 467
On 16 Dec SHREECEM was trading at 28091.25. The strike last trading price was 41.3, which was lower than the previous day. The implied volatity was 26.03, the open interest changed by 4 which increased total open position to 4
| SHREECEM 26DEC2024 30000 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 | 2050 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Dec | 27617.10 | 2050 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Dec | 27908.80 | 2050 | 0.00 | 0.00 | 0 | -1 | 0 |
| 17 Dec | 28352.20 | 2050 | -700.00 | 57.48 | 1 | 0 | 1 |
| 16 Dec | 28091.25 | 2750 | 0.00 | 0 | 0 | 0 | |
For Shree Cement Limited - strike price 30000 expiring on 26DEC2024
Delta for 30000 PE is 0.00
Historical price for 30000 PE is as follows
On 20 Dec SHREECEM was trading at 27063.50. The strike last trading price was 2050, 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 2050, 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 2050, 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 17 Dec SHREECEM was trading at 28352.20. The strike last trading price was 2050, which was -700.00 lower than the previous day. The implied volatity was 57.48, 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 2750, 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
