SHREECEM
Shree Cement Limited
Historical option data for SHREECEM
08 Dec 2025 04:11 PM IST
| SHREECEM 30-DEC-2025 30000 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.01
Vega: 1.98
Theta: -1.15
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 8 Dec | 26135.00 | 6.1 | -8.9 | 23.75 | 7 | -1 | 209 | |||||||||
| 5 Dec | 26075.00 | 15 | 0.9 | 25.13 | 4 | -1 | 209 | |||||||||
| 4 Dec | 26450.00 | 14.1 | -3.9 | 22.55 | 3 | -2 | 211 | |||||||||
| 3 Dec | 26300.00 | 18 | -4.6 | 23.98 | 40 | -6 | 213 | |||||||||
| 2 Dec | 26545.00 | 21.15 | -0.85 | 21.63 | 92 | 1 | 219 | |||||||||
| 1 Dec | 26415.00 | 22 | -0.5 | 23.33 | 100 | 61 | 218 | |||||||||
| 28 Nov | 26400.00 | 22.05 | -7.95 | 21.52 | 50 | 25 | 158 | |||||||||
| 27 Nov | 26755.00 | 30 | -13.4 | 20.23 | 121 | 30 | 133 | |||||||||
| 26 Nov | 26935.00 | 43.45 | -6.45 | 20.41 | 107 | 28 | 102 | |||||||||
| 25 Nov | 26455.00 | 49.9 | -1.65 | - | 0 | 5 | 0 | |||||||||
| 24 Nov | 26490.00 | 49.9 | -1.65 | 23.03 | 6 | 4 | 73 | |||||||||
| 21 Nov | 26480.00 | 51.4 | -15 | 22.18 | 53 | 42 | 69 | |||||||||
| 20 Nov | 26480.00 | 66.4 | 6.4 | 23.29 | 15 | 6 | 26 | |||||||||
| 19 Nov | 26510.00 | 60 | -0.5 | 22.00 | 14 | 0 | 19 | |||||||||
| 18 Nov | 26420.00 | 60.5 | -19.5 | 22.26 | 25 | 5 | 18 | |||||||||
| 17 Nov | 26680.00 | 80 | 0 | 22.29 | 10 | 4 | 13 | |||||||||
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| 14 Nov | 26700.00 | 80 | -38 | 20.44 | 7 | 4 | 6 | |||||||||
| 13 Nov | 26995.00 | 118 | -1268.2 | 20.89 | 2 | 0 | 0 | |||||||||
| 12 Nov | 27095.00 | 1386.2 | 0 | 5.63 | 0 | 0 | 0 | |||||||||
| 11 Nov | 27035.00 | 1386.2 | 0 | 5.76 | 0 | 0 | 0 | |||||||||
| 24 Oct | 28705.00 | 1386.2 | 0 | 1.44 | 0 | 0 | 0 | |||||||||
| 23 Oct | 28970.00 | 1386.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 Oct | 28950.00 | 1386.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Oct | 29690.00 | 1386.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Oct | 30010.00 | 1386.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 15 Oct | 29885.00 | 1386.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 14 Oct | 29615.00 | 1386.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Oct | 29615.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Oct | 29445.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Oct | 29485.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 8 Oct | 29285.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 Oct | 29530.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Oct | 29295.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Oct | 29180.00 | 0 | 0 | 0.18 | 0 | 0 | 0 | |||||||||
For Shree Cement Limited - strike price 30000 expiring on 30DEC2025
Delta for 30000 CE is 0.01
Historical price for 30000 CE is as follows
On 8 Dec SHREECEM was trading at 26135.00. The strike last trading price was 6.1, which was -8.9 lower than the previous day. The implied volatity was 23.75, the open interest changed by -1 which decreased total open position to 209
On 5 Dec SHREECEM was trading at 26075.00. The strike last trading price was 15, which was 0.9 higher than the previous day. The implied volatity was 25.13, the open interest changed by -1 which decreased total open position to 209
On 4 Dec SHREECEM was trading at 26450.00. The strike last trading price was 14.1, which was -3.9 lower than the previous day. The implied volatity was 22.55, the open interest changed by -2 which decreased total open position to 211
On 3 Dec SHREECEM was trading at 26300.00. The strike last trading price was 18, which was -4.6 lower than the previous day. The implied volatity was 23.98, the open interest changed by -6 which decreased total open position to 213
On 2 Dec SHREECEM was trading at 26545.00. The strike last trading price was 21.15, which was -0.85 lower than the previous day. The implied volatity was 21.63, the open interest changed by 1 which increased total open position to 219
On 1 Dec SHREECEM was trading at 26415.00. The strike last trading price was 22, which was -0.5 lower than the previous day. The implied volatity was 23.33, the open interest changed by 61 which increased total open position to 218
On 28 Nov SHREECEM was trading at 26400.00. The strike last trading price was 22.05, which was -7.95 lower than the previous day. The implied volatity was 21.52, the open interest changed by 25 which increased total open position to 158
On 27 Nov SHREECEM was trading at 26755.00. The strike last trading price was 30, which was -13.4 lower than the previous day. The implied volatity was 20.23, the open interest changed by 30 which increased total open position to 133
On 26 Nov SHREECEM was trading at 26935.00. The strike last trading price was 43.45, which was -6.45 lower than the previous day. The implied volatity was 20.41, the open interest changed by 28 which increased total open position to 102
On 25 Nov SHREECEM was trading at 26455.00. The strike last trading price was 49.9, which was -1.65 lower than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 0
On 24 Nov SHREECEM was trading at 26490.00. The strike last trading price was 49.9, which was -1.65 lower than the previous day. The implied volatity was 23.03, the open interest changed by 4 which increased total open position to 73
On 21 Nov SHREECEM was trading at 26480.00. The strike last trading price was 51.4, which was -15 lower than the previous day. The implied volatity was 22.18, the open interest changed by 42 which increased total open position to 69
On 20 Nov SHREECEM was trading at 26480.00. The strike last trading price was 66.4, which was 6.4 higher than the previous day. The implied volatity was 23.29, the open interest changed by 6 which increased total open position to 26
On 19 Nov SHREECEM was trading at 26510.00. The strike last trading price was 60, which was -0.5 lower than the previous day. The implied volatity was 22.00, the open interest changed by 0 which decreased total open position to 19
On 18 Nov SHREECEM was trading at 26420.00. The strike last trading price was 60.5, which was -19.5 lower than the previous day. The implied volatity was 22.26, the open interest changed by 5 which increased total open position to 18
On 17 Nov SHREECEM was trading at 26680.00. The strike last trading price was 80, which was 0 lower than the previous day. The implied volatity was 22.29, the open interest changed by 4 which increased total open position to 13
On 14 Nov SHREECEM was trading at 26700.00. The strike last trading price was 80, which was -38 lower than the previous day. The implied volatity was 20.44, the open interest changed by 4 which increased total open position to 6
On 13 Nov SHREECEM was trading at 26995.00. The strike last trading price was 118, which was -1268.2 lower than the previous day. The implied volatity was 20.89, the open interest changed by 0 which decreased total open position to 0
On 12 Nov SHREECEM was trading at 27095.00. The strike last trading price was 1386.2, which was 0 lower than the previous day. The implied volatity was 5.63, the open interest changed by 0 which decreased total open position to 0
On 11 Nov SHREECEM was trading at 27035.00. The strike last trading price was 1386.2, which was 0 lower than the previous day. The implied volatity was 5.76, the open interest changed by 0 which decreased total open position to 0
On 24 Oct SHREECEM was trading at 28705.00. The strike last trading price was 1386.2, which was 0 lower than the previous day. The implied volatity was 1.44, the open interest changed by 0 which decreased total open position to 0
On 23 Oct SHREECEM was trading at 28970.00. The strike last trading price was 1386.2, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 21 Oct SHREECEM was trading at 28950.00. The strike last trading price was 1386.2, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 17 Oct SHREECEM was trading at 29690.00. The strike last trading price was 1386.2, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 16 Oct SHREECEM was trading at 30010.00. The strike last trading price was 1386.2, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 15 Oct SHREECEM was trading at 29885.00. The strike last trading price was 1386.2, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 Oct SHREECEM was trading at 29615.00. The strike last trading price was 1386.2, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Oct SHREECEM was trading at 29615.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Oct SHREECEM was trading at 29445.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 9 Oct SHREECEM was trading at 29485.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 8 Oct SHREECEM was trading at 29285.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 Oct SHREECEM was trading at 29530.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Oct SHREECEM was trading at 29295.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Oct SHREECEM was trading at 29180.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.18, the open interest changed by 0 which decreased total open position to 0
| SHREECEM 30DEC2025 30000 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 8 Dec | 26135.00 | 3400 | 100 | - | 0 | 0 | 11 |
| 5 Dec | 26075.00 | 3400 | 100 | - | 0 | 0 | 0 |
| 4 Dec | 26450.00 | 3400 | 100 | - | 0 | 0 | 0 |
| 3 Dec | 26300.00 | 3400 | 100 | - | 0 | 0 | 0 |
| 2 Dec | 26545.00 | 3400 | 100 | - | 0 | 0 | 0 |
| 1 Dec | 26415.00 | 3400 | 100 | - | 0 | 0 | 0 |
| 28 Nov | 26400.00 | 3400 | 100 | - | 0 | 0 | 0 |
| 27 Nov | 26755.00 | 3400 | 100 | - | 0 | 0 | 0 |
| 26 Nov | 26935.00 | 3400 | 100 | - | 0 | 3 | 0 |
| 25 Nov | 26455.00 | 3400 | 100 | 33.09 | 3 | 2 | 10 |
| 24 Nov | 26490.00 | 3300 | 52.8 | 27.07 | 8 | 4 | 7 |
| 21 Nov | 26480.00 | 3247.2 | 1580.25 | - | 0 | 3 | 0 |
| 20 Nov | 26480.00 | 3247.2 | 1580.25 | 21.79 | 3 | 0 | 0 |
| 19 Nov | 26510.00 | 1666.95 | 0 | - | 0 | 0 | 0 |
| 18 Nov | 26420.00 | 1666.95 | 0 | - | 0 | 0 | 0 |
| 17 Nov | 26680.00 | 1666.95 | 0 | - | 0 | 0 | 0 |
| 14 Nov | 26700.00 | 1666.95 | 0 | - | 0 | 0 | 0 |
| 13 Nov | 26995.00 | 1666.95 | 0 | - | 0 | 0 | 0 |
| 12 Nov | 27095.00 | 1666.95 | 0 | - | 0 | 0 | 0 |
| 11 Nov | 27035.00 | 1666.95 | 0 | - | 0 | 0 | 0 |
| 24 Oct | 28705.00 | 1666.95 | 0 | - | 0 | 0 | 0 |
| 23 Oct | 28970.00 | 1666.95 | 0 | - | 0 | 0 | 0 |
| 21 Oct | 28950.00 | 1666.95 | 0 | - | 0 | 0 | 0 |
| 17 Oct | 29690.00 | 1666.95 | 0 | - | 0 | 0 | 0 |
| 16 Oct | 30010.00 | 1666.95 | 0 | - | 0 | 0 | 0 |
| 15 Oct | 29885.00 | 1666.95 | 0 | - | 0 | 0 | 0 |
| 14 Oct | 29615.00 | 1666.95 | 0 | - | 0 | 0 | 0 |
| 13 Oct | 29615.00 | 0 | 0 | - | 0 | 0 | 0 |
| 10 Oct | 29445.00 | 0 | 0 | - | 0 | 0 | 0 |
| 9 Oct | 29485.00 | 0 | 0 | - | 0 | 0 | 0 |
| 8 Oct | 29285.00 | 0 | 0 | - | 0 | 0 | 0 |
| 7 Oct | 29530.00 | 0 | 0 | - | 0 | 0 | 0 |
| 6 Oct | 29295.00 | 0 | 0 | - | 0 | 0 | 0 |
| 3 Oct | 29180.00 | 0 | 0 | - | 0 | 0 | 0 |
For Shree Cement Limited - strike price 30000 expiring on 30DEC2025
Delta for 30000 PE is -
Historical price for 30000 PE is as follows
On 8 Dec SHREECEM was trading at 26135.00. The strike last trading price was 3400, which was 100 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11
On 5 Dec SHREECEM was trading at 26075.00. The strike last trading price was 3400, which was 100 higher 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 26450.00. The strike last trading price was 3400, which was 100 higher 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 26300.00. The strike last trading price was 3400, which was 100 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 26545.00. The strike last trading price was 3400, which was 100 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 1 Dec SHREECEM was trading at 26415.00. The strike last trading price was 3400, which was 100 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 28 Nov SHREECEM was trading at 26400.00. The strike last trading price was 3400, which was 100 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 27 Nov SHREECEM was trading at 26755.00. The strike last trading price was 3400, which was 100 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 26 Nov SHREECEM was trading at 26935.00. The strike last trading price was 3400, which was 100 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0
On 25 Nov SHREECEM was trading at 26455.00. The strike last trading price was 3400, which was 100 higher than the previous day. The implied volatity was 33.09, the open interest changed by 2 which increased total open position to 10
On 24 Nov SHREECEM was trading at 26490.00. The strike last trading price was 3300, which was 52.8 higher than the previous day. The implied volatity was 27.07, the open interest changed by 4 which increased total open position to 7
On 21 Nov SHREECEM was trading at 26480.00. The strike last trading price was 3247.2, which was 1580.25 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0
On 20 Nov SHREECEM was trading at 26480.00. The strike last trading price was 3247.2, which was 1580.25 higher than the previous day. The implied volatity was 21.79, the open interest changed by 0 which decreased total open position to 0
On 19 Nov SHREECEM was trading at 26510.00. The strike last trading price was 1666.95, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 18 Nov SHREECEM was trading at 26420.00. The strike last trading price was 1666.95, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 17 Nov SHREECEM was trading at 26680.00. The strike last trading price was 1666.95, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 Nov SHREECEM was trading at 26700.00. The strike last trading price was 1666.95, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Nov SHREECEM was trading at 26995.00. The strike last trading price was 1666.95, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Nov SHREECEM was trading at 27095.00. The strike last trading price was 1666.95, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Nov SHREECEM was trading at 27035.00. The strike last trading price was 1666.95, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 24 Oct SHREECEM was trading at 28705.00. The strike last trading price was 1666.95, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 23 Oct SHREECEM was trading at 28970.00. The strike last trading price was 1666.95, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 21 Oct SHREECEM was trading at 28950.00. The strike last trading price was 1666.95, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 17 Oct SHREECEM was trading at 29690.00. The strike last trading price was 1666.95, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 16 Oct SHREECEM was trading at 30010.00. The strike last trading price was 1666.95, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 15 Oct SHREECEM was trading at 29885.00. The strike last trading price was 1666.95, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 Oct SHREECEM was trading at 29615.00. The strike last trading price was 1666.95, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Oct SHREECEM was trading at 29615.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Oct SHREECEM was trading at 29445.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 9 Oct SHREECEM was trading at 29485.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 8 Oct SHREECEM was trading at 29285.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 Oct SHREECEM was trading at 29530.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Oct SHREECEM was trading at 29295.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Oct SHREECEM was trading at 29180.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0































































































































































































































