[--[65.84.65.76]--]

SHREECEM

Shree Cement Limited
26135 +60.00 (0.23%)
L: 26000 H: 26365

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Historical option data for SHREECEM

08 Dec 2025 04:11 PM IST
SHREECEM 30-DEC-2025 30000 CE
Delta: 0.01
Vega: 1.98
Theta: -1.15
Gamma: 0.00
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
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: -
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