SHREECEM
Shree Cement Limited
Historical option data for SHREECEM
17 Dec 2025 04:11 PM IST
| SHREECEM 30-DEC-2025 31250 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.67
Theta: -0.96
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 17 Dec | 26045.00 | 2.55 | -4.4 | 36.31 | 2 | -1 | 10 | |||||||||
| 16 Dec | 25990.00 | 6.95 | -0.05 | - | 2 | 0 | 10 | |||||||||
| 15 Dec | 26625.00 | 7 | 2 | - | 0 | 0 | 0 | |||||||||
| 12 Dec | 26285.00 | 7 | 2 | - | 0 | 0 | 10 | |||||||||
| 11 Dec | 26080.00 | 7 | 2 | - | 0 | 0 | 10 | |||||||||
| 10 Dec | 25885.00 | 7 | 2 | - | 0 | 0 | 10 | |||||||||
| 9 Dec | 26100.00 | 7 | 2 | - | 0 | 0 | 0 | |||||||||
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| 8 Dec | 26135.00 | 7 | 2 | - | 3 | 0 | 10 | |||||||||
| 5 Dec | 26075.00 | 5 | -10.75 | - | 0 | 0 | 0 | |||||||||
| 2 Dec | 26545.00 | 5 | -10.75 | - | 0 | 0 | 0 | |||||||||
| 1 Dec | 26415.00 | 5 | -10.75 | - | 0 | 0 | 0 | |||||||||
| 28 Nov | 26400.00 | 5 | -10.75 | - | 1 | 0 | 10 | |||||||||
| 27 Nov | 26755.00 | 15.75 | -23.6 | - | 0 | 8 | 0 | |||||||||
| 26 Nov | 26935.00 | 15.75 | -23.6 | 22.48 | 9 | 7 | 9 | |||||||||
| 25 Nov | 26455.00 | 39.35 | -375.1 | - | 0 | 0 | 0 | |||||||||
| 24 Nov | 26490.00 | 39.35 | -375.1 | - | 0 | 0 | 0 | |||||||||
For Shree Cement Limited - strike price 31250 expiring on 30DEC2025
Delta for 31250 CE is 0.00
Historical price for 31250 CE is as follows
On 17 Dec SHREECEM was trading at 26045.00. The strike last trading price was 2.55, which was -4.4 lower than the previous day. The implied volatity was 36.31, the open interest changed by -1 which decreased total open position to 10
On 16 Dec SHREECEM was trading at 25990.00. The strike last trading price was 6.95, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10
On 15 Dec SHREECEM was trading at 26625.00. The strike last trading price was 7, which was 2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Dec SHREECEM was trading at 26285.00. The strike last trading price was 7, which was 2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10
On 11 Dec SHREECEM was trading at 26080.00. The strike last trading price was 7, which was 2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10
On 10 Dec SHREECEM was trading at 25885.00. The strike last trading price was 7, which was 2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10
On 9 Dec SHREECEM was trading at 26100.00. The strike last trading price was 7, which was 2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 8 Dec SHREECEM was trading at 26135.00. The strike last trading price was 7, which was 2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10
On 5 Dec SHREECEM was trading at 26075.00. The strike last trading price was 5, which was -10.75 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 26545.00. The strike last trading price was 5, which was -10.75 lower 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 5, which was -10.75 lower 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 5, which was -10.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10
On 27 Nov SHREECEM was trading at 26755.00. The strike last trading price was 15.75, which was -23.6 lower than the previous day. The implied volatity was -, the open interest changed by 8 which increased total open position to 0
On 26 Nov SHREECEM was trading at 26935.00. The strike last trading price was 15.75, which was -23.6 lower than the previous day. The implied volatity was 22.48, the open interest changed by 7 which increased total open position to 9
On 25 Nov SHREECEM was trading at 26455.00. The strike last trading price was 39.35, which was -375.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 24 Nov SHREECEM was trading at 26490.00. The strike last trading price was 39.35, which was -375.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| SHREECEM 30DEC2025 31250 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 17 Dec | 26045.00 | 2751.6 | 0 | - | 0 | 0 | 0 |
| 16 Dec | 25990.00 | 2751.6 | 0 | - | 0 | 0 | 0 |
| 15 Dec | 26625.00 | 2751.6 | 0 | - | 0 | 0 | 0 |
| 12 Dec | 26285.00 | 2751.6 | 0 | - | 0 | 0 | 0 |
| 11 Dec | 26080.00 | 2751.6 | 0 | - | 0 | 0 | 0 |
| 10 Dec | 25885.00 | 2751.6 | 0 | - | 0 | 0 | 0 |
| 9 Dec | 26100.00 | 2751.6 | 0 | - | 0 | 0 | 0 |
| 8 Dec | 26135.00 | 2751.6 | 0 | - | 0 | 0 | 0 |
| 5 Dec | 26075.00 | 2751.6 | 0 | - | 0 | 0 | 0 |
| 2 Dec | 26545.00 | 2751.6 | 0 | - | 0 | 0 | 0 |
| 1 Dec | 26415.00 | 2751.6 | 0 | - | 0 | 0 | 0 |
| 28 Nov | 26400.00 | 2751.6 | 0 | - | 0 | 0 | 0 |
| 27 Nov | 26755.00 | 2751.6 | 0 | - | 0 | 0 | 0 |
| 26 Nov | 26935.00 | 2751.6 | 0 | - | 0 | 0 | 0 |
| 25 Nov | 26455.00 | 2751.6 | 0 | - | 0 | 0 | 0 |
| 24 Nov | 26490.00 | 2751.6 | 0 | - | 0 | 0 | 0 |
For Shree Cement Limited - strike price 31250 expiring on 30DEC2025
Delta for 31250 PE is -
Historical price for 31250 PE is as follows
On 17 Dec SHREECEM was trading at 26045.00. The strike last trading price was 2751.6, 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 Dec SHREECEM was trading at 25990.00. The strike last trading price was 2751.6, 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 Dec SHREECEM was trading at 26625.00. The strike last trading price was 2751.6, 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 Dec SHREECEM was trading at 26285.00. The strike last trading price was 2751.6, 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 Dec SHREECEM was trading at 26080.00. The strike last trading price was 2751.6, 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 Dec SHREECEM was trading at 25885.00. The strike last trading price was 2751.6, 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 Dec SHREECEM was trading at 26100.00. The strike last trading price was 2751.6, 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 Dec SHREECEM was trading at 26135.00. The strike last trading price was 2751.6, 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 5 Dec SHREECEM was trading at 26075.00. The strike last trading price was 2751.6, 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 2 Dec SHREECEM was trading at 26545.00. The strike last trading price was 2751.6, 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 1 Dec SHREECEM was trading at 26415.00. The strike last trading price was 2751.6, 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 28 Nov SHREECEM was trading at 26400.00. The strike last trading price was 2751.6, 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 27 Nov SHREECEM was trading at 26755.00. The strike last trading price was 2751.6, 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 26 Nov SHREECEM was trading at 26935.00. The strike last trading price was 2751.6, 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 25 Nov SHREECEM was trading at 26455.00. The strike last trading price was 2751.6, 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 Nov SHREECEM was trading at 26490.00. The strike last trading price was 2751.6, 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































































































































































































































