SHREECEM
Shree Cement Limited
Historical option data for SHREECEM
21 Sep 2025 04:11 PM IST
| SHREECEM 30SEP2025 27000 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 29880.00 | 3941.1 | 0 | - | 0 | 0 | 0 | |||||||||
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| 14 Sept | 29580.00 | 3941.1 | 0 | - | 0 | 0 | 0 | |||||||||
For Shree Cement Limited - strike price 27000 expiring on 30SEP2025
Delta for 27000 CE is -
Historical price for 27000 CE is as follows
On 21 Sept SHREECEM was trading at 29880.00. The strike last trading price was 3941.1, 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 Sept SHREECEM was trading at 29580.00. The strike last trading price was 3941.1, 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
| SHREECEM 30SEP2025 27000 PE | |||||||
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Delta: -0.02
Vega: 2.56
Theta: -3.42
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 29880.00 | 12.25 | -9 | 30.78 | 40 | 0 | 46 |
| 14 Sept | 29580.00 | 29.5 | 0 | 0.00 | 0 | 0 | 0 |
For Shree Cement Limited - strike price 27000 expiring on 30SEP2025
Delta for 27000 PE is -0.02
Historical price for 27000 PE is as follows
On 21 Sept SHREECEM was trading at 29880.00. The strike last trading price was 12.25, which was -9 lower than the previous day. The implied volatity was 30.78, the open interest changed by 0 which decreased total open position to 46
On 14 Sept SHREECEM was trading at 29580.00. The strike last trading price was 29.5, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
