SHREECEM
Shree Cement Limited
Historical option data for SHREECEM
21 Sep 2025 04:11 PM IST
| SHREECEM 30SEP2025 28000 CE | ||||||||||||||||
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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 | |||||||||
| 21 Sept | 29880.00 | 1932.35 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
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| 14 Sept | 29580.00 | 1932.35 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Shree Cement Limited - strike price 28000 expiring on 30SEP2025
Delta for 28000 CE is 0.00
Historical price for 28000 CE is as follows
On 21 Sept SHREECEM was trading at 29880.00. The strike last trading price was 1932.35, 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
On 14 Sept SHREECEM was trading at 29580.00. The strike last trading price was 1932.35, 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
| SHREECEM 30SEP2025 28000 PE | |||||||
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Delta: -0.05
Vega: 5.34
Theta: -5.73
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 29880.00 | 27.8 | -0.75 | 25.33 | 99 | -14 | 163 |
| 14 Sept | 29580.00 | 90.2 | -4.25 | 23.41 | 23 | 6 | 167 |
For Shree Cement Limited - strike price 28000 expiring on 30SEP2025
Delta for 28000 PE is -0.05
Historical price for 28000 PE is as follows
On 21 Sept SHREECEM was trading at 29880.00. The strike last trading price was 27.8, which was -0.75 lower than the previous day. The implied volatity was 25.33, the open interest changed by -14 which decreased total open position to 163
On 14 Sept SHREECEM was trading at 29580.00. The strike last trading price was 90.2, which was -4.25 lower than the previous day. The implied volatity was 23.41, the open interest changed by 6 which increased total open position to 167
