SHREECEM
Shree Cement Limited
Historical option data for SHREECEM
21 Sep 2025 04:11 PM IST
| SHREECEM 30SEP2025 28250 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 | 1729.8 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
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| 14 Sept | 29580.00 | 1729.8 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Shree Cement Limited - strike price 28250 expiring on 30SEP2025
Delta for 28250 CE is 0.00
Historical price for 28250 CE is as follows
On 21 Sept SHREECEM was trading at 29880.00. The strike last trading price was 1729.8, 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 1729.8, 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 28250 PE | |||||||
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Delta: -0.07
Vega: 6.92
Theta: -7.19
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 29880.00 | 39.85 | -1.25 | 24.69 | 4 | -2 | 8 |
| 14 Sept | 29580.00 | 121.4 | 0 | 0.00 | 0 | 0 | 0 |
For Shree Cement Limited - strike price 28250 expiring on 30SEP2025
Delta for 28250 PE is -0.07
Historical price for 28250 PE is as follows
On 21 Sept SHREECEM was trading at 29880.00. The strike last trading price was 39.85, which was -1.25 lower than the previous day. The implied volatity was 24.69, the open interest changed by -2 which decreased total open position to 8
On 14 Sept SHREECEM was trading at 29580.00. The strike last trading price was 121.4, 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
