SHREECEM
Shree Cement Limited
Historical option data for SHREECEM
21 Sep 2025 04:11 PM IST
| SHREECEM 30SEP2025 28500 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 29880.00 | 1541.4 | 22.25 | - | 4 | -1 | 6 | |||||||||
| 14 Sept | 29580.00 | 1519.15 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Shree Cement Limited - strike price 28500 expiring on 30SEP2025
Delta for 28500 CE is -
Historical price for 28500 CE is as follows
On 21 Sept SHREECEM was trading at 29880.00. The strike last trading price was 1541.4, which was 22.25 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 6
On 14 Sept SHREECEM was trading at 29580.00. The strike last trading price was 1519.15, 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 28500 PE | |||||||
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Delta: -0.09
Vega: 8.68
Theta: -8.63
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 29880.00 | 55 | 2.1 | 23.84 | 47 | 5 | 87 |
| 14 Sept | 29580.00 | 155 | 13.95 | 22.37 | 23 | 16 | 102 |
For Shree Cement Limited - strike price 28500 expiring on 30SEP2025
Delta for 28500 PE is -0.09
Historical price for 28500 PE is as follows
On 21 Sept SHREECEM was trading at 29880.00. The strike last trading price was 55, which was 2.1 higher than the previous day. The implied volatity was 23.84, the open interest changed by 5 which increased total open position to 87
On 14 Sept SHREECEM was trading at 29580.00. The strike last trading price was 155, which was 13.95 higher than the previous day. The implied volatity was 22.37, the open interest changed by 16 which increased total open position to 102
