SHREECEM
Shree Cement Limited
Historical option data for SHREECEM
21 Sep 2025 04:11 PM IST
| SHREECEM 30SEP2025 29000 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 | 1038.1 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
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| 14 Sept | 29580.00 | 1252.35 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 17 Aug | 30400.00 | 2539.7 | 0 | - | 0 | 0 | 0 | |||||||||
For Shree Cement Limited - strike price 29000 expiring on 30SEP2025
Delta for 29000 CE is 0.00
Historical price for 29000 CE is as follows
On 21 Sept SHREECEM was trading at 29880.00. The strike last trading price was 1038.1, 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 1252.35, 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 17 Aug SHREECEM was trading at 30400.00. The strike last trading price was 2539.7, 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 29000 PE | |||||||
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Delta: -0.17
Vega: 13.03
Theta: -11.72
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 29880.00 | 104.4 | -6.35 | 22.16 | 283 | -33 | 400 |
| 14 Sept | 29580.00 | 254.7 | 7.25 | 21.16 | 720 | 4 | 244 |
| 17 Aug | 30400.00 | 503.95 | -102.85 | 28.43 | 36 | 7 | 29 |
For Shree Cement Limited - strike price 29000 expiring on 30SEP2025
Delta for 29000 PE is -0.17
Historical price for 29000 PE is as follows
On 21 Sept SHREECEM was trading at 29880.00. The strike last trading price was 104.4, which was -6.35 lower than the previous day. The implied volatity was 22.16, the open interest changed by -33 which decreased total open position to 400
On 14 Sept SHREECEM was trading at 29580.00. The strike last trading price was 254.7, which was 7.25 higher than the previous day. The implied volatity was 21.16, the open interest changed by 4 which increased total open position to 244
On 17 Aug SHREECEM was trading at 30400.00. The strike last trading price was 503.95, which was -102.85 lower than the previous day. The implied volatity was 28.43, the open interest changed by 7 which increased total open position to 29
