SHREECEM
Shree Cement Limited
Historical option data for SHREECEM
21 Sep 2025 04:11 PM IST
| SHREECEM 30SEP2025 29250 CE | ||||||||||||||||
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Delta: 0.96
Vega: 4.87
Theta: -9.72
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 29880.00 | 832 | -15.05 | 9.46 | 36 | -4 | 25 | |||||||||
| 14 Sept | 29580.00 | 830.05 | -13.2 | 21.08 | 4 | 3 | 11 | |||||||||
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| 17 Aug | 30400.00 | 2444.4 | 0 | - | 0 | 0 | 0 | |||||||||
For Shree Cement Limited - strike price 29250 expiring on 30SEP2025
Delta for 29250 CE is 0.96
Historical price for 29250 CE is as follows
On 21 Sept SHREECEM was trading at 29880.00. The strike last trading price was 832, which was -15.05 lower than the previous day. The implied volatity was 9.46, the open interest changed by -4 which decreased total open position to 25
On 14 Sept SHREECEM was trading at 29580.00. The strike last trading price was 830.05, which was -13.2 lower than the previous day. The implied volatity was 21.08, the open interest changed by 3 which increased total open position to 11
On 17 Aug SHREECEM was trading at 30400.00. The strike last trading price was 2444.4, 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 29250 PE | |||||||
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Delta: -0.25
Vega: 16.46
Theta: -16.06
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 29880.00 | 190 | 4.55 | 24.26 | 6 | -1 | 16 |
| 14 Sept | 29580.00 | 294.05 | 0 | 0.00 | 0 | 0 | 0 |
| 17 Aug | 30400.00 | 587.7 | 0 | 3.45 | 0 | 0 | 0 |
For Shree Cement Limited - strike price 29250 expiring on 30SEP2025
Delta for 29250 PE is -0.25
Historical price for 29250 PE is as follows
On 21 Sept SHREECEM was trading at 29880.00. The strike last trading price was 190, which was 4.55 higher than the previous day. The implied volatity was 24.26, the open interest changed by -1 which decreased total open position to 16
On 14 Sept SHREECEM was trading at 29580.00. The strike last trading price was 294.05, 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 587.7, which was 0 lower than the previous day. The implied volatity was 3.45, the open interest changed by 0 which decreased total open position to 0
