SHREECEM
Shree Cement Limited
Historical option data for SHREECEM
21 Sep 2025 04:11 PM IST
| SHREECEM 30SEP2025 29500 CE | ||||||||||||||||
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Delta: 0.81
Vega: 14.16
Theta: -14.76
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 29880.00 | 645 | -84.75 | 12.88 | 75 | 30 | 266 | |||||||||
| 14 Sept | 29580.00 | 658.35 | -123.3 | 20.17 | 23 | 15 | 51 | |||||||||
| 17 Aug | 30400.00 | 1796.5 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Shree Cement Limited - strike price 29500 expiring on 30SEP2025
Delta for 29500 CE is 0.81
Historical price for 29500 CE is as follows
On 21 Sept SHREECEM was trading at 29880.00. The strike last trading price was 645, which was -84.75 lower than the previous day. The implied volatity was 12.88, the open interest changed by 30 which increased total open position to 266
On 14 Sept SHREECEM was trading at 29580.00. The strike last trading price was 658.35, which was -123.3 lower than the previous day. The implied volatity was 20.17, the open interest changed by 15 which increased total open position to 51
On 17 Aug SHREECEM was trading at 30400.00. The strike last trading price was 1796.5, 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 29500 PE | |||||||
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Delta: -0.30
Vega: 18.06
Theta: -15.41
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 29880.00 | 219.35 | -5.35 | 21.84 | 224 | 8 | 194 |
| 14 Sept | 29580.00 | 450 | 41.75 | 21.60 | 12 | 0 | 87 |
| 17 Aug | 30400.00 | 1167.4 | 0 | 2.91 | 0 | 0 | 0 |
For Shree Cement Limited - strike price 29500 expiring on 30SEP2025
Delta for 29500 PE is -0.30
Historical price for 29500 PE is as follows
On 21 Sept SHREECEM was trading at 29880.00. The strike last trading price was 219.35, which was -5.35 lower than the previous day. The implied volatity was 21.84, the open interest changed by 8 which increased total open position to 194
On 14 Sept SHREECEM was trading at 29580.00. The strike last trading price was 450, which was 41.75 higher than the previous day. The implied volatity was 21.60, the open interest changed by 0 which decreased total open position to 87
On 17 Aug SHREECEM was trading at 30400.00. The strike last trading price was 1167.4, which was 0 lower than the previous day. The implied volatity was 2.91, the open interest changed by 0 which decreased total open position to 0
