SHREECEM
Shree Cement Limited
Historical option data for SHREECEM
21 Sep 2025 04:11 PM IST
| SHREECEM 30SEP2025 29750 CE | ||||||||||||||||
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Delta: 0.68
Vega: 18.67
Theta: -17.26
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 29880.00 | 478.7 | -84.45 | 13.93 | 68 | -13 | 140 | |||||||||
| 14 Sept | 29580.00 | 535.1 | -123 | 20.48 | 43 | 9 | 63 | |||||||||
| 17 Aug | 30400.00 | 2114.3 | 0 | - | 0 | 0 | 0 | |||||||||
For Shree Cement Limited - strike price 29750 expiring on 30SEP2025
Delta for 29750 CE is 0.68
Historical price for 29750 CE is as follows
On 21 Sept SHREECEM was trading at 29880.00. The strike last trading price was 478.7, which was -84.45 lower than the previous day. The implied volatity was 13.93, the open interest changed by -13 which decreased total open position to 140
On 14 Sept SHREECEM was trading at 29580.00. The strike last trading price was 535.1, which was -123 lower than the previous day. The implied volatity was 20.48, the open interest changed by 9 which increased total open position to 63
On 17 Aug SHREECEM was trading at 30400.00. The strike last trading price was 2114.3, 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 29750 PE | |||||||
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Delta: -0.38
Vega: 19.85
Theta: -16.83
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 29880.00 | 315 | 4.8 | 22.23 | 117 | -3 | 111 |
| 14 Sept | 29580.00 | 571.65 | 66.35 | 21.73 | 38 | -13 | 43 |
| 17 Aug | 30400.00 | 752.55 | 0 | 2.37 | 0 | 0 | 0 |
For Shree Cement Limited - strike price 29750 expiring on 30SEP2025
Delta for 29750 PE is -0.38
Historical price for 29750 PE is as follows
On 21 Sept SHREECEM was trading at 29880.00. The strike last trading price was 315, which was 4.8 higher than the previous day. The implied volatity was 22.23, the open interest changed by -3 which decreased total open position to 111
On 14 Sept SHREECEM was trading at 29580.00. The strike last trading price was 571.65, which was 66.35 higher than the previous day. The implied volatity was 21.73, the open interest changed by -13 which decreased total open position to 43
On 17 Aug SHREECEM was trading at 30400.00. The strike last trading price was 752.55, which was 0 lower than the previous day. The implied volatity was 2.37, the open interest changed by 0 which decreased total open position to 0
