SHREECEM
Shree Cement Limited
Historical option data for SHREECEM
21 Sep 2025 04:11 PM IST
| SHREECEM 30SEP2025 30000 CE | ||||||||||||||||
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Delta: 0.54
Vega: 20.67
Theta: -20.43
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 29880.00 | 392 | -60.35 | 17.16 | 784 | 66 | 788 | |||||||||
| 14 Sept | 29580.00 | 431 | -111.2 | 20.81 | 315 | 73 | 429 | |||||||||
| 17 Aug | 30400.00 | 1973.55 | 0 | - | 0 | 0 | 0 | |||||||||
For Shree Cement Limited - strike price 30000 expiring on 30SEP2025
Delta for 30000 CE is 0.54
Historical price for 30000 CE is as follows
On 21 Sept SHREECEM was trading at 29880.00. The strike last trading price was 392, which was -60.35 lower than the previous day. The implied volatity was 17.16, the open interest changed by 66 which increased total open position to 788
On 14 Sept SHREECEM was trading at 29580.00. The strike last trading price was 431, which was -111.2 lower than the previous day. The implied volatity was 20.81, the open interest changed by 73 which increased total open position to 429
On 17 Aug SHREECEM was trading at 30400.00. The strike last trading price was 1973.55, 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 30000 PE | |||||||
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Delta: -0.47
Vega: 20.69
Theta: -17.22
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 29880.00 | 430 | 1.75 | 22.50 | 153 | 12 | 243 |
| 14 Sept | 29580.00 | 688.3 | 50.4 | 21.00 | 32 | -1 | 192 |
| 17 Aug | 30400.00 | 855 | -38.7 | 28.56 | 2 | 1 | 7 |
For Shree Cement Limited - strike price 30000 expiring on 30SEP2025
Delta for 30000 PE is -0.47
Historical price for 30000 PE is as follows
On 21 Sept SHREECEM was trading at 29880.00. The strike last trading price was 430, which was 1.75 higher than the previous day. The implied volatity was 22.50, the open interest changed by 12 which increased total open position to 243
On 14 Sept SHREECEM was trading at 29580.00. The strike last trading price was 688.3, which was 50.4 higher than the previous day. The implied volatity was 21.00, the open interest changed by -1 which decreased total open position to 192
On 17 Aug SHREECEM was trading at 30400.00. The strike last trading price was 855, which was -38.7 lower than the previous day. The implied volatity was 28.56, the open interest changed by 1 which increased total open position to 7
