SHREECEM
Shree Cement Limited
Historical option data for SHREECEM
28 Sep 2025 10:07 PM IST
| SHREECEM 28-OCT-2025 30000 CE | ||||||||||||||||
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Delta: 0.32
Vega: 30.43
Theta: -11.93
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 28 Sept | 28910.00 | 340 | -433 | 20.01 | 320 | 187 | 210 | |||||||||
| 21 Sept | 29880.00 | 2304.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Aug | 30400.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Shree Cement Limited - strike price 30000 expiring on 28OCT2025
Delta for 30000 CE is 0.32
Historical price for 30000 CE is as follows
On 28 Sept SHREECEM was trading at 28910.00. The strike last trading price was 340, which was -433 lower than the previous day. The implied volatity was 20.01, the open interest changed by 187 which increased total open position to 210
On 21 Sept SHREECEM was trading at 29880.00. The strike last trading price was 2304.95, 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
On 17 Aug SHREECEM was trading at 30400.00. The strike last trading price was 0, 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 28OCT2025 30000 PE | |||||||
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Delta: -0.65
Vega: 31.70
Theta: -6.51
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 28910.00 | 1350 | 364 | 24.24 | 4 | 0 | 20 |
| 21 Sept | 29880.00 | 1052.05 | 0 | 0.79 | 0 | 0 | 0 |
| 17 Aug | 30400.00 | 0 | 0 | 1.75 | 0 | 0 | 0 |
For Shree Cement Limited - strike price 30000 expiring on 28OCT2025
Delta for 30000 PE is -0.65
Historical price for 30000 PE is as follows
On 28 Sept SHREECEM was trading at 28910.00. The strike last trading price was 1350, which was 364 higher than the previous day. The implied volatity was 24.24, the open interest changed by 0 which decreased total open position to 20
On 21 Sept SHREECEM was trading at 29880.00. The strike last trading price was 1052.05, which was 0 lower than the previous day. The implied volatity was 0.79, 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 0, which was 0 lower than the previous day. The implied volatity was 1.75, the open interest changed by 0 which decreased total open position to 0
