SHREECEM
Shree Cement Limited
Historical option data for SHREECEM
21 Sep 2025 04:11 PM IST
| SHREECEM 30SEP2025 30250 CE | ||||||||||||||||
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Delta: 0.43
Vega: 20.44
Theta: -19.53
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 29880.00 | 280 | -12.4 | 17.30 | 50 | -5 | 125 | |||||||||
| 14 Sept | 29580.00 | 361.75 | -73.25 | 21.86 | 17 | 3 | 90 | |||||||||
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| 17 Aug | 30400.00 | 1812.45 | 0 | - | 0 | 0 | 0 | |||||||||
For Shree Cement Limited - strike price 30250 expiring on 30SEP2025
Delta for 30250 CE is 0.43
Historical price for 30250 CE is as follows
On 21 Sept SHREECEM was trading at 29880.00. The strike last trading price was 280, which was -12.4 lower than the previous day. The implied volatity was 17.30, the open interest changed by -5 which decreased total open position to 125
On 14 Sept SHREECEM was trading at 29580.00. The strike last trading price was 361.75, which was -73.25 lower than the previous day. The implied volatity was 21.86, the open interest changed by 3 which increased total open position to 90
On 17 Aug SHREECEM was trading at 30400.00. The strike last trading price was 1812.45, 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 30250 PE | |||||||
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Delta: -0.54
Vega: 20.65
Theta: -19.64
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 29880.00 | 630 | -3.45 | 25.86 | 7 | 0 | 33 |
| 14 Sept | 29580.00 | 778.9 | -5.1 | 18.45 | 4 | 0 | 21 |
| 17 Aug | 30400.00 | 945.6 | 0 | 1.29 | 0 | 0 | 0 |
For Shree Cement Limited - strike price 30250 expiring on 30SEP2025
Delta for 30250 PE is -0.54
Historical price for 30250 PE is as follows
On 21 Sept SHREECEM was trading at 29880.00. The strike last trading price was 630, which was -3.45 lower than the previous day. The implied volatity was 25.86, the open interest changed by 0 which decreased total open position to 33
On 14 Sept SHREECEM was trading at 29580.00. The strike last trading price was 778.9, which was -5.1 lower than the previous day. The implied volatity was 18.45, the open interest changed by 0 which decreased total open position to 21
On 17 Aug SHREECEM was trading at 30400.00. The strike last trading price was 945.6, which was 0 lower than the previous day. The implied volatity was 1.29, the open interest changed by 0 which decreased total open position to 0
