SHREECEM
Shree Cement Limited
Historical option data for SHREECEM
21 Sep 2025 04:11 PM IST
| SHREECEM 30SEP2025 30500 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.33
Vega: 18.83
Theta: -17.73
Gamma: 0.00
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 29880.00 | 195 | -69.25 | 17.63 | 260 | -51 | 349 | |||||||||
|
|
||||||||||||||||
| 14 Sept | 29580.00 | 275 | -47.95 | 21.61 | 68 | 17 | 324 | |||||||||
| 17 Aug | 30400.00 | 1725.25 | 0 | - | 0 | 0 | 0 | |||||||||
For Shree Cement Limited - strike price 30500 expiring on 30SEP2025
Delta for 30500 CE is 0.33
Historical price for 30500 CE is as follows
On 21 Sept SHREECEM was trading at 29880.00. The strike last trading price was 195, which was -69.25 lower than the previous day. The implied volatity was 17.63, the open interest changed by -51 which decreased total open position to 349
On 14 Sept SHREECEM was trading at 29580.00. The strike last trading price was 275, which was -47.95 lower than the previous day. The implied volatity was 21.61, the open interest changed by 17 which increased total open position to 324
On 17 Aug SHREECEM was trading at 30400.00. The strike last trading price was 1725.25, 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 30500 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.62
Vega: 19.80
Theta: -16.71
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 29880.00 | 750.85 | -54.6 | 24.47 | 201 | 6 | 90 |
| 14 Sept | 29580.00 | 958.6 | 27.7 | 18.68 | 1 | 0 | 72 |
| 17 Aug | 30400.00 | 906.8 | 0 | 0.00 | 0 | 0 | 0 |
For Shree Cement Limited - strike price 30500 expiring on 30SEP2025
Delta for 30500 PE is -0.62
Historical price for 30500 PE is as follows
On 21 Sept SHREECEM was trading at 29880.00. The strike last trading price was 750.85, which was -54.6 lower than the previous day. The implied volatity was 24.47, the open interest changed by 6 which increased total open position to 90
On 14 Sept SHREECEM was trading at 29580.00. The strike last trading price was 958.6, which was 27.7 higher than the previous day. The implied volatity was 18.68, the open interest changed by 0 which decreased total open position to 72
On 17 Aug SHREECEM was trading at 30400.00. The strike last trading price was 906.8, 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
