SHREECEM
Shree Cement Limited
Historical option data for SHREECEM
21 Sep 2025 04:11 PM IST
| SHREECEM 30SEP2025 30750 CE | ||||||||||||||||
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Delta: 0.26
Vega: 16.75
Theta: -16.55
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 29880.00 | 150 | -31.65 | 19.02 | 27 | 2 | 66 | |||||||||
| 14 Sept | 29580.00 | 215.2 | -58.4 | 21.89 | 37 | 14 | 59 | |||||||||
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| 17 Aug | 30400.00 | 1539.55 | 0 | - | 0 | 0 | 0 | |||||||||
For Shree Cement Limited - strike price 30750 expiring on 30SEP2025
Delta for 30750 CE is 0.26
Historical price for 30750 CE is as follows
On 21 Sept SHREECEM was trading at 29880.00. The strike last trading price was 150, which was -31.65 lower than the previous day. The implied volatity was 19.02, the open interest changed by 2 which increased total open position to 66
On 14 Sept SHREECEM was trading at 29580.00. The strike last trading price was 215.2, which was -58.4 lower than the previous day. The implied volatity was 21.89, the open interest changed by 14 which increased total open position to 59
On 17 Aug SHREECEM was trading at 30400.00. The strike last trading price was 1539.55, 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 30750 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 29880.00 | 1115.8 | 0 | 0.00 | 0 | 0 | 0 |
| 14 Sept | 29580.00 | 1065.25 | -2.1 | 0.00 | 0 | 0 | 0 |
| 17 Aug | 30400.00 | 1167.65 | 0 | 0.18 | 0 | 0 | 0 |
For Shree Cement Limited - strike price 30750 expiring on 30SEP2025
Delta for 30750 PE is 0.00
Historical price for 30750 PE is as follows
On 21 Sept SHREECEM was trading at 29880.00. The strike last trading price was 1115.8, 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
On 14 Sept SHREECEM was trading at 29580.00. The strike last trading price was 1065.25, which was -2.1 lower than the previous day. The implied volatity was 0.00, 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 1167.65, which was 0 lower than the previous day. The implied volatity was 0.18, the open interest changed by 0 which decreased total open position to 0
