SHREECEM
Shree Cement Limited
Historical option data for SHREECEM
21 Sep 2025 04:11 PM IST
| SHREECEM 30SEP2025 31000 CE | ||||||||||||||||
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Delta: 0.19
Vega: 14.31
Theta: -14.45
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 29880.00 | 108.95 | -38.75 | 19.81 | 901 | -13 | 786 | |||||||||
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| 14 Sept | 29580.00 | 169.9 | -44.8 | 22.32 | 436 | 44 | 682 | |||||||||
| 17 Aug | 30400.00 | 1500.05 | 0 | 0.38 | 0 | 0 | 0 | |||||||||
For Shree Cement Limited - strike price 31000 expiring on 30SEP2025
Delta for 31000 CE is 0.19
Historical price for 31000 CE is as follows
On 21 Sept SHREECEM was trading at 29880.00. The strike last trading price was 108.95, which was -38.75 lower than the previous day. The implied volatity was 19.81, the open interest changed by -13 which decreased total open position to 786
On 14 Sept SHREECEM was trading at 29580.00. The strike last trading price was 169.9, which was -44.8 lower than the previous day. The implied volatity was 22.32, the open interest changed by 44 which increased total open position to 682
On 17 Aug SHREECEM was trading at 30400.00. The strike last trading price was 1500.05, which was 0 lower than the previous day. The implied volatity was 0.38, the open interest changed by 0 which decreased total open position to 0
| SHREECEM 30SEP2025 31000 PE | |||||||
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Delta: -0.70
Vega: 18.09
Theta: -19.88
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 29880.00 | 1225.55 | 18.4 | 31.57 | 554 | -3 | 40 |
| 14 Sept | 29580.00 | 1246.4 | -0.05 | 0.00 | 0 | 0 | 0 |
| 17 Aug | 30400.00 | 1898.45 | 0 | - | 0 | 0 | 0 |
For Shree Cement Limited - strike price 31000 expiring on 30SEP2025
Delta for 31000 PE is -0.70
Historical price for 31000 PE is as follows
On 21 Sept SHREECEM was trading at 29880.00. The strike last trading price was 1225.55, which was 18.4 higher than the previous day. The implied volatity was 31.57, the open interest changed by -3 which decreased total open position to 40
On 14 Sept SHREECEM was trading at 29580.00. The strike last trading price was 1246.4, which was -0.05 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 1898.45, 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
