SHREECEM
Shree Cement Limited
Historical option data for SHREECEM
21 Sep 2025 04:11 PM IST
| SHREECEM 30SEP2025 31500 CE | ||||||||||||||||
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Delta: 0.12
Vega: 10.57
Theta: -11.83
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 29880.00 | 70 | -15.65 | 22.56 | 51 | -34 | 316 | |||||||||
| 14 Sept | 29580.00 | 103 | -31.45 | 23.05 | 109 | 26 | 226 | |||||||||
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| 17 Aug | 30400.00 | 1297.05 | 0 | 1.39 | 0 | 0 | 0 | |||||||||
For Shree Cement Limited - strike price 31500 expiring on 30SEP2025
Delta for 31500 CE is 0.12
Historical price for 31500 CE is as follows
On 21 Sept SHREECEM was trading at 29880.00. The strike last trading price was 70, which was -15.65 lower than the previous day. The implied volatity was 22.56, the open interest changed by -34 which decreased total open position to 316
On 14 Sept SHREECEM was trading at 29580.00. The strike last trading price was 103, which was -31.45 lower than the previous day. The implied volatity was 23.05, the open interest changed by 26 which increased total open position to 226
On 17 Aug SHREECEM was trading at 30400.00. The strike last trading price was 1297.05, which was 0 lower than the previous day. The implied volatity was 1.39, the open interest changed by 0 which decreased total open position to 0
| SHREECEM 30SEP2025 31500 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 | 1699.55 | 0 | 0.00 | 0 | 0 | 0 |
| 14 Sept | 29580.00 | 1777.35 | -24.65 | 16.99 | 2 | 0 | 17 |
| 17 Aug | 30400.00 | 2187.45 | 0 | - | 0 | 0 | 0 |
For Shree Cement Limited - strike price 31500 expiring on 30SEP2025
Delta for 31500 PE is 0.00
Historical price for 31500 PE is as follows
On 21 Sept SHREECEM was trading at 29880.00. The strike last trading price was 1699.55, 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 1777.35, which was -24.65 lower than the previous day. The implied volatity was 16.99, the open interest changed by 0 which decreased total open position to 17
On 17 Aug SHREECEM was trading at 30400.00. The strike last trading price was 2187.45, 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
