SHREECEM
Shree Cement Limited
Historical option data for SHREECEM
21 Sep 2025 04:11 PM IST
| SHREECEM 30SEP2025 32000 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.07
Vega: 7.08
Theta: -8.30
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 29880.00 | 38.85 | -10.75 | 24.02 | 191 | -38 | 511 | |||||||||
| 14 Sept | 29580.00 | 66.15 | -14.05 | 24.20 | 144 | 39 | 511 | |||||||||
| 17 Aug | 30400.00 | 500 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Shree Cement Limited - strike price 32000 expiring on 30SEP2025
Delta for 32000 CE is 0.07
Historical price for 32000 CE is as follows
On 21 Sept SHREECEM was trading at 29880.00. The strike last trading price was 38.85, which was -10.75 lower than the previous day. The implied volatity was 24.02, the open interest changed by -38 which decreased total open position to 511
On 14 Sept SHREECEM was trading at 29580.00. The strike last trading price was 66.15, which was -14.05 lower than the previous day. The implied volatity was 24.20, the open interest changed by 39 which increased total open position to 511
On 17 Aug SHREECEM was trading at 30400.00. The strike last trading price was 500, 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
| SHREECEM 30SEP2025 32000 PE | |||||||
|---|---|---|---|---|---|---|---|
|
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 | 2242.4 | 0 | 0.00 | 0 | 0 | 0 |
| 14 Sept | 29580.00 | 2242.4 | 21.95 | - | 15 | -7 | 8 |
| 17 Aug | 30400.00 | 2198.85 | 0 | 0.00 | 0 | 0 | 0 |
For Shree Cement Limited - strike price 32000 expiring on 30SEP2025
Delta for 32000 PE is 0.00
Historical price for 32000 PE is as follows
On 21 Sept SHREECEM was trading at 29880.00. The strike last trading price was 2242.4, 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 2242.4, which was 21.95 higher than the previous day. The implied volatity was -, the open interest changed by -7 which decreased total open position to 8
On 17 Aug SHREECEM was trading at 30400.00. The strike last trading price was 2198.85, 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
