SHREECEM
Shree Cement Limited
Historical option data for SHREECEM
21 Sep 2025 04:11 PM IST
| SHREECEM 30SEP2025 32500 CE | ||||||||||||||||
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Delta: 0.05
Vega: 5.25
Theta: -6.73
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 29880.00 | 27.5 | -3.5 | 26.56 | 5 | -4 | 66 | |||||||||
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| 14 Sept | 29580.00 | 49.95 | -7.2 | 26.17 | 22 | 12 | 97 | |||||||||
| 17 Aug | 30400.00 | 954.2 | 0 | 3.45 | 0 | 0 | 0 | |||||||||
For Shree Cement Limited - strike price 32500 expiring on 30SEP2025
Delta for 32500 CE is 0.05
Historical price for 32500 CE is as follows
On 21 Sept SHREECEM was trading at 29880.00. The strike last trading price was 27.5, which was -3.5 lower than the previous day. The implied volatity was 26.56, the open interest changed by -4 which decreased total open position to 66
On 14 Sept SHREECEM was trading at 29580.00. The strike last trading price was 49.95, which was -7.2 lower than the previous day. The implied volatity was 26.17, the open interest changed by 12 which increased total open position to 97
On 17 Aug SHREECEM was trading at 30400.00. The strike last trading price was 954.2, which was 0 lower than the previous day. The implied volatity was 3.45, the open interest changed by 0 which decreased total open position to 0
| SHREECEM 30SEP2025 32500 PE | |||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 29880.00 | 2828.55 | 0 | - | 0 | 0 | 0 |
| 14 Sept | 29580.00 | 2828.55 | 0 | - | 0 | 0 | 0 |
| 17 Aug | 30400.00 | 2828.55 | 0 | - | 0 | 0 | 0 |
For Shree Cement Limited - strike price 32500 expiring on 30SEP2025
Delta for 32500 PE is -
Historical price for 32500 PE is as follows
On 21 Sept SHREECEM was trading at 29880.00. The strike last trading price was 2828.55, 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
On 14 Sept SHREECEM was trading at 29580.00. The strike last trading price was 2828.55, 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
On 17 Aug SHREECEM was trading at 30400.00. The strike last trading price was 2828.55, 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
