SHREECEM
Shree Cement Limited
Historical option data for SHREECEM
21 Sep 2025 04:11 PM IST
| SHREECEM 30SEP2025 33000 CE | ||||||||||||||||
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Delta: 0.03
Vega: 3.56
Theta: -4.78
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 29880.00 | 16.8 | -7.2 | 28.09 | 31 | -2 | 102 | |||||||||
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| 14 Sept | 29580.00 | 30 | 0 | 26.73 | 52 | 30 | 78 | |||||||||
| 17 Aug | 30400.00 | 811.9 | 0 | 4.49 | 0 | 0 | 0 | |||||||||
For Shree Cement Limited - strike price 33000 expiring on 30SEP2025
Delta for 33000 CE is 0.03
Historical price for 33000 CE is as follows
On 21 Sept SHREECEM was trading at 29880.00. The strike last trading price was 16.8, which was -7.2 lower than the previous day. The implied volatity was 28.09, the open interest changed by -2 which decreased total open position to 102
On 14 Sept SHREECEM was trading at 29580.00. The strike last trading price was 30, which was 0 lower than the previous day. The implied volatity was 26.73, the open interest changed by 30 which increased total open position to 78
On 17 Aug SHREECEM was trading at 30400.00. The strike last trading price was 811.9, which was 0 lower than the previous day. The implied volatity was 4.49, the open interest changed by 0 which decreased total open position to 0
| SHREECEM 30SEP2025 33000 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 | 2527.2 | 0 | 0.00 | 0 | 0 | 0 |
| 14 Sept | 29580.00 | 2527.2 | 0 | 0.00 | 0 | 0 | 0 |
| 17 Aug | 30400.00 | 2971.75 | 0 | 0.00 | 0 | 0 | 0 |
For Shree Cement Limited - strike price 33000 expiring on 30SEP2025
Delta for 33000 PE is 0.00
Historical price for 33000 PE is as follows
On 21 Sept SHREECEM was trading at 29880.00. The strike last trading price was 2527.2, 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 2527.2, 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 17 Aug SHREECEM was trading at 30400.00. The strike last trading price was 2971.75, 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
