SHREECEM
Shree Cement Limited
Historical option data for SHREECEM
21 Sep 2025 04:11 PM IST
| SHREECEM 30SEP2025 33250 CE | ||||||||||||||||
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Delta: 0.02
Vega: 2.45
Theta: -3.23
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 29880.00 | 10 | -10 | 27.63 | 2 | 0 | 38 | |||||||||
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| 14 Sept | 29580.00 | 24.95 | -14.75 | 27.35 | 10 | -2 | 30 | |||||||||
| 17 Aug | 30400.00 | 592 | 0 | 5.07 | 0 | 0 | 0 | |||||||||
For Shree Cement Limited - strike price 33250 expiring on 30SEP2025
Delta for 33250 CE is 0.02
Historical price for 33250 CE is as follows
On 21 Sept SHREECEM was trading at 29880.00. The strike last trading price was 10, which was -10 lower than the previous day. The implied volatity was 27.63, the open interest changed by 0 which decreased total open position to 38
On 14 Sept SHREECEM was trading at 29580.00. The strike last trading price was 24.95, which was -14.75 lower than the previous day. The implied volatity was 27.35, the open interest changed by -2 which decreased total open position to 30
On 17 Aug SHREECEM was trading at 30400.00. The strike last trading price was 592, which was 0 lower than the previous day. The implied volatity was 5.07, the open interest changed by 0 which decreased total open position to 0
| SHREECEM 30SEP2025 33250 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 | 2859.35 | 0 | 0.00 | 0 | 0 | 0 |
| 14 Sept | 29580.00 | 2859.35 | 0 | 0.00 | 0 | 0 | 0 |
| 17 Aug | 30400.00 | 2694.75 | 0 | - | 0 | 0 | 0 |
For Shree Cement Limited - strike price 33250 expiring on 30SEP2025
Delta for 33250 PE is 0.00
Historical price for 33250 PE is as follows
On 21 Sept SHREECEM was trading at 29880.00. The strike last trading price was 2859.35, 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 2859.35, 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 2694.75, 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
