SHREECEM
Shree Cement Limited
Historical option data for SHREECEM
21 Sep 2025 04:11 PM IST
| SHREECEM 30SEP2025 35000 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.01
Vega: 1.48
Theta: -2.60
Gamma: 0.00
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
|
|
||||||||||||||||
| 21 Sept | 29880.00 | 7 | -3.9 | 37.45 | 5 | -2 | 41 | |||||||||
For Shree Cement Limited - strike price 35000 expiring on 30SEP2025
Delta for 35000 CE is 0.01
Historical price for 35000 CE is as follows
On 21 Sept SHREECEM was trading at 29880.00. The strike last trading price was 7, which was -3.9 lower than the previous day. The implied volatity was 37.45, the open interest changed by -2 which decreased total open position to 41
| SHREECEM 30SEP2025 35000 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 29880.00 | 4739.55 | 0 | - | 0 | 0 | 0 |
For Shree Cement Limited - strike price 35000 expiring on 30SEP2025
Delta for 35000 PE is -
Historical price for 35000 PE is as follows
On 21 Sept SHREECEM was trading at 29880.00. The strike last trading price was 4739.55, 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
