Historical option data for SHREECEM
11 Jun 2026 04:12 PM IST
| SHREECEM 30-Jun-2026 (18d) 24250 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.37
Vega: 0.21
Theta: -14.39
Gamma: 0.00028
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 11 Jun | 23700.00 | 332.7 | -123.3 (-27.04%) | 24.42 | 126 | -5 | 243 | |||||||||
| 10 Jun | 23850.00 | 463.1 | 138.1 (42.49%) | 26.4 | 708 | 237 | 253 | |||||||||
| 9 Jun | 23415.00 | 325.2 | -102.8 (-24.02%) | 26.69 | 11 | 5 | 15 | |||||||||
| 8 Jun | 23535.00 | 428.2 | -642.8 (-60.02%) | 27.92 | 25 | 5 | 10 | |||||||||
| 5 Jun | 24085.00 | 1070.8 | -0.2 (-0.02%) | - | 2 | 0 | 5 | |||||||||
| 4 Jun | 24485.00 | 1070.8 | -0.2 (-0.02%) | 25.86 | 2 | 0 | 5 | |||||||||
| 3 Jun | 24775.00 | 1070.8 | -247.2 (-18.76%) | 25.86 | 2 | 1 | 5 | |||||||||
| 2 Jun | 24995.00 | 1317.6 | -0.4 (-0.03%) | - | 4 | 0 | 4 | |||||||||
| 1 Jun | 25060.00 | 1317.6 | -0.4 (-0.03%) | - | 4 | 0 | 4 | |||||||||
| 29 May | 25275.00 | 1317.6 | -0.4 (-0.03%) | - | 4 | 0 | 4 | |||||||||
| 27 May | 25400.00 | 1317.6 | -0.4 (-0.03%) | - | 4 | 0 | 4 | |||||||||
| 26 May | 25180.00 | 1317.6 | -0.4 (-0.03%) | 12.58 | 4 | 0 | 4 | |||||||||
| 25 May | 25355.00 | 1317.6 | -275.4 (-17.29%) | 12.58 | 4 | 4 | 4 | |||||||||
| 18 May | 24475.00 | 0 | -1592.65 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 15 May | 24970.00 | 0 | -1592.65 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 14 May | 25025.00 | 0 | -1592.65 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 13 May | 24995.00 | 0 | -1592.65 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 12 May | 24860.00 | 0 | -1592.65 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 11 May | 25205.00 | 0 | -1592.65 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 8 May | 25435.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 May | 25595.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 May | 24975.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 May | 24845.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 May | 24740.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Apr | 24195.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Shree Cement Limited - strike price 24250 expiring on 30JUN2026
Delta for 24250 CE is 0.37
Historical price for 24250 CE is as follows
On 11 Jun SHREECEM was trading at 23700.00. The strike last trading price was 332.7, which was -123.3 lower than the previous day. The implied volatity was 24.42, the open interest changed by -5 which decreased total open position to 243
On 10 Jun SHREECEM was trading at 23850.00. The strike last trading price was 463.1, which was 138.1 higher than the previous day. The implied volatity was 26.4, the open interest changed by 237 which increased total open position to 253
On 9 Jun SHREECEM was trading at 23415.00. The strike last trading price was 325.2, which was -102.8 lower than the previous day. The implied volatity was 26.69, the open interest changed by 5 which increased total open position to 15
On 8 Jun SHREECEM was trading at 23535.00. The strike last trading price was 428.2, which was -642.8 lower than the previous day. The implied volatity was 27.92, the open interest changed by 5 which increased total open position to 10
On 5 Jun SHREECEM was trading at 24085.00. The strike last trading price was 1070.8, which was -0.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 4 Jun SHREECEM was trading at 24485.00. The strike last trading price was 1070.8, which was -0.2 lower than the previous day. The implied volatity was 25.86, the open interest changed by 0 which decreased total open position to 5
On 3 Jun SHREECEM was trading at 24775.00. The strike last trading price was 1070.8, which was -247.2 lower than the previous day. The implied volatity was 25.86, the open interest changed by 1 which increased total open position to 5
On 2 Jun SHREECEM was trading at 24995.00. The strike last trading price was 1317.6, which was -0.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 1 Jun SHREECEM was trading at 25060.00. The strike last trading price was 1317.6, which was -0.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 29 May SHREECEM was trading at 25275.00. The strike last trading price was 1317.6, which was -0.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 27 May SHREECEM was trading at 25400.00. The strike last trading price was 1317.6, which was -0.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 26 May SHREECEM was trading at 25180.00. The strike last trading price was 1317.6, which was -0.4 lower than the previous day. The implied volatity was 12.58, the open interest changed by 0 which decreased total open position to 4
On 25 May SHREECEM was trading at 25355.00. The strike last trading price was 1317.6, which was -275.4 lower than the previous day. The implied volatity was 12.58, the open interest changed by 4 which increased total open position to 4
On 18 May SHREECEM was trading at 24475.00. The strike last trading price was 0, which was -1592.65 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 15 May SHREECEM was trading at 24970.00. The strike last trading price was 0, which was -1592.65 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 May SHREECEM was trading at 25025.00. The strike last trading price was 0, which was -1592.65 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 13 May SHREECEM was trading at 24995.00. The strike last trading price was 0, which was -1592.65 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 12 May SHREECEM was trading at 24860.00. The strike last trading price was 0, which was -1592.65 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 11 May SHREECEM was trading at 25205.00. The strike last trading price was 0, which was -1592.65 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 8 May SHREECEM was trading at 25435.00. The strike last trading price was 0, 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 7 May SHREECEM was trading at 25595.00. The strike last trading price was 0, 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 6 May SHREECEM was trading at 24975.00. The strike last trading price was 0, 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 5 May SHREECEM was trading at 24845.00. The strike last trading price was 0, 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 4 May SHREECEM was trading at 24740.00. The strike last trading price was 0, 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 30 Apr SHREECEM was trading at 24195.00. The strike last trading price was 0, 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
| SHREECEM 30-Jun-2026 (18d) 24250 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.64
Vega: 0.2
Theta: -10.47
Gamma: 0.00028
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 11 Jun | 23700.00 | 836.95 | 184.3 (28.24%) | 24.33 | 8 | -2 | 44 |
| 10 Jun | 23850.00 | 652.65 | 178.95 (37.78%) | 24.69 | 57 | 45 | 47 |
| 9 Jun | 23415.00 | 473.7 | 473.7 | - | 2 | 0 | 2 |
| 8 Jun | 23535.00 | 473.7 | 473.7 | - | 2 | 0 | 2 |
| 5 Jun | 24085.00 | 473.7 | 473.7 | - | 2 | 0 | 2 |
| 4 Jun | 24485.00 | 473.7 | 473.7 (-33.38%) | 28.25 | 2 | 0 | 2 |
| 3 Jun | 24775.00 | 473.7 | -237.4 (-33.38%) | 28.25 | 2 | 2 | 2 |
| 2 Jun | 24995.00 | 0 | 0 | - | 0 | 0 | 0 |
| 1 Jun | 25060.00 | 0 | 0 | - | 0 | 0 | 0 |
| 29 May | 25275.00 | 0 | 0 | - | 0 | 0 | 0 |
| 27 May | 25400.00 | 0 | 0 | - | 0 | 0 | 0 |
| 26 May | 25180.00 | 0 | 0 | - | 0 | 0 | 0 |
| 25 May | 25355.00 | 0 | 0 | - | 0 | 0 | 0 |
| 18 May | 24475.00 | 0 | -711.1 (-100.00%) | - | 0 | 0 | 0 |
| 15 May | 24970.00 | 0 | -711.1 (-100.00%) | - | 0 | 0 | 0 |
| 14 May | 25025.00 | 0 | -711.1 (-100.00%) | 0 | 0 | 0 | 0 |
| 13 May | 24995.00 | 0 | -711.1 (-100.00%) | 0 | 0 | 0 | 0 |
| 12 May | 24860.00 | 0 | -711.1 (-100.00%) | 0 | 0 | 0 | 0 |
| 11 May | 25205.00 | 0 | -711.1 (-100.00%) | 0 | 0 | 0 | 0 |
| 8 May | 25435.00 | 0 | 0 | - | 0 | 0 | 0 |
| 7 May | 25595.00 | 0 | 0 | - | 0 | 0 | 0 |
| 6 May | 24975.00 | 0 | 0 | - | 0 | 0 | 0 |
| 5 May | 24845.00 | 0 | 0 | - | 0 | 0 | 0 |
| 4 May | 24740.00 | 0 | 0 | - | 0 | 0 | 0 |
| 30 Apr | 24195.00 | 0 | 0 | - | 0 | 0 | 0 |
For Shree Cement Limited - strike price 24250 expiring on 30JUN2026
Delta for 24250 PE is -0.64
Historical price for 24250 PE is as follows
On 11 Jun SHREECEM was trading at 23700.00. The strike last trading price was 836.95, which was 184.3 higher than the previous day. The implied volatity was 24.33, the open interest changed by -2 which decreased total open position to 44
On 10 Jun SHREECEM was trading at 23850.00. The strike last trading price was 652.65, which was 178.95 higher than the previous day. The implied volatity was 24.69, the open interest changed by 45 which increased total open position to 47
On 9 Jun SHREECEM was trading at 23415.00. The strike last trading price was 473.7, which was 473.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 8 Jun SHREECEM was trading at 23535.00. The strike last trading price was 473.7, which was 473.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 5 Jun SHREECEM was trading at 24085.00. The strike last trading price was 473.7, which was 473.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 4 Jun SHREECEM was trading at 24485.00. The strike last trading price was 473.7, which was 473.7 higher than the previous day. The implied volatity was 28.25, the open interest changed by 0 which decreased total open position to 2
On 3 Jun SHREECEM was trading at 24775.00. The strike last trading price was 473.7, which was -237.4 lower than the previous day. The implied volatity was 28.25, the open interest changed by 2 which increased total open position to 2
On 2 Jun SHREECEM was trading at 24995.00. The strike last trading price was 0, 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 1 Jun SHREECEM was trading at 25060.00. The strike last trading price was 0, 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 29 May SHREECEM was trading at 25275.00. The strike last trading price was 0, 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 27 May SHREECEM was trading at 25400.00. The strike last trading price was 0, 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 26 May SHREECEM was trading at 25180.00. The strike last trading price was 0, 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 25 May SHREECEM was trading at 25355.00. The strike last trading price was 0, 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 18 May SHREECEM was trading at 24475.00. The strike last trading price was 0, which was -711.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 15 May SHREECEM was trading at 24970.00. The strike last trading price was 0, which was -711.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 May SHREECEM was trading at 25025.00. The strike last trading price was 0, which was -711.1 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 13 May SHREECEM was trading at 24995.00. The strike last trading price was 0, which was -711.1 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 12 May SHREECEM was trading at 24860.00. The strike last trading price was 0, which was -711.1 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 11 May SHREECEM was trading at 25205.00. The strike last trading price was 0, which was -711.1 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 8 May SHREECEM was trading at 25435.00. The strike last trading price was 0, 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 7 May SHREECEM was trading at 25595.00. The strike last trading price was 0, 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 6 May SHREECEM was trading at 24975.00. The strike last trading price was 0, 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 5 May SHREECEM was trading at 24845.00. The strike last trading price was 0, 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 4 May SHREECEM was trading at 24740.00. The strike last trading price was 0, 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 30 Apr SHREECEM was trading at 24195.00. The strike last trading price was 0, 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
