Historical option data for SHREECEM
23 Jun 2026 01:28 PM IST
| SHREECEM 28-Jul-2026 (35d) 25250 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.49
Vega: 0.31
Theta: -13.58
Gamma: 0.00018
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 23 Jun | 24935.00 | 810 | 0 (0.00%) | 28 | 1 | 0 | 15 | |||||||||
| 22 Jun | 24995.00 | 810 | -0.05 (-0.01%) | 28 | 1 | 0 | 15 | |||||||||
| 19 Jun | 25075.00 | 810.05 | 160.05 (24.62%) | 21.17 | 2 | 0 | 15 | |||||||||
| 18 Jun | 25410.00 | 650 | -15.05 (-2.26%) | 22.26 | 1 | 1 | 15 | |||||||||
| 17 Jun | 24970.00 | 665.05 | 0 (0.00%) | 22.12 | 3 | 0 | 14 | |||||||||
| 16 Jun | 24870.00 | 665.05 | -18 (-2.64%) | 22.12 | 3 | 0 | 15 | |||||||||
| 15 Jun | 24825.00 | 683 | 424 (163.71%) | 23.99 | 8 | 2 | 16 | |||||||||
| 12 Jun | 24175.00 | 259 | 0 (0.00%) | - | 10 | 0 | 14 | |||||||||
| 11 Jun | 23700.00 | 259 | 0 (0.00%) | 24.05 | 10 | 0 | 14 | |||||||||
| 10 Jun | 23850.00 | 259 | -223.95 (-46.37%) | 24.05 | 10 | 10 | 14 | |||||||||
| 9 Jun | 23415.00 | 482.95 | -0.05 (-0.01%) | - | 4 | 0 | 4 | |||||||||
| 8 Jun | 23535.00 | 482.95 | -0.05 (-0.01%) | - | 4 | 0 | 4 | |||||||||
| 5 Jun | 24085.00 | 482.95 | -726.05 (-60.05%) | 23.56 | 4 | 4 | 4 | |||||||||
For Shree Cement Limited - strike price 25250 expiring on 28JUL2026
Delta for 25250 CE is 0.49
Historical price for 25250 CE is as follows
On 23 Jun SHREECEM was trading at 24935.00. The strike last trading price was 810, which was 0 lower than the previous day. The implied volatity was 28, the open interest changed by 0 which decreased total open position to 15
On 22 Jun SHREECEM was trading at 24995.00. The strike last trading price was 810, which was -0.05 lower than the previous day. The implied volatity was 28, the open interest changed by 0 which decreased total open position to 15
On 19 Jun SHREECEM was trading at 25075.00. The strike last trading price was 810.05, which was 160.05 higher than the previous day. The implied volatity was 21.17, the open interest changed by 0 which decreased total open position to 15
On 18 Jun SHREECEM was trading at 25410.00. The strike last trading price was 650, which was -15.05 lower than the previous day. The implied volatity was 22.26, the open interest changed by 1 which increased total open position to 15
On 17 Jun SHREECEM was trading at 24970.00. The strike last trading price was 665.05, which was 0 lower than the previous day. The implied volatity was 22.12, the open interest changed by 0 which decreased total open position to 14
On 16 Jun SHREECEM was trading at 24870.00. The strike last trading price was 665.05, which was -18 lower than the previous day. The implied volatity was 22.12, the open interest changed by 0 which decreased total open position to 15
On 15 Jun SHREECEM was trading at 24825.00. The strike last trading price was 683, which was 424 higher than the previous day. The implied volatity was 23.99, the open interest changed by 2 which increased total open position to 16
On 12 Jun SHREECEM was trading at 24175.00. The strike last trading price was 259, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 14
On 11 Jun SHREECEM was trading at 23700.00. The strike last trading price was 259, which was 0 lower than the previous day. The implied volatity was 24.05, the open interest changed by 0 which decreased total open position to 14
On 10 Jun SHREECEM was trading at 23850.00. The strike last trading price was 259, which was -223.95 lower than the previous day. The implied volatity was 24.05, the open interest changed by 10 which increased total open position to 14
On 9 Jun SHREECEM was trading at 23415.00. The strike last trading price was 482.95, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 8 Jun SHREECEM was trading at 23535.00. The strike last trading price was 482.95, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 5 Jun SHREECEM was trading at 24085.00. The strike last trading price was 482.95, which was -726.05 lower than the previous day. The implied volatity was 23.56, the open interest changed by 4 which increased total open position to 4
| SHREECEM 28-Jul-2026 (35d) 25250 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 23 Jun | 24935.00 | 0 | 0 | - | 0 | 0 | 0 |
| 22 Jun | 24995.00 | 0 | 0 | - | 0 | 0 | 0 |
| 19 Jun | 25075.00 | 0 | 0 | - | 0 | 0 | 0 |
| 18 Jun | 25410.00 | 0 | 0 | - | 0 | 0 | 0 |
| 17 Jun | 24970.00 | 0 | 0 | - | 0 | 0 | 0 |
| 16 Jun | 24870.00 | 0 | 0 | - | 0 | 0 | 0 |
| 15 Jun | 24825.00 | 0 | 0 | - | 0 | 0 | 0 |
| 12 Jun | 24175.00 | 0 | 0 | - | 0 | 0 | 0 |
| 11 Jun | 23700.00 | 0 | 0 | - | 0 | 0 | 0 |
| 10 Jun | 23850.00 | 0 | 0 | - | 0 | 0 | 0 |
| 9 Jun | 23415.00 | 0 | 0 | - | 0 | 0 | 0 |
| 8 Jun | 23535.00 | 0 | 0 | - | 0 | 0 | 0 |
| 5 Jun | 24085.00 | 0 | 0 | - | 0 | 0 | 0 |
For Shree Cement Limited - strike price 25250 expiring on 28JUL2026
Delta for 25250 PE is -
Historical price for 25250 PE is as follows
On 23 Jun SHREECEM was trading at 24935.00. 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 22 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 19 Jun SHREECEM was trading at 25075.00. 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 Jun SHREECEM was trading at 25410.00. 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 17 Jun SHREECEM was trading at 24970.00. 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 16 Jun SHREECEM was trading at 24870.00. 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 15 Jun SHREECEM was trading at 24825.00. 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 12 Jun SHREECEM was trading at 24175.00. 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 11 Jun SHREECEM was trading at 23700.00. 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 10 Jun SHREECEM was trading at 23850.00. 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 9 Jun SHREECEM was trading at 23415.00. 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 8 Jun SHREECEM was trading at 23535.00. 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 Jun SHREECEM was trading at 24085.00. 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
