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SHREE CEMENT LIMITED Option Chain

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₹ 25315.45
25417.45
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LTP
Greeks
OI
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VegaThetaGammaDeltaImp VolVol (k)OI (lakhs)PoPLTPStrikeLTPPoPOI (lakhs)Vol (k)Imp VolDeltaGammaThetaVega
Last Updated now

0.000

0.000

0.000

1.000

0.00%

0.00

0.00

lock
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0.00

21,000PCR: --

0.00

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0.00

0.00

0.00%

0.000

0.000

0.000

0.000

0.000

0.000

0.000

1.000

0.00%

0.00

0.00

lock
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0.00

21,500PCR: --

26.65

lock
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0.00

0.00

46.36%

-0.030

0.000

-5.807

3.259

0.000

0.000

0.000

1.000

0.00%

0.00

0.00

lock
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0.00

22,000PCR: --

20.50

lock
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0.01

0.00

39.18%

-0.028

0.000

-4.599

3.052

0.000

0.000

0.000

1.000

0.00%

0.00

0.00

lock
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0.00

22,250PCR: --

0.00

lock
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0.00

0.00

0.00%

0.000

0.000

0.000

0.000

0.000

0.000

0.000

1.000

0.00%

0.00

0.00

lock
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0.00

22,500PCR: --

0.00

lock
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0.00

0.00

0.00%

0.000

0.000

0.000

0.000

0.000

0.000

0.000

1.000

0.00%

0.00

0.00

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0.00

22,750PCR: --

0.00

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0.00

0.00

0.00%

0.000

0.000

0.000

0.000

0.000

0.000

0.000

1.000

0.00%

0.00

0.00

lock
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0.00

23,000PCR: --

47.00

lock
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0.03

0.00

33.81%

-0.065

0.000

-7.877

6.057

0.000

0.000

0.000

1.000

0.00%

0.00

0.00

lock
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0.00

23,250PCR: --

0.00

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0.00

0.00

0.00%

0.000

0.000

0.000

0.000

0.000

0.000

0.000

1.000

0.00%

0.00

0.00

lock
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0.00

23,500PCR: --

70.40

lock
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0.02

0.00

31.05%

-0.098

0.000

-9.881

8.274

0.000

0.000

0.000

1.000

0.00%

0.00

0.00

lock
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0.00

23,750PCR: --

149.55

lock
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0.00

0.00

35.34%

-0.163

0.000

-15.960

11.743

0.000

0.000

0.000

1.000

0.00%

0.00

0.00

lock
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1251.80

24,000PCR: 9.74

194.00

lock
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0.05

0.00

34.91%

-0.202

0.000

-18.035

13.432

16.699

-31.126

0.000

0.696

48.46%

0.00

0.00

lock
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1531.45

24,250PCR: 6.00

293.85

lock
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0.00

0.00

37.54%

-0.261

0.000

-22.419

15.529

16.378

-20.781

0.000

0.709

32.99%

0.10

0.00

lock
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1101.90

24,500PCR: 19.67

260.35

lock
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0.03

0.83

30.69%

-0.279

0.000

-18.929

16.040

18.480

-44.836

0.000

0.598

63.08%

0.00

0.00

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1489.50

24,750PCR: 0.00

0.00

lock
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0.00

0.00

0.00%

0.000

0.000

0.000

0.000

18.383

-18.704

0.000

0.605

26.45%

0.80

0.01

lock
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667.70

25,000PCR: 6.00

416.85

lock
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0.05

1.48

29.35%

-0.403

0.000

-20.865

18.484

19.007

-20.589

0.000

0.529

28.16%

0.48

0.01

lock
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571.00

25,250PCR: 0.05

315.00

lock
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0.00

0.00

18.10%

-0.465

0.001

-13.219

18.984

18.913

-19.363

0.000

0.451

26.62%

3.60

0.03

lock
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420.10

25,500PCR: 0.33

663.90

lock
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0.01

0.88

29.32%

-0.544

0.000

-21.348

18.933

18.192

-19.282

0.000

0.380

27.56%

0.53

0.01

lock
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338.75

25,750PCR: 0.60

825.65

lock
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0.01

0.15

30.17%

-0.608

0.000

-21.301

18.357

16.945

-18.343

0.000

0.314

28.14%

3.60

0.09

lock
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265.00

26,000PCR: 0.37

1127.95

lock
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0.03

0.00

37.69%

-0.635

0.000

-26.017

17.947

15.274

-16.397

0.000

0.253

27.91%

0.55

0.01

lock
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196.75

26,250PCR: 0.32

1100.00

lock
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0.00

0.03

25.51%

-0.768

0.000

-14.299

14.572

13.550

-14.867

0.000

0.204

28.53%

1.78

0.03

lock
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152.55

26,500PCR: 0.42

1400.00

lock
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0.01

0.03

32.30%

-0.766

0.000

-18.168

14.627

11.601

-12.775

0.000

0.160

28.63%

0.40

0.02

lock
****

112.00

26,750PCR: 0.49

2033.15

lock
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0.01

0.00

60.06%

-0.667

0.000

-40.114

17.365

10.130

-11.575

0.000

0.131

29.71%

4.18

0.06

lock
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94.95

27,000PCR: 0.17

1739.80

lock
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0.01

0.03

24.51%

-0.916

0.000

-6.935

7.358

5.879

-5.679

0.000

0.063

25.12%

0.00

0.01

lock
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32.00

27,250PCR: 0.09

1760.45

lock
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0.00

0.00

0.00%

-1.000

0.000

0.000

0.000

6.648

-7.727

0.000

0.073

30.23%

0.00

0.01

lock
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46.20

27,500PCR: 0.00

0.00

lock
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0.00

0.00

0.00%

-1.000

0.000

0.000

0.000

5.426

-6.305

0.000

0.057

30.21%

0.00

0.01

lock
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34.00

27,750PCR: 0.07

2128.05

lock
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0.00

0.00

0.00%

-1.000

0.000

0.000

0.000

4.591

-5.518

0.000

0.046

31.25%

3.93

0.09

lock
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27.55

28,000PCR: 0.01

2430.00

lock
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0.00

0.00

0.00%

-1.000

0.000

0.000

0.000

2.812

-3.215

0.000

0.025

29.72%

0.00

0.01

lock
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13.25

28,250PCR: 0.00

0.00

lock
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0.00

0.00

0.00%

-1.000

0.000

0.000

0.000

6.845

-11.386

0.000

0.076

43.26%

0.00

0.01

lock
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68.60

28,500PCR: 0.00

0.00

lock
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0.00

0.00

0.00%

-1.000

0.000

0.000

0.000

0.000

0.000

0.000

0.000

0.00%

0.00

0.00

lock
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0.00

28,750PCR: --

0.00

lock
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0.00

0.00

0.00%

-1.000

0.000

0.000

0.000

2.061

-2.712

0.000

0.018

34.24%

0.33

0.02

lock
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10.10

29,000PCR: 0.00

0.00

lock
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0.00

0.00

0.00%

-1.000

0.000

0.000

0.000

0.000

0.000

0.000

0.000

0.00%

0.00

0.00

lock
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0.00

29,250PCR: --

0.00

lock
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0.00

0.00

0.00%

-1.000

0.000

0.000

0.000

1.354

-1.815

0.000

0.011

34.85%

0.03

0.07

lock
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6.00

29,500PCR: 0.00

0.00

lock
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0.00

0.00

0.00%

-1.000

0.000

0.000

0.000

0.571

-0.745

0.000

0.004

33.94%

0.05

0.05

lock
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2.00

30,000PCR: 0.01

3595.45

lock
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0.00

0.00

0.00%

-1.000

0.000

0.000

0.000

3.988

-8.383

0.000

0.038

54.66%

0.00

0.00

lock
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38.85

30,500PCR: 0.00

0.00

lock
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0.00

0.00

0.00%

-1.000

0.000

0.000

0.000

SHREE CEMENT LIMITED - Statistics

Day Range
₹25,205.50 - ₹25,637.95
52w Range
₹23,500.00 - ₹30737.75
Volume
21,618

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Underlying Assets & Securities

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SHREE CEMENT LIMITED

25,315.45

-102.00 (-0.40%)

SHREE CEMENT LIMITED Options

SHREE CEMENT LIMITED Futures

Frequently Asked Questions

What is the current spot price for SHREE CEMENT LIMITED?chevron-up

The current spot price for SHREE CEMENT LIMITED is ₹25,315.45.

What is the minimum option lot size for SHREE CEMENT LIMITED?chevron-up

The minimum lot size for SHREE CEMENT LIMITED is 25.

Which SHREE CEMENT LIMITED call and put option contract has the highest open interest?chevron-up

The 26,000.00 strike for SHREE CEMENT LIMITED call options have an OI of 0.09 Lakhs. The 25,000.00 strike for SHREE CEMENT LIMITED put options has an OI of 0.05 Lakhs

What is the current at-the-money (ATM) strike for SHREE CEMENT LIMITED and what is its price?chevron-up

The current ATM strike for SHREE CEMENT LIMITED is 25,250.00. The call price is ₹571.00 and the put price is ₹315.00.

What is the Put-Call Ratio (PCR) of the current at-the-money (ATM) strike for SHREE CEMENT LIMITED?chevron-up

The PCR for the 25,250.00 strike is 0.05.

What is the implied volatility of SHREE CEMENT LIMITED?chevron-up

The implied volatility (IV) of at-the-money SHREE CEMENT LIMITED call is 28.16% and 18.10% for puts.

How much will the price change of the at-the-money (ATM) strike for SHREE CEMENT LIMITED call options if SHREE CEMENT LIMITED moves up in price by ₹1?chevron-up

The ATM strike is 25,250.00 and the call option is priced at ₹571.00. If SHREE CEMENT LIMITED moves up by ₹1, then the approximate change in price for the option is +₹0.5287. The value of 0.5287 is the option's 'Delta'.