SHREECEM options
Shree Cement option chain and implied move
| Metric | Value | Read |
|---|---|---|
| Market-implied move | ±₹537.55 | ±2.36% to the Tuesday, 27 October 2026 expiry, from the at-the-money straddle |
| Implied range | ₹22,197.45 – ₹23,272.55 | What option prices imply, not a forecast of where the stock will trade |
| Max pain | ₹22,250 | The strike at which the largest value of written options would expire worthless |
| Heaviest put strike | ₹22,000 | 31,725 contracts — the largest put position on the chain |
| Heaviest call strike | ₹22,000 | 23,250 contracts — the largest call position on the chain |
| Put-call ratio | 1.09 | Total put open interest divided by total call open interest across the chain |
| Implied volatility (ATM) | 26.37% | At-the-money implied volatility for the front expiry |
- Market-implied move
- ±₹537.55
- Implied range
- ₹22,197 – ₹23,273
- Max pain
- ₹22,250
- Implied volatility
- 26.37%
±2.36% over 4 days, from the ₹22,750 straddle
What option prices imply, not a forecast of where the stock will trade
₹485 below the close
At the money, for the front expiry
Implied rangeMax painLast close
Heaviest put ₹22,000Heaviest call ₹22,000ATM ₹22,750 · PCR 1.09
At the close on Friday, 23 October 2026, Shree Cement options were pricing a move of ±₹537.55 by the Tuesday, 27 October 2026 expiry — a range of ₹22,197.45 to ₹23,272.55 against a closing price of ₹22,735.00. The figure is the at-the-money straddle at the ₹22,750 strike, which is what the options market itself is charging for the move to expiry. It describes the price of that expectation, not a forecast MarketCue makes.
Max pain sits at ₹22,250, ₹485.00 below the closing price — the strike at which the largest value of written options would expire worthless. The heaviest put position on the chain is at ₹22,000 with 31,725 contracts, and the heaviest call position at ₹22,000 with 23,250 contracts. Open interest describes where positions have been built; it is not a commitment by anyone to defend a price.
At-the-money implied volatility was 26.37% for the Tuesday, 27 October 2026 expiry. Realised volatility for Shree Cement is not yet available for comparison.
This page is a record of where Shree Cement's chain finished on Friday, 23 October 2026, not a live feed — the next reading follows tomorrow's close. Figures are derived from the NSE option chain via Upstox; max pain, the implied move, put-call ratio and the volatility comparison are MarketCue's own calculations from that data. MarketCue is not a registered investment adviser, research analyst or broker under SEBI regulations, and nothing here is a recommendation to buy or sell any security.
Read the full MarketCue scoring methodology
Source: NSE option chain via Upstox. .
Frequently asked questions
- What move are Shree Cement options pricing this expiry?
- ±₹537.55, or 2.36%, giving a range of ₹22,197.45 to ₹23,272.55 by Tuesday, 27 October 2026. The figure is derived from the at-the-money straddle at the ₹22,750 strike.
- What is Shree Cement's max pain?
- ₹22,250 at the last close, against a closing price of ₹22,735.00. Max pain is the strike at which the largest value of written options would expire worthless.
- Where is support and resistance in the Shree Cement option chain?
- The largest put position sits at ₹22,000 with 31,725 contracts, and the largest call position at ₹22,000 with 23,250 contracts. Traders commonly read heavy open interest at a strike as a level, though open interest describes positioning rather than any commitment to defend a price.
- What is the lot size for Shree Cement options?
- 25 shares per lot, with strikes in steps of ₹250. At the implied move of ±₹537.55, one lot corresponds to ±₹13,439 of notional movement.