Shyam Dhani Industries is set for its market debut on NSE SME on December 30, with strong grey market indicators suggesting a potential listing premium of 90. The company's Rs 38.49 crore IPO was overwhelmingly subscribed 988 times, particularly by retail investors. While expectations are high, caution is advised due to the inherent volatility of SME listings, where strong openings can be followed by profit-taking.