"Game of Thrones" season 5 news reveals that Cersei's walk of shame is costing HBO big bucks as the bill for four-day of filming ran up to $200,000.

The TMZ revealed some "Game of Thrones" season 5 news when it said the studio spent around $50,000 a day to shoot Lena Headey in the nude in what has been dubbed in the book by George R.R. Martin as the walk of penance.

The gossip news site revealed that production spared no expense as 200 security guards were employed to protect the crew and cast while filming.

"We're told the 4-day shoot in Croatia got so pricey because of the added crew -- and producers having to pay local shop owners to shut down and leave the area," the site said.

Also, the site revealed more "Game of Thrones" season 5 news when it revealed that mobile devices and cameras were banned on the set to make sure that nothing gets leaked out. Everybody involved were also told to sign confidentiality agreements along with a threat of a $250,000 lawsuit.

"As for who actually witnessed Lena, au naturel -- we're told only 4 key crew members were present for the unveiling," TMZ added.

MailOnline said that Lena Headey's nude scene as part of her walk of shame is a crucial turning point in the George R.R. Martin series "A Song of Fire and Ice."

"Taken from George R.R. Martin's book, it sees her character, the manipulative queen Cersei, stripped naked and forced to endure the humiliation and wrath of the common people as she navigates her way through the streets of King's Landing," the tabloid said.

The scene is part of the "Walk of Penance" described in George R. R. Martin's book "A Dance With Dragons" under the "A Song of Fire And Ice" series. It is filmed along Stradun Street, a very public place which is near the Sponza Palace and Dubrovnik Cathedral.