RAMCOCEM
The Ramco Cements Limited
916.85
13.30 (1.47%)
Option Chain for RAMCOCEM
21 Nov 2024 02:11 PM IST
Note:- Click on the strike price to open the historical data.
| Call |
|
Put
Lot Size : 850 |
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|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Delta | OI | Change OI | Vol | IV | Ltp | Change | Change | Ltp | IV | Vol | Change OI | OI | Delta | |
|
|
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| - | 0 | 0 | 0 | - | 83.40 | 0.00 | 780 | -0.05 | 0.40 | 55.74 | 24 | -19 | 86 | -0.02 |
| 0.00 | 0 | 0 | 0 | 0.00 | 80.10 | 0.00 | 790 | 0.00 | 0.15 | 0.00 | 0 | -1 | 0 | 0.00 |
| 0.00 | 0 | 0 | 0 | 0.00 | 110.00 | 0.00 | 800 | 0.00 | 0.55 | 50.93 | 43 | -23 | 203 | -0.02 |
| - | 0 | 0 | 0 | - | 80.60 | 0.00 | 810 | 0.00 | 0.30 | 0.00 | 0 | -1 | 0 | 0.00 |
| 0.00 | 0 | 0 | 0 | 0.00 | 75.90 | 0.00 | 820 | 0.20 | 0.80 | 46.09 | 26 | -12 | 56 | -0.03 |
| 0.00 | 0 | 0 | 0 | 0.00 | 66.30 | 0.00 | 830 | -0.40 | 0.80 | 42.04 | 17 | -7 | 41 | -0.04 |
| 0.00 | 0 | 6 | 0 | 0.00 | 74.45 | 0.00 | 840 | 0.00 | 1.55 | 0.00 | 0 | -9 | 0 | 0.00 |
| - | 96 | -1 | 7 | - | 67.80 | 1.80 | 850 | -0.90 | 1.20 | 36.89 | 104 | -13 | 217 | -0.06 |
| - | 93 | 0 | 4 | - | 57.00 | 1.45 | 860 | -1.05 | 1.65 | 35.00 | 95 | -7 | 185 | -0.08 |
| - | 88 | 1 | 11 | - | 37.55 | -9.45 | 870 | -1.70 | 2.00 | 32.08 | 260 | 30 | 171 | -0.10 |
| 0.87 | 296 | -3 | 31 | 29.00 | 42.20 | 9.45 | 880 | -2.50 | 2.75 | 29.90 | 328 | 30 | 262 | -0.14 |
| 0.81 | 96 | -4 | 47 | 28.23 | 33.90 | 9.15 | 890 | -3.25 | 4.40 | 29.55 | 131 | 8 | 123 | -0.20 |
| 0.74 | 294 | 7 | 489 | 24.89 | 24.80 | 6.80 | 900 | -5.10 | 6.60 | 28.52 | 538 | 74 | 357 | -0.29 |
| 0.62 | 219 | -24 | 632 | 25.86 | 18.55 | 6.55 | 910 | -6.15 | 10.00 | 28.54 | 299 | 20 | 171 | -0.38 |
| 0.50 | 439 | 62 | 946 | 26.73 | 13.50 | 5.20 | 920 | -8.10 | 14.10 | 27.47 | 198 | -11 | 128 | -0.49 |
| 0.39 | 254 | 56 | 580 | 26.46 | 9.15 | 3.40 | 930 | -10.50 | 19.00 | 26.25 | 61 | -21 | 34 | -0.61 |
| 0.29 | 168 | -57 | 528 | 27.75 | 6.40 | 2.55 | 940 | 0.00 | 34.60 | 0.00 | 0 | -1 | 0 | 0.00 |
| 0.21 | 233 | 5 | 363 | 28.03 | 4.20 | 1.45 | 950 | -3.65 | 35.15 | 30.76 | 1 | 0 | 13 | -0.77 |
| 0.15 | 91 | -10 | 112 | 29.51 | 2.95 | 1.15 | 960 | -1.45 | 47.15 | 41.01 | 3 | -1 | 7 | -0.76 |
| 0.11 | 62 | -21 | 54 | 30.57 | 2.05 | 0.90 | 970 | 0.00 | 54.10 | 0.00 | 0 | -2 | 0 | 0.00 |
| 0.08 | 120 | 3 | 95 | 31.95 | 1.45 | 0.55 | 980 | 0.00 | 59.50 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.00 | 0 | 0 | 0 | 14.40 | 10.65 | 0.00 | 990 | 0.00 | 127.25 | - | 0 | 0 | 0 | - |
| 0.04 | 251 | -15 | 125 | 34.46 | 0.75 | 0.40 | 1000 | 0.00 | 171.25 | - | 0 | 0 | 0 | - |
| 0.00 | 0 | 0 | 0 | 18.04 | 8.00 | 0.00 | 1010 | 0.00 | 144.35 | - | 0 | 0 | 0 | - |
| 0.03 | 104 | -3 | 17 | 37.46 | 0.45 | 0.10 | 1020 | 0.00 | 188.80 | - | 0 | 0 | 0 | - |
| 2,904 | 2,054 | |||||||||||||
Note
- 10% interest rate is applied while computing implied volatility.
- Volume and Open Interest, displayed in Contracts.
- Highlighted options are in-the-money.
What is an Option Chain?
- An option chain, also known as an option matrix, is a listing of all available option contracts, both puts and calls, for a given security.
- It shows all puts, calls, strike ltp, and pricing information for a single underlying asset within a given maturity period.
How is it Useful?
- The option chain matrix is most useful for the next trading day.
- Trading volume, or the number of contracts that change hands in a given day, indicates how much liquidity there might be for any given option.
- Open interest measures the total number of options outstanding on each strike and maturity, allowing you to gauge the scale of market commitment.
