RAMCOCEM
The Ramco Cements Limited
910
39.55 (4.54%)
Option Chain for RAMCOCEM
12 Nov 2024 04:11 PM IST
Note:- Click on the strike price to open the historical data.
Call |
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Put
Lot Size : 850 |
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Delta | OI | Change OI | Vol | IV | Ltp | Change | Change | Ltp | IV | Vol | Change OI | OI | Delta | |
- | 0 | 0 | 0 | - | 96.45 | 0.00 | 760 | -2.45 | 0.35 | 40.19 | 25 | -9 | 12 | -0.01 |
0.00 | 0 | 0 | 0 | 0.00 | 110.40 | 0.00 | 770 | 0.00 | 9.75 | 0.00 | 0 | 0 | 0 | 0.00 |
- | 0 | 0 | 0 | - | 83.40 | 0.00 | 780 | -3.40 | 0.55 | 37.65 | 262 | -58 | 135 | -0.02 |
0.00 | 0 | 0 | 0 | 0.00 | 80.10 | 0.00 | 790 | -4.15 | 0.80 | 37.29 | 44 | 0 | 18 | -0.03 |
- | 11 | 0 | 2 | - | 110.00 | 35.00 | 800 | -5.45 | 0.85 | 34.95 | 805 | -67 | 263 | -0.03 |
- | 0 | 0 | 0 | - | 80.60 | 0.00 | 810 | -6.30 | 1.30 | 34.95 | 278 | -15 | 54 | -0.05 |
- | 3 | 0 | 1 | - | 68.45 | -9.80 | 820 | -7.85 | 1.65 | 33.73 | 630 | 47 | 114 | -0.06 |
- | 2 | 0 | 1 | - | 77.75 | 27.90 | 830 | -9.65 | 2.10 | 32.51 | 682 | 18 | 66 | -0.07 |
- | 16 | 3 | 6 | - | 71.80 | 17.70 | 840 | -11.30 | 2.70 | 31.34 | 2,712 | -88 | 198 | -0.09 |
0.92 | 98 | 19 | 95 | 24.94 | 65.25 | 30.45 | 850 | -13.85 | 3.55 | 30.38 | 2,280 | 162 | 298 | -0.12 |
0.91 | 91 | -17 | 347 | 21.85 | 55.30 | 26.55 | 860 | -16.85 | 4.30 | 28.62 | 3,145 | 91 | 276 | -0.15 |
0.85 | 83 | -67 | 738 | 22.81 | 46.95 | 23.25 | 870 | -19.55 | 5.65 | 27.62 | 2,372 | 69 | 172 | -0.19 |
0.80 | 320 | -60 | 1,994 | 21.84 | 38.35 | 18.90 | 880 | -22.40 | 7.60 | 26.96 | 2,295 | 184 | 338 | -0.24 |
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0.72 | 113 | -35 | 2,139 | 22.34 | 31.20 | 16.30 | 890 | -25.90 | 10.20 | 26.45 | 1,458 | 187 | 208 | -0.31 |
0.64 | 482 | -64 | 10,775 | 21.57 | 24.05 | 12.95 | 900 | -29.35 | 13.50 | 26.00 | 3,451 | 159 | 188 | -0.38 |
0.54 | 212 | 142 | 5,506 | 22.28 | 18.85 | 10.35 | 910 | -32.65 | 17.95 | 26.09 | 1,364 | 122 | 124 | -0.46 |
0.45 | 490 | 385 | 8,381 | 22.11 | 13.95 | 7.15 | 920 | -36.35 | 23.05 | 25.98 | 1,363 | 120 | 129 | -0.54 |
0.37 | 208 | 172 | 3,754 | 23.17 | 10.85 | 5.75 | 930 | -51.15 | 29.50 | 26.65 | 71 | 11 | 11 | -0.61 |
0.29 | 160 | 101 | 2,592 | 23.30 | 7.85 | 4.10 | 940 | -37.35 | 36.95 | 27.80 | 31 | 3 | 27 | -0.68 |
0.23 | 309 | 95 | 4,668 | 23.88 | 5.80 | 2.75 | 950 | -50.30 | 45.00 | 29.09 | 32 | 11 | 11 | -0.73 |
0.17 | 127 | 88 | 1,105 | 23.91 | 4.00 | 1.80 | 960 | -92.55 | 45.15 | - | 12 | 8 | 8 | - |
0.12 | 115 | 73 | 862 | 24.24 | 2.80 | 1.15 | 970 | -50.30 | 60.55 | 28.37 | 9 | 6 | 6 | -0.84 |
0.09 | 124 | 96 | 950 | 24.44 | 1.90 | 0.40 | 980 | -94.70 | 59.50 | - | 3 | 2 | 2 | - |
0.00 | 0 | 0 | 0 | 10.69 | 10.65 | 10.65 | 990 | 127.25 | 127.25 | - | 0 | 0 | 0 | - |
0.05 | 469 | 120 | 1,976 | 25.98 | 1.05 | -0.05 | 1000 | 0.00 | 171.25 | - | 0 | 0 | 0 | - |
0.00 | 0 | 0 | 0 | 12.52 | 8.00 | 8.00 | 1010 | 144.35 | 144.35 | - | 0 | 0 | 0 | - |
0.04 | 119 | 34 | 396 | 28.60 | 0.75 | 0.30 | 1020 | 0.00 | 188.80 | - | 0 | 0 | 0 | - |
3,552 | 2,658 |
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.