RAMCOCEM
The Ramco Cements Limited
Historical option data for RAMCOCEM
20 Dec 2024 04:11 PM IST
| RAMCOCEM 26DEC2024 1000 CE | ||||||||||
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Delta: 0.37
Vega: 0.48
Theta: -1.14
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 986.10 | 8.25 | -27.75 | 26.30 | 798 | -19 | 178 | |||
| 19 Dec | 1027.85 | 36 | -3.00 | 33.71 | 73 | -24 | 201 | |||
| 18 Dec | 1031.05 | 39 | -4.45 | 31.31 | 33 | -4 | 226 | |||
| 17 Dec | 1035.10 | 43.45 | -9.05 | 16.81 | 115 | -40 | 230 | |||
| 16 Dec | 1047.65 | 52.5 | 4.10 | 29.13 | 525 | 67 | 269 | |||
| 13 Dec | 1040.70 | 48.4 | 28.35 | 23.46 | 1,515 | -62 | 202 | |||
| 12 Dec | 998.10 | 20.05 | -12.65 | 24.41 | 942 | 58 | 265 | |||
| 11 Dec | 1020.45 | 32.7 | 1.55 | 20.73 | 239 | 14 | 208 | |||
| 10 Dec | 1013.95 | 31.15 | -1.80 | 27.47 | 105 | -14 | 194 | |||
| 9 Dec | 1014.45 | 32.95 | 0.65 | 23.92 | 236 | 9 | 217 | |||
| 6 Dec | 1013.05 | 32.3 | -4.60 | 23.98 | 132 | 6 | 208 | |||
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| 5 Dec | 1022.05 | 36.9 | -17.30 | 23.17 | 86 | -28 | 202 | |||
| 4 Dec | 1040.65 | 54.2 | -1.05 | 23.04 | 49 | -11 | 230 | |||
| 3 Dec | 1040.10 | 55.25 | 2.95 | 24.81 | 104 | -6 | 241 | |||
| 2 Dec | 1035.25 | 52.3 | 15.30 | 25.02 | 394 | -6 | 247 | |||
| 29 Nov | 1014.80 | 37 | 16.75 | 25.21 | 1,634 | 29 | 326 | |||
| 28 Nov | 974.90 | 20.25 | -2.55 | 26.23 | 389 | -13 | 297 | |||
| 27 Nov | 978.10 | 22.8 | 6.70 | 26.40 | 807 | 77 | 309 | |||
| 26 Nov | 959.85 | 16.1 | -2.95 | 25.40 | 251 | 42 | 231 | |||
| 25 Nov | 969.65 | 19.05 | 6.25 | 24.67 | 464 | 138 | 190 | |||
| 22 Nov | 944.95 | 12.8 | 4.65 | 25.74 | 275 | 51 | 103 | |||
| 21 Nov | 914.95 | 8.15 | 3.45 | 28.17 | 303 | 21 | 52 | |||
| 20 Nov | 903.55 | 4.7 | 0.00 | 25.50 | 151 | 13 | 33 | |||
| 19 Nov | 903.55 | 4.7 | 1.05 | 25.50 | 151 | 15 | 33 | |||
| 18 Nov | 894.15 | 3.65 | -2.65 | 25.29 | 1 | 0 | 18 | |||
| 14 Nov | 902.35 | 6.3 | 1.60 | 25.45 | 9 | 2 | 15 | |||
| 13 Nov | 883.90 | 4.7 | 26.05 | 13 | 10 | 10 | ||||
For The Ramco Cements Limited - strike price 1000 expiring on 26DEC2024
Delta for 1000 CE is 0.37
Historical price for 1000 CE is as follows
On 20 Dec RAMCOCEM was trading at 986.10. The strike last trading price was 8.25, which was -27.75 lower than the previous day. The implied volatity was 26.30, the open interest changed by -19 which decreased total open position to 178
On 19 Dec RAMCOCEM was trading at 1027.85. The strike last trading price was 36, which was -3.00 lower than the previous day. The implied volatity was 33.71, the open interest changed by -24 which decreased total open position to 201
On 18 Dec RAMCOCEM was trading at 1031.05. The strike last trading price was 39, which was -4.45 lower than the previous day. The implied volatity was 31.31, the open interest changed by -4 which decreased total open position to 226
On 17 Dec RAMCOCEM was trading at 1035.10. The strike last trading price was 43.45, which was -9.05 lower than the previous day. The implied volatity was 16.81, the open interest changed by -40 which decreased total open position to 230
On 16 Dec RAMCOCEM was trading at 1047.65. The strike last trading price was 52.5, which was 4.10 higher than the previous day. The implied volatity was 29.13, the open interest changed by 67 which increased total open position to 269
On 13 Dec RAMCOCEM was trading at 1040.70. The strike last trading price was 48.4, which was 28.35 higher than the previous day. The implied volatity was 23.46, the open interest changed by -62 which decreased total open position to 202
On 12 Dec RAMCOCEM was trading at 998.10. The strike last trading price was 20.05, which was -12.65 lower than the previous day. The implied volatity was 24.41, the open interest changed by 58 which increased total open position to 265
On 11 Dec RAMCOCEM was trading at 1020.45. The strike last trading price was 32.7, which was 1.55 higher than the previous day. The implied volatity was 20.73, the open interest changed by 14 which increased total open position to 208
On 10 Dec RAMCOCEM was trading at 1013.95. The strike last trading price was 31.15, which was -1.80 lower than the previous day. The implied volatity was 27.47, the open interest changed by -14 which decreased total open position to 194
On 9 Dec RAMCOCEM was trading at 1014.45. The strike last trading price was 32.95, which was 0.65 higher than the previous day. The implied volatity was 23.92, the open interest changed by 9 which increased total open position to 217
On 6 Dec RAMCOCEM was trading at 1013.05. The strike last trading price was 32.3, which was -4.60 lower than the previous day. The implied volatity was 23.98, the open interest changed by 6 which increased total open position to 208
On 5 Dec RAMCOCEM was trading at 1022.05. The strike last trading price was 36.9, which was -17.30 lower than the previous day. The implied volatity was 23.17, the open interest changed by -28 which decreased total open position to 202
On 4 Dec RAMCOCEM was trading at 1040.65. The strike last trading price was 54.2, which was -1.05 lower than the previous day. The implied volatity was 23.04, the open interest changed by -11 which decreased total open position to 230
On 3 Dec RAMCOCEM was trading at 1040.10. The strike last trading price was 55.25, which was 2.95 higher than the previous day. The implied volatity was 24.81, the open interest changed by -6 which decreased total open position to 241
On 2 Dec RAMCOCEM was trading at 1035.25. The strike last trading price was 52.3, which was 15.30 higher than the previous day. The implied volatity was 25.02, the open interest changed by -6 which decreased total open position to 247
On 29 Nov RAMCOCEM was trading at 1014.80. The strike last trading price was 37, which was 16.75 higher than the previous day. The implied volatity was 25.21, the open interest changed by 29 which increased total open position to 326
On 28 Nov RAMCOCEM was trading at 974.90. The strike last trading price was 20.25, which was -2.55 lower than the previous day. The implied volatity was 26.23, the open interest changed by -13 which decreased total open position to 297
On 27 Nov RAMCOCEM was trading at 978.10. The strike last trading price was 22.8, which was 6.70 higher than the previous day. The implied volatity was 26.40, the open interest changed by 77 which increased total open position to 309
On 26 Nov RAMCOCEM was trading at 959.85. The strike last trading price was 16.1, which was -2.95 lower than the previous day. The implied volatity was 25.40, the open interest changed by 42 which increased total open position to 231
On 25 Nov RAMCOCEM was trading at 969.65. The strike last trading price was 19.05, which was 6.25 higher than the previous day. The implied volatity was 24.67, the open interest changed by 138 which increased total open position to 190
On 22 Nov RAMCOCEM was trading at 944.95. The strike last trading price was 12.8, which was 4.65 higher than the previous day. The implied volatity was 25.74, the open interest changed by 51 which increased total open position to 103
On 21 Nov RAMCOCEM was trading at 914.95. The strike last trading price was 8.15, which was 3.45 higher than the previous day. The implied volatity was 28.17, the open interest changed by 21 which increased total open position to 52
On 20 Nov RAMCOCEM was trading at 903.55. The strike last trading price was 4.7, which was 0.00 lower than the previous day. The implied volatity was 25.50, the open interest changed by 13 which increased total open position to 33
On 19 Nov RAMCOCEM was trading at 903.55. The strike last trading price was 4.7, which was 1.05 higher than the previous day. The implied volatity was 25.50, the open interest changed by 15 which increased total open position to 33
On 18 Nov RAMCOCEM was trading at 894.15. The strike last trading price was 3.65, which was -2.65 lower than the previous day. The implied volatity was 25.29, the open interest changed by 0 which decreased total open position to 18
On 14 Nov RAMCOCEM was trading at 902.35. The strike last trading price was 6.3, which was 1.60 higher than the previous day. The implied volatity was 25.45, the open interest changed by 2 which increased total open position to 15
On 13 Nov RAMCOCEM was trading at 883.90. The strike last trading price was 4.7, which was lower than the previous day. The implied volatity was 26.05, the open interest changed by 10 which increased total open position to 10
| RAMCOCEM 26DEC2024 1000 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.70
Vega: 0.44
Theta: -0.46
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 986.10 | 16.1 | 11.95 | 17.63 | 3,950 | -436 | 367 |
| 19 Dec | 1027.85 | 4.15 | -0.15 | 24.79 | 898 | 96 | 807 |
| 18 Dec | 1031.05 | 4.3 | 0.25 | 25.51 | 437 | -61 | 718 |
| 17 Dec | 1035.10 | 4.05 | -0.35 | 27.98 | 609 | -118 | 779 |
| 16 Dec | 1047.65 | 4.4 | -1.80 | 29.46 | 1,064 | 67 | 902 |
| 13 Dec | 1040.70 | 6.2 | -13.15 | 28.08 | 2,928 | 108 | 834 |
| 12 Dec | 998.10 | 19.35 | 9.60 | 26.12 | 2,949 | 498 | 734 |
| 11 Dec | 1020.45 | 9.75 | -3.15 | 24.52 | 247 | -5 | 232 |
| 10 Dec | 1013.95 | 12.9 | -0.10 | 23.16 | 222 | -2 | 237 |
| 9 Dec | 1014.45 | 13 | -1.50 | 25.35 | 298 | 29 | 274 |
| 6 Dec | 1013.05 | 14.5 | 2.00 | 23.66 | 295 | -20 | 244 |
| 5 Dec | 1022.05 | 12.5 | 3.50 | 23.67 | 571 | -13 | 267 |
| 4 Dec | 1040.65 | 9 | -1.15 | 26.30 | 347 | 25 | 279 |
| 3 Dec | 1040.10 | 10.15 | -2.85 | 26.93 | 359 | 24 | 254 |
| 2 Dec | 1035.25 | 13 | -5.80 | 28.33 | 589 | 71 | 231 |
| 29 Nov | 1014.80 | 18.8 | -18.00 | 24.51 | 560 | 134 | 169 |
| 28 Nov | 974.90 | 36.8 | 0.90 | 24.51 | 8 | 2 | 35 |
| 27 Nov | 978.10 | 35.9 | -11.60 | 25.63 | 37 | 26 | 33 |
| 26 Nov | 959.85 | 47.5 | 3.00 | 27.42 | 1 | 0 | 8 |
| 25 Nov | 969.65 | 44.5 | -92.80 | 29.13 | 11 | 7 | 7 |
| 22 Nov | 944.95 | 137.3 | 0.00 | - | 0 | 0 | 0 |
| 21 Nov | 914.95 | 137.3 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 903.55 | 137.3 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 903.55 | 137.3 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 894.15 | 137.3 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 902.35 | 137.3 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 883.90 | 137.3 | - | 0 | 0 | 0 | |
For The Ramco Cements Limited - strike price 1000 expiring on 26DEC2024
Delta for 1000 PE is -0.70
Historical price for 1000 PE is as follows
On 20 Dec RAMCOCEM was trading at 986.10. The strike last trading price was 16.1, which was 11.95 higher than the previous day. The implied volatity was 17.63, the open interest changed by -436 which decreased total open position to 367
On 19 Dec RAMCOCEM was trading at 1027.85. The strike last trading price was 4.15, which was -0.15 lower than the previous day. The implied volatity was 24.79, the open interest changed by 96 which increased total open position to 807
On 18 Dec RAMCOCEM was trading at 1031.05. The strike last trading price was 4.3, which was 0.25 higher than the previous day. The implied volatity was 25.51, the open interest changed by -61 which decreased total open position to 718
On 17 Dec RAMCOCEM was trading at 1035.10. The strike last trading price was 4.05, which was -0.35 lower than the previous day. The implied volatity was 27.98, the open interest changed by -118 which decreased total open position to 779
On 16 Dec RAMCOCEM was trading at 1047.65. The strike last trading price was 4.4, which was -1.80 lower than the previous day. The implied volatity was 29.46, the open interest changed by 67 which increased total open position to 902
On 13 Dec RAMCOCEM was trading at 1040.70. The strike last trading price was 6.2, which was -13.15 lower than the previous day. The implied volatity was 28.08, the open interest changed by 108 which increased total open position to 834
On 12 Dec RAMCOCEM was trading at 998.10. The strike last trading price was 19.35, which was 9.60 higher than the previous day. The implied volatity was 26.12, the open interest changed by 498 which increased total open position to 734
On 11 Dec RAMCOCEM was trading at 1020.45. The strike last trading price was 9.75, which was -3.15 lower than the previous day. The implied volatity was 24.52, the open interest changed by -5 which decreased total open position to 232
On 10 Dec RAMCOCEM was trading at 1013.95. The strike last trading price was 12.9, which was -0.10 lower than the previous day. The implied volatity was 23.16, the open interest changed by -2 which decreased total open position to 237
On 9 Dec RAMCOCEM was trading at 1014.45. The strike last trading price was 13, which was -1.50 lower than the previous day. The implied volatity was 25.35, the open interest changed by 29 which increased total open position to 274
On 6 Dec RAMCOCEM was trading at 1013.05. The strike last trading price was 14.5, which was 2.00 higher than the previous day. The implied volatity was 23.66, the open interest changed by -20 which decreased total open position to 244
On 5 Dec RAMCOCEM was trading at 1022.05. The strike last trading price was 12.5, which was 3.50 higher than the previous day. The implied volatity was 23.67, the open interest changed by -13 which decreased total open position to 267
On 4 Dec RAMCOCEM was trading at 1040.65. The strike last trading price was 9, which was -1.15 lower than the previous day. The implied volatity was 26.30, the open interest changed by 25 which increased total open position to 279
On 3 Dec RAMCOCEM was trading at 1040.10. The strike last trading price was 10.15, which was -2.85 lower than the previous day. The implied volatity was 26.93, the open interest changed by 24 which increased total open position to 254
On 2 Dec RAMCOCEM was trading at 1035.25. The strike last trading price was 13, which was -5.80 lower than the previous day. The implied volatity was 28.33, the open interest changed by 71 which increased total open position to 231
On 29 Nov RAMCOCEM was trading at 1014.80. The strike last trading price was 18.8, which was -18.00 lower than the previous day. The implied volatity was 24.51, the open interest changed by 134 which increased total open position to 169
On 28 Nov RAMCOCEM was trading at 974.90. The strike last trading price was 36.8, which was 0.90 higher than the previous day. The implied volatity was 24.51, the open interest changed by 2 which increased total open position to 35
On 27 Nov RAMCOCEM was trading at 978.10. The strike last trading price was 35.9, which was -11.60 lower than the previous day. The implied volatity was 25.63, the open interest changed by 26 which increased total open position to 33
On 26 Nov RAMCOCEM was trading at 959.85. The strike last trading price was 47.5, which was 3.00 higher than the previous day. The implied volatity was 27.42, the open interest changed by 0 which decreased total open position to 8
On 25 Nov RAMCOCEM was trading at 969.65. The strike last trading price was 44.5, which was -92.80 lower than the previous day. The implied volatity was 29.13, the open interest changed by 7 which increased total open position to 7
On 22 Nov RAMCOCEM was trading at 944.95. The strike last trading price was 137.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 21 Nov RAMCOCEM was trading at 914.95. The strike last trading price was 137.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 20 Nov RAMCOCEM was trading at 903.55. The strike last trading price was 137.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 19 Nov RAMCOCEM was trading at 903.55. The strike last trading price was 137.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 18 Nov RAMCOCEM was trading at 894.15. The strike last trading price was 137.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 Nov RAMCOCEM was trading at 902.35. The strike last trading price was 137.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Nov RAMCOCEM was trading at 883.90. The strike last trading price was 137.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
