RAMCOCEM
The Ramco Cements Limited
Historical option data for RAMCOCEM
20 Dec 2024 04:11 PM IST
| RAMCOCEM 26DEC2024 1010 CE | ||||||||||
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Delta: 0.26
Vega: 0.41
Theta: -0.98
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 986.10 | 5.25 | -25.00 | 26.35 | 669 | 54 | 186 | |||
| 19 Dec | 1027.85 | 30.25 | -1.50 | 35.63 | 29 | 3 | 133 | |||
| 18 Dec | 1031.05 | 31.75 | -5.35 | 30.99 | 17 | -5 | 129 | |||
| 17 Dec | 1035.10 | 37.1 | -7.70 | 24.06 | 4 | -1 | 135 | |||
| 16 Dec | 1047.65 | 44.8 | 3.65 | 29.73 | 68 | -14 | 136 | |||
| 13 Dec | 1040.70 | 41.15 | 25.45 | 24.75 | 1,239 | -24 | 151 | |||
| 12 Dec | 998.10 | 15.7 | -11.25 | 24.79 | 587 | 45 | 177 | |||
| 11 Dec | 1020.45 | 26.95 | 2.45 | 22.03 | 104 | 4 | 133 | |||
| 10 Dec | 1013.95 | 24.5 | -2.60 | 26.14 | 352 | -16 | 130 | |||
| 9 Dec | 1014.45 | 27.1 | 1.45 | 24.20 | 170 | 38 | 147 | |||
| 6 Dec | 1013.05 | 25.65 | -7.55 | 23.00 | 88 | 23 | 109 | |||
| 5 Dec | 1022.05 | 33.2 | -10.35 | 25.88 | 36 | 8 | 86 | |||
| 4 Dec | 1040.65 | 43.55 | -3.85 | 19.06 | 4 | 1 | 79 | |||
| 3 Dec | 1040.10 | 47.4 | 2.30 | 24.17 | 15 | 1 | 76 | |||
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| 2 Dec | 1035.25 | 45.1 | 14.05 | 24.80 | 157 | 36 | 76 | |||
| 29 Nov | 1014.80 | 31.05 | 13.00 | 24.83 | 149 | 29 | 38 | |||
| 28 Nov | 974.90 | 18.05 | 0.00 | 0.00 | 0 | -1 | 0 | |||
| 27 Nov | 978.10 | 18.05 | 4.95 | 25.51 | 2 | 0 | 10 | |||
| 26 Nov | 959.85 | 13.1 | -6.05 | 25.41 | 2 | 0 | 11 | |||
| 25 Nov | 969.65 | 19.15 | 9.15 | 28.01 | 9 | 8 | 10 | |||
| 22 Nov | 944.95 | 10 | 25.14 | 2 | 0 | 2 | ||||
For The Ramco Cements Limited - strike price 1010 expiring on 26DEC2024
Delta for 1010 CE is 0.26
Historical price for 1010 CE is as follows
On 20 Dec RAMCOCEM was trading at 986.10. The strike last trading price was 5.25, which was -25.00 lower than the previous day. The implied volatity was 26.35, the open interest changed by 54 which increased total open position to 186
On 19 Dec RAMCOCEM was trading at 1027.85. The strike last trading price was 30.25, which was -1.50 lower than the previous day. The implied volatity was 35.63, the open interest changed by 3 which increased total open position to 133
On 18 Dec RAMCOCEM was trading at 1031.05. The strike last trading price was 31.75, which was -5.35 lower than the previous day. The implied volatity was 30.99, the open interest changed by -5 which decreased total open position to 129
On 17 Dec RAMCOCEM was trading at 1035.10. The strike last trading price was 37.1, which was -7.70 lower than the previous day. The implied volatity was 24.06, the open interest changed by -1 which decreased total open position to 135
On 16 Dec RAMCOCEM was trading at 1047.65. The strike last trading price was 44.8, which was 3.65 higher than the previous day. The implied volatity was 29.73, the open interest changed by -14 which decreased total open position to 136
On 13 Dec RAMCOCEM was trading at 1040.70. The strike last trading price was 41.15, which was 25.45 higher than the previous day. The implied volatity was 24.75, the open interest changed by -24 which decreased total open position to 151
On 12 Dec RAMCOCEM was trading at 998.10. The strike last trading price was 15.7, which was -11.25 lower than the previous day. The implied volatity was 24.79, the open interest changed by 45 which increased total open position to 177
On 11 Dec RAMCOCEM was trading at 1020.45. The strike last trading price was 26.95, which was 2.45 higher than the previous day. The implied volatity was 22.03, the open interest changed by 4 which increased total open position to 133
On 10 Dec RAMCOCEM was trading at 1013.95. The strike last trading price was 24.5, which was -2.60 lower than the previous day. The implied volatity was 26.14, the open interest changed by -16 which decreased total open position to 130
On 9 Dec RAMCOCEM was trading at 1014.45. The strike last trading price was 27.1, which was 1.45 higher than the previous day. The implied volatity was 24.20, the open interest changed by 38 which increased total open position to 147
On 6 Dec RAMCOCEM was trading at 1013.05. The strike last trading price was 25.65, which was -7.55 lower than the previous day. The implied volatity was 23.00, the open interest changed by 23 which increased total open position to 109
On 5 Dec RAMCOCEM was trading at 1022.05. The strike last trading price was 33.2, which was -10.35 lower than the previous day. The implied volatity was 25.88, the open interest changed by 8 which increased total open position to 86
On 4 Dec RAMCOCEM was trading at 1040.65. The strike last trading price was 43.55, which was -3.85 lower than the previous day. The implied volatity was 19.06, the open interest changed by 1 which increased total open position to 79
On 3 Dec RAMCOCEM was trading at 1040.10. The strike last trading price was 47.4, which was 2.30 higher than the previous day. The implied volatity was 24.17, the open interest changed by 1 which increased total open position to 76
On 2 Dec RAMCOCEM was trading at 1035.25. The strike last trading price was 45.1, which was 14.05 higher than the previous day. The implied volatity was 24.80, the open interest changed by 36 which increased total open position to 76
On 29 Nov RAMCOCEM was trading at 1014.80. The strike last trading price was 31.05, which was 13.00 higher than the previous day. The implied volatity was 24.83, the open interest changed by 29 which increased total open position to 38
On 28 Nov RAMCOCEM was trading at 974.90. The strike last trading price was 18.05, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 27 Nov RAMCOCEM was trading at 978.10. The strike last trading price was 18.05, which was 4.95 higher than the previous day. The implied volatity was 25.51, the open interest changed by 0 which decreased total open position to 10
On 26 Nov RAMCOCEM was trading at 959.85. The strike last trading price was 13.1, which was -6.05 lower than the previous day. The implied volatity was 25.41, the open interest changed by 0 which decreased total open position to 11
On 25 Nov RAMCOCEM was trading at 969.65. The strike last trading price was 19.15, which was 9.15 higher than the previous day. The implied volatity was 28.01, the open interest changed by 8 which increased total open position to 10
On 22 Nov RAMCOCEM was trading at 944.95. The strike last trading price was 10, which was lower than the previous day. The implied volatity was 25.14, the open interest changed by 0 which decreased total open position to 2
| RAMCOCEM 26DEC2024 1010 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.98
Vega: 0.05
Theta: 0.24
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 986.10 | 21.9 | 15.95 | 7.98 | 480 | -7 | 121 |
| 19 Dec | 1027.85 | 5.95 | -0.20 | 23.13 | 190 | -32 | 127 |
| 18 Dec | 1031.05 | 6.15 | 0.40 | 24.30 | 157 | 1 | 159 |
| 17 Dec | 1035.10 | 5.75 | -0.35 | 27.25 | 224 | 47 | 158 |
| 16 Dec | 1047.65 | 6.1 | -2.25 | 28.87 | 259 | 40 | 109 |
| 13 Dec | 1040.70 | 8.35 | -16.35 | 27.68 | 588 | -20 | 68 |
| 12 Dec | 998.10 | 24.7 | 11.20 | 26.17 | 233 | -2 | 89 |
| 11 Dec | 1020.45 | 13.5 | -3.25 | 24.85 | 91 | -16 | 92 |
| 10 Dec | 1013.95 | 16.75 | 0.00 | 22.64 | 115 | 18 | 112 |
| 9 Dec | 1014.45 | 16.75 | -2.00 | 25.13 | 132 | 2 | 94 |
| 6 Dec | 1013.05 | 18.75 | 2.45 | 23.72 | 95 | 10 | 92 |
| 5 Dec | 1022.05 | 16.3 | 5.25 | 23.75 | 110 | 13 | 82 |
| 4 Dec | 1040.65 | 11.05 | -1.95 | 25.56 | 44 | 10 | 69 |
| 3 Dec | 1040.10 | 13 | -3.10 | 26.97 | 119 | 24 | 56 |
| 2 Dec | 1035.25 | 16.1 | -8.45 | 28.24 | 66 | 19 | 32 |
| 29 Nov | 1014.80 | 24.55 | -31.40 | 25.80 | 56 | 13 | 14 |
| 28 Nov | 974.90 | 55.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 27 Nov | 978.10 | 55.95 | 0.00 | 0.00 | 0 | 1 | 0 |
| 26 Nov | 959.85 | 55.95 | -65.70 | 27.81 | 1 | 0 | 0 |
| 25 Nov | 969.65 | 121.65 | 0.00 | - | 0 | 0 | 0 |
| 22 Nov | 944.95 | 121.65 | - | 0 | 0 | 0 | |
For The Ramco Cements Limited - strike price 1010 expiring on 26DEC2024
Delta for 1010 PE is -0.98
Historical price for 1010 PE is as follows
On 20 Dec RAMCOCEM was trading at 986.10. The strike last trading price was 21.9, which was 15.95 higher than the previous day. The implied volatity was 7.98, the open interest changed by -7 which decreased total open position to 121
On 19 Dec RAMCOCEM was trading at 1027.85. The strike last trading price was 5.95, which was -0.20 lower than the previous day. The implied volatity was 23.13, the open interest changed by -32 which decreased total open position to 127
On 18 Dec RAMCOCEM was trading at 1031.05. The strike last trading price was 6.15, which was 0.40 higher than the previous day. The implied volatity was 24.30, the open interest changed by 1 which increased total open position to 159
On 17 Dec RAMCOCEM was trading at 1035.10. The strike last trading price was 5.75, which was -0.35 lower than the previous day. The implied volatity was 27.25, the open interest changed by 47 which increased total open position to 158
On 16 Dec RAMCOCEM was trading at 1047.65. The strike last trading price was 6.1, which was -2.25 lower than the previous day. The implied volatity was 28.87, the open interest changed by 40 which increased total open position to 109
On 13 Dec RAMCOCEM was trading at 1040.70. The strike last trading price was 8.35, which was -16.35 lower than the previous day. The implied volatity was 27.68, the open interest changed by -20 which decreased total open position to 68
On 12 Dec RAMCOCEM was trading at 998.10. The strike last trading price was 24.7, which was 11.20 higher than the previous day. The implied volatity was 26.17, the open interest changed by -2 which decreased total open position to 89
On 11 Dec RAMCOCEM was trading at 1020.45. The strike last trading price was 13.5, which was -3.25 lower than the previous day. The implied volatity was 24.85, the open interest changed by -16 which decreased total open position to 92
On 10 Dec RAMCOCEM was trading at 1013.95. The strike last trading price was 16.75, which was 0.00 lower than the previous day. The implied volatity was 22.64, the open interest changed by 18 which increased total open position to 112
On 9 Dec RAMCOCEM was trading at 1014.45. The strike last trading price was 16.75, which was -2.00 lower than the previous day. The implied volatity was 25.13, the open interest changed by 2 which increased total open position to 94
On 6 Dec RAMCOCEM was trading at 1013.05. The strike last trading price was 18.75, which was 2.45 higher than the previous day. The implied volatity was 23.72, the open interest changed by 10 which increased total open position to 92
On 5 Dec RAMCOCEM was trading at 1022.05. The strike last trading price was 16.3, which was 5.25 higher than the previous day. The implied volatity was 23.75, the open interest changed by 13 which increased total open position to 82
On 4 Dec RAMCOCEM was trading at 1040.65. The strike last trading price was 11.05, which was -1.95 lower than the previous day. The implied volatity was 25.56, the open interest changed by 10 which increased total open position to 69
On 3 Dec RAMCOCEM was trading at 1040.10. The strike last trading price was 13, which was -3.10 lower than the previous day. The implied volatity was 26.97, the open interest changed by 24 which increased total open position to 56
On 2 Dec RAMCOCEM was trading at 1035.25. The strike last trading price was 16.1, which was -8.45 lower than the previous day. The implied volatity was 28.24, the open interest changed by 19 which increased total open position to 32
On 29 Nov RAMCOCEM was trading at 1014.80. The strike last trading price was 24.55, which was -31.40 lower than the previous day. The implied volatity was 25.80, the open interest changed by 13 which increased total open position to 14
On 28 Nov RAMCOCEM was trading at 974.90. The strike last trading price was 55.95, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 27 Nov RAMCOCEM was trading at 978.10. The strike last trading price was 55.95, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 26 Nov RAMCOCEM was trading at 959.85. The strike last trading price was 55.95, which was -65.70 lower than the previous day. The implied volatity was 27.81, the open interest changed by 0 which decreased total open position to 0
On 25 Nov RAMCOCEM was trading at 969.65. The strike last trading price was 121.65, 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 22 Nov RAMCOCEM was trading at 944.95. The strike last trading price was 121.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
