RAMCOCEM
The Ramco Cements Limited
Historical option data for RAMCOCEM
20 Dec 2024 04:11 PM IST
| RAMCOCEM 26DEC2024 1020 CE | ||||||||||
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Delta: 0.19
Vega: 0.34
Theta: -0.82
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 986.10 | 3.45 | -16.85 | 27.22 | 1,081 | 118 | 308 | |||
| 19 Dec | 1027.85 | 20.3 | -4.00 | 28.36 | 184 | -3 | 195 | |||
| 18 Dec | 1031.05 | 24.3 | -3.05 | 29.06 | 118 | -13 | 198 | |||
| 17 Dec | 1035.10 | 27.35 | -8.05 | 19.86 | 88 | -9 | 214 | |||
| 16 Dec | 1047.65 | 35.4 | 2.00 | 26.13 | 175 | -15 | 222 | |||
| 13 Dec | 1040.70 | 33.4 | 21.50 | 23.95 | 2,173 | -122 | 241 | |||
| 12 Dec | 998.10 | 11.9 | -10.10 | 24.86 | 1,177 | 14 | 365 | |||
| 11 Dec | 1020.45 | 22 | 2.85 | 23.09 | 837 | 100 | 350 | |||
| 10 Dec | 1013.95 | 19.15 | -3.05 | 25.56 | 401 | 5 | 249 | |||
| 9 Dec | 1014.45 | 22.2 | 0.40 | 24.70 | 304 | -3 | 246 | |||
| 6 Dec | 1013.05 | 21.8 | -4.25 | 24.28 | 191 | 12 | 248 | |||
| 5 Dec | 1022.05 | 26.05 | -13.95 | 24.15 | 152 | 4 | 235 | |||
| 4 Dec | 1040.65 | 40 | -1.10 | 23.44 | 47 | -3 | 231 | |||
| 3 Dec | 1040.10 | 41.1 | 1.95 | 24.71 | 96 | 9 | 235 | |||
| 2 Dec | 1035.25 | 39.15 | 12.45 | 25.32 | 727 | 11 | 226 | |||
| 29 Nov | 1014.80 | 26.7 | 12.80 | 25.41 | 1,005 | 168 | 212 | |||
| 28 Nov | 974.90 | 13.9 | -1.55 | 26.53 | 23 | -8 | 45 | |||
| 27 Nov | 978.10 | 15.45 | 4.40 | 26.19 | 49 | 14 | 53 | |||
| 26 Nov | 959.85 | 11.05 | -3.80 | 25.96 | 69 | -19 | 39 | |||
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| 25 Nov | 969.65 | 14.85 | 6.05 | 26.86 | 87 | 58 | 58 | |||
| 22 Nov | 944.95 | 8.8 | 26.23 | 83 | 33 | 33 | ||||
For The Ramco Cements Limited - strike price 1020 expiring on 26DEC2024
Delta for 1020 CE is 0.19
Historical price for 1020 CE is as follows
On 20 Dec RAMCOCEM was trading at 986.10. The strike last trading price was 3.45, which was -16.85 lower than the previous day. The implied volatity was 27.22, the open interest changed by 118 which increased total open position to 308
On 19 Dec RAMCOCEM was trading at 1027.85. The strike last trading price was 20.3, which was -4.00 lower than the previous day. The implied volatity was 28.36, the open interest changed by -3 which decreased total open position to 195
On 18 Dec RAMCOCEM was trading at 1031.05. The strike last trading price was 24.3, which was -3.05 lower than the previous day. The implied volatity was 29.06, the open interest changed by -13 which decreased total open position to 198
On 17 Dec RAMCOCEM was trading at 1035.10. The strike last trading price was 27.35, which was -8.05 lower than the previous day. The implied volatity was 19.86, the open interest changed by -9 which decreased total open position to 214
On 16 Dec RAMCOCEM was trading at 1047.65. The strike last trading price was 35.4, which was 2.00 higher than the previous day. The implied volatity was 26.13, the open interest changed by -15 which decreased total open position to 222
On 13 Dec RAMCOCEM was trading at 1040.70. The strike last trading price was 33.4, which was 21.50 higher than the previous day. The implied volatity was 23.95, the open interest changed by -122 which decreased total open position to 241
On 12 Dec RAMCOCEM was trading at 998.10. The strike last trading price was 11.9, which was -10.10 lower than the previous day. The implied volatity was 24.86, the open interest changed by 14 which increased total open position to 365
On 11 Dec RAMCOCEM was trading at 1020.45. The strike last trading price was 22, which was 2.85 higher than the previous day. The implied volatity was 23.09, the open interest changed by 100 which increased total open position to 350
On 10 Dec RAMCOCEM was trading at 1013.95. The strike last trading price was 19.15, which was -3.05 lower than the previous day. The implied volatity was 25.56, the open interest changed by 5 which increased total open position to 249
On 9 Dec RAMCOCEM was trading at 1014.45. The strike last trading price was 22.2, which was 0.40 higher than the previous day. The implied volatity was 24.70, the open interest changed by -3 which decreased total open position to 246
On 6 Dec RAMCOCEM was trading at 1013.05. The strike last trading price was 21.8, which was -4.25 lower than the previous day. The implied volatity was 24.28, the open interest changed by 12 which increased total open position to 248
On 5 Dec RAMCOCEM was trading at 1022.05. The strike last trading price was 26.05, which was -13.95 lower than the previous day. The implied volatity was 24.15, the open interest changed by 4 which increased total open position to 235
On 4 Dec RAMCOCEM was trading at 1040.65. The strike last trading price was 40, which was -1.10 lower than the previous day. The implied volatity was 23.44, the open interest changed by -3 which decreased total open position to 231
On 3 Dec RAMCOCEM was trading at 1040.10. The strike last trading price was 41.1, which was 1.95 higher than the previous day. The implied volatity was 24.71, the open interest changed by 9 which increased total open position to 235
On 2 Dec RAMCOCEM was trading at 1035.25. The strike last trading price was 39.15, which was 12.45 higher than the previous day. The implied volatity was 25.32, the open interest changed by 11 which increased total open position to 226
On 29 Nov RAMCOCEM was trading at 1014.80. The strike last trading price was 26.7, which was 12.80 higher than the previous day. The implied volatity was 25.41, the open interest changed by 168 which increased total open position to 212
On 28 Nov RAMCOCEM was trading at 974.90. The strike last trading price was 13.9, which was -1.55 lower than the previous day. The implied volatity was 26.53, the open interest changed by -8 which decreased total open position to 45
On 27 Nov RAMCOCEM was trading at 978.10. The strike last trading price was 15.45, which was 4.40 higher than the previous day. The implied volatity was 26.19, the open interest changed by 14 which increased total open position to 53
On 26 Nov RAMCOCEM was trading at 959.85. The strike last trading price was 11.05, which was -3.80 lower than the previous day. The implied volatity was 25.96, the open interest changed by -19 which decreased total open position to 39
On 25 Nov RAMCOCEM was trading at 969.65. The strike last trading price was 14.85, which was 6.05 higher than the previous day. The implied volatity was 26.86, the open interest changed by 58 which increased total open position to 58
On 22 Nov RAMCOCEM was trading at 944.95. The strike last trading price was 8.8, which was lower than the previous day. The implied volatity was 26.23, the open interest changed by 33 which increased total open position to 33
| RAMCOCEM 26DEC2024 1020 PE | |||||||
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Delta: -0.93
Vega: 0.17
Theta: 0.03
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 986.10 | 32.45 | 23.95 | 16.53 | 490 | 8 | 146 |
| 19 Dec | 1027.85 | 8.5 | -0.80 | 21.36 | 346 | -34 | 141 |
| 18 Dec | 1031.05 | 9.3 | 1.25 | 24.10 | 465 | -10 | 179 |
| 17 Dec | 1035.10 | 8.05 | -0.10 | 26.54 | 315 | -35 | 194 |
| 16 Dec | 1047.65 | 8.15 | -2.80 | 27.97 | 462 | 47 | 234 |
| 13 Dec | 1040.70 | 10.95 | -20.05 | 27.13 | 666 | 62 | 196 |
| 12 Dec | 998.10 | 31 | 12.90 | 26.49 | 228 | -34 | 134 |
| 11 Dec | 1020.45 | 18.1 | -3.95 | 25.27 | 242 | 24 | 165 |
| 10 Dec | 1013.95 | 22.05 | 0.55 | 22.90 | 97 | 8 | 140 |
| 9 Dec | 1014.45 | 21.5 | -1.25 | 25.26 | 205 | 6 | 132 |
| 6 Dec | 1013.05 | 22.75 | 2.40 | 22.77 | 161 | -4 | 127 |
| 5 Dec | 1022.05 | 20.35 | 6.35 | 23.38 | 212 | 23 | 131 |
| 4 Dec | 1040.65 | 14 | -2.10 | 25.34 | 131 | 15 | 109 |
| 3 Dec | 1040.10 | 16.1 | -3.40 | 26.73 | 146 | -4 | 95 |
| 2 Dec | 1035.25 | 19.5 | -9.85 | 27.97 | 351 | 56 | 99 |
| 29 Nov | 1014.80 | 29.35 | -19.10 | 25.65 | 157 | 37 | 42 |
| 28 Nov | 974.90 | 48.45 | -12.80 | 22.61 | 6 | 5 | 6 |
| 27 Nov | 978.10 | 61.25 | -3.15 | 37.76 | 3 | 0 | 2 |
| 26 Nov | 959.85 | 64.4 | 4.15 | 30.47 | 6 | 0 | 3 |
| 25 Nov | 969.65 | 60.25 | -93.50 | 31.75 | 4 | 3 | 3 |
| 22 Nov | 944.95 | 153.75 | - | 0 | 0 | 0 | |
For The Ramco Cements Limited - strike price 1020 expiring on 26DEC2024
Delta for 1020 PE is -0.93
Historical price for 1020 PE is as follows
On 20 Dec RAMCOCEM was trading at 986.10. The strike last trading price was 32.45, which was 23.95 higher than the previous day. The implied volatity was 16.53, the open interest changed by 8 which increased total open position to 146
On 19 Dec RAMCOCEM was trading at 1027.85. The strike last trading price was 8.5, which was -0.80 lower than the previous day. The implied volatity was 21.36, the open interest changed by -34 which decreased total open position to 141
On 18 Dec RAMCOCEM was trading at 1031.05. The strike last trading price was 9.3, which was 1.25 higher than the previous day. The implied volatity was 24.10, the open interest changed by -10 which decreased total open position to 179
On 17 Dec RAMCOCEM was trading at 1035.10. The strike last trading price was 8.05, which was -0.10 lower than the previous day. The implied volatity was 26.54, the open interest changed by -35 which decreased total open position to 194
On 16 Dec RAMCOCEM was trading at 1047.65. The strike last trading price was 8.15, which was -2.80 lower than the previous day. The implied volatity was 27.97, the open interest changed by 47 which increased total open position to 234
On 13 Dec RAMCOCEM was trading at 1040.70. The strike last trading price was 10.95, which was -20.05 lower than the previous day. The implied volatity was 27.13, the open interest changed by 62 which increased total open position to 196
On 12 Dec RAMCOCEM was trading at 998.10. The strike last trading price was 31, which was 12.90 higher than the previous day. The implied volatity was 26.49, the open interest changed by -34 which decreased total open position to 134
On 11 Dec RAMCOCEM was trading at 1020.45. The strike last trading price was 18.1, which was -3.95 lower than the previous day. The implied volatity was 25.27, the open interest changed by 24 which increased total open position to 165
On 10 Dec RAMCOCEM was trading at 1013.95. The strike last trading price was 22.05, which was 0.55 higher than the previous day. The implied volatity was 22.90, the open interest changed by 8 which increased total open position to 140
On 9 Dec RAMCOCEM was trading at 1014.45. The strike last trading price was 21.5, which was -1.25 lower than the previous day. The implied volatity was 25.26, the open interest changed by 6 which increased total open position to 132
On 6 Dec RAMCOCEM was trading at 1013.05. The strike last trading price was 22.75, which was 2.40 higher than the previous day. The implied volatity was 22.77, the open interest changed by -4 which decreased total open position to 127
On 5 Dec RAMCOCEM was trading at 1022.05. The strike last trading price was 20.35, which was 6.35 higher than the previous day. The implied volatity was 23.38, the open interest changed by 23 which increased total open position to 131
On 4 Dec RAMCOCEM was trading at 1040.65. The strike last trading price was 14, which was -2.10 lower than the previous day. The implied volatity was 25.34, the open interest changed by 15 which increased total open position to 109
On 3 Dec RAMCOCEM was trading at 1040.10. The strike last trading price was 16.1, which was -3.40 lower than the previous day. The implied volatity was 26.73, the open interest changed by -4 which decreased total open position to 95
On 2 Dec RAMCOCEM was trading at 1035.25. The strike last trading price was 19.5, which was -9.85 lower than the previous day. The implied volatity was 27.97, the open interest changed by 56 which increased total open position to 99
On 29 Nov RAMCOCEM was trading at 1014.80. The strike last trading price was 29.35, which was -19.10 lower than the previous day. The implied volatity was 25.65, the open interest changed by 37 which increased total open position to 42
On 28 Nov RAMCOCEM was trading at 974.90. The strike last trading price was 48.45, which was -12.80 lower than the previous day. The implied volatity was 22.61, the open interest changed by 5 which increased total open position to 6
On 27 Nov RAMCOCEM was trading at 978.10. The strike last trading price was 61.25, which was -3.15 lower than the previous day. The implied volatity was 37.76, the open interest changed by 0 which decreased total open position to 2
On 26 Nov RAMCOCEM was trading at 959.85. The strike last trading price was 64.4, which was 4.15 higher than the previous day. The implied volatity was 30.47, the open interest changed by 0 which decreased total open position to 3
On 25 Nov RAMCOCEM was trading at 969.65. The strike last trading price was 60.25, which was -93.50 lower than the previous day. The implied volatity was 31.75, the open interest changed by 3 which increased total open position to 3
On 22 Nov RAMCOCEM was trading at 944.95. The strike last trading price was 153.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
