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[--[65.84.65.76]--]
RAMCOCEM
The Ramco Cements Limited

914.95 11.40 (1.26%)

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Historical option data for RAMCOCEM

21 Nov 2024 04:11 PM IST
RAMCOCEM 28NOV2024 1020 CE
Delta: 0.02
Vega: 0.07
Theta: -0.21
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Nov 914.95 0.45 0.10 38.76 17 -3 104
20 Nov 903.55 0.35 0.00 36.69 7 0 106
19 Nov 903.55 0.35 0.00 36.69 7 -1 106
18 Nov 894.15 0.35 -0.20 37.38 9 0 108
14 Nov 902.35 0.55 0.20 30.32 3 -2 108
13 Nov 883.90 0.35 -0.40 31.34 13 -6 111
12 Nov 910.00 0.75 0.30 28.60 396 34 119
11 Nov 870.45 0.45 -0.05 34.56 18 0 85
8 Nov 865.80 0.5 0.00 31.81 45 -6 85
7 Nov 876.40 0.5 -2.20 30.19 19 0 88
4 Nov 877.70 2.7 37.95 100 85 85


For The Ramco Cements Limited - strike price 1020 expiring on 28NOV2024

Delta for 1020 CE is 0.02

Historical price for 1020 CE is as follows

On 21 Nov RAMCOCEM was trading at 914.95. The strike last trading price was 0.45, which was 0.10 higher than the previous day. The implied volatity was 38.76, the open interest changed by -3 which decreased total open position to 104


On 20 Nov RAMCOCEM was trading at 903.55. The strike last trading price was 0.35, which was 0.00 lower than the previous day. The implied volatity was 36.69, the open interest changed by 0 which decreased total open position to 106


On 19 Nov RAMCOCEM was trading at 903.55. The strike last trading price was 0.35, which was 0.00 lower than the previous day. The implied volatity was 36.69, the open interest changed by -1 which decreased total open position to 106


On 18 Nov RAMCOCEM was trading at 894.15. The strike last trading price was 0.35, which was -0.20 lower than the previous day. The implied volatity was 37.38, the open interest changed by 0 which decreased total open position to 108


On 14 Nov RAMCOCEM was trading at 902.35. The strike last trading price was 0.55, which was 0.20 higher than the previous day. The implied volatity was 30.32, the open interest changed by -2 which decreased total open position to 108


On 13 Nov RAMCOCEM was trading at 883.90. The strike last trading price was 0.35, which was -0.40 lower than the previous day. The implied volatity was 31.34, the open interest changed by -6 which decreased total open position to 111


On 12 Nov RAMCOCEM was trading at 910.00. The strike last trading price was 0.75, which was 0.30 higher than the previous day. The implied volatity was 28.60, the open interest changed by 34 which increased total open position to 119


On 11 Nov RAMCOCEM was trading at 870.45. The strike last trading price was 0.45, which was -0.05 lower than the previous day. The implied volatity was 34.56, the open interest changed by 0 which decreased total open position to 85


On 8 Nov RAMCOCEM was trading at 865.80. The strike last trading price was 0.5, which was 0.00 lower than the previous day. The implied volatity was 31.81, the open interest changed by -6 which decreased total open position to 85


On 7 Nov RAMCOCEM was trading at 876.40. The strike last trading price was 0.5, which was -2.20 lower than the previous day. The implied volatity was 30.19, the open interest changed by 0 which decreased total open position to 88


On 4 Nov RAMCOCEM was trading at 877.70. The strike last trading price was 2.7, which was lower than the previous day. The implied volatity was 37.95, the open interest changed by 85 which increased total open position to 85


RAMCOCEM 28NOV2024 1020 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
21 Nov 914.95 188.8 0.00 - 0 0 0
20 Nov 903.55 188.8 0.00 - 0 0 0
19 Nov 903.55 188.8 0.00 - 0 0 0
18 Nov 894.15 188.8 0.00 - 0 0 0
14 Nov 902.35 188.8 0.00 - 0 0 0
13 Nov 883.90 188.8 0.00 - 0 0 0
12 Nov 910.00 188.8 0.00 - 0 0 0
11 Nov 870.45 188.8 0.00 0.00 0 0 0
8 Nov 865.80 188.8 0.00 0.00 0 0 0
7 Nov 876.40 188.8 0.00 0.00 0 0 0
4 Nov 877.70 188.8 - 0 0 0


For The Ramco Cements Limited - strike price 1020 expiring on 28NOV2024

Delta for 1020 PE is -

Historical price for 1020 PE is as follows

On 21 Nov RAMCOCEM was trading at 914.95. The strike last trading price was 188.8, 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 188.8, 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 188.8, 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 188.8, 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 188.8, 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 188.8, 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 12 Nov RAMCOCEM was trading at 910.00. The strike last trading price was 188.8, 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 11 Nov RAMCOCEM was trading at 870.45. The strike last trading price was 188.8, 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 8 Nov RAMCOCEM was trading at 865.80. The strike last trading price was 188.8, 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 7 Nov RAMCOCEM was trading at 876.40. The strike last trading price was 188.8, 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 4 Nov RAMCOCEM was trading at 877.70. The strike last trading price was 188.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0