RAMCOCEM
The Ramco Cements Limited
Historical option data for RAMCOCEM
14 Nov 2024 04:11 PM IST
| RAMCOCEM 28NOV2024 1020 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.03
Vega: 0.11
Theta: -0.13
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 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 | |||
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| 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 0.03
Historical price for 1020 CE is as follows
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: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 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 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
