RAMCOCEM
The Ramco Cements Limited
Historical option data for RAMCOCEM
03 Dec 2024 04:11 PM IST
| RAMCOCEM 26DEC2024 1020 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.67
Vega: 0.94
Theta: -0.69
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 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 | |||
| 25 Nov | 969.65 | 14.85 | 6.05 | 26.86 | 87 | 58 | 58 | |||
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| 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 0.67
Historical price for 1020 CE is as follows
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: -0.34
Vega: 0.95
Theta: -0.45
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 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 -0.34
Historical price for 1020 PE is as follows
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
