RAMCOCEM
The Ramco Cements Limited
Historical option data for RAMCOCEM
20 Dec 2024 04:11 PM IST
| RAMCOCEM 26DEC2024 1030 CE | ||||||||||
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Delta: 0.13
Vega: 0.27
Theta: -0.66
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 986.10 | 2.25 | -12.50 | 28.12 | 1,092 | 66 | 299 | |||
| 19 Dec | 1027.85 | 14.75 | -3.65 | 27.75 | 442 | 4 | 225 | |||
| 18 Dec | 1031.05 | 18.4 | -3.40 | 28.47 | 324 | -6 | 221 | |||
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| 17 Dec | 1035.10 | 21.8 | -7.20 | 22.31 | 138 | -9 | 227 | |||
| 16 Dec | 1047.65 | 29 | 1.50 | 26.90 | 378 | -40 | 237 | |||
| 13 Dec | 1040.70 | 27.5 | 18.50 | 24.79 | 2,155 | -113 | 279 | |||
| 12 Dec | 998.10 | 9 | -8.40 | 25.17 | 856 | 10 | 392 | |||
| 11 Dec | 1020.45 | 17.4 | 2.60 | 23.51 | 1,179 | 132 | 382 | |||
| 10 Dec | 1013.95 | 14.8 | -1.65 | 25.30 | 338 | -34 | 249 | |||
| 9 Dec | 1014.45 | 16.45 | -0.65 | 23.37 | 179 | 17 | 284 | |||
| 6 Dec | 1013.05 | 17.1 | -4.15 | 23.91 | 141 | 8 | 268 | |||
| 5 Dec | 1022.05 | 21.25 | -11.10 | 24.21 | 280 | 39 | 260 | |||
| 4 Dec | 1040.65 | 32.35 | -3.15 | 22.09 | 144 | -4 | 225 | |||
| 3 Dec | 1040.10 | 35.5 | 1.25 | 25.30 | 189 | 8 | 229 | |||
| 2 Dec | 1035.25 | 34.25 | 11.75 | 26.25 | 753 | 35 | 221 | |||
| 29 Nov | 1014.80 | 22.5 | 15.60 | 25.61 | 320 | 182 | 182 | |||
| 28 Nov | 974.90 | 6.9 | 0.00 | 4.81 | 0 | 0 | 0 | |||
| 27 Nov | 978.10 | 6.9 | 0.00 | 4.31 | 0 | 0 | 0 | |||
| 26 Nov | 959.85 | 6.9 | 0.00 | 5.84 | 0 | 0 | 0 | |||
| 22 Nov | 944.95 | 6.9 | 6.72 | 0 | 0 | 0 | ||||
For The Ramco Cements Limited - strike price 1030 expiring on 26DEC2024
Delta for 1030 CE is 0.13
Historical price for 1030 CE is as follows
On 20 Dec RAMCOCEM was trading at 986.10. The strike last trading price was 2.25, which was -12.50 lower than the previous day. The implied volatity was 28.12, the open interest changed by 66 which increased total open position to 299
On 19 Dec RAMCOCEM was trading at 1027.85. The strike last trading price was 14.75, which was -3.65 lower than the previous day. The implied volatity was 27.75, the open interest changed by 4 which increased total open position to 225
On 18 Dec RAMCOCEM was trading at 1031.05. The strike last trading price was 18.4, which was -3.40 lower than the previous day. The implied volatity was 28.47, the open interest changed by -6 which decreased total open position to 221
On 17 Dec RAMCOCEM was trading at 1035.10. The strike last trading price was 21.8, which was -7.20 lower than the previous day. The implied volatity was 22.31, the open interest changed by -9 which decreased total open position to 227
On 16 Dec RAMCOCEM was trading at 1047.65. The strike last trading price was 29, which was 1.50 higher than the previous day. The implied volatity was 26.90, the open interest changed by -40 which decreased total open position to 237
On 13 Dec RAMCOCEM was trading at 1040.70. The strike last trading price was 27.5, which was 18.50 higher than the previous day. The implied volatity was 24.79, the open interest changed by -113 which decreased total open position to 279
On 12 Dec RAMCOCEM was trading at 998.10. The strike last trading price was 9, which was -8.40 lower than the previous day. The implied volatity was 25.17, the open interest changed by 10 which increased total open position to 392
On 11 Dec RAMCOCEM was trading at 1020.45. The strike last trading price was 17.4, which was 2.60 higher than the previous day. The implied volatity was 23.51, the open interest changed by 132 which increased total open position to 382
On 10 Dec RAMCOCEM was trading at 1013.95. The strike last trading price was 14.8, which was -1.65 lower than the previous day. The implied volatity was 25.30, the open interest changed by -34 which decreased total open position to 249
On 9 Dec RAMCOCEM was trading at 1014.45. The strike last trading price was 16.45, which was -0.65 lower than the previous day. The implied volatity was 23.37, the open interest changed by 17 which increased total open position to 284
On 6 Dec RAMCOCEM was trading at 1013.05. The strike last trading price was 17.1, which was -4.15 lower than the previous day. The implied volatity was 23.91, the open interest changed by 8 which increased total open position to 268
On 5 Dec RAMCOCEM was trading at 1022.05. The strike last trading price was 21.25, which was -11.10 lower than the previous day. The implied volatity was 24.21, the open interest changed by 39 which increased total open position to 260
On 4 Dec RAMCOCEM was trading at 1040.65. The strike last trading price was 32.35, which was -3.15 lower than the previous day. The implied volatity was 22.09, the open interest changed by -4 which decreased total open position to 225
On 3 Dec RAMCOCEM was trading at 1040.10. The strike last trading price was 35.5, which was 1.25 higher than the previous day. The implied volatity was 25.30, the open interest changed by 8 which increased total open position to 229
On 2 Dec RAMCOCEM was trading at 1035.25. The strike last trading price was 34.25, which was 11.75 higher than the previous day. The implied volatity was 26.25, the open interest changed by 35 which increased total open position to 221
On 29 Nov RAMCOCEM was trading at 1014.80. The strike last trading price was 22.5, which was 15.60 higher than the previous day. The implied volatity was 25.61, the open interest changed by 182 which increased total open position to 182
On 28 Nov RAMCOCEM was trading at 974.90. The strike last trading price was 6.9, which was 0.00 lower than the previous day. The implied volatity was 4.81, 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 6.9, which was 0.00 lower than the previous day. The implied volatity was 4.31, the open interest changed by 0 which decreased total open position to 0
On 26 Nov RAMCOCEM was trading at 959.85. The strike last trading price was 6.9, which was 0.00 lower than the previous day. The implied volatity was 5.84, 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 6.9, which was lower than the previous day. The implied volatity was 6.72, the open interest changed by 0 which decreased total open position to 0
| RAMCOCEM 26DEC2024 1030 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 986.10 | 40.5 | 26.70 | - | 351 | -31 | 74 |
| 19 Dec | 1027.85 | 13.8 | 0.75 | 22.49 | 266 | -10 | 102 |
| 18 Dec | 1031.05 | 13.05 | 1.05 | 23.21 | 463 | 0 | 113 |
| 17 Dec | 1035.10 | 12 | 0.80 | 27.33 | 324 | 25 | 112 |
| 16 Dec | 1047.65 | 11.2 | -3.75 | 27.72 | 337 | -1 | 89 |
| 13 Dec | 1040.70 | 14.95 | -22.70 | 27.62 | 340 | 65 | 93 |
| 12 Dec | 998.10 | 37.65 | 14.10 | 26.34 | 78 | -15 | 29 |
| 11 Dec | 1020.45 | 23.55 | -2.80 | 25.79 | 138 | 4 | 46 |
| 10 Dec | 1013.95 | 26.35 | 0.00 | 0.00 | 0 | 1 | 0 |
| 9 Dec | 1014.45 | 26.35 | -2.00 | 24.68 | 24 | 0 | 41 |
| 6 Dec | 1013.05 | 28.35 | 2.35 | 22.75 | 71 | -1 | 42 |
| 5 Dec | 1022.05 | 26 | 8.90 | 23.96 | 188 | -30 | 43 |
| 4 Dec | 1040.65 | 17.1 | -2.60 | 24.72 | 70 | -4 | 75 |
| 3 Dec | 1040.10 | 19.7 | -4.00 | 26.47 | 217 | 12 | 79 |
| 2 Dec | 1035.25 | 23.7 | -10.35 | 27.99 | 266 | 54 | 65 |
| 29 Nov | 1014.80 | 34.05 | -104.85 | 24.91 | 20 | 11 | 11 |
| 28 Nov | 974.90 | 138.9 | 0.00 | - | 0 | 0 | 0 |
| 27 Nov | 978.10 | 138.9 | 0.00 | - | 0 | 0 | 0 |
| 26 Nov | 959.85 | 138.9 | 0.00 | - | 0 | 0 | 0 |
| 22 Nov | 944.95 | 138.9 | - | 0 | 0 | 0 | |
For The Ramco Cements Limited - strike price 1030 expiring on 26DEC2024
Delta for 1030 PE is -
Historical price for 1030 PE is as follows
On 20 Dec RAMCOCEM was trading at 986.10. The strike last trading price was 40.5, which was 26.70 higher than the previous day. The implied volatity was -, the open interest changed by -31 which decreased total open position to 74
On 19 Dec RAMCOCEM was trading at 1027.85. The strike last trading price was 13.8, which was 0.75 higher than the previous day. The implied volatity was 22.49, the open interest changed by -10 which decreased total open position to 102
On 18 Dec RAMCOCEM was trading at 1031.05. The strike last trading price was 13.05, which was 1.05 higher than the previous day. The implied volatity was 23.21, the open interest changed by 0 which decreased total open position to 113
On 17 Dec RAMCOCEM was trading at 1035.10. The strike last trading price was 12, which was 0.80 higher than the previous day. The implied volatity was 27.33, the open interest changed by 25 which increased total open position to 112
On 16 Dec RAMCOCEM was trading at 1047.65. The strike last trading price was 11.2, which was -3.75 lower than the previous day. The implied volatity was 27.72, the open interest changed by -1 which decreased total open position to 89
On 13 Dec RAMCOCEM was trading at 1040.70. The strike last trading price was 14.95, which was -22.70 lower than the previous day. The implied volatity was 27.62, the open interest changed by 65 which increased total open position to 93
On 12 Dec RAMCOCEM was trading at 998.10. The strike last trading price was 37.65, which was 14.10 higher than the previous day. The implied volatity was 26.34, the open interest changed by -15 which decreased total open position to 29
On 11 Dec RAMCOCEM was trading at 1020.45. The strike last trading price was 23.55, which was -2.80 lower than the previous day. The implied volatity was 25.79, the open interest changed by 4 which increased total open position to 46
On 10 Dec RAMCOCEM was trading at 1013.95. The strike last trading price was 26.35, 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 9 Dec RAMCOCEM was trading at 1014.45. The strike last trading price was 26.35, which was -2.00 lower than the previous day. The implied volatity was 24.68, the open interest changed by 0 which decreased total open position to 41
On 6 Dec RAMCOCEM was trading at 1013.05. The strike last trading price was 28.35, which was 2.35 higher than the previous day. The implied volatity was 22.75, the open interest changed by -1 which decreased total open position to 42
On 5 Dec RAMCOCEM was trading at 1022.05. The strike last trading price was 26, which was 8.90 higher than the previous day. The implied volatity was 23.96, the open interest changed by -30 which decreased total open position to 43
On 4 Dec RAMCOCEM was trading at 1040.65. The strike last trading price was 17.1, which was -2.60 lower than the previous day. The implied volatity was 24.72, the open interest changed by -4 which decreased total open position to 75
On 3 Dec RAMCOCEM was trading at 1040.10. The strike last trading price was 19.7, which was -4.00 lower than the previous day. The implied volatity was 26.47, the open interest changed by 12 which increased total open position to 79
On 2 Dec RAMCOCEM was trading at 1035.25. The strike last trading price was 23.7, which was -10.35 lower than the previous day. The implied volatity was 27.99, the open interest changed by 54 which increased total open position to 65
On 29 Nov RAMCOCEM was trading at 1014.80. The strike last trading price was 34.05, which was -104.85 lower than the previous day. The implied volatity was 24.91, the open interest changed by 11 which increased total open position to 11
On 28 Nov RAMCOCEM was trading at 974.90. The strike last trading price was 138.9, 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 27 Nov RAMCOCEM was trading at 978.10. The strike last trading price was 138.9, 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 26 Nov RAMCOCEM was trading at 959.85. The strike last trading price was 138.9, 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 138.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
