RAMCOCEM
The Ramco Cements Limited
Historical option data for RAMCOCEM
20 Dec 2024 04:11 PM IST
| RAMCOCEM 26DEC2024 1040 CE | ||||||||||
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Delta: 0.10
Vega: 0.22
Theta: -0.58
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 986.10 | 1.75 | -8.65 | 30.41 | 1,069 | 47 | 405 | |||
| 19 Dec | 1027.85 | 10.4 | -3.45 | 27.50 | 533 | 19 | 356 | |||
| 18 Dec | 1031.05 | 13.85 | -2.65 | 28.64 | 655 | 35 | 337 | |||
| 17 Dec | 1035.10 | 16.5 | -7.15 | 23.05 | 423 | -60 | 301 | |||
| 16 Dec | 1047.65 | 23.65 | 2.95 | 27.91 | 1,964 | -517 | 368 | |||
| 13 Dec | 1040.70 | 20.7 | 13.90 | 23.35 | 3,779 | 394 | 891 | |||
| 12 Dec | 998.10 | 6.8 | -6.80 | 25.63 | 764 | 5 | 494 | |||
| 11 Dec | 1020.45 | 13.6 | 1.60 | 23.94 | 2,009 | 224 | 491 | |||
| 10 Dec | 1013.95 | 12 | -1.60 | 26.13 | 154 | -16 | 268 | |||
| 9 Dec | 1014.45 | 13.6 | 0.20 | 24.56 | 150 | 3 | 286 | |||
| 6 Dec | 1013.05 | 13.4 | -3.55 | 23.89 | 240 | -44 | 284 | |||
| 5 Dec | 1022.05 | 16.95 | -10.80 | 24.10 | 639 | 7 | 331 | |||
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| 4 Dec | 1040.65 | 27.75 | -2.10 | 23.24 | 491 | 63 | 324 | |||
| 3 Dec | 1040.10 | 29.85 | 1.55 | 25.22 | 799 | 43 | 258 | |||
| 2 Dec | 1035.25 | 28.3 | 9.30 | 25.59 | 933 | 90 | 214 | |||
| 29 Nov | 1014.80 | 19 | 10.45 | 25.96 | 770 | 49 | 114 | |||
| 28 Nov | 974.90 | 8.55 | -2.45 | 25.92 | 121 | 17 | 65 | |||
| 27 Nov | 978.10 | 11 | 3.75 | 27.12 | 744 | 10 | 46 | |||
| 26 Nov | 959.85 | 7.25 | -3.20 | 26.24 | 792 | 36 | 37 | |||
| 22 Nov | 944.95 | 10.45 | 7.53 | 0 | 0 | 0 | ||||
For The Ramco Cements Limited - strike price 1040 expiring on 26DEC2024
Delta for 1040 CE is 0.10
Historical price for 1040 CE is as follows
On 20 Dec RAMCOCEM was trading at 986.10. The strike last trading price was 1.75, which was -8.65 lower than the previous day. The implied volatity was 30.41, the open interest changed by 47 which increased total open position to 405
On 19 Dec RAMCOCEM was trading at 1027.85. The strike last trading price was 10.4, which was -3.45 lower than the previous day. The implied volatity was 27.50, the open interest changed by 19 which increased total open position to 356
On 18 Dec RAMCOCEM was trading at 1031.05. The strike last trading price was 13.85, which was -2.65 lower than the previous day. The implied volatity was 28.64, the open interest changed by 35 which increased total open position to 337
On 17 Dec RAMCOCEM was trading at 1035.10. The strike last trading price was 16.5, which was -7.15 lower than the previous day. The implied volatity was 23.05, the open interest changed by -60 which decreased total open position to 301
On 16 Dec RAMCOCEM was trading at 1047.65. The strike last trading price was 23.65, which was 2.95 higher than the previous day. The implied volatity was 27.91, the open interest changed by -517 which decreased total open position to 368
On 13 Dec RAMCOCEM was trading at 1040.70. The strike last trading price was 20.7, which was 13.90 higher than the previous day. The implied volatity was 23.35, the open interest changed by 394 which increased total open position to 891
On 12 Dec RAMCOCEM was trading at 998.10. The strike last trading price was 6.8, which was -6.80 lower than the previous day. The implied volatity was 25.63, the open interest changed by 5 which increased total open position to 494
On 11 Dec RAMCOCEM was trading at 1020.45. The strike last trading price was 13.6, which was 1.60 higher than the previous day. The implied volatity was 23.94, the open interest changed by 224 which increased total open position to 491
On 10 Dec RAMCOCEM was trading at 1013.95. The strike last trading price was 12, which was -1.60 lower than the previous day. The implied volatity was 26.13, the open interest changed by -16 which decreased total open position to 268
On 9 Dec RAMCOCEM was trading at 1014.45. The strike last trading price was 13.6, which was 0.20 higher than the previous day. The implied volatity was 24.56, the open interest changed by 3 which increased total open position to 286
On 6 Dec RAMCOCEM was trading at 1013.05. The strike last trading price was 13.4, which was -3.55 lower than the previous day. The implied volatity was 23.89, the open interest changed by -44 which decreased total open position to 284
On 5 Dec RAMCOCEM was trading at 1022.05. The strike last trading price was 16.95, which was -10.80 lower than the previous day. The implied volatity was 24.10, the open interest changed by 7 which increased total open position to 331
On 4 Dec RAMCOCEM was trading at 1040.65. The strike last trading price was 27.75, which was -2.10 lower than the previous day. The implied volatity was 23.24, the open interest changed by 63 which increased total open position to 324
On 3 Dec RAMCOCEM was trading at 1040.10. The strike last trading price was 29.85, which was 1.55 higher than the previous day. The implied volatity was 25.22, the open interest changed by 43 which increased total open position to 258
On 2 Dec RAMCOCEM was trading at 1035.25. The strike last trading price was 28.3, which was 9.30 higher than the previous day. The implied volatity was 25.59, the open interest changed by 90 which increased total open position to 214
On 29 Nov RAMCOCEM was trading at 1014.80. The strike last trading price was 19, which was 10.45 higher than the previous day. The implied volatity was 25.96, the open interest changed by 49 which increased total open position to 114
On 28 Nov RAMCOCEM was trading at 974.90. The strike last trading price was 8.55, which was -2.45 lower than the previous day. The implied volatity was 25.92, the open interest changed by 17 which increased total open position to 65
On 27 Nov RAMCOCEM was trading at 978.10. The strike last trading price was 11, which was 3.75 higher than the previous day. The implied volatity was 27.12, the open interest changed by 10 which increased total open position to 46
On 26 Nov RAMCOCEM was trading at 959.85. The strike last trading price was 7.25, which was -3.20 lower than the previous day. The implied volatity was 26.24, the open interest changed by 36 which increased total open position to 37
On 22 Nov RAMCOCEM was trading at 944.95. The strike last trading price was 10.45, which was lower than the previous day. The implied volatity was 7.53, the open interest changed by 0 which decreased total open position to 0
| RAMCOCEM 26DEC2024 1040 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 986.10 | 51.05 | 32.65 | - | 64 | -13 | 124 |
| 19 Dec | 1027.85 | 18.4 | -0.30 | 20.00 | 178 | 2 | 138 |
| 18 Dec | 1031.05 | 18.7 | 2.20 | 23.67 | 547 | -44 | 136 |
| 17 Dec | 1035.10 | 16.5 | 1.45 | 27.53 | 499 | 39 | 180 |
| 16 Dec | 1047.65 | 15.05 | -3.95 | 27.53 | 673 | 8 | 145 |
| 13 Dec | 1040.70 | 19 | -24.50 | 27.20 | 204 | 43 | 137 |
| 12 Dec | 998.10 | 43.5 | 14.00 | 23.74 | 16 | -1 | 95 |
| 11 Dec | 1020.45 | 29.5 | -4.65 | 26.02 | 81 | -11 | 98 |
| 10 Dec | 1013.95 | 34.15 | 0.80 | 22.31 | 10 | -3 | 109 |
| 9 Dec | 1014.45 | 33.35 | -1.50 | 25.79 | 22 | 0 | 114 |
| 6 Dec | 1013.05 | 34.85 | 1.90 | 22.97 | 78 | -15 | 115 |
| 5 Dec | 1022.05 | 32.95 | 11.15 | 25.22 | 542 | 2 | 131 |
| 4 Dec | 1040.65 | 21.8 | -1.60 | 25.13 | 321 | 2 | 129 |
| 3 Dec | 1040.10 | 23.4 | -4.80 | 25.78 | 236 | 29 | 126 |
| 2 Dec | 1035.25 | 28.2 | -62.80 | 27.78 | 235 | 95 | 96 |
| 29 Nov | 1014.80 | 91 | 0.00 | 0.00 | 0 | 0 | 0 |
| 28 Nov | 974.90 | 91 | 0.00 | 0.00 | 0 | 0 | 0 |
| 27 Nov | 978.10 | 91 | 0.00 | 0.00 | 0 | 0 | 0 |
| 26 Nov | 959.85 | 91 | 0.00 | 0.00 | 0 | 0 | 0 |
| 22 Nov | 944.95 | 91 | 25.73 | 1 | 0 | 1 | |
For The Ramco Cements Limited - strike price 1040 expiring on 26DEC2024
Delta for 1040 PE is -
Historical price for 1040 PE is as follows
On 20 Dec RAMCOCEM was trading at 986.10. The strike last trading price was 51.05, which was 32.65 higher than the previous day. The implied volatity was -, the open interest changed by -13 which decreased total open position to 124
On 19 Dec RAMCOCEM was trading at 1027.85. The strike last trading price was 18.4, which was -0.30 lower than the previous day. The implied volatity was 20.00, the open interest changed by 2 which increased total open position to 138
On 18 Dec RAMCOCEM was trading at 1031.05. The strike last trading price was 18.7, which was 2.20 higher than the previous day. The implied volatity was 23.67, the open interest changed by -44 which decreased total open position to 136
On 17 Dec RAMCOCEM was trading at 1035.10. The strike last trading price was 16.5, which was 1.45 higher than the previous day. The implied volatity was 27.53, the open interest changed by 39 which increased total open position to 180
On 16 Dec RAMCOCEM was trading at 1047.65. The strike last trading price was 15.05, which was -3.95 lower than the previous day. The implied volatity was 27.53, the open interest changed by 8 which increased total open position to 145
On 13 Dec RAMCOCEM was trading at 1040.70. The strike last trading price was 19, which was -24.50 lower than the previous day. The implied volatity was 27.20, the open interest changed by 43 which increased total open position to 137
On 12 Dec RAMCOCEM was trading at 998.10. The strike last trading price was 43.5, which was 14.00 higher than the previous day. The implied volatity was 23.74, the open interest changed by -1 which decreased total open position to 95
On 11 Dec RAMCOCEM was trading at 1020.45. The strike last trading price was 29.5, which was -4.65 lower than the previous day. The implied volatity was 26.02, the open interest changed by -11 which decreased total open position to 98
On 10 Dec RAMCOCEM was trading at 1013.95. The strike last trading price was 34.15, which was 0.80 higher than the previous day. The implied volatity was 22.31, the open interest changed by -3 which decreased total open position to 109
On 9 Dec RAMCOCEM was trading at 1014.45. The strike last trading price was 33.35, which was -1.50 lower than the previous day. The implied volatity was 25.79, the open interest changed by 0 which decreased total open position to 114
On 6 Dec RAMCOCEM was trading at 1013.05. The strike last trading price was 34.85, which was 1.90 higher than the previous day. The implied volatity was 22.97, the open interest changed by -15 which decreased total open position to 115
On 5 Dec RAMCOCEM was trading at 1022.05. The strike last trading price was 32.95, which was 11.15 higher than the previous day. The implied volatity was 25.22, the open interest changed by 2 which increased total open position to 131
On 4 Dec RAMCOCEM was trading at 1040.65. The strike last trading price was 21.8, which was -1.60 lower than the previous day. The implied volatity was 25.13, the open interest changed by 2 which increased total open position to 129
On 3 Dec RAMCOCEM was trading at 1040.10. The strike last trading price was 23.4, which was -4.80 lower than the previous day. The implied volatity was 25.78, the open interest changed by 29 which increased total open position to 126
On 2 Dec RAMCOCEM was trading at 1035.25. The strike last trading price was 28.2, which was -62.80 lower than the previous day. The implied volatity was 27.78, the open interest changed by 95 which increased total open position to 96
On 29 Nov RAMCOCEM was trading at 1014.80. The strike last trading price was 91, 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 28 Nov RAMCOCEM was trading at 974.90. The strike last trading price was 91, 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 27 Nov RAMCOCEM was trading at 978.10. The strike last trading price was 91, 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 26 Nov RAMCOCEM was trading at 959.85. The strike last trading price was 91, 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 22 Nov RAMCOCEM was trading at 944.95. The strike last trading price was 91, which was lower than the previous day. The implied volatity was 25.73, the open interest changed by 0 which decreased total open position to 1
