RAMCOCEM
The Ramco Cements Limited
Historical option data for RAMCOCEM
20 Dec 2024 04:11 PM IST
| RAMCOCEM 26DEC2024 1050 CE | ||||||||||
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Delta: 0.07
Vega: 0.18
Theta: -0.50
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 986.10 | 1.35 | -6.35 | 32.41 | 1,392 | -70 | 831 | |||
| 19 Dec | 1027.85 | 7.7 | -3.00 | 28.63 | 542 | 16 | 901 | |||
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| 18 Dec | 1031.05 | 10.7 | -1.85 | 29.72 | 1,244 | 187 | 886 | |||
| 17 Dec | 1035.10 | 12.55 | -5.30 | 24.21 | 1,056 | -65 | 699 | |||
| 16 Dec | 1047.65 | 17.85 | 0.85 | 27.00 | 4,830 | 152 | 766 | |||
| 13 Dec | 1040.70 | 17 | 12.05 | 24.85 | 2,352 | 65 | 614 | |||
| 12 Dec | 998.10 | 4.95 | -5.35 | 25.80 | 579 | 22 | 550 | |||
| 11 Dec | 1020.45 | 10.3 | 1.55 | 24.08 | 1,813 | 64 | 530 | |||
| 10 Dec | 1013.95 | 8.75 | -2.05 | 25.58 | 469 | -2 | 467 | |||
| 9 Dec | 1014.45 | 10.8 | 0.25 | 25.09 | 437 | 41 | 469 | |||
| 6 Dec | 1013.05 | 10.55 | -3.20 | 24.15 | 479 | 4 | 432 | |||
| 5 Dec | 1022.05 | 13.75 | -9.05 | 24.50 | 578 | 7 | 422 | |||
| 4 Dec | 1040.65 | 22.8 | -2.35 | 23.34 | 832 | 33 | 416 | |||
| 3 Dec | 1040.10 | 25.15 | 0.55 | 25.47 | 1,307 | 112 | 379 | |||
| 2 Dec | 1035.25 | 24.6 | 8.70 | 26.53 | 1,462 | 139 | 267 | |||
| 29 Nov | 1014.80 | 15.9 | 8.40 | 26.24 | 394 | 110 | 129 | |||
| 28 Nov | 974.90 | 7.5 | 2.50 | 26.96 | 24 | 9 | 9 | |||
| 27 Nov | 978.10 | 5 | 0.00 | 6.06 | 0 | 0 | 0 | |||
| 26 Nov | 959.85 | 5 | 7.49 | 0 | 0 | 0 | ||||
For The Ramco Cements Limited - strike price 1050 expiring on 26DEC2024
Delta for 1050 CE is 0.07
Historical price for 1050 CE is as follows
On 20 Dec RAMCOCEM was trading at 986.10. The strike last trading price was 1.35, which was -6.35 lower than the previous day. The implied volatity was 32.41, the open interest changed by -70 which decreased total open position to 831
On 19 Dec RAMCOCEM was trading at 1027.85. The strike last trading price was 7.7, which was -3.00 lower than the previous day. The implied volatity was 28.63, the open interest changed by 16 which increased total open position to 901
On 18 Dec RAMCOCEM was trading at 1031.05. The strike last trading price was 10.7, which was -1.85 lower than the previous day. The implied volatity was 29.72, the open interest changed by 187 which increased total open position to 886
On 17 Dec RAMCOCEM was trading at 1035.10. The strike last trading price was 12.55, which was -5.30 lower than the previous day. The implied volatity was 24.21, the open interest changed by -65 which decreased total open position to 699
On 16 Dec RAMCOCEM was trading at 1047.65. The strike last trading price was 17.85, which was 0.85 higher than the previous day. The implied volatity was 27.00, the open interest changed by 152 which increased total open position to 766
On 13 Dec RAMCOCEM was trading at 1040.70. The strike last trading price was 17, which was 12.05 higher than the previous day. The implied volatity was 24.85, the open interest changed by 65 which increased total open position to 614
On 12 Dec RAMCOCEM was trading at 998.10. The strike last trading price was 4.95, which was -5.35 lower than the previous day. The implied volatity was 25.80, the open interest changed by 22 which increased total open position to 550
On 11 Dec RAMCOCEM was trading at 1020.45. The strike last trading price was 10.3, which was 1.55 higher than the previous day. The implied volatity was 24.08, the open interest changed by 64 which increased total open position to 530
On 10 Dec RAMCOCEM was trading at 1013.95. The strike last trading price was 8.75, which was -2.05 lower than the previous day. The implied volatity was 25.58, the open interest changed by -2 which decreased total open position to 467
On 9 Dec RAMCOCEM was trading at 1014.45. The strike last trading price was 10.8, which was 0.25 higher than the previous day. The implied volatity was 25.09, the open interest changed by 41 which increased total open position to 469
On 6 Dec RAMCOCEM was trading at 1013.05. The strike last trading price was 10.55, which was -3.20 lower than the previous day. The implied volatity was 24.15, the open interest changed by 4 which increased total open position to 432
On 5 Dec RAMCOCEM was trading at 1022.05. The strike last trading price was 13.75, which was -9.05 lower than the previous day. The implied volatity was 24.50, the open interest changed by 7 which increased total open position to 422
On 4 Dec RAMCOCEM was trading at 1040.65. The strike last trading price was 22.8, which was -2.35 lower than the previous day. The implied volatity was 23.34, the open interest changed by 33 which increased total open position to 416
On 3 Dec RAMCOCEM was trading at 1040.10. The strike last trading price was 25.15, which was 0.55 higher than the previous day. The implied volatity was 25.47, the open interest changed by 112 which increased total open position to 379
On 2 Dec RAMCOCEM was trading at 1035.25. The strike last trading price was 24.6, which was 8.70 higher than the previous day. The implied volatity was 26.53, the open interest changed by 139 which increased total open position to 267
On 29 Nov RAMCOCEM was trading at 1014.80. The strike last trading price was 15.9, which was 8.40 higher than the previous day. The implied volatity was 26.24, the open interest changed by 110 which increased total open position to 129
On 28 Nov RAMCOCEM was trading at 974.90. The strike last trading price was 7.5, which was 2.50 higher than the previous day. The implied volatity was 26.96, the open interest changed by 9 which increased total open position to 9
On 27 Nov RAMCOCEM was trading at 978.10. The strike last trading price was 5, which was 0.00 lower than the previous day. The implied volatity was 6.06, 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 5, which was lower than the previous day. The implied volatity was 7.49, the open interest changed by 0 which decreased total open position to 0
| RAMCOCEM 26DEC2024 1050 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.98
Vega: 0.06
Theta: 0.16
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 986.10 | 62 | 36.20 | 23.13 | 28 | -3 | 127 |
| 19 Dec | 1027.85 | 25.8 | 0.45 | 20.34 | 67 | -14 | 130 |
| 18 Dec | 1031.05 | 25.35 | 3.10 | 24.08 | 139 | 6 | 143 |
| 17 Dec | 1035.10 | 22.25 | 1.95 | 28.30 | 353 | 13 | 139 |
| 16 Dec | 1047.65 | 20.3 | -4.70 | 28.19 | 879 | 50 | 130 |
| 13 Dec | 1040.70 | 25 | -25.95 | 28.34 | 53 | 7 | 81 |
| 12 Dec | 998.10 | 50.95 | 12.50 | 22.13 | 27 | -7 | 75 |
| 11 Dec | 1020.45 | 38.45 | -1.15 | 29.29 | 19 | 1 | 83 |
| 10 Dec | 1013.95 | 39.6 | -0.70 | 19.25 | 41 | -1 | 83 |
| 9 Dec | 1014.45 | 40.3 | -2.40 | 26.15 | 3 | 0 | 82 |
| 6 Dec | 1013.05 | 42.7 | 3.10 | 24.07 | 32 | -9 | 83 |
| 5 Dec | 1022.05 | 39.6 | 13.00 | 25.57 | 118 | -10 | 93 |
| 4 Dec | 1040.65 | 26.6 | -3.40 | 25.01 | 183 | -14 | 102 |
| 3 Dec | 1040.10 | 30 | -4.45 | 27.34 | 201 | 36 | 113 |
| 2 Dec | 1035.25 | 34.45 | -122.30 | 28.73 | 187 | 77 | 77 |
| 29 Nov | 1014.80 | 156.75 | 0.00 | - | 0 | 0 | 0 |
| 28 Nov | 974.90 | 156.75 | 0.00 | - | 0 | 0 | 0 |
| 27 Nov | 978.10 | 156.75 | 0.00 | - | 0 | 0 | 0 |
| 26 Nov | 959.85 | 156.75 | - | 0 | 0 | 0 | |
For The Ramco Cements Limited - strike price 1050 expiring on 26DEC2024
Delta for 1050 PE is -0.98
Historical price for 1050 PE is as follows
On 20 Dec RAMCOCEM was trading at 986.10. The strike last trading price was 62, which was 36.20 higher than the previous day. The implied volatity was 23.13, the open interest changed by -3 which decreased total open position to 127
On 19 Dec RAMCOCEM was trading at 1027.85. The strike last trading price was 25.8, which was 0.45 higher than the previous day. The implied volatity was 20.34, the open interest changed by -14 which decreased total open position to 130
On 18 Dec RAMCOCEM was trading at 1031.05. The strike last trading price was 25.35, which was 3.10 higher than the previous day. The implied volatity was 24.08, the open interest changed by 6 which increased total open position to 143
On 17 Dec RAMCOCEM was trading at 1035.10. The strike last trading price was 22.25, which was 1.95 higher than the previous day. The implied volatity was 28.30, the open interest changed by 13 which increased total open position to 139
On 16 Dec RAMCOCEM was trading at 1047.65. The strike last trading price was 20.3, which was -4.70 lower than the previous day. The implied volatity was 28.19, the open interest changed by 50 which increased total open position to 130
On 13 Dec RAMCOCEM was trading at 1040.70. The strike last trading price was 25, which was -25.95 lower than the previous day. The implied volatity was 28.34, the open interest changed by 7 which increased total open position to 81
On 12 Dec RAMCOCEM was trading at 998.10. The strike last trading price was 50.95, which was 12.50 higher than the previous day. The implied volatity was 22.13, the open interest changed by -7 which decreased total open position to 75
On 11 Dec RAMCOCEM was trading at 1020.45. The strike last trading price was 38.45, which was -1.15 lower than the previous day. The implied volatity was 29.29, the open interest changed by 1 which increased total open position to 83
On 10 Dec RAMCOCEM was trading at 1013.95. The strike last trading price was 39.6, which was -0.70 lower than the previous day. The implied volatity was 19.25, the open interest changed by -1 which decreased total open position to 83
On 9 Dec RAMCOCEM was trading at 1014.45. The strike last trading price was 40.3, which was -2.40 lower than the previous day. The implied volatity was 26.15, the open interest changed by 0 which decreased total open position to 82
On 6 Dec RAMCOCEM was trading at 1013.05. The strike last trading price was 42.7, which was 3.10 higher than the previous day. The implied volatity was 24.07, the open interest changed by -9 which decreased total open position to 83
On 5 Dec RAMCOCEM was trading at 1022.05. The strike last trading price was 39.6, which was 13.00 higher than the previous day. The implied volatity was 25.57, the open interest changed by -10 which decreased total open position to 93
On 4 Dec RAMCOCEM was trading at 1040.65. The strike last trading price was 26.6, which was -3.40 lower than the previous day. The implied volatity was 25.01, the open interest changed by -14 which decreased total open position to 102
On 3 Dec RAMCOCEM was trading at 1040.10. The strike last trading price was 30, which was -4.45 lower than the previous day. The implied volatity was 27.34, the open interest changed by 36 which increased total open position to 113
On 2 Dec RAMCOCEM was trading at 1035.25. The strike last trading price was 34.45, which was -122.30 lower than the previous day. The implied volatity was 28.73, the open interest changed by 77 which increased total open position to 77
On 29 Nov RAMCOCEM was trading at 1014.80. The strike last trading price was 156.75, 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 28 Nov RAMCOCEM was trading at 974.90. The strike last trading price was 156.75, 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 156.75, 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 156.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
