RAMCOCEM
The Ramco Cements Limited
Historical option data for RAMCOCEM
20 Dec 2024 04:11 PM IST
| RAMCOCEM 26DEC2024 1060 CE | ||||||||||
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Delta: 0.06
Vega: 0.15
Theta: -0.45
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 986.10 | 1.1 | -4.20 | 34.62 | 1,305 | 144 | 604 | |||
| 19 Dec | 1027.85 | 5.3 | -2.35 | 28.87 | 420 | -4 | 461 | |||
| 18 Dec | 1031.05 | 7.65 | -1.80 | 29.66 | 791 | -48 | 466 | |||
| 17 Dec | 1035.10 | 9.45 | -4.35 | 25.26 | 1,063 | -49 | 516 | |||
| 16 Dec | 1047.65 | 13.8 | 0.85 | 27.43 | 3,933 | 259 | 550 | |||
| 13 Dec | 1040.70 | 12.95 | 9.15 | 24.87 | 1,101 | 71 | 292 | |||
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| 12 Dec | 998.10 | 3.8 | -4.25 | 26.55 | 495 | -9 | 220 | |||
| 11 Dec | 1020.45 | 8.05 | 1.05 | 24.79 | 1,972 | 50 | 232 | |||
| 10 Dec | 1013.95 | 7 | -0.80 | 26.39 | 117 | 18 | 177 | |||
| 9 Dec | 1014.45 | 7.8 | -0.50 | 24.57 | 107 | 12 | 159 | |||
| 6 Dec | 1013.05 | 8.3 | -2.45 | 24.50 | 199 | 13 | 149 | |||
| 5 Dec | 1022.05 | 10.75 | -8.00 | 24.50 | 176 | -7 | 137 | |||
| 4 Dec | 1040.65 | 18.75 | -1.95 | 23.68 | 262 | 2 | 143 | |||
| 3 Dec | 1040.10 | 20.7 | 0.70 | 25.40 | 430 | 54 | 144 | |||
| 2 Dec | 1035.25 | 20 | 7.25 | 26.08 | 317 | 68 | 88 | |||
| 29 Nov | 1014.80 | 12.75 | 4.45 | 26.00 | 47 | 13 | 13 | |||
| 28 Nov | 974.90 | 8.3 | 0.00 | 7.40 | 0 | 0 | 0 | |||
| 27 Nov | 978.10 | 8.3 | 0.00 | 6.90 | 0 | 0 | 0 | |||
| 26 Nov | 959.85 | 8.3 | 8.32 | 0 | 0 | 0 | ||||
For The Ramco Cements Limited - strike price 1060 expiring on 26DEC2024
Delta for 1060 CE is 0.06
Historical price for 1060 CE is as follows
On 20 Dec RAMCOCEM was trading at 986.10. The strike last trading price was 1.1, which was -4.20 lower than the previous day. The implied volatity was 34.62, the open interest changed by 144 which increased total open position to 604
On 19 Dec RAMCOCEM was trading at 1027.85. The strike last trading price was 5.3, which was -2.35 lower than the previous day. The implied volatity was 28.87, the open interest changed by -4 which decreased total open position to 461
On 18 Dec RAMCOCEM was trading at 1031.05. The strike last trading price was 7.65, which was -1.80 lower than the previous day. The implied volatity was 29.66, the open interest changed by -48 which decreased total open position to 466
On 17 Dec RAMCOCEM was trading at 1035.10. The strike last trading price was 9.45, which was -4.35 lower than the previous day. The implied volatity was 25.26, the open interest changed by -49 which decreased total open position to 516
On 16 Dec RAMCOCEM was trading at 1047.65. The strike last trading price was 13.8, which was 0.85 higher than the previous day. The implied volatity was 27.43, the open interest changed by 259 which increased total open position to 550
On 13 Dec RAMCOCEM was trading at 1040.70. The strike last trading price was 12.95, which was 9.15 higher than the previous day. The implied volatity was 24.87, the open interest changed by 71 which increased total open position to 292
On 12 Dec RAMCOCEM was trading at 998.10. The strike last trading price was 3.8, which was -4.25 lower than the previous day. The implied volatity was 26.55, the open interest changed by -9 which decreased total open position to 220
On 11 Dec RAMCOCEM was trading at 1020.45. The strike last trading price was 8.05, which was 1.05 higher than the previous day. The implied volatity was 24.79, the open interest changed by 50 which increased total open position to 232
On 10 Dec RAMCOCEM was trading at 1013.95. The strike last trading price was 7, which was -0.80 lower than the previous day. The implied volatity was 26.39, the open interest changed by 18 which increased total open position to 177
On 9 Dec RAMCOCEM was trading at 1014.45. The strike last trading price was 7.8, which was -0.50 lower than the previous day. The implied volatity was 24.57, the open interest changed by 12 which increased total open position to 159
On 6 Dec RAMCOCEM was trading at 1013.05. The strike last trading price was 8.3, which was -2.45 lower than the previous day. The implied volatity was 24.50, the open interest changed by 13 which increased total open position to 149
On 5 Dec RAMCOCEM was trading at 1022.05. The strike last trading price was 10.75, which was -8.00 lower than the previous day. The implied volatity was 24.50, the open interest changed by -7 which decreased total open position to 137
On 4 Dec RAMCOCEM was trading at 1040.65. The strike last trading price was 18.75, which was -1.95 lower than the previous day. The implied volatity was 23.68, the open interest changed by 2 which increased total open position to 143
On 3 Dec RAMCOCEM was trading at 1040.10. The strike last trading price was 20.7, which was 0.70 higher than the previous day. The implied volatity was 25.40, the open interest changed by 54 which increased total open position to 144
On 2 Dec RAMCOCEM was trading at 1035.25. The strike last trading price was 20, which was 7.25 higher than the previous day. The implied volatity was 26.08, the open interest changed by 68 which increased total open position to 88
On 29 Nov RAMCOCEM was trading at 1014.80. The strike last trading price was 12.75, which was 4.45 higher than the previous day. The implied volatity was 26.00, the open interest changed by 13 which increased total open position to 13
On 28 Nov RAMCOCEM was trading at 974.90. The strike last trading price was 8.3, which was 0.00 lower than the previous day. The implied volatity was 7.40, 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 8.3, which was 0.00 lower than the previous day. The implied volatity was 6.90, 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 8.3, which was lower than the previous day. The implied volatity was 8.32, the open interest changed by 0 which decreased total open position to 0
| RAMCOCEM 26DEC2024 1060 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 986.10 | 70.55 | 36.05 | - | 25 | -2 | 63 |
| 19 Dec | 1027.85 | 34.5 | 2.15 | 21.77 | 2 | 0 | 65 |
| 18 Dec | 1031.05 | 32.35 | 1.05 | 23.35 | 14 | 2 | 65 |
| 17 Dec | 1035.10 | 31.3 | 5.30 | 33.07 | 132 | -3 | 64 |
| 16 Dec | 1047.65 | 26 | -4.95 | 28.32 | 430 | 31 | 68 |
| 13 Dec | 1040.70 | 30.95 | -30.35 | 28.53 | 41 | -1 | 36 |
| 12 Dec | 998.10 | 61.3 | 18.30 | 26.01 | 3 | 1 | 37 |
| 11 Dec | 1020.45 | 43 | 7.75 | 25.26 | 8 | -4 | 35 |
| 10 Dec | 1013.95 | 35.25 | 0.00 | 0.00 | 0 | 0 | 0 |
| 9 Dec | 1014.45 | 35.25 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Dec | 1013.05 | 35.25 | 0.00 | 0.00 | 0 | 0 | 0 |
| 5 Dec | 1022.05 | 35.25 | -1.10 | 8.47 | 2 | -1 | 38 |
| 4 Dec | 1040.65 | 36.35 | -0.05 | 29.20 | 15 | 2 | 41 |
| 3 Dec | 1040.10 | 36.4 | -4.25 | 28.18 | 39 | 18 | 38 |
| 2 Dec | 1035.25 | 40.65 | -147.55 | 29.16 | 27 | 19 | 19 |
| 29 Nov | 1014.80 | 188.2 | 0.00 | - | 0 | 0 | 0 |
| 28 Nov | 974.90 | 188.2 | 0.00 | - | 0 | 0 | 0 |
| 27 Nov | 978.10 | 188.2 | 0.00 | - | 0 | 0 | 0 |
| 26 Nov | 959.85 | 188.2 | - | 0 | 0 | 0 | |
For The Ramco Cements Limited - strike price 1060 expiring on 26DEC2024
Delta for 1060 PE is -
Historical price for 1060 PE is as follows
On 20 Dec RAMCOCEM was trading at 986.10. The strike last trading price was 70.55, which was 36.05 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 63
On 19 Dec RAMCOCEM was trading at 1027.85. The strike last trading price was 34.5, which was 2.15 higher than the previous day. The implied volatity was 21.77, the open interest changed by 0 which decreased total open position to 65
On 18 Dec RAMCOCEM was trading at 1031.05. The strike last trading price was 32.35, which was 1.05 higher than the previous day. The implied volatity was 23.35, the open interest changed by 2 which increased total open position to 65
On 17 Dec RAMCOCEM was trading at 1035.10. The strike last trading price was 31.3, which was 5.30 higher than the previous day. The implied volatity was 33.07, the open interest changed by -3 which decreased total open position to 64
On 16 Dec RAMCOCEM was trading at 1047.65. The strike last trading price was 26, which was -4.95 lower than the previous day. The implied volatity was 28.32, the open interest changed by 31 which increased total open position to 68
On 13 Dec RAMCOCEM was trading at 1040.70. The strike last trading price was 30.95, which was -30.35 lower than the previous day. The implied volatity was 28.53, the open interest changed by -1 which decreased total open position to 36
On 12 Dec RAMCOCEM was trading at 998.10. The strike last trading price was 61.3, which was 18.30 higher than the previous day. The implied volatity was 26.01, the open interest changed by 1 which increased total open position to 37
On 11 Dec RAMCOCEM was trading at 1020.45. The strike last trading price was 43, which was 7.75 higher than the previous day. The implied volatity was 25.26, the open interest changed by -4 which decreased total open position to 35
On 10 Dec RAMCOCEM was trading at 1013.95. The strike last trading price was 35.25, 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 9 Dec RAMCOCEM was trading at 1014.45. The strike last trading price was 35.25, 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 6 Dec RAMCOCEM was trading at 1013.05. The strike last trading price was 35.25, 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 5 Dec RAMCOCEM was trading at 1022.05. The strike last trading price was 35.25, which was -1.10 lower than the previous day. The implied volatity was 8.47, the open interest changed by -1 which decreased total open position to 38
On 4 Dec RAMCOCEM was trading at 1040.65. The strike last trading price was 36.35, which was -0.05 lower than the previous day. The implied volatity was 29.20, the open interest changed by 2 which increased total open position to 41
On 3 Dec RAMCOCEM was trading at 1040.10. The strike last trading price was 36.4, which was -4.25 lower than the previous day. The implied volatity was 28.18, the open interest changed by 18 which increased total open position to 38
On 2 Dec RAMCOCEM was trading at 1035.25. The strike last trading price was 40.65, which was -147.55 lower than the previous day. The implied volatity was 29.16, the open interest changed by 19 which increased total open position to 19
On 29 Nov RAMCOCEM was trading at 1014.80. The strike last trading price was 188.2, 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 188.2, 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 188.2, 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 188.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
