RAMCOCEM
The Ramco Cements Limited
Historical option data for RAMCOCEM
20 Dec 2024 04:11 PM IST
| RAMCOCEM 26DEC2024 1070 CE | ||||||||||
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Delta: 0.04
Vega: 0.12
Theta: -0.36
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 986.10 | 0.8 | -2.90 | 34.95 | 498 | -61 | 182 | |||
| 19 Dec | 1027.85 | 3.7 | -1.90 | 29.52 | 362 | 58 | 242 | |||
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| 18 Dec | 1031.05 | 5.6 | -1.35 | 30.24 | 562 | 2 | 184 | |||
| 17 Dec | 1035.10 | 6.95 | -3.50 | 26.03 | 351 | -26 | 183 | |||
| 16 Dec | 1047.65 | 10.45 | 0.65 | 27.75 | 1,049 | 27 | 210 | |||
| 13 Dec | 1040.70 | 9.8 | 6.90 | 25.11 | 706 | 15 | 189 | |||
| 12 Dec | 998.10 | 2.9 | -3.50 | 27.24 | 223 | 66 | 173 | |||
| 11 Dec | 1020.45 | 6.4 | 1.20 | 25.70 | 298 | 4 | 107 | |||
| 10 Dec | 1013.95 | 5.2 | -0.55 | 26.45 | 69 | -3 | 101 | |||
| 9 Dec | 1014.45 | 5.75 | -1.10 | 24.59 | 46 | -3 | 104 | |||
| 6 Dec | 1013.05 | 6.85 | -1.90 | 25.40 | 138 | 17 | 107 | |||
| 5 Dec | 1022.05 | 8.75 | -6.25 | 25.11 | 160 | 0 | 88 | |||
| 4 Dec | 1040.65 | 15 | -1.95 | 23.70 | 182 | -3 | 86 | |||
| 3 Dec | 1040.10 | 16.95 | -0.50 | 25.46 | 208 | 17 | 89 | |||
| 2 Dec | 1035.25 | 17.45 | 7.00 | 27.13 | 169 | 5 | 71 | |||
| 29 Nov | 1014.80 | 10.45 | 4.55 | 26.19 | 167 | 66 | 67 | |||
| 28 Nov | 974.90 | 5.9 | -127.00 | 29.02 | 1 | 0 | 0 | |||
| 27 Nov | 978.10 | 132.9 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 26 Nov | 959.85 | 132.9 | 0.00 | 0 | 0 | 0 | ||||
For The Ramco Cements Limited - strike price 1070 expiring on 26DEC2024
Delta for 1070 CE is 0.04
Historical price for 1070 CE is as follows
On 20 Dec RAMCOCEM was trading at 986.10. The strike last trading price was 0.8, which was -2.90 lower than the previous day. The implied volatity was 34.95, the open interest changed by -61 which decreased total open position to 182
On 19 Dec RAMCOCEM was trading at 1027.85. The strike last trading price was 3.7, which was -1.90 lower than the previous day. The implied volatity was 29.52, the open interest changed by 58 which increased total open position to 242
On 18 Dec RAMCOCEM was trading at 1031.05. The strike last trading price was 5.6, which was -1.35 lower than the previous day. The implied volatity was 30.24, the open interest changed by 2 which increased total open position to 184
On 17 Dec RAMCOCEM was trading at 1035.10. The strike last trading price was 6.95, which was -3.50 lower than the previous day. The implied volatity was 26.03, the open interest changed by -26 which decreased total open position to 183
On 16 Dec RAMCOCEM was trading at 1047.65. The strike last trading price was 10.45, which was 0.65 higher than the previous day. The implied volatity was 27.75, the open interest changed by 27 which increased total open position to 210
On 13 Dec RAMCOCEM was trading at 1040.70. The strike last trading price was 9.8, which was 6.90 higher than the previous day. The implied volatity was 25.11, the open interest changed by 15 which increased total open position to 189
On 12 Dec RAMCOCEM was trading at 998.10. The strike last trading price was 2.9, which was -3.50 lower than the previous day. The implied volatity was 27.24, the open interest changed by 66 which increased total open position to 173
On 11 Dec RAMCOCEM was trading at 1020.45. The strike last trading price was 6.4, which was 1.20 higher than the previous day. The implied volatity was 25.70, the open interest changed by 4 which increased total open position to 107
On 10 Dec RAMCOCEM was trading at 1013.95. The strike last trading price was 5.2, which was -0.55 lower than the previous day. The implied volatity was 26.45, the open interest changed by -3 which decreased total open position to 101
On 9 Dec RAMCOCEM was trading at 1014.45. The strike last trading price was 5.75, which was -1.10 lower than the previous day. The implied volatity was 24.59, the open interest changed by -3 which decreased total open position to 104
On 6 Dec RAMCOCEM was trading at 1013.05. The strike last trading price was 6.85, which was -1.90 lower than the previous day. The implied volatity was 25.40, the open interest changed by 17 which increased total open position to 107
On 5 Dec RAMCOCEM was trading at 1022.05. The strike last trading price was 8.75, which was -6.25 lower than the previous day. The implied volatity was 25.11, the open interest changed by 0 which decreased total open position to 88
On 4 Dec RAMCOCEM was trading at 1040.65. The strike last trading price was 15, which was -1.95 lower than the previous day. The implied volatity was 23.70, the open interest changed by -3 which decreased total open position to 86
On 3 Dec RAMCOCEM was trading at 1040.10. The strike last trading price was 16.95, which was -0.50 lower than the previous day. The implied volatity was 25.46, the open interest changed by 17 which increased total open position to 89
On 2 Dec RAMCOCEM was trading at 1035.25. The strike last trading price was 17.45, which was 7.00 higher than the previous day. The implied volatity was 27.13, the open interest changed by 5 which increased total open position to 71
On 29 Nov RAMCOCEM was trading at 1014.80. The strike last trading price was 10.45, which was 4.55 higher than the previous day. The implied volatity was 26.19, the open interest changed by 66 which increased total open position to 67
On 28 Nov RAMCOCEM was trading at 974.90. The strike last trading price was 5.9, which was -127.00 lower than the previous day. The implied volatity was 29.02, 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 132.9, 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 132.9, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
| RAMCOCEM 26DEC2024 1070 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 | 69.5 | 33.15 | - | 2 | 0 | 14 |
| 19 Dec | 1027.85 | 36.35 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Dec | 1031.05 | 36.35 | 0.00 | 0.00 | 0 | 0 | 0 |
| 17 Dec | 1035.10 | 36.35 | 3.95 | 30.31 | 22 | 0 | 14 |
| 16 Dec | 1047.65 | 32.4 | -5.80 | 28.35 | 55 | 2 | 13 |
| 13 Dec | 1040.70 | 38.2 | -33.15 | 29.61 | 7 | 2 | 11 |
| 12 Dec | 998.10 | 71.35 | 22.00 | 29.12 | 5 | 0 | 9 |
| 11 Dec | 1020.45 | 49.35 | -8.35 | 23.73 | 1 | 0 | 9 |
| 10 Dec | 1013.95 | 57.7 | 0.40 | 21.56 | 4 | 0 | 12 |
| 9 Dec | 1014.45 | 57.3 | 4.30 | 29.18 | 6 | 1 | 13 |
| 6 Dec | 1013.05 | 53 | 0.00 | 0.00 | 0 | -2 | 0 |
| 5 Dec | 1022.05 | 53 | 12.30 | 24.44 | 8 | -4 | 10 |
| 4 Dec | 1040.65 | 40.7 | -1.70 | 27.53 | 16 | 5 | 14 |
| 3 Dec | 1040.10 | 42.4 | 0.65 | 28.13 | 17 | 7 | 8 |
| 2 Dec | 1035.25 | 41.75 | -133.35 | 24.02 | 1 | 0 | 0 |
| 29 Nov | 1014.80 | 175.1 | 0.00 | - | 0 | 0 | 0 |
| 28 Nov | 974.90 | 175.1 | -17.65 | - | 0 | 0 | 0 |
| 27 Nov | 978.10 | 192.75 | 0.00 | 0.00 | 0 | 0 | 0 |
| 26 Nov | 959.85 | 192.75 | 0.00 | 0 | 0 | 0 | |
For The Ramco Cements Limited - strike price 1070 expiring on 26DEC2024
Delta for 1070 PE is -
Historical price for 1070 PE is as follows
On 20 Dec RAMCOCEM was trading at 986.10. The strike last trading price was 69.5, which was 33.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 14
On 19 Dec RAMCOCEM was trading at 1027.85. The strike last trading price was 36.35, 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 18 Dec RAMCOCEM was trading at 1031.05. The strike last trading price was 36.35, 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 17 Dec RAMCOCEM was trading at 1035.10. The strike last trading price was 36.35, which was 3.95 higher than the previous day. The implied volatity was 30.31, the open interest changed by 0 which decreased total open position to 14
On 16 Dec RAMCOCEM was trading at 1047.65. The strike last trading price was 32.4, which was -5.80 lower than the previous day. The implied volatity was 28.35, the open interest changed by 2 which increased total open position to 13
On 13 Dec RAMCOCEM was trading at 1040.70. The strike last trading price was 38.2, which was -33.15 lower than the previous day. The implied volatity was 29.61, the open interest changed by 2 which increased total open position to 11
On 12 Dec RAMCOCEM was trading at 998.10. The strike last trading price was 71.35, which was 22.00 higher than the previous day. The implied volatity was 29.12, the open interest changed by 0 which decreased total open position to 9
On 11 Dec RAMCOCEM was trading at 1020.45. The strike last trading price was 49.35, which was -8.35 lower than the previous day. The implied volatity was 23.73, the open interest changed by 0 which decreased total open position to 9
On 10 Dec RAMCOCEM was trading at 1013.95. The strike last trading price was 57.7, which was 0.40 higher than the previous day. The implied volatity was 21.56, the open interest changed by 0 which decreased total open position to 12
On 9 Dec RAMCOCEM was trading at 1014.45. The strike last trading price was 57.3, which was 4.30 higher than the previous day. The implied volatity was 29.18, the open interest changed by 1 which increased total open position to 13
On 6 Dec RAMCOCEM was trading at 1013.05. The strike last trading price was 53, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -2 which decreased total open position to 0
On 5 Dec RAMCOCEM was trading at 1022.05. The strike last trading price was 53, which was 12.30 higher than the previous day. The implied volatity was 24.44, the open interest changed by -4 which decreased total open position to 10
On 4 Dec RAMCOCEM was trading at 1040.65. The strike last trading price was 40.7, which was -1.70 lower than the previous day. The implied volatity was 27.53, the open interest changed by 5 which increased total open position to 14
On 3 Dec RAMCOCEM was trading at 1040.10. The strike last trading price was 42.4, which was 0.65 higher than the previous day. The implied volatity was 28.13, the open interest changed by 7 which increased total open position to 8
On 2 Dec RAMCOCEM was trading at 1035.25. The strike last trading price was 41.75, which was -133.35 lower than the previous day. The implied volatity was 24.02, the open interest changed by 0 which decreased total open position to 0
On 29 Nov RAMCOCEM was trading at 1014.80. The strike last trading price was 175.1, 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 175.1, which was -17.65 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 192.75, 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 192.75, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
