RAMCOCEM
The Ramco Cements Limited
Historical option data for RAMCOCEM
20 Dec 2024 04:11 PM IST
| RAMCOCEM 26DEC2024 1080 CE | ||||||||||
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Delta: 0.04
Vega: 0.11
Theta: -0.35
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 986.10 | 0.75 | -2.05 | 38.74 | 306 | -42 | 259 | |||
| 19 Dec | 1027.85 | 2.8 | -1.15 | 30.99 | 144 | 10 | 302 | |||
| 18 Dec | 1031.05 | 3.95 | -1.10 | 30.53 | 247 | 30 | 293 | |||
| 17 Dec | 1035.10 | 5.05 | -2.75 | 26.75 | 268 | -15 | 268 | |||
| 16 Dec | 1047.65 | 7.8 | 0.65 | 28.09 | 1,320 | -33 | 287 | |||
| 13 Dec | 1040.70 | 7.15 | 4.85 | 25.10 | 1,134 | 61 | 326 | |||
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| 12 Dec | 998.10 | 2.3 | -2.65 | 28.18 | 287 | 6 | 266 | |||
| 11 Dec | 1020.45 | 4.95 | 1.00 | 26.30 | 340 | 34 | 259 | |||
| 10 Dec | 1013.95 | 3.95 | -1.10 | 26.82 | 174 | 16 | 226 | |||
| 9 Dec | 1014.45 | 5.05 | -0.45 | 26.26 | 216 | 3 | 210 | |||
| 6 Dec | 1013.05 | 5.5 | -1.45 | 25.98 | 218 | 18 | 206 | |||
| 5 Dec | 1022.05 | 6.95 | -5.05 | 25.47 | 326 | -32 | 190 | |||
| 4 Dec | 1040.65 | 12 | -2.00 | 23.90 | 332 | 25 | 222 | |||
| 3 Dec | 1040.10 | 14 | -0.05 | 25.80 | 944 | 31 | 198 | |||
| 2 Dec | 1035.25 | 14.05 | 5.10 | 26.87 | 363 | 15 | 167 | |||
| 29 Nov | 1014.80 | 8.95 | 4.70 | 26.92 | 752 | 106 | 148 | |||
| 28 Nov | 974.90 | 4.25 | -1.20 | 28.19 | 135 | -39 | 41 | |||
| 27 Nov | 978.10 | 5.45 | 2.35 | 28.80 | 760 | 69 | 80 | |||
| 26 Nov | 959.85 | 3.1 | 27.23 | 733 | 13 | 13 | ||||
For The Ramco Cements Limited - strike price 1080 expiring on 26DEC2024
Delta for 1080 CE is 0.04
Historical price for 1080 CE is as follows
On 20 Dec RAMCOCEM was trading at 986.10. The strike last trading price was 0.75, which was -2.05 lower than the previous day. The implied volatity was 38.74, the open interest changed by -42 which decreased total open position to 259
On 19 Dec RAMCOCEM was trading at 1027.85. The strike last trading price was 2.8, which was -1.15 lower than the previous day. The implied volatity was 30.99, the open interest changed by 10 which increased total open position to 302
On 18 Dec RAMCOCEM was trading at 1031.05. The strike last trading price was 3.95, which was -1.10 lower than the previous day. The implied volatity was 30.53, the open interest changed by 30 which increased total open position to 293
On 17 Dec RAMCOCEM was trading at 1035.10. The strike last trading price was 5.05, which was -2.75 lower than the previous day. The implied volatity was 26.75, the open interest changed by -15 which decreased total open position to 268
On 16 Dec RAMCOCEM was trading at 1047.65. The strike last trading price was 7.8, which was 0.65 higher than the previous day. The implied volatity was 28.09, the open interest changed by -33 which decreased total open position to 287
On 13 Dec RAMCOCEM was trading at 1040.70. The strike last trading price was 7.15, which was 4.85 higher than the previous day. The implied volatity was 25.10, the open interest changed by 61 which increased total open position to 326
On 12 Dec RAMCOCEM was trading at 998.10. The strike last trading price was 2.3, which was -2.65 lower than the previous day. The implied volatity was 28.18, the open interest changed by 6 which increased total open position to 266
On 11 Dec RAMCOCEM was trading at 1020.45. The strike last trading price was 4.95, which was 1.00 higher than the previous day. The implied volatity was 26.30, the open interest changed by 34 which increased total open position to 259
On 10 Dec RAMCOCEM was trading at 1013.95. The strike last trading price was 3.95, which was -1.10 lower than the previous day. The implied volatity was 26.82, the open interest changed by 16 which increased total open position to 226
On 9 Dec RAMCOCEM was trading at 1014.45. The strike last trading price was 5.05, which was -0.45 lower than the previous day. The implied volatity was 26.26, the open interest changed by 3 which increased total open position to 210
On 6 Dec RAMCOCEM was trading at 1013.05. The strike last trading price was 5.5, which was -1.45 lower than the previous day. The implied volatity was 25.98, the open interest changed by 18 which increased total open position to 206
On 5 Dec RAMCOCEM was trading at 1022.05. The strike last trading price was 6.95, which was -5.05 lower than the previous day. The implied volatity was 25.47, the open interest changed by -32 which decreased total open position to 190
On 4 Dec RAMCOCEM was trading at 1040.65. The strike last trading price was 12, which was -2.00 lower than the previous day. The implied volatity was 23.90, the open interest changed by 25 which increased total open position to 222
On 3 Dec RAMCOCEM was trading at 1040.10. The strike last trading price was 14, which was -0.05 lower than the previous day. The implied volatity was 25.80, the open interest changed by 31 which increased total open position to 198
On 2 Dec RAMCOCEM was trading at 1035.25. The strike last trading price was 14.05, which was 5.10 higher than the previous day. The implied volatity was 26.87, the open interest changed by 15 which increased total open position to 167
On 29 Nov RAMCOCEM was trading at 1014.80. The strike last trading price was 8.95, which was 4.70 higher than the previous day. The implied volatity was 26.92, the open interest changed by 106 which increased total open position to 148
On 28 Nov RAMCOCEM was trading at 974.90. The strike last trading price was 4.25, which was -1.20 lower than the previous day. The implied volatity was 28.19, the open interest changed by -39 which decreased total open position to 41
On 27 Nov RAMCOCEM was trading at 978.10. The strike last trading price was 5.45, which was 2.35 higher than the previous day. The implied volatity was 28.80, the open interest changed by 69 which increased total open position to 80
On 26 Nov RAMCOCEM was trading at 959.85. The strike last trading price was 3.1, which was lower than the previous day. The implied volatity was 27.23, the open interest changed by 13 which increased total open position to 13
| RAMCOCEM 26DEC2024 1080 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 | 75.8 | 28.70 | - | 3 | 0 | 15 |
| 19 Dec | 1027.85 | 47.1 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Dec | 1031.05 | 47.1 | 4.10 | - | 1 | 0 | 15 |
| 17 Dec | 1035.10 | 43 | 3.05 | 28.74 | 5 | -1 | 14 |
| 16 Dec | 1047.65 | 39.95 | -5.35 | 29.14 | 26 | 4 | 14 |
| 13 Dec | 1040.70 | 45.3 | -20.05 | 29.72 | 10 | 6 | 9 |
| 12 Dec | 998.10 | 65.35 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Dec | 1020.45 | 65.35 | 0.00 | 0.00 | 0 | 0 | 0 |
| 10 Dec | 1013.95 | 65.35 | 0.00 | 0.00 | 0 | 0 | 0 |
| 9 Dec | 1014.45 | 65.35 | -1.10 | 29.30 | 1 | 0 | 3 |
| 6 Dec | 1013.05 | 66.45 | 16.60 | 24.09 | 1 | 0 | 4 |
| 5 Dec | 1022.05 | 49.85 | 0.00 | 0.00 | 0 | 1 | 0 |
| 4 Dec | 1040.65 | 49.85 | -3.55 | 30.27 | 1 | 0 | 3 |
| 3 Dec | 1040.10 | 53.4 | 0.00 | 0.00 | 0 | 1 | 0 |
| 2 Dec | 1035.25 | 53.4 | -14.15 | 28.99 | 24 | 1 | 3 |
| 29 Nov | 1014.80 | 67.55 | -138.50 | 22.53 | 2 | 1 | 1 |
| 28 Nov | 974.90 | 206.05 | 0.00 | - | 0 | 0 | 0 |
| 27 Nov | 978.10 | 206.05 | 0.00 | - | 0 | 0 | 0 |
| 26 Nov | 959.85 | 206.05 | - | 0 | 0 | 0 | |
For The Ramco Cements Limited - strike price 1080 expiring on 26DEC2024
Delta for 1080 PE is -
Historical price for 1080 PE is as follows
On 20 Dec RAMCOCEM was trading at 986.10. The strike last trading price was 75.8, which was 28.70 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 15
On 19 Dec RAMCOCEM was trading at 1027.85. The strike last trading price was 47.1, 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 47.1, which was 4.10 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 15
On 17 Dec RAMCOCEM was trading at 1035.10. The strike last trading price was 43, which was 3.05 higher than the previous day. The implied volatity was 28.74, the open interest changed by -1 which decreased total open position to 14
On 16 Dec RAMCOCEM was trading at 1047.65. The strike last trading price was 39.95, which was -5.35 lower than the previous day. The implied volatity was 29.14, the open interest changed by 4 which increased total open position to 14
On 13 Dec RAMCOCEM was trading at 1040.70. The strike last trading price was 45.3, which was -20.05 lower than the previous day. The implied volatity was 29.72, the open interest changed by 6 which increased total open position to 9
On 12 Dec RAMCOCEM was trading at 998.10. The strike last trading price was 65.35, 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 11 Dec RAMCOCEM was trading at 1020.45. The strike last trading price was 65.35, 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 10 Dec RAMCOCEM was trading at 1013.95. The strike last trading price was 65.35, 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 9 Dec RAMCOCEM was trading at 1014.45. The strike last trading price was 65.35, which was -1.10 lower than the previous day. The implied volatity was 29.30, the open interest changed by 0 which decreased total open position to 3
On 6 Dec RAMCOCEM was trading at 1013.05. The strike last trading price was 66.45, which was 16.60 higher than the previous day. The implied volatity was 24.09, the open interest changed by 0 which decreased total open position to 4
On 5 Dec RAMCOCEM was trading at 1022.05. The strike last trading price was 49.85, 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 4 Dec RAMCOCEM was trading at 1040.65. The strike last trading price was 49.85, which was -3.55 lower than the previous day. The implied volatity was 30.27, the open interest changed by 0 which decreased total open position to 3
On 3 Dec RAMCOCEM was trading at 1040.10. The strike last trading price was 53.4, 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 2 Dec RAMCOCEM was trading at 1035.25. The strike last trading price was 53.4, which was -14.15 lower than the previous day. The implied volatity was 28.99, the open interest changed by 1 which increased total open position to 3
On 29 Nov RAMCOCEM was trading at 1014.80. The strike last trading price was 67.55, which was -138.50 lower than the previous day. The implied volatity was 22.53, the open interest changed by 1 which increased total open position to 1
On 28 Nov RAMCOCEM was trading at 974.90. The strike last trading price was 206.05, 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 206.05, 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 206.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
