RAMCOCEM
The Ramco Cements Limited
Historical option data for RAMCOCEM
20 Dec 2024 04:11 PM IST
| RAMCOCEM 26DEC2024 1090 CE | ||||||||||
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Delta: 0.04
Vega: 0.10
Theta: -0.36
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 986.10 | 0.75 | -1.40 | 41.09 | 79 | -13 | 44 | |||
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| 19 Dec | 1027.85 | 2.15 | -0.95 | 32.48 | 193 | -2 | 56 | |||
| 18 Dec | 1031.05 | 3.1 | -0.60 | 31.98 | 84 | 8 | 56 | |||
| 17 Dec | 1035.10 | 3.7 | -2.20 | 27.59 | 149 | -7 | 49 | |||
| 16 Dec | 1047.65 | 5.9 | 0.40 | 28.75 | 420 | -8 | 60 | |||
| 13 Dec | 1040.70 | 5.5 | 3.55 | 25.84 | 274 | 6 | 67 | |||
| 12 Dec | 998.10 | 1.95 | -2.05 | 29.52 | 88 | 35 | 61 | |||
| 11 Dec | 1020.45 | 4 | 0.65 | 27.28 | 64 | 11 | 26 | |||
| 10 Dec | 1013.95 | 3.35 | -0.45 | 28.09 | 1 | 0 | 15 | |||
| 9 Dec | 1014.45 | 3.8 | -0.50 | 26.49 | 19 | -1 | 15 | |||
| 6 Dec | 1013.05 | 4.3 | -1.60 | 26.33 | 50 | 14 | 18 | |||
| 5 Dec | 1022.05 | 5.9 | 3.40 | 26.48 | 7 | 2 | 2 | |||
| 4 Dec | 1040.65 | 2.5 | 0.00 | 4.45 | 0 | 0 | 0 | |||
| 3 Dec | 1040.10 | 2.5 | 0.00 | 4.44 | 0 | 0 | 0 | |||
| 2 Dec | 1035.25 | 2.5 | -149.05 | 4.80 | 0 | 0 | 0 | |||
| 29 Nov | 1014.80 | 151.55 | 0.00 | 0 | 0 | 0 | ||||
For The Ramco Cements Limited - strike price 1090 expiring on 26DEC2024
Delta for 1090 CE is 0.04
Historical price for 1090 CE is as follows
On 20 Dec RAMCOCEM was trading at 986.10. The strike last trading price was 0.75, which was -1.40 lower than the previous day. The implied volatity was 41.09, the open interest changed by -13 which decreased total open position to 44
On 19 Dec RAMCOCEM was trading at 1027.85. The strike last trading price was 2.15, which was -0.95 lower than the previous day. The implied volatity was 32.48, the open interest changed by -2 which decreased total open position to 56
On 18 Dec RAMCOCEM was trading at 1031.05. The strike last trading price was 3.1, which was -0.60 lower than the previous day. The implied volatity was 31.98, the open interest changed by 8 which increased total open position to 56
On 17 Dec RAMCOCEM was trading at 1035.10. The strike last trading price was 3.7, which was -2.20 lower than the previous day. The implied volatity was 27.59, the open interest changed by -7 which decreased total open position to 49
On 16 Dec RAMCOCEM was trading at 1047.65. The strike last trading price was 5.9, which was 0.40 higher than the previous day. The implied volatity was 28.75, the open interest changed by -8 which decreased total open position to 60
On 13 Dec RAMCOCEM was trading at 1040.70. The strike last trading price was 5.5, which was 3.55 higher than the previous day. The implied volatity was 25.84, the open interest changed by 6 which increased total open position to 67
On 12 Dec RAMCOCEM was trading at 998.10. The strike last trading price was 1.95, which was -2.05 lower than the previous day. The implied volatity was 29.52, the open interest changed by 35 which increased total open position to 61
On 11 Dec RAMCOCEM was trading at 1020.45. The strike last trading price was 4, which was 0.65 higher than the previous day. The implied volatity was 27.28, the open interest changed by 11 which increased total open position to 26
On 10 Dec RAMCOCEM was trading at 1013.95. The strike last trading price was 3.35, which was -0.45 lower than the previous day. The implied volatity was 28.09, the open interest changed by 0 which decreased total open position to 15
On 9 Dec RAMCOCEM was trading at 1014.45. The strike last trading price was 3.8, which was -0.50 lower than the previous day. The implied volatity was 26.49, the open interest changed by -1 which decreased total open position to 15
On 6 Dec RAMCOCEM was trading at 1013.05. The strike last trading price was 4.3, which was -1.60 lower than the previous day. The implied volatity was 26.33, the open interest changed by 14 which increased total open position to 18
On 5 Dec RAMCOCEM was trading at 1022.05. The strike last trading price was 5.9, which was 3.40 higher than the previous day. The implied volatity was 26.48, the open interest changed by 2 which increased total open position to 2
On 4 Dec RAMCOCEM was trading at 1040.65. The strike last trading price was 2.5, which was 0.00 lower than the previous day. The implied volatity was 4.45, the open interest changed by 0 which decreased total open position to 0
On 3 Dec RAMCOCEM was trading at 1040.10. The strike last trading price was 2.5, which was 0.00 lower than the previous day. The implied volatity was 4.44, the open interest changed by 0 which decreased total open position to 0
On 2 Dec RAMCOCEM was trading at 1035.25. The strike last trading price was 2.5, which was -149.05 lower than the previous day. The implied volatity was 4.80, 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 151.55, 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 1090 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 | 76.5 | 33.80 | - | 2 | 0 | 9 |
| 19 Dec | 1027.85 | 42.7 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Dec | 1031.05 | 42.7 | 0.00 | 0.00 | 0 | 0 | 0 |
| 17 Dec | 1035.10 | 42.7 | 0.00 | 0.00 | 0 | 0 | 0 |
| 16 Dec | 1047.65 | 42.7 | -10.50 | 17.16 | 2 | -1 | 8 |
| 13 Dec | 1040.70 | 53.2 | -22.95 | 30.29 | 6 | 3 | 9 |
| 12 Dec | 998.10 | 76.15 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Dec | 1020.45 | 76.15 | 0.00 | 0.00 | 0 | 0 | 0 |
| 10 Dec | 1013.95 | 76.15 | 0.00 | 0.00 | 0 | 1 | 0 |
| 9 Dec | 1014.45 | 76.15 | 1.30 | 33.62 | 5 | 1 | 6 |
| 6 Dec | 1013.05 | 74.85 | 7.45 | 23.36 | 1 | 0 | 4 |
| 5 Dec | 1022.05 | 67.4 | 0.00 | 0.00 | 0 | 0 | 0 |
| 4 Dec | 1040.65 | 67.4 | 0.00 | 0.00 | 0 | 0 | 0 |
| 3 Dec | 1040.10 | 67.4 | 0.00 | 0.00 | 0 | 4 | 0 |
| 2 Dec | 1035.25 | 67.4 | -88.40 | 36.32 | 4 | 0 | 0 |
| 29 Nov | 1014.80 | 155.8 | 0.00 | 0 | 0 | 0 | |
For The Ramco Cements Limited - strike price 1090 expiring on 26DEC2024
Delta for 1090 PE is -
Historical price for 1090 PE is as follows
On 20 Dec RAMCOCEM was trading at 986.10. The strike last trading price was 76.5, which was 33.80 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 19 Dec RAMCOCEM was trading at 1027.85. The strike last trading price was 42.7, 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 42.7, 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 42.7, 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 16 Dec RAMCOCEM was trading at 1047.65. The strike last trading price was 42.7, which was -10.50 lower than the previous day. The implied volatity was 17.16, the open interest changed by -1 which decreased total open position to 8
On 13 Dec RAMCOCEM was trading at 1040.70. The strike last trading price was 53.2, which was -22.95 lower than the previous day. The implied volatity was 30.29, the open interest changed by 3 which increased total open position to 9
On 12 Dec RAMCOCEM was trading at 998.10. The strike last trading price was 76.15, 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 76.15, 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 76.15, 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 9 Dec RAMCOCEM was trading at 1014.45. The strike last trading price was 76.15, which was 1.30 higher than the previous day. The implied volatity was 33.62, the open interest changed by 1 which increased total open position to 6
On 6 Dec RAMCOCEM was trading at 1013.05. The strike last trading price was 74.85, which was 7.45 higher than the previous day. The implied volatity was 23.36, 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 67.4, 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 4 Dec RAMCOCEM was trading at 1040.65. The strike last trading price was 67.4, 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 3 Dec RAMCOCEM was trading at 1040.10. The strike last trading price was 67.4, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 2 Dec RAMCOCEM was trading at 1035.25. The strike last trading price was 67.4, which was -88.40 lower than the previous day. The implied volatity was 36.32, 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 155.8, 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
