RAMCOCEM
The Ramco Cements Limited
Historical option data for RAMCOCEM
20 Dec 2024 04:11 PM IST
| RAMCOCEM 26DEC2024 1100 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.03
Vega: 0.09
Theta: -0.33
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 986.10 | 0.65 | -1.35 | 44.05 | 729 | 0 | 848 | |||
| 19 Dec | 1027.85 | 2 | -0.50 | 35.46 | 411 | 112 | 848 | |||
| 18 Dec | 1031.05 | 2.5 | -0.60 | 33.55 | 294 | -33 | 738 | |||
| 17 Dec | 1035.10 | 3.1 | -1.45 | 29.58 | 709 | -17 | 770 | |||
| 16 Dec | 1047.65 | 4.55 | 0.45 | 29.65 | 2,945 | 180 | 782 | |||
| 13 Dec | 1040.70 | 4.1 | 2.50 | 26.30 | 1,036 | 55 | 595 | |||
| 12 Dec | 998.10 | 1.6 | -1.70 | 30.55 | 402 | 26 | 540 | |||
| 11 Dec | 1020.45 | 3.3 | 0.50 | 28.36 | 963 | -13 | 516 | |||
| 10 Dec | 1013.95 | 2.8 | -0.45 | 29.16 | 201 | 28 | 530 | |||
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| 9 Dec | 1014.45 | 3.25 | -0.20 | 27.74 | 230 | -5 | 503 | |||
| 6 Dec | 1013.05 | 3.45 | -0.90 | 26.91 | 336 | 45 | 511 | |||
| 5 Dec | 1022.05 | 4.35 | -3.15 | 26.22 | 702 | -23 | 465 | |||
| 4 Dec | 1040.65 | 7.5 | -1.80 | 24.34 | 571 | -18 | 489 | |||
| 3 Dec | 1040.10 | 9.3 | -0.45 | 26.32 | 1,265 | 6 | 510 | |||
| 2 Dec | 1035.25 | 9.75 | 3.35 | 27.65 | 2,514 | 189 | 523 | |||
| 29 Nov | 1014.80 | 6.4 | 28.03 | 2,205 | 357 | 357 | ||||
For The Ramco Cements Limited - strike price 1100 expiring on 26DEC2024
Delta for 1100 CE is 0.03
Historical price for 1100 CE is as follows
On 20 Dec RAMCOCEM was trading at 986.10. The strike last trading price was 0.65, which was -1.35 lower than the previous day. The implied volatity was 44.05, the open interest changed by 0 which decreased total open position to 848
On 19 Dec RAMCOCEM was trading at 1027.85. The strike last trading price was 2, which was -0.50 lower than the previous day. The implied volatity was 35.46, the open interest changed by 112 which increased total open position to 848
On 18 Dec RAMCOCEM was trading at 1031.05. The strike last trading price was 2.5, which was -0.60 lower than the previous day. The implied volatity was 33.55, the open interest changed by -33 which decreased total open position to 738
On 17 Dec RAMCOCEM was trading at 1035.10. The strike last trading price was 3.1, which was -1.45 lower than the previous day. The implied volatity was 29.58, the open interest changed by -17 which decreased total open position to 770
On 16 Dec RAMCOCEM was trading at 1047.65. The strike last trading price was 4.55, which was 0.45 higher than the previous day. The implied volatity was 29.65, the open interest changed by 180 which increased total open position to 782
On 13 Dec RAMCOCEM was trading at 1040.70. The strike last trading price was 4.1, which was 2.50 higher than the previous day. The implied volatity was 26.30, the open interest changed by 55 which increased total open position to 595
On 12 Dec RAMCOCEM was trading at 998.10. The strike last trading price was 1.6, which was -1.70 lower than the previous day. The implied volatity was 30.55, the open interest changed by 26 which increased total open position to 540
On 11 Dec RAMCOCEM was trading at 1020.45. The strike last trading price was 3.3, which was 0.50 higher than the previous day. The implied volatity was 28.36, the open interest changed by -13 which decreased total open position to 516
On 10 Dec RAMCOCEM was trading at 1013.95. The strike last trading price was 2.8, which was -0.45 lower than the previous day. The implied volatity was 29.16, the open interest changed by 28 which increased total open position to 530
On 9 Dec RAMCOCEM was trading at 1014.45. The strike last trading price was 3.25, which was -0.20 lower than the previous day. The implied volatity was 27.74, the open interest changed by -5 which decreased total open position to 503
On 6 Dec RAMCOCEM was trading at 1013.05. The strike last trading price was 3.45, which was -0.90 lower than the previous day. The implied volatity was 26.91, the open interest changed by 45 which increased total open position to 511
On 5 Dec RAMCOCEM was trading at 1022.05. The strike last trading price was 4.35, which was -3.15 lower than the previous day. The implied volatity was 26.22, the open interest changed by -23 which decreased total open position to 465
On 4 Dec RAMCOCEM was trading at 1040.65. The strike last trading price was 7.5, which was -1.80 lower than the previous day. The implied volatity was 24.34, the open interest changed by -18 which decreased total open position to 489
On 3 Dec RAMCOCEM was trading at 1040.10. The strike last trading price was 9.3, which was -0.45 lower than the previous day. The implied volatity was 26.32, the open interest changed by 6 which increased total open position to 510
On 2 Dec RAMCOCEM was trading at 1035.25. The strike last trading price was 9.75, which was 3.35 higher than the previous day. The implied volatity was 27.65, the open interest changed by 189 which increased total open position to 523
On 29 Nov RAMCOCEM was trading at 1014.80. The strike last trading price was 6.4, which was lower than the previous day. The implied volatity was 28.03, the open interest changed by 357 which increased total open position to 357
| RAMCOCEM 26DEC2024 1100 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 | 82.9 | 19.05 | - | 6 | 0 | 4 |
| 19 Dec | 1027.85 | 63.85 | -3.50 | - | 6 | -2 | 5 |
| 18 Dec | 1031.05 | 67.35 | 4.30 | - | 3 | -1 | 8 |
| 17 Dec | 1035.10 | 63.05 | 7.45 | 37.16 | 9 | 1 | 7 |
| 16 Dec | 1047.65 | 55.6 | -24.40 | 28.62 | 1 | 0 | 5 |
| 13 Dec | 1040.70 | 80 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Dec | 998.10 | 80 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Dec | 1020.45 | 80 | 0.00 | 0.00 | 0 | 0 | 0 |
| 10 Dec | 1013.95 | 80 | 0.00 | 0.00 | 0 | 0 | 0 |
| 9 Dec | 1014.45 | 80 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Dec | 1013.05 | 80 | 0.00 | 0.00 | 0 | 2 | 0 |
| 5 Dec | 1022.05 | 80 | 20.00 | 28.11 | 6 | 1 | 4 |
| 4 Dec | 1040.65 | 60 | -7.75 | 25.27 | 2 | 0 | 2 |
| 3 Dec | 1040.10 | 67.75 | -3.65 | 33.17 | 2 | 0 | 1 |
| 2 Dec | 1035.25 | 71.4 | -152.85 | 32.87 | 1 | 0 | 0 |
| 29 Nov | 1014.80 | 224.25 | - | 0 | 0 | 0 | |
For The Ramco Cements Limited - strike price 1100 expiring on 26DEC2024
Delta for 1100 PE is -
Historical price for 1100 PE is as follows
On 20 Dec RAMCOCEM was trading at 986.10. The strike last trading price was 82.9, which was 19.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 19 Dec RAMCOCEM was trading at 1027.85. The strike last trading price was 63.85, which was -3.50 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 5
On 18 Dec RAMCOCEM was trading at 1031.05. The strike last trading price was 67.35, which was 4.30 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 8
On 17 Dec RAMCOCEM was trading at 1035.10. The strike last trading price was 63.05, which was 7.45 higher than the previous day. The implied volatity was 37.16, the open interest changed by 1 which increased total open position to 7
On 16 Dec RAMCOCEM was trading at 1047.65. The strike last trading price was 55.6, which was -24.40 lower than the previous day. The implied volatity was 28.62, the open interest changed by 0 which decreased total open position to 5
On 13 Dec RAMCOCEM was trading at 1040.70. The strike last trading price was 80, 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 12 Dec RAMCOCEM was trading at 998.10. The strike last trading price was 80, 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 80, 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 80, 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 80, 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 80, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 5 Dec RAMCOCEM was trading at 1022.05. The strike last trading price was 80, which was 20.00 higher than the previous day. The implied volatity was 28.11, the open interest changed by 1 which increased total open position to 4
On 4 Dec RAMCOCEM was trading at 1040.65. The strike last trading price was 60, which was -7.75 lower than the previous day. The implied volatity was 25.27, the open interest changed by 0 which decreased total open position to 2
On 3 Dec RAMCOCEM was trading at 1040.10. The strike last trading price was 67.75, which was -3.65 lower than the previous day. The implied volatity was 33.17, the open interest changed by 0 which decreased total open position to 1
On 2 Dec RAMCOCEM was trading at 1035.25. The strike last trading price was 71.4, which was -152.85 lower than the previous day. The implied volatity was 32.87, 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 224.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
