RAMCOCEM
The Ramco Cements Limited
Historical option data for RAMCOCEM
20 Dec 2024 04:11 PM IST
| RAMCOCEM 26DEC2024 1110 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.03
Vega: 0.08
Theta: -0.29
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 986.10 | 0.55 | -1.10 | 45.82 | 230 | 20 | 162 | |||
| 19 Dec | 1027.85 | 1.65 | -0.30 | 37.23 | 248 | 58 | 144 | |||
| 18 Dec | 1031.05 | 1.95 | -0.25 | 34.72 | 68 | 18 | 90 | |||
| 17 Dec | 1035.10 | 2.2 | -1.30 | 30.04 | 75 | 12 | 73 | |||
| 16 Dec | 1047.65 | 3.5 | 0.15 | 30.50 | 210 | -5 | 61 | |||
| 13 Dec | 1040.70 | 3.35 | 2.00 | 27.54 | 142 | -9 | 63 | |||
| 12 Dec | 998.10 | 1.35 | -0.95 | 31.69 | 91 | 11 | 64 | |||
| 11 Dec | 1020.45 | 2.3 | 0.05 | 28.14 | 71 | -11 | 54 | |||
| 10 Dec | 1013.95 | 2.25 | -0.25 | 29.87 | 17 | 4 | 67 | |||
| 9 Dec | 1014.45 | 2.5 | -0.60 | 28.13 | 32 | 12 | 63 | |||
|
|
||||||||||
| 6 Dec | 1013.05 | 3.1 | -0.15 | 28.28 | 94 | 25 | 51 | |||
| 5 Dec | 1022.05 | 3.25 | 1.50 | 26.21 | 38 | 26 | 26 | |||
| 4 Dec | 1040.65 | 1.75 | 0.00 | 6.35 | 0 | 0 | 0 | |||
| 3 Dec | 1040.10 | 1.75 | -191.40 | 6.29 | 0 | 0 | 0 | |||
| 2 Dec | 1035.25 | 193.15 | 0.00 | 0 | 0 | 0 | ||||
For The Ramco Cements Limited - strike price 1110 expiring on 26DEC2024
Delta for 1110 CE is 0.03
Historical price for 1110 CE is as follows
On 20 Dec RAMCOCEM was trading at 986.10. The strike last trading price was 0.55, which was -1.10 lower than the previous day. The implied volatity was 45.82, the open interest changed by 20 which increased total open position to 162
On 19 Dec RAMCOCEM was trading at 1027.85. The strike last trading price was 1.65, which was -0.30 lower than the previous day. The implied volatity was 37.23, the open interest changed by 58 which increased total open position to 144
On 18 Dec RAMCOCEM was trading at 1031.05. The strike last trading price was 1.95, which was -0.25 lower than the previous day. The implied volatity was 34.72, the open interest changed by 18 which increased total open position to 90
On 17 Dec RAMCOCEM was trading at 1035.10. The strike last trading price was 2.2, which was -1.30 lower than the previous day. The implied volatity was 30.04, the open interest changed by 12 which increased total open position to 73
On 16 Dec RAMCOCEM was trading at 1047.65. The strike last trading price was 3.5, which was 0.15 higher than the previous day. The implied volatity was 30.50, the open interest changed by -5 which decreased total open position to 61
On 13 Dec RAMCOCEM was trading at 1040.70. The strike last trading price was 3.35, which was 2.00 higher than the previous day. The implied volatity was 27.54, the open interest changed by -9 which decreased total open position to 63
On 12 Dec RAMCOCEM was trading at 998.10. The strike last trading price was 1.35, which was -0.95 lower than the previous day. The implied volatity was 31.69, the open interest changed by 11 which increased total open position to 64
On 11 Dec RAMCOCEM was trading at 1020.45. The strike last trading price was 2.3, which was 0.05 higher than the previous day. The implied volatity was 28.14, the open interest changed by -11 which decreased total open position to 54
On 10 Dec RAMCOCEM was trading at 1013.95. The strike last trading price was 2.25, which was -0.25 lower than the previous day. The implied volatity was 29.87, the open interest changed by 4 which increased total open position to 67
On 9 Dec RAMCOCEM was trading at 1014.45. The strike last trading price was 2.5, which was -0.60 lower than the previous day. The implied volatity was 28.13, the open interest changed by 12 which increased total open position to 63
On 6 Dec RAMCOCEM was trading at 1013.05. The strike last trading price was 3.1, which was -0.15 lower than the previous day. The implied volatity was 28.28, the open interest changed by 25 which increased total open position to 51
On 5 Dec RAMCOCEM was trading at 1022.05. The strike last trading price was 3.25, which was 1.50 higher than the previous day. The implied volatity was 26.21, the open interest changed by 26 which increased total open position to 26
On 4 Dec RAMCOCEM was trading at 1040.65. The strike last trading price was 1.75, which was 0.00 lower than the previous day. The implied volatity was 6.35, 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 1.75, which was -191.40 lower than the previous day. The implied volatity was 6.29, 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 193.15, 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 1110 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 986.10 | 92.65 | 14.20 | - | 1 | 0 | 2 |
| 19 Dec | 1027.85 | 78.45 | 14.25 | - | 3 | 1 | 2 |
| 18 Dec | 1031.05 | 64.2 | 0.00 | 0.00 | 0 | 0 | 0 |
| 17 Dec | 1035.10 | 64.2 | 0.00 | 0.00 | 0 | -2 | 0 |
| 16 Dec | 1047.65 | 64.2 | -21.05 | 28.36 | 3 | -2 | 1 |
| 13 Dec | 1040.70 | 85.25 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Dec | 998.10 | 85.25 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Dec | 1020.45 | 85.25 | 0.00 | 0.00 | 0 | 0 | 0 |
| 10 Dec | 1013.95 | 85.25 | 0.00 | 0.00 | 0 | 0 | 0 |
| 9 Dec | 1014.45 | 85.25 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Dec | 1013.05 | 85.25 | 0.00 | 0.00 | 0 | 3 | 0 |
| 5 Dec | 1022.05 | 85.25 | -127.60 | 18.69 | 4 | 0 | 0 |
| 4 Dec | 1040.65 | 212.85 | 0.00 | - | 0 | 0 | 0 |
| 3 Dec | 1040.10 | 212.85 | 73.45 | - | 0 | 0 | 0 |
| 2 Dec | 1035.25 | 139.4 | 0.00 | 0 | 0 | 0 | |
For The Ramco Cements Limited - strike price 1110 expiring on 26DEC2024
Delta for 1110 PE is -
Historical price for 1110 PE is as follows
On 20 Dec RAMCOCEM was trading at 986.10. The strike last trading price was 92.65, which was 14.20 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 19 Dec RAMCOCEM was trading at 1027.85. The strike last trading price was 78.45, which was 14.25 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 2
On 18 Dec RAMCOCEM was trading at 1031.05. The strike last trading price was 64.2, 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 64.2, 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 16 Dec RAMCOCEM was trading at 1047.65. The strike last trading price was 64.2, which was -21.05 lower than the previous day. The implied volatity was 28.36, the open interest changed by -2 which decreased total open position to 1
On 13 Dec RAMCOCEM was trading at 1040.70. The strike last trading price was 85.25, 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 12 Dec RAMCOCEM was trading at 998.10. The strike last trading price was 85.25, 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 11 Dec RAMCOCEM was trading at 1020.45. The strike last trading price was 85.25, 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 10 Dec RAMCOCEM was trading at 1013.95. The strike last trading price was 85.25, 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 85.25, 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 85.25, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 5 Dec RAMCOCEM was trading at 1022.05. The strike last trading price was 85.25, which was -127.60 lower than the previous day. The implied volatity was 18.69, 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 212.85, 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 3 Dec RAMCOCEM was trading at 1040.10. The strike last trading price was 212.85, which was 73.45 higher than the previous day. The implied volatity was -, 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 139.4, 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
