RAMCOCEM
The Ramco Cements Limited
Historical option data for RAMCOCEM
20 Dec 2024 04:11 PM IST
| RAMCOCEM 26DEC2024 1120 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.02
Vega: 0.07
Theta: -0.28
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 986.10 | 0.5 | -0.95 | 48.04 | 354 | 51 | 455 | |||
| 19 Dec | 1027.85 | 1.45 | -0.20 | 39.39 | 141 | -13 | 404 | |||
| 18 Dec | 1031.05 | 1.65 | -0.25 | 36.48 | 201 | 32 | 416 | |||
| 17 Dec | 1035.10 | 1.9 | -0.95 | 31.98 | 237 | -2 | 383 | |||
| 16 Dec | 1047.65 | 2.85 | 0.20 | 31.82 | 884 | 2 | 380 | |||
| 13 Dec | 1040.70 | 2.65 | 1.50 | 28.43 | 472 | -57 | 379 | |||
| 12 Dec | 998.10 | 1.15 | -1.00 | 32.83 | 183 | 15 | 435 | |||
| 11 Dec | 1020.45 | 2.15 | 0.30 | 30.01 | 486 | -29 | 421 | |||
| 10 Dec | 1013.95 | 1.85 | -0.60 | 30.70 | 187 | -13 | 450 | |||
| 9 Dec | 1014.45 | 2.45 | -0.25 | 30.20 | 274 | -66 | 469 | |||
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| 6 Dec | 1013.05 | 2.7 | -0.25 | 29.35 | 1,578 | 480 | 536 | |||
| 5 Dec | 1022.05 | 2.95 | -1.55 | 27.60 | 63 | -9 | 57 | |||
| 4 Dec | 1040.65 | 4.5 | -1.55 | 24.69 | 95 | -2 | 68 | |||
| 3 Dec | 1040.10 | 6.05 | -0.85 | 26.85 | 84 | 5 | 70 | |||
| 2 Dec | 1035.25 | 6.9 | 28.71 | 210 | 65 | 65 | ||||
For The Ramco Cements Limited - strike price 1120 expiring on 26DEC2024
Delta for 1120 CE is 0.02
Historical price for 1120 CE is as follows
On 20 Dec RAMCOCEM was trading at 986.10. The strike last trading price was 0.5, which was -0.95 lower than the previous day. The implied volatity was 48.04, the open interest changed by 51 which increased total open position to 455
On 19 Dec RAMCOCEM was trading at 1027.85. The strike last trading price was 1.45, which was -0.20 lower than the previous day. The implied volatity was 39.39, the open interest changed by -13 which decreased total open position to 404
On 18 Dec RAMCOCEM was trading at 1031.05. The strike last trading price was 1.65, which was -0.25 lower than the previous day. The implied volatity was 36.48, the open interest changed by 32 which increased total open position to 416
On 17 Dec RAMCOCEM was trading at 1035.10. The strike last trading price was 1.9, which was -0.95 lower than the previous day. The implied volatity was 31.98, the open interest changed by -2 which decreased total open position to 383
On 16 Dec RAMCOCEM was trading at 1047.65. The strike last trading price was 2.85, which was 0.20 higher than the previous day. The implied volatity was 31.82, the open interest changed by 2 which increased total open position to 380
On 13 Dec RAMCOCEM was trading at 1040.70. The strike last trading price was 2.65, which was 1.50 higher than the previous day. The implied volatity was 28.43, the open interest changed by -57 which decreased total open position to 379
On 12 Dec RAMCOCEM was trading at 998.10. The strike last trading price was 1.15, which was -1.00 lower than the previous day. The implied volatity was 32.83, the open interest changed by 15 which increased total open position to 435
On 11 Dec RAMCOCEM was trading at 1020.45. The strike last trading price was 2.15, which was 0.30 higher than the previous day. The implied volatity was 30.01, the open interest changed by -29 which decreased total open position to 421
On 10 Dec RAMCOCEM was trading at 1013.95. The strike last trading price was 1.85, which was -0.60 lower than the previous day. The implied volatity was 30.70, the open interest changed by -13 which decreased total open position to 450
On 9 Dec RAMCOCEM was trading at 1014.45. The strike last trading price was 2.45, which was -0.25 lower than the previous day. The implied volatity was 30.20, the open interest changed by -66 which decreased total open position to 469
On 6 Dec RAMCOCEM was trading at 1013.05. The strike last trading price was 2.7, which was -0.25 lower than the previous day. The implied volatity was 29.35, the open interest changed by 480 which increased total open position to 536
On 5 Dec RAMCOCEM was trading at 1022.05. The strike last trading price was 2.95, which was -1.55 lower than the previous day. The implied volatity was 27.60, the open interest changed by -9 which decreased total open position to 57
On 4 Dec RAMCOCEM was trading at 1040.65. The strike last trading price was 4.5, which was -1.55 lower than the previous day. The implied volatity was 24.69, the open interest changed by -2 which decreased total open position to 68
On 3 Dec RAMCOCEM was trading at 1040.10. The strike last trading price was 6.05, which was -0.85 lower than the previous day. The implied volatity was 26.85, the open interest changed by 5 which increased total open position to 70
On 2 Dec RAMCOCEM was trading at 1035.25. The strike last trading price was 6.9, which was lower than the previous day. The implied volatity was 28.71, the open interest changed by 65 which increased total open position to 65
| RAMCOCEM 26DEC2024 1120 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 986.10 | 242.8 | 0.00 | - | 0 | 0 | 0 |
| 19 Dec | 1027.85 | 242.8 | 0.00 | - | 0 | 0 | 0 |
| 18 Dec | 1031.05 | 242.8 | 0.00 | - | 0 | 0 | 0 |
| 17 Dec | 1035.10 | 242.8 | 0.00 | - | 0 | 0 | 0 |
| 16 Dec | 1047.65 | 242.8 | 0.00 | - | 0 | 0 | 0 |
| 13 Dec | 1040.70 | 242.8 | 0.00 | - | 0 | 0 | 0 |
| 12 Dec | 998.10 | 242.8 | 0.00 | - | 0 | 0 | 0 |
| 11 Dec | 1020.45 | 242.8 | 0.00 | - | 0 | 0 | 0 |
| 10 Dec | 1013.95 | 242.8 | 0.00 | - | 0 | 0 | 0 |
| 9 Dec | 1014.45 | 242.8 | 0.00 | - | 0 | 0 | 0 |
| 6 Dec | 1013.05 | 242.8 | 0.00 | - | 0 | 0 | 0 |
| 5 Dec | 1022.05 | 242.8 | 0.00 | - | 0 | 0 | 0 |
| 4 Dec | 1040.65 | 242.8 | 0.00 | - | 0 | 0 | 0 |
| 3 Dec | 1040.10 | 242.8 | 0.00 | - | 0 | 0 | 0 |
| 2 Dec | 1035.25 | 242.8 | - | 0 | 0 | 0 | |
For The Ramco Cements Limited - strike price 1120 expiring on 26DEC2024
Delta for 1120 PE is -
Historical price for 1120 PE is as follows
On 20 Dec RAMCOCEM was trading at 986.10. The strike last trading price was 242.8, 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 19 Dec RAMCOCEM was trading at 1027.85. The strike last trading price was 242.8, 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 18 Dec RAMCOCEM was trading at 1031.05. The strike last trading price was 242.8, 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 17 Dec RAMCOCEM was trading at 1035.10. The strike last trading price was 242.8, 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 16 Dec RAMCOCEM was trading at 1047.65. The strike last trading price was 242.8, 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 13 Dec RAMCOCEM was trading at 1040.70. The strike last trading price was 242.8, 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 12 Dec RAMCOCEM was trading at 998.10. The strike last trading price was 242.8, 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 11 Dec RAMCOCEM was trading at 1020.45. The strike last trading price was 242.8, 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 10 Dec RAMCOCEM was trading at 1013.95. The strike last trading price was 242.8, 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 9 Dec RAMCOCEM was trading at 1014.45. The strike last trading price was 242.8, 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 6 Dec RAMCOCEM was trading at 1013.05. The strike last trading price was 242.8, 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 5 Dec RAMCOCEM was trading at 1022.05. The strike last trading price was 242.8, 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 4 Dec RAMCOCEM was trading at 1040.65. The strike last trading price was 242.8, 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 242.8, 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 2 Dec RAMCOCEM was trading at 1035.25. The strike last trading price was 242.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
