RAMCOCEM
The Ramco Cements Limited
Historical option data for RAMCOCEM
20 Dec 2024 04:11 PM IST
| RAMCOCEM 26DEC2024 1140 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.02
Vega: 0.06
Theta: -0.26
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 986.10 | 0.45 | -0.40 | 52.76 | 145 | 12 | 333 | |||
| 19 Dec | 1027.85 | 0.85 | -0.35 | 41.19 | 75 | 10 | 320 | |||
| 18 Dec | 1031.05 | 1.2 | -0.05 | 39.77 | 70 | 9 | 311 | |||
| 17 Dec | 1035.10 | 1.25 | -0.40 | 34.58 | 117 | -7 | 302 | |||
| 16 Dec | 1047.65 | 1.65 | -0.20 | 33.16 | 534 | -17 | 309 | |||
| 13 Dec | 1040.70 | 1.85 | 0.90 | 30.82 | 316 | -13 | 325 | |||
| 12 Dec | 998.10 | 0.95 | -0.60 | 35.72 | 102 | -44 | 339 | |||
| 11 Dec | 1020.45 | 1.55 | 0.20 | 32.14 | 393 | 48 | 380 | |||
| 10 Dec | 1013.95 | 1.35 | -0.15 | 32.73 | 115 | 0 | 330 | |||
| 9 Dec | 1014.45 | 1.5 | -0.45 | 31.00 | 221 | -23 | 329 | |||
| 6 Dec | 1013.05 | 1.95 | 0.20 | 30.97 | 657 | 191 | 358 | |||
| 5 Dec | 1022.05 | 1.75 | -1.30 | 28.02 | 144 | -7 | 166 | |||
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| 4 Dec | 1040.65 | 3.05 | -1.15 | 26.05 | 253 | 46 | 172 | |||
| 3 Dec | 1040.10 | 4.2 | -0.50 | 28.01 | 339 | 48 | 125 | |||
| 2 Dec | 1035.25 | 4.7 | 29.39 | 688 | 77 | 77 | ||||
For The Ramco Cements Limited - strike price 1140 expiring on 26DEC2024
Delta for 1140 CE is 0.02
Historical price for 1140 CE is as follows
On 20 Dec RAMCOCEM was trading at 986.10. The strike last trading price was 0.45, which was -0.40 lower than the previous day. The implied volatity was 52.76, the open interest changed by 12 which increased total open position to 333
On 19 Dec RAMCOCEM was trading at 1027.85. The strike last trading price was 0.85, which was -0.35 lower than the previous day. The implied volatity was 41.19, the open interest changed by 10 which increased total open position to 320
On 18 Dec RAMCOCEM was trading at 1031.05. The strike last trading price was 1.2, which was -0.05 lower than the previous day. The implied volatity was 39.77, the open interest changed by 9 which increased total open position to 311
On 17 Dec RAMCOCEM was trading at 1035.10. The strike last trading price was 1.25, which was -0.40 lower than the previous day. The implied volatity was 34.58, the open interest changed by -7 which decreased total open position to 302
On 16 Dec RAMCOCEM was trading at 1047.65. The strike last trading price was 1.65, which was -0.20 lower than the previous day. The implied volatity was 33.16, the open interest changed by -17 which decreased total open position to 309
On 13 Dec RAMCOCEM was trading at 1040.70. The strike last trading price was 1.85, which was 0.90 higher than the previous day. The implied volatity was 30.82, the open interest changed by -13 which decreased total open position to 325
On 12 Dec RAMCOCEM was trading at 998.10. The strike last trading price was 0.95, which was -0.60 lower than the previous day. The implied volatity was 35.72, the open interest changed by -44 which decreased total open position to 339
On 11 Dec RAMCOCEM was trading at 1020.45. The strike last trading price was 1.55, which was 0.20 higher than the previous day. The implied volatity was 32.14, the open interest changed by 48 which increased total open position to 380
On 10 Dec RAMCOCEM was trading at 1013.95. The strike last trading price was 1.35, which was -0.15 lower than the previous day. The implied volatity was 32.73, the open interest changed by 0 which decreased total open position to 330
On 9 Dec RAMCOCEM was trading at 1014.45. The strike last trading price was 1.5, which was -0.45 lower than the previous day. The implied volatity was 31.00, the open interest changed by -23 which decreased total open position to 329
On 6 Dec RAMCOCEM was trading at 1013.05. The strike last trading price was 1.95, which was 0.20 higher than the previous day. The implied volatity was 30.97, the open interest changed by 191 which increased total open position to 358
On 5 Dec RAMCOCEM was trading at 1022.05. The strike last trading price was 1.75, which was -1.30 lower than the previous day. The implied volatity was 28.02, the open interest changed by -7 which decreased total open position to 166
On 4 Dec RAMCOCEM was trading at 1040.65. The strike last trading price was 3.05, which was -1.15 lower than the previous day. The implied volatity was 26.05, the open interest changed by 46 which increased total open position to 172
On 3 Dec RAMCOCEM was trading at 1040.10. The strike last trading price was 4.2, which was -0.50 lower than the previous day. The implied volatity was 28.01, the open interest changed by 48 which increased total open position to 125
On 2 Dec RAMCOCEM was trading at 1035.25. The strike last trading price was 4.7, which was lower than the previous day. The implied volatity was 29.39, the open interest changed by 77 which increased total open position to 77
| RAMCOCEM 26DEC2024 1140 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 986.10 | 241.8 | 0.00 | - | 0 | 0 | 0 |
| 19 Dec | 1027.85 | 241.8 | 0.00 | - | 0 | 0 | 0 |
| 18 Dec | 1031.05 | 241.8 | 0.00 | - | 0 | 0 | 0 |
| 17 Dec | 1035.10 | 241.8 | 0.00 | - | 0 | 0 | 0 |
| 16 Dec | 1047.65 | 241.8 | 0.00 | - | 0 | 0 | 0 |
| 13 Dec | 1040.70 | 241.8 | 0.00 | - | 0 | 0 | 0 |
| 12 Dec | 998.10 | 241.8 | 0.00 | - | 0 | 0 | 0 |
| 11 Dec | 1020.45 | 241.8 | 0.00 | - | 0 | 0 | 0 |
| 10 Dec | 1013.95 | 241.8 | 0.00 | - | 0 | 0 | 0 |
| 9 Dec | 1014.45 | 241.8 | 0.00 | - | 0 | 0 | 0 |
| 6 Dec | 1013.05 | 241.8 | 0.00 | - | 0 | 0 | 0 |
| 5 Dec | 1022.05 | 241.8 | 0.00 | - | 0 | 0 | 0 |
| 4 Dec | 1040.65 | 241.8 | 0.00 | - | 0 | 0 | 0 |
| 3 Dec | 1040.10 | 241.8 | 0.00 | - | 0 | 0 | 0 |
| 2 Dec | 1035.25 | 241.8 | - | 0 | 0 | 0 | |
For The Ramco Cements Limited - strike price 1140 expiring on 26DEC2024
Delta for 1140 PE is -
Historical price for 1140 PE is as follows
On 20 Dec RAMCOCEM was trading at 986.10. The strike last trading price was 241.8, 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 241.8, 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 241.8, 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 241.8, 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 241.8, 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 241.8, 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 241.8, 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 241.8, 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 241.8, 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 241.8, 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 241.8, 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 241.8, 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 241.8, 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 241.8, 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 241.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
