RAMCOCEM
The Ramco Cements Limited
Historical option data for RAMCOCEM
21 Nov 2024 04:11 PM IST
| RAMCOCEM 28NOV2024 850 CE | ||||||||||
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Delta: 0.88
Vega: 0.25
Theta: -1.06
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 21 Nov | 914.95 | 70 | 4.00 | 47.63 | 9 | -3 | 94 | |||
| 20 Nov | 903.55 | 66 | 0.00 | 59.67 | 1 | 0 | 97 | |||
| 19 Nov | 903.55 | 66 | 16.00 | 59.67 | 1 | 0 | 97 | |||
| 18 Nov | 894.15 | 50 | 1.90 | 36.88 | 1 | 0 | 98 | |||
| 14 Nov | 902.35 | 48.1 | 8.90 | - | 4 | 0 | 98 | |||
| 13 Nov | 883.90 | 39.2 | -26.05 | - | 6 | 2 | 98 | |||
| 12 Nov | 910.00 | 65.25 | 30.45 | 24.94 | 95 | 19 | 98 | |||
| 11 Nov | 870.45 | 34.8 | -2.90 | 24.78 | 45 | 5 | 76 | |||
| 8 Nov | 865.80 | 37.7 | -5.95 | 29.19 | 7 | 0 | 72 | |||
| 7 Nov | 876.40 | 43.65 | -4.00 | 32.56 | 19 | 1 | 73 | |||
| 6 Nov | 881.50 | 47.65 | -1.75 | 31.06 | 22 | -1 | 71 | |||
| 5 Nov | 874.80 | 49.4 | -0.85 | 35.45 | 8 | -2 | 72 | |||
| 4 Nov | 877.70 | 50.25 | -10.50 | 36.49 | 17 | 0 | 74 | |||
| 1 Nov | 892.40 | 60.75 | 0.00 | 0.00 | 0 | 38 | 0 | |||
| 31 Oct | 886.55 | 60.75 | 8.45 | - | 62 | 38 | 74 | |||
| 30 Oct | 882.65 | 52.3 | 7.65 | - | 31 | -3 | 36 | |||
| 29 Oct | 864.90 | 44.65 | 7.60 | - | 88 | 12 | 38 | |||
| 28 Oct | 856.95 | 37.05 | 4.05 | - | 51 | -7 | 27 | |||
| 25 Oct | 853.05 | 33 | 4.65 | - | 39 | 14 | 34 | |||
| 24 Oct | 844.80 | 28.35 | -0.65 | - | 23 | 16 | 20 | |||
| 23 Oct | 838.85 | 29 | 8.00 | - | 1 | 0 | 3 | |||
| 22 Oct | 826.85 | 21 | -5.75 | - | 1 | 0 | 2 | |||
| 21 Oct | 834.95 | 26.75 | -29.30 | - | 3 | 2 | 2 | |||
| 18 Oct | 851.30 | 56.05 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 848.90 | 56.05 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 870.75 | 56.05 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 870.10 | 56.05 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 869.85 | 56.05 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 855.20 | 56.05 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 855.40 | 56.05 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 867.00 | 56.05 | - | 0 | 0 | 0 | ||||
For The Ramco Cements Limited - strike price 850 expiring on 28NOV2024
Delta for 850 CE is 0.88
Historical price for 850 CE is as follows
On 21 Nov RAMCOCEM was trading at 914.95. The strike last trading price was 70, which was 4.00 higher than the previous day. The implied volatity was 47.63, the open interest changed by -3 which decreased total open position to 94
On 20 Nov RAMCOCEM was trading at 903.55. The strike last trading price was 66, which was 0.00 lower than the previous day. The implied volatity was 59.67, the open interest changed by 0 which decreased total open position to 97
On 19 Nov RAMCOCEM was trading at 903.55. The strike last trading price was 66, which was 16.00 higher than the previous day. The implied volatity was 59.67, the open interest changed by 0 which decreased total open position to 97
On 18 Nov RAMCOCEM was trading at 894.15. The strike last trading price was 50, which was 1.90 higher than the previous day. The implied volatity was 36.88, the open interest changed by 0 which decreased total open position to 98
On 14 Nov RAMCOCEM was trading at 902.35. The strike last trading price was 48.1, which was 8.90 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 98
On 13 Nov RAMCOCEM was trading at 883.90. The strike last trading price was 39.2, which was -26.05 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 98
On 12 Nov RAMCOCEM was trading at 910.00. The strike last trading price was 65.25, which was 30.45 higher than the previous day. The implied volatity was 24.94, the open interest changed by 19 which increased total open position to 98
On 11 Nov RAMCOCEM was trading at 870.45. The strike last trading price was 34.8, which was -2.90 lower than the previous day. The implied volatity was 24.78, the open interest changed by 5 which increased total open position to 76
On 8 Nov RAMCOCEM was trading at 865.80. The strike last trading price was 37.7, which was -5.95 lower than the previous day. The implied volatity was 29.19, the open interest changed by 0 which decreased total open position to 72
On 7 Nov RAMCOCEM was trading at 876.40. The strike last trading price was 43.65, which was -4.00 lower than the previous day. The implied volatity was 32.56, the open interest changed by 1 which increased total open position to 73
On 6 Nov RAMCOCEM was trading at 881.50. The strike last trading price was 47.65, which was -1.75 lower than the previous day. The implied volatity was 31.06, the open interest changed by -1 which decreased total open position to 71
On 5 Nov RAMCOCEM was trading at 874.80. The strike last trading price was 49.4, which was -0.85 lower than the previous day. The implied volatity was 35.45, the open interest changed by -2 which decreased total open position to 72
On 4 Nov RAMCOCEM was trading at 877.70. The strike last trading price was 50.25, which was -10.50 lower than the previous day. The implied volatity was 36.49, the open interest changed by 0 which decreased total open position to 74
On 1 Nov RAMCOCEM was trading at 892.40. The strike last trading price was 60.75, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 38 which increased total open position to 0
On 31 Oct RAMCOCEM was trading at 886.55. The strike last trading price was 60.75, which was 8.45 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct RAMCOCEM was trading at 882.65. The strike last trading price was 52.3, which was 7.65 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct RAMCOCEM was trading at 864.90. The strike last trading price was 44.65, which was 7.60 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct RAMCOCEM was trading at 856.95. The strike last trading price was 37.05, which was 4.05 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct RAMCOCEM was trading at 853.05. The strike last trading price was 33, which was 4.65 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct RAMCOCEM was trading at 844.80. The strike last trading price was 28.35, which was -0.65 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct RAMCOCEM was trading at 838.85. The strike last trading price was 29, which was 8.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct RAMCOCEM was trading at 826.85. The strike last trading price was 21, which was -5.75 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 21 Oct RAMCOCEM was trading at 834.95. The strike last trading price was 26.75, which was -29.30 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 18 Oct RAMCOCEM was trading at 851.30. The strike last trading price was 56.05, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 17 Oct RAMCOCEM was trading at 848.90. The strike last trading price was 56.05, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 16 Oct RAMCOCEM was trading at 870.75. The strike last trading price was 56.05, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 15 Oct RAMCOCEM was trading at 870.10. The strike last trading price was 56.05, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 14 Oct RAMCOCEM was trading at 869.85. The strike last trading price was 56.05, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 9 Oct RAMCOCEM was trading at 855.20. The strike last trading price was 56.05, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 7 Oct RAMCOCEM was trading at 855.40. The strike last trading price was 56.05, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Sept RAMCOCEM was trading at 867.00. The strike last trading price was 56.05, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| RAMCOCEM 28NOV2024 850 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.07
Vega: 0.16
Theta: -0.42
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 914.95 | 1.4 | -0.70 | 36.89 | 149 | -23 | 207 |
| 20 Nov | 903.55 | 2.1 | 0.00 | 30.83 | 184 | -51 | 233 |
| 19 Nov | 903.55 | 2.1 | -1.30 | 30.83 | 184 | -48 | 233 |
| 18 Nov | 894.15 | 3.4 | 0.35 | 29.77 | 242 | 53 | 289 |
| 14 Nov | 902.35 | 3.05 | -0.90 | 27.97 | 348 | 55 | 234 |
| 13 Nov | 883.90 | 3.95 | 0.40 | 24.28 | 694 | -117 | 179 |
| 12 Nov | 910.00 | 3.55 | -13.85 | 30.38 | 2,280 | 162 | 298 |
| 11 Nov | 870.45 | 17.4 | -3.20 | 39.02 | 319 | 61 | 134 |
| 8 Nov | 865.80 | 20.6 | 4.90 | 39.19 | 181 | -27 | 74 |
| 7 Nov | 876.40 | 15.7 | 4.05 | 33.79 | 72 | 27 | 101 |
| 6 Nov | 881.50 | 11.65 | -6.85 | 30.25 | 119 | -14 | 72 |
| 5 Nov | 874.80 | 18.5 | -2.05 | 37.27 | 53 | 12 | 86 |
| 4 Nov | 877.70 | 20.55 | 3.05 | 38.65 | 126 | 16 | 74 |
| 1 Nov | 892.40 | 17.5 | -0.15 | 37.32 | 5 | 2 | 55 |
| 31 Oct | 886.55 | 17.65 | -0.95 | - | 34 | 9 | 52 |
| 30 Oct | 882.65 | 18.6 | -1.80 | - | 59 | 5 | 43 |
| 29 Oct | 864.90 | 20.4 | -5.80 | - | 57 | 3 | 37 |
| 28 Oct | 856.95 | 26.2 | -0.20 | - | 28 | 4 | 28 |
| 25 Oct | 853.05 | 26.4 | 0.50 | - | 15 | 7 | 24 |
| 24 Oct | 844.80 | 25.9 | -3.55 | - | 6 | 3 | 16 |
| 23 Oct | 838.85 | 29.45 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 826.85 | 29.45 | 0.00 | - | 0 | 1 | 0 |
| 21 Oct | 834.95 | 29.45 | 5.45 | - | 3 | 1 | 13 |
| 18 Oct | 851.30 | 24 | 0.00 | - | 0 | 10 | 0 |
| 17 Oct | 848.90 | 24 | 5.00 | - | 10 | 9 | 11 |
| 16 Oct | 870.75 | 19 | -3.00 | - | 4 | 0 | 2 |
| 15 Oct | 870.10 | 22 | 0.00 | - | 0 | 1 | 0 |
| 14 Oct | 869.85 | 22 | 0.00 | - | 1 | 0 | 1 |
| 9 Oct | 855.20 | 22 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 855.40 | 22 | -12.40 | - | 0 | 0 | 0 |
| 30 Sept | 867.00 | 34.4 | - | 0 | 0 | 0 | |
For The Ramco Cements Limited - strike price 850 expiring on 28NOV2024
Delta for 850 PE is -0.07
Historical price for 850 PE is as follows
On 21 Nov RAMCOCEM was trading at 914.95. The strike last trading price was 1.4, which was -0.70 lower than the previous day. The implied volatity was 36.89, the open interest changed by -23 which decreased total open position to 207
On 20 Nov RAMCOCEM was trading at 903.55. The strike last trading price was 2.1, which was 0.00 lower than the previous day. The implied volatity was 30.83, the open interest changed by -51 which decreased total open position to 233
On 19 Nov RAMCOCEM was trading at 903.55. The strike last trading price was 2.1, which was -1.30 lower than the previous day. The implied volatity was 30.83, the open interest changed by -48 which decreased total open position to 233
On 18 Nov RAMCOCEM was trading at 894.15. The strike last trading price was 3.4, which was 0.35 higher than the previous day. The implied volatity was 29.77, the open interest changed by 53 which increased total open position to 289
On 14 Nov RAMCOCEM was trading at 902.35. The strike last trading price was 3.05, which was -0.90 lower than the previous day. The implied volatity was 27.97, the open interest changed by 55 which increased total open position to 234
On 13 Nov RAMCOCEM was trading at 883.90. The strike last trading price was 3.95, which was 0.40 higher than the previous day. The implied volatity was 24.28, the open interest changed by -117 which decreased total open position to 179
On 12 Nov RAMCOCEM was trading at 910.00. The strike last trading price was 3.55, which was -13.85 lower than the previous day. The implied volatity was 30.38, the open interest changed by 162 which increased total open position to 298
On 11 Nov RAMCOCEM was trading at 870.45. The strike last trading price was 17.4, which was -3.20 lower than the previous day. The implied volatity was 39.02, the open interest changed by 61 which increased total open position to 134
On 8 Nov RAMCOCEM was trading at 865.80. The strike last trading price was 20.6, which was 4.90 higher than the previous day. The implied volatity was 39.19, the open interest changed by -27 which decreased total open position to 74
On 7 Nov RAMCOCEM was trading at 876.40. The strike last trading price was 15.7, which was 4.05 higher than the previous day. The implied volatity was 33.79, the open interest changed by 27 which increased total open position to 101
On 6 Nov RAMCOCEM was trading at 881.50. The strike last trading price was 11.65, which was -6.85 lower than the previous day. The implied volatity was 30.25, the open interest changed by -14 which decreased total open position to 72
On 5 Nov RAMCOCEM was trading at 874.80. The strike last trading price was 18.5, which was -2.05 lower than the previous day. The implied volatity was 37.27, the open interest changed by 12 which increased total open position to 86
On 4 Nov RAMCOCEM was trading at 877.70. The strike last trading price was 20.55, which was 3.05 higher than the previous day. The implied volatity was 38.65, the open interest changed by 16 which increased total open position to 74
On 1 Nov RAMCOCEM was trading at 892.40. The strike last trading price was 17.5, which was -0.15 lower than the previous day. The implied volatity was 37.32, the open interest changed by 2 which increased total open position to 55
On 31 Oct RAMCOCEM was trading at 886.55. The strike last trading price was 17.65, which was -0.95 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct RAMCOCEM was trading at 882.65. The strike last trading price was 18.6, which was -1.80 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct RAMCOCEM was trading at 864.90. The strike last trading price was 20.4, which was -5.80 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct RAMCOCEM was trading at 856.95. The strike last trading price was 26.2, which was -0.20 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct RAMCOCEM was trading at 853.05. The strike last trading price was 26.4, which was 0.50 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct RAMCOCEM was trading at 844.80. The strike last trading price was 25.9, which was -3.55 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct RAMCOCEM was trading at 838.85. The strike last trading price was 29.45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct RAMCOCEM was trading at 826.85. The strike last trading price was 29.45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 21 Oct RAMCOCEM was trading at 834.95. The strike last trading price was 29.45, which was 5.45 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 18 Oct RAMCOCEM was trading at 851.30. The strike last trading price was 24, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 17 Oct RAMCOCEM was trading at 848.90. The strike last trading price was 24, which was 5.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 16 Oct RAMCOCEM was trading at 870.75. The strike last trading price was 19, which was -3.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 15 Oct RAMCOCEM was trading at 870.10. The strike last trading price was 22, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 14 Oct RAMCOCEM was trading at 869.85. The strike last trading price was 22, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 9 Oct RAMCOCEM was trading at 855.20. The strike last trading price was 22, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 7 Oct RAMCOCEM was trading at 855.40. The strike last trading price was 22, which was -12.40 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Sept RAMCOCEM was trading at 867.00. The strike last trading price was 34.4, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
