RAMCOCEM
The Ramco Cements Limited
Historical option data for RAMCOCEM
14 Nov 2024 04:11 PM IST
| RAMCOCEM 28NOV2024 870 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.84
Vega: 0.43
Theta: -0.52
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 902.35 | 37.65 | 11.90 | 20.62 | 96 | 25 | 94 | |||
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| 13 Nov | 883.90 | 25.75 | -21.20 | 18.58 | 59 | -11 | 70 | |||
| 12 Nov | 910.00 | 46.95 | 23.25 | 22.81 | 738 | -67 | 83 | |||
| 11 Nov | 870.45 | 23.7 | 0.70 | 26.77 | 301 | 79 | 147 | |||
| 8 Nov | 865.80 | 23 | -7.90 | 25.38 | 203 | 26 | 68 | |||
| 7 Nov | 876.40 | 30.9 | -3.85 | 31.45 | 33 | 0 | 41 | |||
| 6 Nov | 881.50 | 34.75 | -2.35 | 30.74 | 58 | 6 | 42 | |||
| 5 Nov | 874.80 | 37.1 | -1.50 | 34.95 | 68 | -7 | 36 | |||
| 4 Nov | 877.70 | 38.6 | -8.90 | 36.49 | 54 | 16 | 42 | |||
| 1 Nov | 892.40 | 47.5 | 0.00 | 0.00 | 0 | 8 | 0 | |||
| 31 Oct | 886.55 | 47.5 | 1.50 | - | 42 | 8 | 26 | |||
| 30 Oct | 882.65 | 46 | 13.50 | - | 86 | -14 | 18 | |||
| 29 Oct | 864.90 | 32.5 | 3.85 | - | 74 | 12 | 32 | |||
| 28 Oct | 856.95 | 28.65 | 12.10 | - | 24 | 19 | 19 | |||
| 25 Oct | 853.05 | 16.55 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 844.80 | 16.55 | -2.10 | - | 1 | 0 | 8 | |||
| 23 Oct | 838.85 | 18.65 | -4.10 | - | 1 | 0 | 8 | |||
| 22 Oct | 826.85 | 22.75 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 834.95 | 22.75 | 0.00 | - | 0 | 1 | 0 | |||
| 18 Oct | 851.30 | 22.75 | 1.60 | - | 3 | 0 | 7 | |||
| 17 Oct | 848.90 | 21.15 | -12.85 | - | 9 | 6 | 7 | |||
| 16 Oct | 870.75 | 34 | -11.85 | - | 1 | 0 | 0 | |||
| 14 Oct | 869.85 | 45.85 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 861.55 | 45.85 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 855.20 | 45.85 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 855.40 | 45.85 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 868.45 | 45.85 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 867.00 | 45.85 | - | 0 | 0 | 0 | ||||
For The Ramco Cements Limited - strike price 870 expiring on 28NOV2024
Delta for 870 CE is 0.84
Historical price for 870 CE is as follows
On 14 Nov RAMCOCEM was trading at 902.35. The strike last trading price was 37.65, which was 11.90 higher than the previous day. The implied volatity was 20.62, the open interest changed by 25 which increased total open position to 94
On 13 Nov RAMCOCEM was trading at 883.90. The strike last trading price was 25.75, which was -21.20 lower than the previous day. The implied volatity was 18.58, the open interest changed by -11 which decreased total open position to 70
On 12 Nov RAMCOCEM was trading at 910.00. The strike last trading price was 46.95, which was 23.25 higher than the previous day. The implied volatity was 22.81, the open interest changed by -67 which decreased total open position to 83
On 11 Nov RAMCOCEM was trading at 870.45. The strike last trading price was 23.7, which was 0.70 higher than the previous day. The implied volatity was 26.77, the open interest changed by 79 which increased total open position to 147
On 8 Nov RAMCOCEM was trading at 865.80. The strike last trading price was 23, which was -7.90 lower than the previous day. The implied volatity was 25.38, the open interest changed by 26 which increased total open position to 68
On 7 Nov RAMCOCEM was trading at 876.40. The strike last trading price was 30.9, which was -3.85 lower than the previous day. The implied volatity was 31.45, the open interest changed by 0 which decreased total open position to 41
On 6 Nov RAMCOCEM was trading at 881.50. The strike last trading price was 34.75, which was -2.35 lower than the previous day. The implied volatity was 30.74, the open interest changed by 6 which increased total open position to 42
On 5 Nov RAMCOCEM was trading at 874.80. The strike last trading price was 37.1, which was -1.50 lower than the previous day. The implied volatity was 34.95, the open interest changed by -7 which decreased total open position to 36
On 4 Nov RAMCOCEM was trading at 877.70. The strike last trading price was 38.6, which was -8.90 lower than the previous day. The implied volatity was 36.49, the open interest changed by 16 which increased total open position to 42
On 1 Nov RAMCOCEM was trading at 892.40. The strike last trading price was 47.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 8 which increased total open position to 0
On 31 Oct RAMCOCEM was trading at 886.55. The strike last trading price was 47.5, which was 1.50 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 46, which was 13.50 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 32.5, which was 3.85 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 28.65, which was 12.10 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 16.55, 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 24 Oct RAMCOCEM was trading at 844.80. The strike last trading price was 16.55, which was -2.10 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 18.65, which was -4.10 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 22.75, 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 22.75, 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 18 Oct RAMCOCEM was trading at 851.30. The strike last trading price was 22.75, which was 1.60 higher 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 21.15, which was -12.85 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 34, which was -11.85 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 45.85, 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 11 Oct RAMCOCEM was trading at 861.55. The strike last trading price was 45.85, 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 45.85, 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 45.85, 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 4 Oct RAMCOCEM was trading at 868.45. The strike last trading price was 45.85, 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 45.85, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| RAMCOCEM 28NOV2024 870 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.21
Vega: 0.51
Theta: -0.42
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 902.35 | 5.6 | -2.85 | 25.73 | 306 | 15 | 163 |
| 13 Nov | 883.90 | 8.45 | 2.80 | 23.53 | 674 | -20 | 151 |
| 12 Nov | 910.00 | 5.65 | -19.55 | 27.62 | 2,372 | 69 | 172 |
| 11 Nov | 870.45 | 25.2 | -5.00 | 38.13 | 135 | 47 | 102 |
| 8 Nov | 865.80 | 30.2 | 6.30 | 40.13 | 93 | -12 | 54 |
| 7 Nov | 876.40 | 23.9 | 5.50 | 33.86 | 99 | 20 | 67 |
| 6 Nov | 881.50 | 18.4 | -8.60 | 29.74 | 90 | -16 | 45 |
| 5 Nov | 874.80 | 27 | -2.75 | 37.69 | 43 | 8 | 61 |
| 4 Nov | 877.70 | 29.75 | 4.75 | 39.62 | 54 | 13 | 52 |
| 1 Nov | 892.40 | 25 | -0.70 | 37.45 | 7 | 1 | 39 |
| 31 Oct | 886.55 | 25.7 | -0.80 | - | 34 | 4 | 38 |
| 30 Oct | 882.65 | 26.5 | -2.55 | - | 46 | 8 | 34 |
| 29 Oct | 864.90 | 29.05 | -4.95 | - | 29 | 13 | 25 |
| 28 Oct | 856.95 | 34 | -10.00 | - | 1 | 0 | 11 |
| 25 Oct | 853.05 | 44 | 10.35 | - | 1 | 0 | 11 |
| 24 Oct | 844.80 | 33.65 | -2.35 | - | 2 | 0 | 9 |
| 23 Oct | 838.85 | 36 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 826.85 | 36 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 834.95 | 36 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 851.30 | 36 | 0.00 | - | 0 | 4 | 0 |
| 17 Oct | 848.90 | 36 | 10.00 | - | 4 | 2 | 7 |
| 16 Oct | 870.75 | 26 | -5.00 | - | 4 | 3 | 4 |
| 14 Oct | 869.85 | 31 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 861.55 | 31 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 855.20 | 31 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 855.40 | 31 | 0.00 | - | 0 | 1 | 0 |
| 4 Oct | 868.45 | 31 | -13.00 | - | 1 | 0 | 0 |
| 30 Sept | 867.00 | 44 | - | 0 | 0 | 0 | |
For The Ramco Cements Limited - strike price 870 expiring on 28NOV2024
Delta for 870 PE is -0.21
Historical price for 870 PE is as follows
On 14 Nov RAMCOCEM was trading at 902.35. The strike last trading price was 5.6, which was -2.85 lower than the previous day. The implied volatity was 25.73, the open interest changed by 15 which increased total open position to 163
On 13 Nov RAMCOCEM was trading at 883.90. The strike last trading price was 8.45, which was 2.80 higher than the previous day. The implied volatity was 23.53, the open interest changed by -20 which decreased total open position to 151
On 12 Nov RAMCOCEM was trading at 910.00. The strike last trading price was 5.65, which was -19.55 lower than the previous day. The implied volatity was 27.62, the open interest changed by 69 which increased total open position to 172
On 11 Nov RAMCOCEM was trading at 870.45. The strike last trading price was 25.2, which was -5.00 lower than the previous day. The implied volatity was 38.13, the open interest changed by 47 which increased total open position to 102
On 8 Nov RAMCOCEM was trading at 865.80. The strike last trading price was 30.2, which was 6.30 higher than the previous day. The implied volatity was 40.13, the open interest changed by -12 which decreased total open position to 54
On 7 Nov RAMCOCEM was trading at 876.40. The strike last trading price was 23.9, which was 5.50 higher than the previous day. The implied volatity was 33.86, the open interest changed by 20 which increased total open position to 67
On 6 Nov RAMCOCEM was trading at 881.50. The strike last trading price was 18.4, which was -8.60 lower than the previous day. The implied volatity was 29.74, the open interest changed by -16 which decreased total open position to 45
On 5 Nov RAMCOCEM was trading at 874.80. The strike last trading price was 27, which was -2.75 lower than the previous day. The implied volatity was 37.69, the open interest changed by 8 which increased total open position to 61
On 4 Nov RAMCOCEM was trading at 877.70. The strike last trading price was 29.75, which was 4.75 higher than the previous day. The implied volatity was 39.62, the open interest changed by 13 which increased total open position to 52
On 1 Nov RAMCOCEM was trading at 892.40. The strike last trading price was 25, which was -0.70 lower than the previous day. The implied volatity was 37.45, the open interest changed by 1 which increased total open position to 39
On 31 Oct RAMCOCEM was trading at 886.55. The strike last trading price was 25.7, which was -0.80 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 26.5, which was -2.55 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 29.05, which was -4.95 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 34, which was -10.00 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 44, which was 10.35 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 33.65, which was -2.35 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 36, 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 36, 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 36, 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 18 Oct RAMCOCEM was trading at 851.30. The strike last trading price was 36, 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 36, which was 10.00 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 26, which was -5.00 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 31, 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 11 Oct RAMCOCEM was trading at 861.55. The strike last trading price was 31, 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 31, 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 31, 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 4 Oct RAMCOCEM was trading at 868.45. The strike last trading price was 31, which was -13.00 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 44, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
