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[--[65.84.65.76]--]
RAMCOCEM
The Ramco Cements Limited

902.35 18.45 (2.09%)

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Historical option data for RAMCOCEM

14 Nov 2024 04:11 PM IST
RAMCOCEM 28NOV2024 880 CE
Delta: 0.75
Vega: 0.56
Theta: -0.62
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
14 Nov 902.35 30.5 9.35 21.89 383 -10 316
13 Nov 883.90 21.15 -17.20 21.63 223 26 325
12 Nov 910.00 38.35 18.90 21.84 1,994 -60 320
11 Nov 870.45 19.45 -0.40 27.79 465 54 383
8 Nov 865.80 19.85 -6.45 27.46 234 7 330
7 Nov 876.40 26.3 -2.55 32.00 406 134 322
6 Nov 881.50 28.85 1.65 30.21 451 44 188
5 Nov 874.80 27.2 -5.60 29.56 208 19 144
4 Nov 877.70 32.8 -8.20 35.71 163 44 128
1 Nov 892.40 41 -0.05 35.58 97 -4 84
31 Oct 886.55 41.05 1.65 - 239 34 90
30 Oct 882.65 39.4 12.00 - 265 26 56
29 Oct 864.90 27.4 2.20 - 34 1 30
28 Oct 856.95 25.2 6.20 - 60 9 29
25 Oct 853.05 19 2.00 - 4 3 20
24 Oct 844.80 17 1.90 - 4 3 16
23 Oct 838.85 15.1 -0.25 - 10 6 12
22 Oct 826.85 15.35 0.00 - 0 4 0
21 Oct 834.95 15.35 -9.65 - 8 4 6
18 Oct 851.30 25 0.00 - 0 0 0
17 Oct 848.90 25 0.00 - 0 0 0
16 Oct 870.75 25 0.00 - 0 0 0
14 Oct 869.85 25 -2.00 - 5 1 2
11 Oct 861.55 27 0.00 - 0 0 0
9 Oct 855.20 27 -8.65 - 0 1 0
7 Oct 855.40 35.65 0.00 - 0 0 0
4 Oct 868.45 35.65 0.00 - 0 0 0
30 Sept 867.00 35.65 0.00 - 0 0 0
26 Sept 861.00 35.65 0.00 - 0 0 0
25 Sept 855.55 35.65 0.00 - 0 0 0
24 Sept 851.05 35.65 35.65 - 0 0 0
23 Sept 851.45 0 0.00 - 0 0 0
20 Sept 835.35 0 0.00 - 0 0 0
19 Sept 828.95 0 0.00 - 0 0 0
18 Sept 840.75 0 0.00 - 0 0 0
17 Sept 850.75 0 0.00 - 0 0 0
16 Sept 851.10 0 0.00 - 0 0 0
13 Sept 850.20 0 0.00 - 0 0 0
12 Sept 841.15 0 0.00 - 0 0 0
11 Sept 837.45 0 0.00 - 0 0 0
10 Sept 842.70 0 0.00 - 0 0 0
9 Sept 835.70 0 0.00 - 0 0 0
6 Sept 829.90 0 0.00 - 0 0 0
5 Sept 848.30 0 0.00 - 0 0 0
4 Sept 839.25 0 0.00 - 0 0 0
3 Sept 833.20 0 0.00 - 0 0 0
2 Sept 831.80 0 - 0 0 0


For The Ramco Cements Limited - strike price 880 expiring on 28NOV2024

Delta for 880 CE is 0.75

Historical price for 880 CE is as follows

On 14 Nov RAMCOCEM was trading at 902.35. The strike last trading price was 30.5, which was 9.35 higher than the previous day. The implied volatity was 21.89, the open interest changed by -10 which decreased total open position to 316


On 13 Nov RAMCOCEM was trading at 883.90. The strike last trading price was 21.15, which was -17.20 lower than the previous day. The implied volatity was 21.63, the open interest changed by 26 which increased total open position to 325


On 12 Nov RAMCOCEM was trading at 910.00. The strike last trading price was 38.35, which was 18.90 higher than the previous day. The implied volatity was 21.84, the open interest changed by -60 which decreased total open position to 320


On 11 Nov RAMCOCEM was trading at 870.45. The strike last trading price was 19.45, which was -0.40 lower than the previous day. The implied volatity was 27.79, the open interest changed by 54 which increased total open position to 383


On 8 Nov RAMCOCEM was trading at 865.80. The strike last trading price was 19.85, which was -6.45 lower than the previous day. The implied volatity was 27.46, the open interest changed by 7 which increased total open position to 330


On 7 Nov RAMCOCEM was trading at 876.40. The strike last trading price was 26.3, which was -2.55 lower than the previous day. The implied volatity was 32.00, the open interest changed by 134 which increased total open position to 322


On 6 Nov RAMCOCEM was trading at 881.50. The strike last trading price was 28.85, which was 1.65 higher than the previous day. The implied volatity was 30.21, the open interest changed by 44 which increased total open position to 188


On 5 Nov RAMCOCEM was trading at 874.80. The strike last trading price was 27.2, which was -5.60 lower than the previous day. The implied volatity was 29.56, the open interest changed by 19 which increased total open position to 144


On 4 Nov RAMCOCEM was trading at 877.70. The strike last trading price was 32.8, which was -8.20 lower than the previous day. The implied volatity was 35.71, the open interest changed by 44 which increased total open position to 128


On 1 Nov RAMCOCEM was trading at 892.40. The strike last trading price was 41, which was -0.05 lower than the previous day. The implied volatity was 35.58, the open interest changed by -4 which decreased total open position to 84


On 31 Oct RAMCOCEM was trading at 886.55. The strike last trading price was 41.05, which was 1.65 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 39.4, which was 12.00 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 27.4, which was 2.20 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 25.2, which was 6.20 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 19, which was 2.00 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 17, which was 1.90 higher 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 15.1, which was -0.25 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 15.35, 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 15.35, which was -9.65 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 25, 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 25, 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 25, 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 25, which was -2.00 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 27, 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 27, which was -8.65 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 35.65, 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 35.65, 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 35.65, 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 26 Sept RAMCOCEM was trading at 861.00. The strike last trading price was 35.65, 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 25 Sept RAMCOCEM was trading at 855.55. The strike last trading price was 35.65, 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 Sept RAMCOCEM was trading at 851.05. The strike last trading price was 35.65, which was 35.65 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 23 Sept RAMCOCEM was trading at 851.45. The strike last trading price was 0, 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 20 Sept RAMCOCEM was trading at 835.35. The strike last trading price was 0, 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 19 Sept RAMCOCEM was trading at 828.95. The strike last trading price was 0, 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 Sept RAMCOCEM was trading at 840.75. The strike last trading price was 0, 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 Sept RAMCOCEM was trading at 850.75. The strike last trading price was 0, 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 Sept RAMCOCEM was trading at 851.10. The strike last trading price was 0, 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 13 Sept RAMCOCEM was trading at 850.20. The strike last trading price was 0, 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 12 Sept RAMCOCEM was trading at 841.15. The strike last trading price was 0, 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 Sept RAMCOCEM was trading at 837.45. The strike last trading price was 0, 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 10 Sept RAMCOCEM was trading at 842.70. The strike last trading price was 0, 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 Sept RAMCOCEM was trading at 835.70. The strike last trading price was 0, 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 6 Sept RAMCOCEM was trading at 829.90. The strike last trading price was 0, 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 5 Sept RAMCOCEM was trading at 848.30. The strike last trading price was 0, 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 Sept RAMCOCEM was trading at 839.25. The strike last trading price was 0, 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 3 Sept RAMCOCEM was trading at 833.20. The strike last trading price was 0, 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 2 Sept RAMCOCEM was trading at 831.80. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


RAMCOCEM 28NOV2024 880 PE
Delta: -0.28
Vega: 0.59
Theta: -0.46
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
14 Nov 902.35 7.75 -4.30 24.94 530 -10 268
13 Nov 883.90 12.05 4.45 23.46 1,016 -12 278
12 Nov 910.00 7.6 -22.40 26.96 2,295 184 338
11 Nov 870.45 30 -6.20 37.83 190 -1 154
8 Nov 865.80 36.2 7.20 41.15 108 -2 154
7 Nov 876.40 29 5.60 34.09 203 -58 158
6 Nov 881.50 23.4 -8.60 30.37 471 119 216
5 Nov 874.80 32 -1.50 37.93 89 17 96
4 Nov 877.70 33.5 4.25 38.36 99 22 81
1 Nov 892.40 29.25 0.65 37.34 3 1 58
31 Oct 886.55 28.6 -3.40 - 117 16 55
30 Oct 882.65 32 -14.00 - 84 11 39
29 Oct 864.90 46 6.00 - 11 9 27
28 Oct 856.95 40 -1.00 - 1 17 17
25 Oct 853.05 41 0.00 - 0 0 0
24 Oct 844.80 41 0.00 - 0 0 0
23 Oct 838.85 41 0.00 - 0 0 0
22 Oct 826.85 41 0.00 - 0 3 0
21 Oct 834.95 41 -3.00 - 6 0 14
18 Oct 851.30 44 11.00 - 26 13 14
17 Oct 848.90 33 0.00 - 0 1 0
16 Oct 870.75 33 -46.05 - 1 0 0
14 Oct 869.85 79.05 0.00 - 0 0 0
11 Oct 861.55 79.05 0.00 - 0 0 0
9 Oct 855.20 79.05 0.00 - 0 0 0
7 Oct 855.40 79.05 0.00 - 0 0 0
4 Oct 868.45 79.05 0.00 - 0 0 0
30 Sept 867.00 79.05 79.05 - 0 0 0
26 Sept 861.00 0 0.00 - 0 0 0
25 Sept 855.55 0 0.00 - 0 0 0
24 Sept 851.05 0 0.00 - 0 0 0
23 Sept 851.45 0 0.00 - 0 0 0
20 Sept 835.35 0 0.00 - 0 0 0
19 Sept 828.95 0 0.00 - 0 0 0
18 Sept 840.75 0 0.00 - 0 0 0
17 Sept 850.75 0 0.00 - 0 0 0
16 Sept 851.10 0 0.00 - 0 0 0
13 Sept 850.20 0 0.00 - 0 0 0
12 Sept 841.15 0 0.00 - 0 0 0
11 Sept 837.45 0 0.00 - 0 0 0
10 Sept 842.70 0 0.00 - 0 0 0
9 Sept 835.70 0 0.00 - 0 0 0
6 Sept 829.90 0 0.00 - 0 0 0
5 Sept 848.30 0 0.00 - 0 0 0
4 Sept 839.25 0 0.00 - 0 0 0
3 Sept 833.20 0 0.00 - 0 0 0
2 Sept 831.80 0 - 0 0 0


For The Ramco Cements Limited - strike price 880 expiring on 28NOV2024

Delta for 880 PE is -0.28

Historical price for 880 PE is as follows

On 14 Nov RAMCOCEM was trading at 902.35. The strike last trading price was 7.75, which was -4.30 lower than the previous day. The implied volatity was 24.94, the open interest changed by -10 which decreased total open position to 268


On 13 Nov RAMCOCEM was trading at 883.90. The strike last trading price was 12.05, which was 4.45 higher than the previous day. The implied volatity was 23.46, the open interest changed by -12 which decreased total open position to 278


On 12 Nov RAMCOCEM was trading at 910.00. The strike last trading price was 7.6, which was -22.40 lower than the previous day. The implied volatity was 26.96, the open interest changed by 184 which increased total open position to 338


On 11 Nov RAMCOCEM was trading at 870.45. The strike last trading price was 30, which was -6.20 lower than the previous day. The implied volatity was 37.83, the open interest changed by -1 which decreased total open position to 154


On 8 Nov RAMCOCEM was trading at 865.80. The strike last trading price was 36.2, which was 7.20 higher than the previous day. The implied volatity was 41.15, the open interest changed by -2 which decreased total open position to 154


On 7 Nov RAMCOCEM was trading at 876.40. The strike last trading price was 29, which was 5.60 higher than the previous day. The implied volatity was 34.09, the open interest changed by -58 which decreased total open position to 158


On 6 Nov RAMCOCEM was trading at 881.50. The strike last trading price was 23.4, which was -8.60 lower than the previous day. The implied volatity was 30.37, the open interest changed by 119 which increased total open position to 216


On 5 Nov RAMCOCEM was trading at 874.80. The strike last trading price was 32, which was -1.50 lower than the previous day. The implied volatity was 37.93, the open interest changed by 17 which increased total open position to 96


On 4 Nov RAMCOCEM was trading at 877.70. The strike last trading price was 33.5, which was 4.25 higher than the previous day. The implied volatity was 38.36, the open interest changed by 22 which increased total open position to 81


On 1 Nov RAMCOCEM was trading at 892.40. The strike last trading price was 29.25, which was 0.65 higher than the previous day. The implied volatity was 37.34, the open interest changed by 1 which increased total open position to 58


On 31 Oct RAMCOCEM was trading at 886.55. The strike last trading price was 28.6, which was -3.40 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 32, which was -14.00 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 46, which was 6.00 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 40, which was -1.00 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 41, 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 41, 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 23 Oct RAMCOCEM was trading at 838.85. The strike last trading price was 41, 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 41, 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 41, 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 18 Oct RAMCOCEM was trading at 851.30. The strike last trading price was 44, which was 11.00 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 33, 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 33, which was -46.05 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 79.05, 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 11 Oct RAMCOCEM was trading at 861.55. The strike last trading price was 79.05, 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 79.05, 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 79.05, 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 4 Oct RAMCOCEM was trading at 868.45. The strike last trading price was 79.05, 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 79.05, which was 79.05 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 26 Sept RAMCOCEM was trading at 861.00. The strike last trading price was 0, 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 25 Sept RAMCOCEM was trading at 855.55. The strike last trading price was 0, 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 Sept RAMCOCEM was trading at 851.05. The strike last trading price was 0, 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 23 Sept RAMCOCEM was trading at 851.45. The strike last trading price was 0, 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 20 Sept RAMCOCEM was trading at 835.35. The strike last trading price was 0, 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 19 Sept RAMCOCEM was trading at 828.95. The strike last trading price was 0, 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 Sept RAMCOCEM was trading at 840.75. The strike last trading price was 0, 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 Sept RAMCOCEM was trading at 850.75. The strike last trading price was 0, 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 Sept RAMCOCEM was trading at 851.10. The strike last trading price was 0, 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 13 Sept RAMCOCEM was trading at 850.20. The strike last trading price was 0, 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 12 Sept RAMCOCEM was trading at 841.15. The strike last trading price was 0, 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 Sept RAMCOCEM was trading at 837.45. The strike last trading price was 0, 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 10 Sept RAMCOCEM was trading at 842.70. The strike last trading price was 0, 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 Sept RAMCOCEM was trading at 835.70. The strike last trading price was 0, 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 6 Sept RAMCOCEM was trading at 829.90. The strike last trading price was 0, 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 5 Sept RAMCOCEM was trading at 848.30. The strike last trading price was 0, 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 Sept RAMCOCEM was trading at 839.25. The strike last trading price was 0, 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 3 Sept RAMCOCEM was trading at 833.20. The strike last trading price was 0, 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 2 Sept RAMCOCEM was trading at 831.80. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to