RAMCOCEM
The Ramco Cements Limited
Historical option data for RAMCOCEM
14 Nov 2024 04:11 PM IST
| RAMCOCEM 28NOV2024 890 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.66
Vega: 0.65
Theta: -0.65
Gamma: 0.01
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 14 Nov | 902.35 | 23.25 | 6.80 | 21.27 | 513 | -8 | 129 | |||
| 13 Nov | 883.90 | 16.45 | -14.75 | 22.66 | 502 | 21 | 137 | |||
| 12 Nov | 910.00 | 31.2 | 16.30 | 22.34 | 2,139 | -35 | 113 | |||
| 11 Nov | 870.45 | 14.9 | -0.60 | 27.40 | 261 | 17 | 146 | |||
| 8 Nov | 865.80 | 15.5 | -6.60 | 27.19 | 274 | 6 | 130 | |||
| 7 Nov | 876.40 | 22.1 | -1.95 | 32.33 | 101 | 15 | 118 | |||
| 6 Nov | 881.50 | 24.05 | -1.90 | 30.28 | 155 | 28 | 96 | |||
| 5 Nov | 874.80 | 25.95 | -3.10 | 33.47 | 48 | 6 | 68 | |||
| 4 Nov | 877.70 | 29.05 | -7.95 | 36.69 | 74 | 13 | 60 | |||
| 1 Nov | 892.40 | 37 | -0.30 | 36.80 | 17 | 0 | 46 | |||
| 31 Oct | 886.55 | 37.3 | 2.50 | - | 110 | 10 | 44 | |||
| 30 Oct | 882.65 | 34.8 | 22.25 | - | 92 | 30 | 34 | |||
| 29 Oct | 864.90 | 12.55 | 0.00 | - | 0 | 1 | 0 | |||
| 28 Oct | 856.95 | 12.55 | -1.45 | - | 1 | 3 | 3 | |||
| 25 Oct | 853.05 | 14 | 0.00 | - | 0 | 1 | 0 | |||
| 24 Oct | 844.80 | 14 | -13.00 | - | 2 | 1 | 3 | |||
| 23 Oct | 838.85 | 27 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 826.85 | 27 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 834.95 | 27 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 851.30 | 27 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 848.90 | 27 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 870.75 | 27 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 869.85 | 27 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 861.55 | 27 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 862.05 | 27 | -7.00 | - | 2 | 1 | 3 | |||
| 9 Oct | 855.20 | 34 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 855.40 | 34 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 868.45 | 34 | -3.05 | - | 0 | 0 | 0 | |||
| 30 Sept | 867.00 | 37.05 | - | 0 | 0 | 0 | ||||
For The Ramco Cements Limited - strike price 890 expiring on 28NOV2024
Delta for 890 CE is 0.66
Historical price for 890 CE is as follows
On 14 Nov RAMCOCEM was trading at 902.35. The strike last trading price was 23.25, which was 6.80 higher than the previous day. The implied volatity was 21.27, the open interest changed by -8 which decreased total open position to 129
On 13 Nov RAMCOCEM was trading at 883.90. The strike last trading price was 16.45, which was -14.75 lower than the previous day. The implied volatity was 22.66, the open interest changed by 21 which increased total open position to 137
On 12 Nov RAMCOCEM was trading at 910.00. The strike last trading price was 31.2, which was 16.30 higher than the previous day. The implied volatity was 22.34, the open interest changed by -35 which decreased total open position to 113
On 11 Nov RAMCOCEM was trading at 870.45. The strike last trading price was 14.9, which was -0.60 lower than the previous day. The implied volatity was 27.40, the open interest changed by 17 which increased total open position to 146
On 8 Nov RAMCOCEM was trading at 865.80. The strike last trading price was 15.5, which was -6.60 lower than the previous day. The implied volatity was 27.19, the open interest changed by 6 which increased total open position to 130
On 7 Nov RAMCOCEM was trading at 876.40. The strike last trading price was 22.1, which was -1.95 lower than the previous day. The implied volatity was 32.33, the open interest changed by 15 which increased total open position to 118
On 6 Nov RAMCOCEM was trading at 881.50. The strike last trading price was 24.05, which was -1.90 lower than the previous day. The implied volatity was 30.28, the open interest changed by 28 which increased total open position to 96
On 5 Nov RAMCOCEM was trading at 874.80. The strike last trading price was 25.95, which was -3.10 lower than the previous day. The implied volatity was 33.47, the open interest changed by 6 which increased total open position to 68
On 4 Nov RAMCOCEM was trading at 877.70. The strike last trading price was 29.05, which was -7.95 lower than the previous day. The implied volatity was 36.69, the open interest changed by 13 which increased total open position to 60
On 1 Nov RAMCOCEM was trading at 892.40. The strike last trading price was 37, which was -0.30 lower than the previous day. The implied volatity was 36.80, the open interest changed by 0 which decreased total open position to 46
On 31 Oct RAMCOCEM was trading at 886.55. The strike last trading price was 37.3, which was 2.50 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 34.8, which was 22.25 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 12.55, 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 28 Oct RAMCOCEM was trading at 856.95. The strike last trading price was 12.55, which was -1.45 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 14, 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 14, 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 23 Oct RAMCOCEM was trading at 838.85. 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 22 Oct RAMCOCEM was trading at 826.85. 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 21 Oct RAMCOCEM was trading at 834.95. 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 18 Oct RAMCOCEM was trading at 851.30. 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 17 Oct RAMCOCEM was trading at 848.90. 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 16 Oct RAMCOCEM was trading at 870.75. 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 14 Oct RAMCOCEM was trading at 869.85. 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 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 10 Oct RAMCOCEM was trading at 862.05. The strike last trading price was 27, which was -7.00 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 34, 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 34, 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 34, which was -3.05 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 37.05, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| RAMCOCEM 28NOV2024 890 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.36
Vega: 0.66
Theta: -0.49
Gamma: 0.01
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 902.35 | 10.85 | -6.15 | 24.57 | 482 | 0 | 120 |
| 13 Nov | 883.90 | 17 | 6.80 | 23.99 | 751 | -86 | 121 |
| 12 Nov | 910.00 | 10.2 | -25.90 | 26.45 | 1,458 | 187 | 208 |
| 11 Nov | 870.45 | 36.1 | -1.20 | 38.53 | 1 | 0 | 21 |
| 8 Nov | 865.80 | 37.3 | 3.95 | 35.49 | 7 | 1 | 20 |
| 7 Nov | 876.40 | 33.35 | 5.25 | 32.76 | 8 | 2 | 18 |
| 6 Nov | 881.50 | 28.1 | -9.85 | 29.93 | 36 | -2 | 14 |
| 5 Nov | 874.80 | 37.95 | -2.15 | 38.70 | 4 | 0 | 15 |
| 4 Nov | 877.70 | 40.1 | 4.60 | 39.80 | 15 | 3 | 14 |
| 1 Nov | 892.40 | 35.5 | 0.95 | 38.86 | 7 | 3 | 11 |
| 31 Oct | 886.55 | 34.55 | -2.45 | - | 6 | 1 | 4 |
| 30 Oct | 882.65 | 37 | -17.90 | - | 3 | 2 | 2 |
| 29 Oct | 864.90 | 54.9 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 856.95 | 54.9 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 853.05 | 54.9 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 844.80 | 54.9 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 838.85 | 54.9 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 826.85 | 54.9 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 834.95 | 54.9 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 851.30 | 54.9 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 848.90 | 54.9 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 870.75 | 54.9 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 869.85 | 54.9 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 861.55 | 54.9 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 862.05 | 54.9 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 855.20 | 54.9 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 855.40 | 54.9 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 868.45 | 54.9 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 867.00 | 54.9 | - | 0 | 0 | 0 | |
For The Ramco Cements Limited - strike price 890 expiring on 28NOV2024
Delta for 890 PE is -0.36
Historical price for 890 PE is as follows
On 14 Nov RAMCOCEM was trading at 902.35. The strike last trading price was 10.85, which was -6.15 lower than the previous day. The implied volatity was 24.57, the open interest changed by 0 which decreased total open position to 120
On 13 Nov RAMCOCEM was trading at 883.90. The strike last trading price was 17, which was 6.80 higher than the previous day. The implied volatity was 23.99, the open interest changed by -86 which decreased total open position to 121
On 12 Nov RAMCOCEM was trading at 910.00. The strike last trading price was 10.2, which was -25.90 lower than the previous day. The implied volatity was 26.45, the open interest changed by 187 which increased total open position to 208
On 11 Nov RAMCOCEM was trading at 870.45. The strike last trading price was 36.1, which was -1.20 lower than the previous day. The implied volatity was 38.53, the open interest changed by 0 which decreased total open position to 21
On 8 Nov RAMCOCEM was trading at 865.80. The strike last trading price was 37.3, which was 3.95 higher than the previous day. The implied volatity was 35.49, the open interest changed by 1 which increased total open position to 20
On 7 Nov RAMCOCEM was trading at 876.40. The strike last trading price was 33.35, which was 5.25 higher than the previous day. The implied volatity was 32.76, the open interest changed by 2 which increased total open position to 18
On 6 Nov RAMCOCEM was trading at 881.50. The strike last trading price was 28.1, which was -9.85 lower than the previous day. The implied volatity was 29.93, the open interest changed by -2 which decreased total open position to 14
On 5 Nov RAMCOCEM was trading at 874.80. The strike last trading price was 37.95, which was -2.15 lower than the previous day. The implied volatity was 38.70, the open interest changed by 0 which decreased total open position to 15
On 4 Nov RAMCOCEM was trading at 877.70. The strike last trading price was 40.1, which was 4.60 higher than the previous day. The implied volatity was 39.80, the open interest changed by 3 which increased total open position to 14
On 1 Nov RAMCOCEM was trading at 892.40. The strike last trading price was 35.5, which was 0.95 higher than the previous day. The implied volatity was 38.86, the open interest changed by 3 which increased total open position to 11
On 31 Oct RAMCOCEM was trading at 886.55. The strike last trading price was 34.55, which was -2.45 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 37, which was -17.90 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 54.9, 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 28 Oct RAMCOCEM was trading at 856.95. The strike last trading price was 54.9, 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 Oct RAMCOCEM was trading at 853.05. The strike last trading price was 54.9, 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 54.9, 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 54.9, 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 54.9, 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 54.9, 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 54.9, 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 54.9, 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 54.9, 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 54.9, 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 54.9, 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 Oct RAMCOCEM was trading at 862.05. The strike last trading price was 54.9, 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 54.9, 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 54.9, 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 54.9, 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 54.9, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
