RAMCOCEM
The Ramco Cements Limited
Historical option data for RAMCOCEM
14 Nov 2024 04:11 PM IST
| RAMCOCEM 28NOV2024 910 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.45
Vega: 0.70
Theta: -0.67
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 902.35 | 13.25 | 4.10 | 22.36 | 1,037 | 14 | 358 | |||
| 13 Nov | 883.90 | 9.15 | -9.70 | 23.69 | 1,150 | 134 | 345 | |||
| 12 Nov | 910.00 | 18.85 | 10.35 | 22.28 | 5,506 | 142 | 212 | |||
| 11 Nov | 870.45 | 8.5 | -1.50 | 27.38 | 134 | 28 | 70 | |||
| 8 Nov | 865.80 | 10 | -4.35 | 28.35 | 70 | 33 | 43 | |||
| 7 Nov | 876.40 | 14.35 | -1.95 | 31.73 | 11 | 1 | 10 | |||
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| 6 Nov | 881.50 | 16.3 | -3.40 | 30.54 | 7 | 3 | 9 | |||
| 5 Nov | 874.80 | 19.7 | -2.30 | 35.31 | 13 | 4 | 6 | |||
| 4 Nov | 877.70 | 22 | 6.50 | 37.63 | 4 | 3 | 3 | |||
| 1 Nov | 892.40 | 15.5 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 31 Oct | 886.55 | 15.5 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 882.65 | 15.5 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 864.90 | 15.5 | 0.00 | - | 0 | -1 | 0 | |||
| 28 Oct | 856.95 | 15.5 | -2.65 | - | 1 | 1 | 1 | |||
| 25 Oct | 853.05 | 18.15 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 844.80 | 18.15 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 848.90 | 18.15 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 870.75 | 18.15 | 1.30 | - | 1 | 0 | 1 | |||
| 14 Oct | 869.85 | 16.85 | -12.70 | - | 1 | 0 | 0 | |||
| 4 Oct | 868.45 | 29.55 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 867.00 | 29.55 | - | 0 | 0 | 0 | ||||
For The Ramco Cements Limited - strike price 910 expiring on 28NOV2024
Delta for 910 CE is 0.45
Historical price for 910 CE is as follows
On 14 Nov RAMCOCEM was trading at 902.35. The strike last trading price was 13.25, which was 4.10 higher than the previous day. The implied volatity was 22.36, the open interest changed by 14 which increased total open position to 358
On 13 Nov RAMCOCEM was trading at 883.90. The strike last trading price was 9.15, which was -9.70 lower than the previous day. The implied volatity was 23.69, the open interest changed by 134 which increased total open position to 345
On 12 Nov RAMCOCEM was trading at 910.00. The strike last trading price was 18.85, which was 10.35 higher than the previous day. The implied volatity was 22.28, the open interest changed by 142 which increased total open position to 212
On 11 Nov RAMCOCEM was trading at 870.45. The strike last trading price was 8.5, which was -1.50 lower than the previous day. The implied volatity was 27.38, the open interest changed by 28 which increased total open position to 70
On 8 Nov RAMCOCEM was trading at 865.80. The strike last trading price was 10, which was -4.35 lower than the previous day. The implied volatity was 28.35, the open interest changed by 33 which increased total open position to 43
On 7 Nov RAMCOCEM was trading at 876.40. The strike last trading price was 14.35, which was -1.95 lower than the previous day. The implied volatity was 31.73, the open interest changed by 1 which increased total open position to 10
On 6 Nov RAMCOCEM was trading at 881.50. The strike last trading price was 16.3, which was -3.40 lower than the previous day. The implied volatity was 30.54, the open interest changed by 3 which increased total open position to 9
On 5 Nov RAMCOCEM was trading at 874.80. The strike last trading price was 19.7, which was -2.30 lower than the previous day. The implied volatity was 35.31, the open interest changed by 4 which increased total open position to 6
On 4 Nov RAMCOCEM was trading at 877.70. The strike last trading price was 22, which was 6.50 higher than the previous day. The implied volatity was 37.63, the open interest changed by 3 which increased total open position to 3
On 1 Nov RAMCOCEM was trading at 892.40. The strike last trading price was 15.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 31 Oct RAMCOCEM was trading at 886.55. The strike last trading price was 15.5, 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 Oct RAMCOCEM was trading at 882.65. The strike last trading price was 15.5, 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 29 Oct RAMCOCEM was trading at 864.90. The strike last trading price was 15.5, 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 15.5, which was -2.65 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 18.15, 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 18.15, 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 18.15, 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 18.15, which was 1.30 higher 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 16.85, which was -12.70 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 29.55, 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 30 Sept RAMCOCEM was trading at 867.00. The strike last trading price was 29.55, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| RAMCOCEM 28NOV2024 910 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.54
Vega: 0.70
Theta: -0.44
Gamma: 0.01
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 902.35 | 19.15 | -11.30 | 23.12 | 288 | -14 | 105 |
| 13 Nov | 883.90 | 30.45 | 12.50 | 26.39 | 262 | -6 | 119 |
| 12 Nov | 910.00 | 17.95 | -32.65 | 26.09 | 1,364 | 122 | 124 |
| 11 Nov | 870.45 | 50.6 | 0.00 | 0.00 | 0 | 0 | 0 |
| 8 Nov | 865.80 | 50.6 | 0.00 | 0.00 | 0 | 0 | 0 |
| 7 Nov | 876.40 | 50.6 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Nov | 881.50 | 50.6 | 0.00 | 0.00 | 0 | 2 | 0 |
| 5 Nov | 874.80 | 50.6 | -16.55 | 39.59 | 2 | 1 | 1 |
| 4 Nov | 877.70 | 67.15 | 0.00 | - | 0 | 0 | 0 |
| 1 Nov | 892.40 | 67.15 | 0.00 | - | 0 | 0 | 0 |
| 31 Oct | 886.55 | 67.15 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 882.65 | 67.15 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 864.90 | 67.15 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 856.95 | 67.15 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 853.05 | 67.15 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 844.80 | 67.15 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 848.90 | 67.15 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 870.75 | 67.15 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 869.85 | 67.15 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 868.45 | 67.15 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 867.00 | 67.15 | - | 0 | 0 | 0 | |
For The Ramco Cements Limited - strike price 910 expiring on 28NOV2024
Delta for 910 PE is -0.54
Historical price for 910 PE is as follows
On 14 Nov RAMCOCEM was trading at 902.35. The strike last trading price was 19.15, which was -11.30 lower than the previous day. The implied volatity was 23.12, the open interest changed by -14 which decreased total open position to 105
On 13 Nov RAMCOCEM was trading at 883.90. The strike last trading price was 30.45, which was 12.50 higher than the previous day. The implied volatity was 26.39, the open interest changed by -6 which decreased total open position to 119
On 12 Nov RAMCOCEM was trading at 910.00. The strike last trading price was 17.95, which was -32.65 lower than the previous day. The implied volatity was 26.09, the open interest changed by 122 which increased total open position to 124
On 11 Nov RAMCOCEM was trading at 870.45. The strike last trading price was 50.6, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 8 Nov RAMCOCEM was trading at 865.80. The strike last trading price was 50.6, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 7 Nov RAMCOCEM was trading at 876.40. The strike last trading price was 50.6, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 6 Nov RAMCOCEM was trading at 881.50. The strike last trading price was 50.6, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 5 Nov RAMCOCEM was trading at 874.80. The strike last trading price was 50.6, which was -16.55 lower than the previous day. The implied volatity was 39.59, the open interest changed by 1 which increased total open position to 1
On 4 Nov RAMCOCEM was trading at 877.70. The strike last trading price was 67.15, 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 1 Nov RAMCOCEM was trading at 892.40. The strike last trading price was 67.15, 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 31 Oct RAMCOCEM was trading at 886.55. The strike last trading price was 67.15, 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 Oct RAMCOCEM was trading at 882.65. The strike last trading price was 67.15, 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 29 Oct RAMCOCEM was trading at 864.90. The strike last trading price was 67.15, 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 67.15, 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 67.15, 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 67.15, 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 67.15, 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 67.15, 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 67.15, 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 67.15, 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 67.15, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
