RAMCOCEM
The Ramco Cements Limited
Historical option data for RAMCOCEM
14 Nov 2024 04:11 PM IST
| RAMCOCEM 28NOV2024 920 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.36
Vega: 0.66
Theta: -0.62
Gamma: 0.01
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 902.35 | 9.55 | 2.40 | 22.63 | 1,006 | -145 | 345 | |||
| 13 Nov | 883.90 | 7.15 | -6.80 | 25.00 | 1,532 | 23 | 494 | |||
| 12 Nov | 910.00 | 13.95 | 7.15 | 22.11 | 8,381 | 385 | 490 | |||
| 11 Nov | 870.45 | 6.8 | -1.20 | 28.39 | 197 | 32 | 105 | |||
| 8 Nov | 865.80 | 8 | -4.05 | 28.95 | 101 | -12 | 73 | |||
| 7 Nov | 876.40 | 12.05 | -1.45 | 32.49 | 70 | 29 | 85 | |||
| 6 Nov | 881.50 | 13.5 | -2.05 | 31.01 | 55 | 6 | 56 | |||
| 5 Nov | 874.80 | 15.55 | -2.20 | 34.17 | 19 | 4 | 49 | |||
| 4 Nov | 877.70 | 17.75 | -7.25 | 36.49 | 35 | 1 | 46 | |||
| 1 Nov | 892.40 | 25 | -1.50 | 37.66 | 39 | 10 | 44 | |||
| 31 Oct | 886.55 | 26.5 | 4.15 | - | 45 | 5 | 22 | |||
| 30 Oct | 882.65 | 22.35 | 12.10 | - | 47 | 11 | 17 | |||
| 29 Oct | 864.90 | 10.25 | 0.00 | - | 0 | 2 | 0 | |||
| 28 Oct | 856.95 | 10.25 | 1.25 | - | 3 | 1 | 5 | |||
| 25 Oct | 853.05 | 9 | 2.00 | - | 2 | 0 | 4 | |||
| 24 Oct | 844.80 | 7 | -3.45 | - | 1 | 0 | 4 | |||
| 17 Oct | 848.90 | 10.45 | -1.75 | - | 1 | 0 | 5 | |||
| 16 Oct | 870.75 | 12.2 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 869.85 | 12.2 | -6.40 | - | 3 | 2 | 4 | |||
| 4 Oct | 868.45 | 18.6 | -0.75 | - | 1 | 0 | 2 | |||
| 27 Sept | 863.35 | 19.35 | -4.65 | - | 3 | 1 | 1 | |||
| 26 Sept | 861.00 | 24 | 0.00 | - | 0 | 0 | 0 | |||
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| 25 Sept | 855.55 | 24 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Sept | 851.05 | 24 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Sept | 851.45 | 24 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Sept | 835.35 | 24 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Sept | 828.95 | 24 | 24.00 | - | 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 920 expiring on 28NOV2024
Delta for 920 CE is 0.36
Historical price for 920 CE is as follows
On 14 Nov RAMCOCEM was trading at 902.35. The strike last trading price was 9.55, which was 2.40 higher than the previous day. The implied volatity was 22.63, the open interest changed by -145 which decreased total open position to 345
On 13 Nov RAMCOCEM was trading at 883.90. The strike last trading price was 7.15, which was -6.80 lower than the previous day. The implied volatity was 25.00, the open interest changed by 23 which increased total open position to 494
On 12 Nov RAMCOCEM was trading at 910.00. The strike last trading price was 13.95, which was 7.15 higher than the previous day. The implied volatity was 22.11, the open interest changed by 385 which increased total open position to 490
On 11 Nov RAMCOCEM was trading at 870.45. The strike last trading price was 6.8, which was -1.20 lower than the previous day. The implied volatity was 28.39, the open interest changed by 32 which increased total open position to 105
On 8 Nov RAMCOCEM was trading at 865.80. The strike last trading price was 8, which was -4.05 lower than the previous day. The implied volatity was 28.95, the open interest changed by -12 which decreased total open position to 73
On 7 Nov RAMCOCEM was trading at 876.40. The strike last trading price was 12.05, which was -1.45 lower than the previous day. The implied volatity was 32.49, the open interest changed by 29 which increased total open position to 85
On 6 Nov RAMCOCEM was trading at 881.50. The strike last trading price was 13.5, which was -2.05 lower than the previous day. The implied volatity was 31.01, the open interest changed by 6 which increased total open position to 56
On 5 Nov RAMCOCEM was trading at 874.80. The strike last trading price was 15.55, which was -2.20 lower than the previous day. The implied volatity was 34.17, the open interest changed by 4 which increased total open position to 49
On 4 Nov RAMCOCEM was trading at 877.70. The strike last trading price was 17.75, which was -7.25 lower than the previous day. The implied volatity was 36.49, the open interest changed by 1 which increased total open position to 46
On 1 Nov RAMCOCEM was trading at 892.40. The strike last trading price was 25, which was -1.50 lower than the previous day. The implied volatity was 37.66, the open interest changed by 10 which increased total open position to 44
On 31 Oct RAMCOCEM was trading at 886.55. The strike last trading price was 26.5, which was 4.15 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 22.35, 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 29 Oct RAMCOCEM was trading at 864.90. The strike last trading price was 10.25, 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 28 Oct RAMCOCEM was trading at 856.95. The strike last trading price was 10.25, which was 1.25 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 9, 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 7, which was -3.45 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 10.45, which was -1.75 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 12.2, 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 12.2, which was -6.40 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 18.6, which was -0.75 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 27 Sept RAMCOCEM was trading at 863.35. The strike last trading price was 19.35, which was -4.65 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 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 25 Sept RAMCOCEM was trading at 855.55. 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 24 Sept RAMCOCEM was trading at 851.05. 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 23 Sept RAMCOCEM was trading at 851.45. 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 20 Sept RAMCOCEM was trading at 835.35. 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 19 Sept RAMCOCEM was trading at 828.95. The strike last trading price was 24, which was 24.00 higher 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 920 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.64
Vega: 0.66
Theta: -0.38
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 902.35 | 25.25 | -15.85 | 23.19 | 159 | -16 | 84 |
| 13 Nov | 883.90 | 41.1 | 18.05 | 32.21 | 232 | -28 | 100 |
| 12 Nov | 910.00 | 23.05 | -36.35 | 25.98 | 1,363 | 120 | 129 |
| 11 Nov | 870.45 | 59.4 | 3.50 | 43.86 | 2 | 0 | 8 |
| 8 Nov | 865.80 | 55.9 | 0.00 | 0.00 | 0 | 1 | 0 |
| 7 Nov | 876.40 | 55.9 | -1.10 | 36.75 | 1 | 0 | 7 |
| 6 Nov | 881.50 | 57 | 0.00 | 0.00 | 0 | 0 | 0 |
| 5 Nov | 874.80 | 57 | 0.00 | 0.00 | 0 | 0 | 0 |
| 4 Nov | 877.70 | 57 | 0.00 | 0.00 | 0 | 0 | 0 |
| 1 Nov | 892.40 | 57 | 0.00 | 0.00 | 0 | 3 | 0 |
| 31 Oct | 886.55 | 57 | 2.55 | - | 3 | 1 | 5 |
| 30 Oct | 882.65 | 54.45 | -18.55 | - | 3 | 1 | 2 |
| 29 Oct | 864.90 | 73 | -33.70 | - | 1 | 0 | 0 |
| 28 Oct | 856.95 | 106.7 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 853.05 | 106.7 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 844.80 | 106.7 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 848.90 | 106.7 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 870.75 | 106.7 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 869.85 | 106.7 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 868.45 | 106.7 | 0.00 | - | 0 | 0 | 0 |
| 27 Sept | 863.35 | 106.7 | 106.70 | - | 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 920 expiring on 28NOV2024
Delta for 920 PE is -0.64
Historical price for 920 PE is as follows
On 14 Nov RAMCOCEM was trading at 902.35. The strike last trading price was 25.25, which was -15.85 lower than the previous day. The implied volatity was 23.19, the open interest changed by -16 which decreased total open position to 84
On 13 Nov RAMCOCEM was trading at 883.90. The strike last trading price was 41.1, which was 18.05 higher than the previous day. The implied volatity was 32.21, the open interest changed by -28 which decreased total open position to 100
On 12 Nov RAMCOCEM was trading at 910.00. The strike last trading price was 23.05, which was -36.35 lower than the previous day. The implied volatity was 25.98, the open interest changed by 120 which increased total open position to 129
On 11 Nov RAMCOCEM was trading at 870.45. The strike last trading price was 59.4, which was 3.50 higher than the previous day. The implied volatity was 43.86, the open interest changed by 0 which decreased total open position to 8
On 8 Nov RAMCOCEM was trading at 865.80. The strike last trading price was 55.9, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 7 Nov RAMCOCEM was trading at 876.40. The strike last trading price was 55.9, which was -1.10 lower than the previous day. The implied volatity was 36.75, the open interest changed by 0 which decreased total open position to 7
On 6 Nov RAMCOCEM was trading at 881.50. The strike last trading price was 57, 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 5 Nov RAMCOCEM was trading at 874.80. The strike last trading price was 57, 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 4 Nov RAMCOCEM was trading at 877.70. The strike last trading price was 57, 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 1 Nov RAMCOCEM was trading at 892.40. The strike last trading price was 57, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 31 Oct RAMCOCEM was trading at 886.55. The strike last trading price was 57, which was 2.55 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 54.45, which was -18.55 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 73, which was -33.70 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 106.7, 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 106.7, 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 106.7, 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 106.7, 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 106.7, 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 106.7, 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 106.7, 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 27 Sept RAMCOCEM was trading at 863.35. The strike last trading price was 106.7, which was 106.70 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
