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

914.95 11.40 (1.26%)

Back to Option Chain


Historical option data for RAMCOCEM

21 Nov 2024 04:11 PM IST
RAMCOCEM 28NOV2024 920 CE
Delta: 0.47
Vega: 0.50
Theta: -1.12
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
21 Nov 914.95 12.45 4.15 27.95 1,396 79 456
20 Nov 903.55 8.3 0.00 26.60 2,072 -11 378
19 Nov 903.55 8.3 2.95 26.60 2,072 -10 378
18 Nov 894.15 5.35 -4.20 24.84 609 37 384
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
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 0.47

Historical price for 920 CE is as follows

On 21 Nov RAMCOCEM was trading at 914.95. The strike last trading price was 12.45, which was 4.15 higher than the previous day. The implied volatity was 27.95, the open interest changed by 79 which increased total open position to 456


On 20 Nov RAMCOCEM was trading at 903.55. The strike last trading price was 8.3, which was 0.00 lower than the previous day. The implied volatity was 26.60, the open interest changed by -11 which decreased total open position to 378


On 19 Nov RAMCOCEM was trading at 903.55. The strike last trading price was 8.3, which was 2.95 higher than the previous day. The implied volatity was 26.60, the open interest changed by -10 which decreased total open position to 378


On 18 Nov RAMCOCEM was trading at 894.15. The strike last trading price was 5.35, which was -4.20 lower than the previous day. The implied volatity was 24.84, the open interest changed by 37 which increased total open position to 384


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: -0.53
Vega: 0.50
Theta: -0.82
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
21 Nov 914.95 15.35 -6.85 26.68 281 -11 128
20 Nov 903.55 22.2 0.00 21.40 449 63 140
19 Nov 903.55 22.2 -7.50 21.40 449 64 140
18 Nov 894.15 29.7 4.45 21.45 38 -8 77
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 -0.53

Historical price for 920 PE is as follows

On 21 Nov RAMCOCEM was trading at 914.95. The strike last trading price was 15.35, which was -6.85 lower than the previous day. The implied volatity was 26.68, the open interest changed by -11 which decreased total open position to 128


On 20 Nov RAMCOCEM was trading at 903.55. The strike last trading price was 22.2, which was 0.00 lower than the previous day. The implied volatity was 21.40, the open interest changed by 63 which increased total open position to 140


On 19 Nov RAMCOCEM was trading at 903.55. The strike last trading price was 22.2, which was -7.50 lower than the previous day. The implied volatity was 21.40, the open interest changed by 64 which increased total open position to 140


On 18 Nov RAMCOCEM was trading at 894.15. The strike last trading price was 29.7, which was 4.45 higher than the previous day. The implied volatity was 21.45, the open interest changed by -8 which decreased total open position to 77


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