RAMCOCEM
The Ramco Cements Limited
Historical option data for RAMCOCEM
21 Nov 2024 04:11 PM IST
| RAMCOCEM 28NOV2024 930 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.36
Vega: 0.47
Theta: -1.00
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 914.95 | 8.1 | 2.35 | 27.15 | 763 | 43 | 241 | |||
| 20 Nov | 903.55 | 5.75 | 0.00 | 27.13 | 909 | -77 | 198 | |||
| 19 Nov | 903.55 | 5.75 | 2.15 | 27.13 | 909 | -77 | 198 | |||
| 18 Nov | 894.15 | 3.6 | -2.75 | 25.45 | 268 | 56 | 275 | |||
| 14 Nov | 902.35 | 6.35 | 1.35 | 22.27 | 479 | -3 | 219 | |||
| 13 Nov | 883.90 | 5 | -5.85 | 25.05 | 687 | 12 | 223 | |||
| 12 Nov | 910.00 | 10.85 | 5.75 | 23.17 | 3,754 | 172 | 208 | |||
| 11 Nov | 870.45 | 5.1 | -1.10 | 28.67 | 88 | 8 | 34 | |||
| 8 Nov | 865.80 | 6.2 | -3.50 | 29.21 | 17 | 2 | 26 | |||
| 7 Nov | 876.40 | 9.7 | -1.25 | 32.61 | 36 | 6 | 24 | |||
| 6 Nov | 881.50 | 10.95 | -2.70 | 31.21 | 30 | 3 | 18 | |||
| 5 Nov | 874.80 | 13.65 | -1.70 | 35.31 | 3 | 0 | 14 | |||
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| 4 Nov | 877.70 | 15.35 | 5.35 | 37.08 | 21 | 13 | 14 | |||
| 1 Nov | 892.40 | 10 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 31 Oct | 886.55 | 10 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 882.65 | 10 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 864.90 | 10 | 0.00 | - | 0 | 1 | 0 | |||
| 28 Oct | 856.95 | 10 | -13.30 | - | 1 | 0 | 0 | |||
| 25 Oct | 853.05 | 23.3 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 848.90 | 23.3 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 870.75 | 23.3 | - | 0 | 0 | 0 | ||||
For The Ramco Cements Limited - strike price 930 expiring on 28NOV2024
Delta for 930 CE is 0.36
Historical price for 930 CE is as follows
On 21 Nov RAMCOCEM was trading at 914.95. The strike last trading price was 8.1, which was 2.35 higher than the previous day. The implied volatity was 27.15, the open interest changed by 43 which increased total open position to 241
On 20 Nov RAMCOCEM was trading at 903.55. The strike last trading price was 5.75, which was 0.00 lower than the previous day. The implied volatity was 27.13, the open interest changed by -77 which decreased total open position to 198
On 19 Nov RAMCOCEM was trading at 903.55. The strike last trading price was 5.75, which was 2.15 higher than the previous day. The implied volatity was 27.13, the open interest changed by -77 which decreased total open position to 198
On 18 Nov RAMCOCEM was trading at 894.15. The strike last trading price was 3.6, which was -2.75 lower than the previous day. The implied volatity was 25.45, the open interest changed by 56 which increased total open position to 275
On 14 Nov RAMCOCEM was trading at 902.35. The strike last trading price was 6.35, which was 1.35 higher than the previous day. The implied volatity was 22.27, the open interest changed by -3 which decreased total open position to 219
On 13 Nov RAMCOCEM was trading at 883.90. The strike last trading price was 5, which was -5.85 lower than the previous day. The implied volatity was 25.05, the open interest changed by 12 which increased total open position to 223
On 12 Nov RAMCOCEM was trading at 910.00. The strike last trading price was 10.85, which was 5.75 higher than the previous day. The implied volatity was 23.17, the open interest changed by 172 which increased total open position to 208
On 11 Nov RAMCOCEM was trading at 870.45. The strike last trading price was 5.1, which was -1.10 lower than the previous day. The implied volatity was 28.67, the open interest changed by 8 which increased total open position to 34
On 8 Nov RAMCOCEM was trading at 865.80. The strike last trading price was 6.2, which was -3.50 lower than the previous day. The implied volatity was 29.21, the open interest changed by 2 which increased total open position to 26
On 7 Nov RAMCOCEM was trading at 876.40. The strike last trading price was 9.7, which was -1.25 lower than the previous day. The implied volatity was 32.61, the open interest changed by 6 which increased total open position to 24
On 6 Nov RAMCOCEM was trading at 881.50. The strike last trading price was 10.95, which was -2.70 lower than the previous day. The implied volatity was 31.21, the open interest changed by 3 which increased total open position to 18
On 5 Nov RAMCOCEM was trading at 874.80. The strike last trading price was 13.65, which was -1.70 lower than the previous day. The implied volatity was 35.31, the open interest changed by 0 which decreased total open position to 14
On 4 Nov RAMCOCEM was trading at 877.70. The strike last trading price was 15.35, which was 5.35 higher than the previous day. The implied volatity was 37.08, the open interest changed by 13 which increased total open position to 14
On 1 Nov RAMCOCEM was trading at 892.40. The strike last trading price was 10, 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 10, 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 10, 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 10, 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, which was -13.30 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 23.3, 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 23.3, 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 23.3, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| RAMCOCEM 28NOV2024 930 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.64
Vega: 0.47
Theta: -0.77
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 914.95 | 21.85 | -7.65 | 27.64 | 80 | -20 | 35 |
| 20 Nov | 903.55 | 29.5 | 0.00 | 20.60 | 130 | 31 | 55 |
| 19 Nov | 903.55 | 29.5 | -3.10 | 20.60 | 130 | 31 | 55 |
| 18 Nov | 894.15 | 32.6 | 0.00 | 0.00 | 0 | 8 | 0 |
| 14 Nov | 902.35 | 32.6 | -17.35 | 23.89 | 18 | 8 | 24 |
| 13 Nov | 883.90 | 49.95 | 20.45 | 34.84 | 34 | 5 | 16 |
| 12 Nov | 910.00 | 29.5 | -51.15 | 26.65 | 71 | 11 | 11 |
| 11 Nov | 870.45 | 80.65 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 865.80 | 80.65 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 876.40 | 80.65 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 881.50 | 80.65 | 0.00 | - | 0 | 0 | 0 |
| 5 Nov | 874.80 | 80.65 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 877.70 | 80.65 | 0.00 | - | 0 | 0 | 0 |
| 1 Nov | 892.40 | 80.65 | 0.00 | - | 0 | 0 | 0 |
| 31 Oct | 886.55 | 80.65 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 882.65 | 80.65 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 864.90 | 80.65 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 856.95 | 80.65 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 853.05 | 80.65 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 848.90 | 80.65 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 870.75 | 80.65 | - | 0 | 0 | 0 | |
For The Ramco Cements Limited - strike price 930 expiring on 28NOV2024
Delta for 930 PE is -0.64
Historical price for 930 PE is as follows
On 21 Nov RAMCOCEM was trading at 914.95. The strike last trading price was 21.85, which was -7.65 lower than the previous day. The implied volatity was 27.64, the open interest changed by -20 which decreased total open position to 35
On 20 Nov RAMCOCEM was trading at 903.55. The strike last trading price was 29.5, which was 0.00 lower than the previous day. The implied volatity was 20.60, the open interest changed by 31 which increased total open position to 55
On 19 Nov RAMCOCEM was trading at 903.55. The strike last trading price was 29.5, which was -3.10 lower than the previous day. The implied volatity was 20.60, the open interest changed by 31 which increased total open position to 55
On 18 Nov RAMCOCEM was trading at 894.15. The strike last trading price was 32.6, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 8 which increased total open position to 0
On 14 Nov RAMCOCEM was trading at 902.35. The strike last trading price was 32.6, which was -17.35 lower than the previous day. The implied volatity was 23.89, the open interest changed by 8 which increased total open position to 24
On 13 Nov RAMCOCEM was trading at 883.90. The strike last trading price was 49.95, which was 20.45 higher than the previous day. The implied volatity was 34.84, the open interest changed by 5 which increased total open position to 16
On 12 Nov RAMCOCEM was trading at 910.00. The strike last trading price was 29.5, which was -51.15 lower than the previous day. The implied volatity was 26.65, the open interest changed by 11 which increased total open position to 11
On 11 Nov RAMCOCEM was trading at 870.45. The strike last trading price was 80.65, 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 8 Nov RAMCOCEM was trading at 865.80. The strike last trading price was 80.65, 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 7 Nov RAMCOCEM was trading at 876.40. The strike last trading price was 80.65, 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 6 Nov RAMCOCEM was trading at 881.50. The strike last trading price was 80.65, 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 5 Nov RAMCOCEM was trading at 874.80. The strike last trading price was 80.65, 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 4 Nov RAMCOCEM was trading at 877.70. The strike last trading price was 80.65, 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 80.65, 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 80.65, 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 Oct RAMCOCEM was trading at 882.65. The strike last trading price was 80.65, 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 29 Oct RAMCOCEM was trading at 864.90. The strike last trading price was 80.65, 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 28 Oct RAMCOCEM was trading at 856.95. The strike last trading price was 80.65, 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 Oct RAMCOCEM was trading at 853.05. The strike last trading price was 80.65, 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 17 Oct RAMCOCEM was trading at 848.90. The strike last trading price was 80.65, 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 16 Oct RAMCOCEM was trading at 870.75. The strike last trading price was 80.65, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
