RAMCOCEM
The Ramco Cements Limited
Historical option data for RAMCOCEM
14 Nov 2024 04:11 PM IST
| RAMCOCEM 28NOV2024 940 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.19
Vega: 0.49
Theta: -0.43
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 902.35 | 4.15 | 0.30 | 22.22 | 344 | -46 | 141 | |||
| 13 Nov | 883.90 | 3.85 | -4.00 | 26.14 | 563 | 28 | 188 | |||
| 12 Nov | 910.00 | 7.85 | 4.10 | 23.30 | 2,592 | 101 | 160 | |||
| 11 Nov | 870.45 | 3.75 | -1.00 | 28.85 | 90 | 11 | 59 | |||
| 8 Nov | 865.80 | 4.75 | -3.10 | 29.43 | 70 | 29 | 49 | |||
| 7 Nov | 876.40 | 7.85 | -1.10 | 32.91 | 22 | -4 | 21 | |||
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| 6 Nov | 881.50 | 8.95 | -1.50 | 31.62 | 27 | 3 | 25 | |||
| 5 Nov | 874.80 | 10.45 | -2.25 | 34.19 | 41 | 17 | 21 | |||
| 4 Nov | 877.70 | 12.7 | -6.80 | 36.90 | 6 | 3 | 3 | |||
| 1 Nov | 892.40 | 19.5 | 0.00 | 5.14 | 0 | 0 | 0 | |||
| 31 Oct | 886.55 | 19.5 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 882.65 | 19.5 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 864.90 | 19.5 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 856.95 | 19.5 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 853.05 | 19.5 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 848.90 | 19.5 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 870.75 | 19.5 | 19.50 | - | 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 | |||
| 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 | |||
| 10 Sept | 842.70 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Sept | 848.30 | 0 | - | 0 | 0 | 0 | ||||
For The Ramco Cements Limited - strike price 940 expiring on 28NOV2024
Delta for 940 CE is 0.19
Historical price for 940 CE is as follows
On 14 Nov RAMCOCEM was trading at 902.35. The strike last trading price was 4.15, which was 0.30 higher than the previous day. The implied volatity was 22.22, the open interest changed by -46 which decreased total open position to 141
On 13 Nov RAMCOCEM was trading at 883.90. The strike last trading price was 3.85, which was -4.00 lower than the previous day. The implied volatity was 26.14, the open interest changed by 28 which increased total open position to 188
On 12 Nov RAMCOCEM was trading at 910.00. The strike last trading price was 7.85, which was 4.10 higher than the previous day. The implied volatity was 23.30, the open interest changed by 101 which increased total open position to 160
On 11 Nov RAMCOCEM was trading at 870.45. The strike last trading price was 3.75, which was -1.00 lower than the previous day. The implied volatity was 28.85, the open interest changed by 11 which increased total open position to 59
On 8 Nov RAMCOCEM was trading at 865.80. The strike last trading price was 4.75, which was -3.10 lower than the previous day. The implied volatity was 29.43, the open interest changed by 29 which increased total open position to 49
On 7 Nov RAMCOCEM was trading at 876.40. The strike last trading price was 7.85, which was -1.10 lower than the previous day. The implied volatity was 32.91, the open interest changed by -4 which decreased total open position to 21
On 6 Nov RAMCOCEM was trading at 881.50. The strike last trading price was 8.95, which was -1.50 lower than the previous day. The implied volatity was 31.62, the open interest changed by 3 which increased total open position to 25
On 5 Nov RAMCOCEM was trading at 874.80. The strike last trading price was 10.45, which was -2.25 lower than the previous day. The implied volatity was 34.19, the open interest changed by 17 which increased total open position to 21
On 4 Nov RAMCOCEM was trading at 877.70. The strike last trading price was 12.7, which was -6.80 lower than the previous day. The implied volatity was 36.90, 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 19.5, which was 0.00 lower than the previous day. The implied volatity was 5.14, 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 19.5, 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 19.5, 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 19.5, 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 19.5, 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 25 Oct RAMCOCEM was trading at 853.05. The strike last trading price was 19.5, 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 17 Oct RAMCOCEM was trading at 848.90. The strike last trading price was 19.5, 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 16 Oct RAMCOCEM was trading at 870.75. The strike last trading price was 19.5, which was 19.50 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 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 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 5 Sept RAMCOCEM was trading at 848.30. 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 940 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.78
Vega: 0.52
Theta: -0.24
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 902.35 | 40.4 | -15.60 | 24.21 | 7 | -1 | 24 |
| 13 Nov | 883.90 | 56 | 19.05 | 31.88 | 3 | -2 | 26 |
| 12 Nov | 910.00 | 36.95 | -37.35 | 27.80 | 31 | 3 | 27 |
| 11 Nov | 870.45 | 74.3 | 0.00 | 0.00 | 0 | -1 | 0 |
| 8 Nov | 865.80 | 74.3 | 6.60 | 37.84 | 1 | 0 | 25 |
| 7 Nov | 876.40 | 67.7 | 0.00 | 0.00 | 0 | 25 | 0 |
| 6 Nov | 881.50 | 67.7 | -54.15 | 39.10 | 25 | 0 | 0 |
| 5 Nov | 874.80 | 121.85 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 877.70 | 121.85 | 0.00 | - | 0 | 0 | 0 |
| 1 Nov | 892.40 | 121.85 | 0.00 | - | 0 | 0 | 0 |
| 31 Oct | 886.55 | 121.85 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 882.65 | 121.85 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 864.90 | 121.85 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 856.95 | 121.85 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 853.05 | 121.85 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 848.90 | 121.85 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 870.75 | 121.85 | 121.85 | - | 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 |
| 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 |
| 10 Sept | 842.70 | 0 | 0.00 | - | 0 | 0 | 0 |
| 5 Sept | 848.30 | 0 | - | 0 | 0 | 0 | |
For The Ramco Cements Limited - strike price 940 expiring on 28NOV2024
Delta for 940 PE is -0.78
Historical price for 940 PE is as follows
On 14 Nov RAMCOCEM was trading at 902.35. The strike last trading price was 40.4, which was -15.60 lower than the previous day. The implied volatity was 24.21, the open interest changed by -1 which decreased total open position to 24
On 13 Nov RAMCOCEM was trading at 883.90. The strike last trading price was 56, which was 19.05 higher than the previous day. The implied volatity was 31.88, the open interest changed by -2 which decreased total open position to 26
On 12 Nov RAMCOCEM was trading at 910.00. The strike last trading price was 36.95, which was -37.35 lower than the previous day. The implied volatity was 27.80, the open interest changed by 3 which increased total open position to 27
On 11 Nov RAMCOCEM was trading at 870.45. The strike last trading price was 74.3, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 8 Nov RAMCOCEM was trading at 865.80. The strike last trading price was 74.3, which was 6.60 higher than the previous day. The implied volatity was 37.84, the open interest changed by 0 which decreased total open position to 25
On 7 Nov RAMCOCEM was trading at 876.40. The strike last trading price was 67.7, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 25 which increased total open position to 0
On 6 Nov RAMCOCEM was trading at 881.50. The strike last trading price was 67.7, which was -54.15 lower than the previous day. The implied volatity was 39.10, 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 121.85, 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 121.85, 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 121.85, 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 121.85, 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 121.85, 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 121.85, 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 121.85, 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 121.85, 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 121.85, 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 121.85, which was 121.85 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 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 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 5 Sept RAMCOCEM was trading at 848.30. 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
