RAMCOCEM
The Ramco Cements Limited
Historical option data for RAMCOCEM
20 Dec 2024 04:11 PM IST
| RAMCOCEM 26DEC2024 950 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.79
Vega: 0.37
Theta: -1.40
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 986.10 | 44.15 | -37.35 | 39.39 | 20 | -10 | 43 | |||
| 19 Dec | 1027.85 | 81.5 | -8.50 | 47.63 | 2 | 0 | 53 | |||
| 18 Dec | 1031.05 | 90 | 0.00 | 0.00 | 0 | -7 | 0 | |||
| 17 Dec | 1035.10 | 90 | -5.00 | - | 7 | -6 | 54 | |||
| 16 Dec | 1047.65 | 95 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 13 Dec | 1040.70 | 95 | 41.00 | 27.08 | 12 | 0 | 59 | |||
| 12 Dec | 998.10 | 54 | -21.00 | 21.97 | 28 | -5 | 62 | |||
| 11 Dec | 1020.45 | 75 | 6.50 | - | 12 | 7 | 69 | |||
| 10 Dec | 1013.95 | 68.5 | -0.75 | 28.49 | 15 | -1 | 62 | |||
| 9 Dec | 1014.45 | 69.25 | -1.25 | - | 13 | -1 | 63 | |||
| 6 Dec | 1013.05 | 70.5 | -9.25 | 24.74 | 16 | 5 | 65 | |||
| 5 Dec | 1022.05 | 79.75 | -18.75 | 29.85 | 3 | -2 | 60 | |||
| 4 Dec | 1040.65 | 98.5 | -0.50 | 24.11 | 23 | 0 | 64 | |||
| 3 Dec | 1040.10 | 99 | 5.60 | 27.71 | 21 | 0 | 61 | |||
| 2 Dec | 1035.25 | 93.4 | 18.65 | 23.45 | 30 | -5 | 62 | |||
| 29 Nov | 1014.80 | 74.75 | 26.75 | 28.32 | 75 | -1 | 67 | |||
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| 28 Nov | 974.90 | 48 | 0.75 | 28.15 | 42 | -21 | 68 | |||
| 27 Nov | 978.10 | 47.25 | 9.90 | 23.67 | 80 | 13 | 89 | |||
| 26 Nov | 959.85 | 37.35 | -7.65 | 23.84 | 51 | 3 | 77 | |||
| 25 Nov | 969.65 | 45 | 14.00 | 25.30 | 268 | 60 | 75 | |||
| 22 Nov | 944.95 | 31 | 12.90 | 25.29 | 150 | 54 | 69 | |||
| 21 Nov | 914.95 | 18.1 | 5.10 | 25.63 | 28 | 14 | 15 | |||
| 20 Nov | 903.55 | 13 | 0.00 | 24.30 | 2 | 1 | 1 | |||
| 19 Nov | 903.55 | 13 | -9.00 | 24.30 | 2 | 1 | 1 | |||
| 18 Nov | 894.15 | 22 | 0.00 | 4.51 | 0 | 0 | 0 | |||
| 14 Nov | 902.35 | 22 | 0.00 | 3.08 | 0 | 0 | 0 | |||
| 13 Nov | 883.90 | 22 | 4.60 | 0 | 0 | 0 | ||||
For The Ramco Cements Limited - strike price 950 expiring on 26DEC2024
Delta for 950 CE is 0.79
Historical price for 950 CE is as follows
On 20 Dec RAMCOCEM was trading at 986.10. The strike last trading price was 44.15, which was -37.35 lower than the previous day. The implied volatity was 39.39, the open interest changed by -10 which decreased total open position to 43
On 19 Dec RAMCOCEM was trading at 1027.85. The strike last trading price was 81.5, which was -8.50 lower than the previous day. The implied volatity was 47.63, the open interest changed by 0 which decreased total open position to 53
On 18 Dec RAMCOCEM was trading at 1031.05. The strike last trading price was 90, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -7 which decreased total open position to 0
On 17 Dec RAMCOCEM was trading at 1035.10. The strike last trading price was 90, which was -5.00 lower than the previous day. The implied volatity was -, the open interest changed by -6 which decreased total open position to 54
On 16 Dec RAMCOCEM was trading at 1047.65. The strike last trading price was 95, 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 13 Dec RAMCOCEM was trading at 1040.70. The strike last trading price was 95, which was 41.00 higher than the previous day. The implied volatity was 27.08, the open interest changed by 0 which decreased total open position to 59
On 12 Dec RAMCOCEM was trading at 998.10. The strike last trading price was 54, which was -21.00 lower than the previous day. The implied volatity was 21.97, the open interest changed by -5 which decreased total open position to 62
On 11 Dec RAMCOCEM was trading at 1020.45. The strike last trading price was 75, which was 6.50 higher than the previous day. The implied volatity was -, the open interest changed by 7 which increased total open position to 69
On 10 Dec RAMCOCEM was trading at 1013.95. The strike last trading price was 68.5, which was -0.75 lower than the previous day. The implied volatity was 28.49, the open interest changed by -1 which decreased total open position to 62
On 9 Dec RAMCOCEM was trading at 1014.45. The strike last trading price was 69.25, which was -1.25 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 63
On 6 Dec RAMCOCEM was trading at 1013.05. The strike last trading price was 70.5, which was -9.25 lower than the previous day. The implied volatity was 24.74, the open interest changed by 5 which increased total open position to 65
On 5 Dec RAMCOCEM was trading at 1022.05. The strike last trading price was 79.75, which was -18.75 lower than the previous day. The implied volatity was 29.85, the open interest changed by -2 which decreased total open position to 60
On 4 Dec RAMCOCEM was trading at 1040.65. The strike last trading price was 98.5, which was -0.50 lower than the previous day. The implied volatity was 24.11, the open interest changed by 0 which decreased total open position to 64
On 3 Dec RAMCOCEM was trading at 1040.10. The strike last trading price was 99, which was 5.60 higher than the previous day. The implied volatity was 27.71, the open interest changed by 0 which decreased total open position to 61
On 2 Dec RAMCOCEM was trading at 1035.25. The strike last trading price was 93.4, which was 18.65 higher than the previous day. The implied volatity was 23.45, the open interest changed by -5 which decreased total open position to 62
On 29 Nov RAMCOCEM was trading at 1014.80. The strike last trading price was 74.75, which was 26.75 higher than the previous day. The implied volatity was 28.32, the open interest changed by -1 which decreased total open position to 67
On 28 Nov RAMCOCEM was trading at 974.90. The strike last trading price was 48, which was 0.75 higher than the previous day. The implied volatity was 28.15, the open interest changed by -21 which decreased total open position to 68
On 27 Nov RAMCOCEM was trading at 978.10. The strike last trading price was 47.25, which was 9.90 higher than the previous day. The implied volatity was 23.67, the open interest changed by 13 which increased total open position to 89
On 26 Nov RAMCOCEM was trading at 959.85. The strike last trading price was 37.35, which was -7.65 lower than the previous day. The implied volatity was 23.84, the open interest changed by 3 which increased total open position to 77
On 25 Nov RAMCOCEM was trading at 969.65. The strike last trading price was 45, which was 14.00 higher than the previous day. The implied volatity was 25.30, the open interest changed by 60 which increased total open position to 75
On 22 Nov RAMCOCEM was trading at 944.95. The strike last trading price was 31, which was 12.90 higher than the previous day. The implied volatity was 25.29, the open interest changed by 54 which increased total open position to 69
On 21 Nov RAMCOCEM was trading at 914.95. The strike last trading price was 18.1, which was 5.10 higher than the previous day. The implied volatity was 25.63, the open interest changed by 14 which increased total open position to 15
On 20 Nov RAMCOCEM was trading at 903.55. The strike last trading price was 13, which was 0.00 lower than the previous day. The implied volatity was 24.30, the open interest changed by 1 which increased total open position to 1
On 19 Nov RAMCOCEM was trading at 903.55. The strike last trading price was 13, which was -9.00 lower than the previous day. The implied volatity was 24.30, the open interest changed by 1 which increased total open position to 1
On 18 Nov RAMCOCEM was trading at 894.15. The strike last trading price was 22, which was 0.00 lower than the previous day. The implied volatity was 4.51, the open interest changed by 0 which decreased total open position to 0
On 14 Nov RAMCOCEM was trading at 902.35. The strike last trading price was 22, which was 0.00 lower than the previous day. The implied volatity was 3.08, the open interest changed by 0 which decreased total open position to 0
On 13 Nov RAMCOCEM was trading at 883.90. The strike last trading price was 22, which was lower than the previous day. The implied volatity was 4.60, the open interest changed by 0 which decreased total open position to 0
| RAMCOCEM 26DEC2024 950 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.12
Vega: 0.25
Theta: -0.52
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 986.10 | 1.95 | 1.25 | 26.27 | 233 | 0 | 115 |
| 19 Dec | 1027.85 | 0.7 | -0.15 | 32.39 | 21 | -2 | 115 |
| 18 Dec | 1031.05 | 0.85 | 0.00 | 32.73 | 108 | -40 | 117 |
| 17 Dec | 1035.10 | 0.85 | -0.30 | 33.91 | 35 | -18 | 158 |
| 16 Dec | 1047.65 | 1.15 | -0.35 | 35.62 | 102 | -30 | 175 |
| 13 Dec | 1040.70 | 1.5 | -2.20 | 32.09 | 328 | 9 | 204 |
| 12 Dec | 998.10 | 3.7 | 2.00 | 25.85 | 570 | 9 | 191 |
| 11 Dec | 1020.45 | 1.7 | -1.60 | 26.07 | 139 | 11 | 183 |
| 10 Dec | 1013.95 | 3.3 | -0.05 | 26.98 | 54 | 10 | 172 |
| 9 Dec | 1014.45 | 3.35 | -0.45 | 28.00 | 116 | 9 | 161 |
| 6 Dec | 1013.05 | 3.8 | 0.65 | 25.90 | 75 | -2 | 151 |
| 5 Dec | 1022.05 | 3.15 | 0.10 | 25.65 | 93 | -18 | 152 |
| 4 Dec | 1040.65 | 3.05 | -0.15 | 29.86 | 68 | 34 | 170 |
| 3 Dec | 1040.10 | 3.2 | -1.20 | 29.40 | 138 | -6 | 132 |
| 2 Dec | 1035.25 | 4.4 | -2.95 | 30.40 | 254 | 2 | 140 |
| 29 Nov | 1014.80 | 7.35 | -6.90 | 27.89 | 343 | 62 | 138 |
| 28 Nov | 974.90 | 14.25 | -0.75 | 25.56 | 115 | 14 | 79 |
| 27 Nov | 978.10 | 15 | -7.20 | 27.29 | 116 | 10 | 64 |
| 26 Nov | 959.85 | 22.2 | 2.70 | 28.74 | 68 | -5 | 54 |
| 25 Nov | 969.65 | 19.5 | -8.90 | 28.73 | 101 | 59 | 59 |
| 22 Nov | 944.95 | 28.4 | -46.50 | 26.38 | 24 | 15 | 15 |
| 21 Nov | 914.95 | 74.9 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 903.55 | 74.9 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 903.55 | 74.9 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 894.15 | 74.9 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 902.35 | 74.9 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 883.90 | 74.9 | - | 0 | 0 | 0 | |
For The Ramco Cements Limited - strike price 950 expiring on 26DEC2024
Delta for 950 PE is -0.12
Historical price for 950 PE is as follows
On 20 Dec RAMCOCEM was trading at 986.10. The strike last trading price was 1.95, which was 1.25 higher than the previous day. The implied volatity was 26.27, the open interest changed by 0 which decreased total open position to 115
On 19 Dec RAMCOCEM was trading at 1027.85. The strike last trading price was 0.7, which was -0.15 lower than the previous day. The implied volatity was 32.39, the open interest changed by -2 which decreased total open position to 115
On 18 Dec RAMCOCEM was trading at 1031.05. The strike last trading price was 0.85, which was 0.00 lower than the previous day. The implied volatity was 32.73, the open interest changed by -40 which decreased total open position to 117
On 17 Dec RAMCOCEM was trading at 1035.10. The strike last trading price was 0.85, which was -0.30 lower than the previous day. The implied volatity was 33.91, the open interest changed by -18 which decreased total open position to 158
On 16 Dec RAMCOCEM was trading at 1047.65. The strike last trading price was 1.15, which was -0.35 lower than the previous day. The implied volatity was 35.62, the open interest changed by -30 which decreased total open position to 175
On 13 Dec RAMCOCEM was trading at 1040.70. The strike last trading price was 1.5, which was -2.20 lower than the previous day. The implied volatity was 32.09, the open interest changed by 9 which increased total open position to 204
On 12 Dec RAMCOCEM was trading at 998.10. The strike last trading price was 3.7, which was 2.00 higher than the previous day. The implied volatity was 25.85, the open interest changed by 9 which increased total open position to 191
On 11 Dec RAMCOCEM was trading at 1020.45. The strike last trading price was 1.7, which was -1.60 lower than the previous day. The implied volatity was 26.07, the open interest changed by 11 which increased total open position to 183
On 10 Dec RAMCOCEM was trading at 1013.95. The strike last trading price was 3.3, which was -0.05 lower than the previous day. The implied volatity was 26.98, the open interest changed by 10 which increased total open position to 172
On 9 Dec RAMCOCEM was trading at 1014.45. The strike last trading price was 3.35, which was -0.45 lower than the previous day. The implied volatity was 28.00, the open interest changed by 9 which increased total open position to 161
On 6 Dec RAMCOCEM was trading at 1013.05. The strike last trading price was 3.8, which was 0.65 higher than the previous day. The implied volatity was 25.90, the open interest changed by -2 which decreased total open position to 151
On 5 Dec RAMCOCEM was trading at 1022.05. The strike last trading price was 3.15, which was 0.10 higher than the previous day. The implied volatity was 25.65, the open interest changed by -18 which decreased total open position to 152
On 4 Dec RAMCOCEM was trading at 1040.65. The strike last trading price was 3.05, which was -0.15 lower than the previous day. The implied volatity was 29.86, the open interest changed by 34 which increased total open position to 170
On 3 Dec RAMCOCEM was trading at 1040.10. The strike last trading price was 3.2, which was -1.20 lower than the previous day. The implied volatity was 29.40, the open interest changed by -6 which decreased total open position to 132
On 2 Dec RAMCOCEM was trading at 1035.25. The strike last trading price was 4.4, which was -2.95 lower than the previous day. The implied volatity was 30.40, the open interest changed by 2 which increased total open position to 140
On 29 Nov RAMCOCEM was trading at 1014.80. The strike last trading price was 7.35, which was -6.90 lower than the previous day. The implied volatity was 27.89, the open interest changed by 62 which increased total open position to 138
On 28 Nov RAMCOCEM was trading at 974.90. The strike last trading price was 14.25, which was -0.75 lower than the previous day. The implied volatity was 25.56, the open interest changed by 14 which increased total open position to 79
On 27 Nov RAMCOCEM was trading at 978.10. The strike last trading price was 15, which was -7.20 lower than the previous day. The implied volatity was 27.29, the open interest changed by 10 which increased total open position to 64
On 26 Nov RAMCOCEM was trading at 959.85. The strike last trading price was 22.2, which was 2.70 higher than the previous day. The implied volatity was 28.74, the open interest changed by -5 which decreased total open position to 54
On 25 Nov RAMCOCEM was trading at 969.65. The strike last trading price was 19.5, which was -8.90 lower than the previous day. The implied volatity was 28.73, the open interest changed by 59 which increased total open position to 59
On 22 Nov RAMCOCEM was trading at 944.95. The strike last trading price was 28.4, which was -46.50 lower than the previous day. The implied volatity was 26.38, the open interest changed by 15 which increased total open position to 15
On 21 Nov RAMCOCEM was trading at 914.95. The strike last trading price was 74.9, 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 20 Nov RAMCOCEM was trading at 903.55. The strike last trading price was 74.9, 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 19 Nov RAMCOCEM was trading at 903.55. The strike last trading price was 74.9, 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 18 Nov RAMCOCEM was trading at 894.15. The strike last trading price was 74.9, 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 14 Nov RAMCOCEM was trading at 902.35. The strike last trading price was 74.9, 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 13 Nov RAMCOCEM was trading at 883.90. The strike last trading price was 74.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
