RAMCOCEM
The Ramco Cements Limited
Historical option data for RAMCOCEM
21 Nov 2024 04:11 PM IST
| RAMCOCEM 28NOV2024 950 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.18
Vega: 0.33
Theta: -0.69
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 914.95 | 3.3 | 0.55 | 27.55 | 520 | 37 | 265 | |||
| 20 Nov | 903.55 | 2.75 | 0.00 | 28.63 | 609 | -36 | 227 | |||
| 19 Nov | 903.55 | 2.75 | 1.25 | 28.63 | 609 | -37 | 227 | |||
| 18 Nov | 894.15 | 1.5 | -1.50 | 26.37 | 166 | 19 | 276 | |||
| 14 Nov | 902.35 | 3 | 0.05 | 23.18 | 436 | -3 | 257 | |||
| 13 Nov | 883.90 | 2.95 | -2.85 | 27.12 | 752 | -3 | 258 | |||
| 12 Nov | 910.00 | 5.8 | 2.75 | 23.88 | 4,668 | 95 | 309 | |||
| 11 Nov | 870.45 | 3.05 | -0.45 | 29.95 | 269 | 56 | 212 | |||
| 8 Nov | 865.80 | 3.5 | -2.65 | 29.39 | 153 | 42 | 156 | |||
| 7 Nov | 876.40 | 6.15 | -0.85 | 32.88 | 92 | -5 | 115 | |||
| 6 Nov | 881.50 | 7 | -1.50 | 31.53 | 105 | 39 | 119 | |||
| 5 Nov | 874.80 | 8.5 | -2.00 | 34.26 | 117 | -31 | 79 | |||
| 4 Nov | 877.70 | 10.5 | -5.50 | 36.84 | 122 | 18 | 109 | |||
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| 1 Nov | 892.40 | 16 | 0.00 | 37.98 | 35 | 15 | 90 | |||
| 31 Oct | 886.55 | 16 | 0.70 | - | 122 | 2 | 75 | |||
| 30 Oct | 882.65 | 15.3 | 8.05 | - | 149 | 38 | 72 | |||
| 29 Oct | 864.90 | 7.25 | 0.00 | - | 50 | 25 | 34 | |||
| 28 Oct | 856.95 | 7.25 | 1.25 | - | 11 | 1 | 9 | |||
| 25 Oct | 853.05 | 6 | 0.85 | - | 1 | 0 | 8 | |||
| 17 Oct | 848.90 | 5.15 | -3.35 | - | 4 | 2 | 8 | |||
| 16 Oct | 870.75 | 8.5 | - | 13 | 6 | 6 | ||||
For The Ramco Cements Limited - strike price 950 expiring on 28NOV2024
Delta for 950 CE is 0.18
Historical price for 950 CE is as follows
On 21 Nov RAMCOCEM was trading at 914.95. The strike last trading price was 3.3, which was 0.55 higher than the previous day. The implied volatity was 27.55, the open interest changed by 37 which increased total open position to 265
On 20 Nov RAMCOCEM was trading at 903.55. The strike last trading price was 2.75, which was 0.00 lower than the previous day. The implied volatity was 28.63, the open interest changed by -36 which decreased total open position to 227
On 19 Nov RAMCOCEM was trading at 903.55. The strike last trading price was 2.75, which was 1.25 higher than the previous day. The implied volatity was 28.63, the open interest changed by -37 which decreased total open position to 227
On 18 Nov RAMCOCEM was trading at 894.15. The strike last trading price was 1.5, which was -1.50 lower than the previous day. The implied volatity was 26.37, the open interest changed by 19 which increased total open position to 276
On 14 Nov RAMCOCEM was trading at 902.35. The strike last trading price was 3, which was 0.05 higher than the previous day. The implied volatity was 23.18, the open interest changed by -3 which decreased total open position to 257
On 13 Nov RAMCOCEM was trading at 883.90. The strike last trading price was 2.95, which was -2.85 lower than the previous day. The implied volatity was 27.12, the open interest changed by -3 which decreased total open position to 258
On 12 Nov RAMCOCEM was trading at 910.00. The strike last trading price was 5.8, which was 2.75 higher than the previous day. The implied volatity was 23.88, the open interest changed by 95 which increased total open position to 309
On 11 Nov RAMCOCEM was trading at 870.45. The strike last trading price was 3.05, which was -0.45 lower than the previous day. The implied volatity was 29.95, the open interest changed by 56 which increased total open position to 212
On 8 Nov RAMCOCEM was trading at 865.80. The strike last trading price was 3.5, which was -2.65 lower than the previous day. The implied volatity was 29.39, the open interest changed by 42 which increased total open position to 156
On 7 Nov RAMCOCEM was trading at 876.40. The strike last trading price was 6.15, which was -0.85 lower than the previous day. The implied volatity was 32.88, the open interest changed by -5 which decreased total open position to 115
On 6 Nov RAMCOCEM was trading at 881.50. The strike last trading price was 7, which was -1.50 lower than the previous day. The implied volatity was 31.53, the open interest changed by 39 which increased total open position to 119
On 5 Nov RAMCOCEM was trading at 874.80. The strike last trading price was 8.5, which was -2.00 lower than the previous day. The implied volatity was 34.26, the open interest changed by -31 which decreased total open position to 79
On 4 Nov RAMCOCEM was trading at 877.70. The strike last trading price was 10.5, which was -5.50 lower than the previous day. The implied volatity was 36.84, the open interest changed by 18 which increased total open position to 109
On 1 Nov RAMCOCEM was trading at 892.40. The strike last trading price was 16, which was 0.00 lower than the previous day. The implied volatity was 37.98, the open interest changed by 15 which increased total open position to 90
On 31 Oct RAMCOCEM was trading at 886.55. The strike last trading price was 16, which was 0.70 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 15.3, which was 8.05 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 7.25, 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 7.25, 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 6, which was 0.85 higher 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 5.15, which was -3.35 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 8.5, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| RAMCOCEM 28NOV2024 950 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.77
Vega: 0.39
Theta: -0.74
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 914.95 | 39.2 | 0.40 | 34.27 | 7 | -1 | 12 |
| 20 Nov | 903.55 | 38.8 | 0.00 | - | 9 | 1 | 13 |
| 19 Nov | 903.55 | 38.8 | -19.05 | - | 9 | 1 | 13 |
| 18 Nov | 894.15 | 57.85 | -8.00 | 28.57 | 3 | 0 | 11 |
| 14 Nov | 902.35 | 65.85 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Nov | 883.90 | 65.85 | 20.85 | 35.26 | 2 | -1 | 10 |
| 12 Nov | 910.00 | 45 | -50.30 | 29.09 | 32 | 11 | 11 |
| 11 Nov | 870.45 | 95.3 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 865.80 | 95.3 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 876.40 | 95.3 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 881.50 | 95.3 | 0.00 | - | 0 | 0 | 0 |
| 5 Nov | 874.80 | 95.3 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 877.70 | 95.3 | 0.00 | - | 0 | 0 | 0 |
| 1 Nov | 892.40 | 95.3 | 0.00 | - | 0 | 0 | 0 |
| 31 Oct | 886.55 | 95.3 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 882.65 | 95.3 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 864.90 | 95.3 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 856.95 | 95.3 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 853.05 | 95.3 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 848.90 | 95.3 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 870.75 | 95.3 | - | 0 | 0 | 0 | |
For The Ramco Cements Limited - strike price 950 expiring on 28NOV2024
Delta for 950 PE is -0.77
Historical price for 950 PE is as follows
On 21 Nov RAMCOCEM was trading at 914.95. The strike last trading price was 39.2, which was 0.40 higher than the previous day. The implied volatity was 34.27, the open interest changed by -1 which decreased total open position to 12
On 20 Nov RAMCOCEM was trading at 903.55. The strike last trading price was 38.8, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 13
On 19 Nov RAMCOCEM was trading at 903.55. The strike last trading price was 38.8, which was -19.05 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 13
On 18 Nov RAMCOCEM was trading at 894.15. The strike last trading price was 57.85, which was -8.00 lower than the previous day. The implied volatity was 28.57, the open interest changed by 0 which decreased total open position to 11
On 14 Nov RAMCOCEM was trading at 902.35. The strike last trading price was 65.85, 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 13 Nov RAMCOCEM was trading at 883.90. The strike last trading price was 65.85, which was 20.85 higher than the previous day. The implied volatity was 35.26, the open interest changed by -1 which decreased total open position to 10
On 12 Nov RAMCOCEM was trading at 910.00. The strike last trading price was 45, which was -50.30 lower than the previous day. The implied volatity was 29.09, 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 95.3, 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 95.3, 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 95.3, 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 95.3, 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 95.3, 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 95.3, 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 95.3, 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 95.3, 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 30 Oct RAMCOCEM was trading at 882.65. The strike last trading price was 95.3, 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 29 Oct RAMCOCEM was trading at 864.90. The strike last trading price was 95.3, 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 28 Oct RAMCOCEM was trading at 856.95. The strike last trading price was 95.3, 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 25 Oct RAMCOCEM was trading at 853.05. The strike last trading price was 95.3, 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 95.3, 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 95.3, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
