RAMCOCEM
The Ramco Cements Limited
Historical option data for RAMCOCEM
20 Dec 2024 04:11 PM IST
| RAMCOCEM 26DEC2024 960 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.82
Vega: 0.34
Theta: -0.92
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 986.10 | 31.35 | -41.80 | 25.44 | 28 | -5 | 41 | |||
| 19 Dec | 1027.85 | 73.15 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 18 Dec | 1031.05 | 73.15 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 17 Dec | 1035.10 | 73.15 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 16 Dec | 1047.65 | 73.15 | 0.00 | 0.00 | 0 | -5 | 0 | |||
| 13 Dec | 1040.70 | 73.15 | 24.50 | - | 18 | -6 | 45 | |||
| 12 Dec | 998.10 | 48.65 | -16.80 | 28.22 | 4 | 1 | 50 | |||
| 11 Dec | 1020.45 | 65.45 | 6.80 | 11.34 | 5 | 0 | 48 | |||
| 10 Dec | 1013.95 | 58.65 | -0.75 | 25.52 | 2 | 0 | 47 | |||
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| 9 Dec | 1014.45 | 59.4 | -10.80 | - | 2 | 0 | 47 | |||
| 6 Dec | 1013.05 | 70.2 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 5 Dec | 1022.05 | 70.2 | -14.25 | 27.67 | 5 | 1 | 47 | |||
| 4 Dec | 1040.65 | 84.45 | 18.20 | - | 4 | 0 | 46 | |||
| 3 Dec | 1040.10 | 66.25 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 2 Dec | 1035.25 | 66.25 | 0.00 | 0.00 | 0 | 34 | 0 | |||
| 29 Nov | 1014.80 | 66.25 | 27.85 | 27.41 | 60 | 35 | 47 | |||
| 28 Nov | 974.90 | 38.4 | -1.80 | 24.78 | 6 | 0 | 13 | |||
| 27 Nov | 978.10 | 40.2 | 6.75 | 23.28 | 59 | 2 | 13 | |||
| 26 Nov | 959.85 | 33.45 | -5.80 | 25.55 | 19 | 7 | 10 | |||
| 25 Nov | 969.65 | 39.25 | 14.40 | 25.98 | 5 | 3 | 3 | |||
| 22 Nov | 944.95 | 24.85 | 0.00 | 0.65 | 0 | 0 | 0 | |||
| 21 Nov | 914.95 | 24.85 | 0.00 | 3.52 | 0 | 0 | 0 | |||
| 20 Nov | 903.55 | 24.85 | 0.00 | 4.54 | 0 | 0 | 0 | |||
| 19 Nov | 903.55 | 24.85 | 0.00 | 4.54 | 0 | 0 | 0 | |||
| 18 Nov | 894.15 | 24.85 | 0.00 | 5.35 | 0 | 0 | 0 | |||
| 14 Nov | 902.35 | 24.85 | 0.00 | 4.35 | 0 | 0 | 0 | |||
| 13 Nov | 883.90 | 24.85 | 24.85 | 5.42 | 0 | 0 | 0 | |||
| 31 Oct | 886.55 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 882.65 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 864.90 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 870.75 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 870.10 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 869.85 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 861.55 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 862.05 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 868.45 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 872.95 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 877.90 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 867.00 | 0 | - | 0 | 0 | 0 | ||||
For The Ramco Cements Limited - strike price 960 expiring on 26DEC2024
Delta for 960 CE is 0.82
Historical price for 960 CE is as follows
On 20 Dec RAMCOCEM was trading at 986.10. The strike last trading price was 31.35, which was -41.80 lower than the previous day. The implied volatity was 25.44, the open interest changed by -5 which decreased total open position to 41
On 19 Dec RAMCOCEM was trading at 1027.85. The strike last trading price was 73.15, 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 18 Dec RAMCOCEM was trading at 1031.05. The strike last trading price was 73.15, 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 17 Dec RAMCOCEM was trading at 1035.10. The strike last trading price was 73.15, 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 16 Dec RAMCOCEM was trading at 1047.65. The strike last trading price was 73.15, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -5 which decreased total open position to 0
On 13 Dec RAMCOCEM was trading at 1040.70. The strike last trading price was 73.15, which was 24.50 higher than the previous day. The implied volatity was -, the open interest changed by -6 which decreased total open position to 45
On 12 Dec RAMCOCEM was trading at 998.10. The strike last trading price was 48.65, which was -16.80 lower than the previous day. The implied volatity was 28.22, the open interest changed by 1 which increased total open position to 50
On 11 Dec RAMCOCEM was trading at 1020.45. The strike last trading price was 65.45, which was 6.80 higher than the previous day. The implied volatity was 11.34, the open interest changed by 0 which decreased total open position to 48
On 10 Dec RAMCOCEM was trading at 1013.95. The strike last trading price was 58.65, which was -0.75 lower than the previous day. The implied volatity was 25.52, the open interest changed by 0 which decreased total open position to 47
On 9 Dec RAMCOCEM was trading at 1014.45. The strike last trading price was 59.4, which was -10.80 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 47
On 6 Dec RAMCOCEM was trading at 1013.05. The strike last trading price was 70.2, 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 5 Dec RAMCOCEM was trading at 1022.05. The strike last trading price was 70.2, which was -14.25 lower than the previous day. The implied volatity was 27.67, the open interest changed by 1 which increased total open position to 47
On 4 Dec RAMCOCEM was trading at 1040.65. The strike last trading price was 84.45, which was 18.20 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 46
On 3 Dec RAMCOCEM was trading at 1040.10. The strike last trading price was 66.25, 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 2 Dec RAMCOCEM was trading at 1035.25. The strike last trading price was 66.25, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 34 which increased total open position to 0
On 29 Nov RAMCOCEM was trading at 1014.80. The strike last trading price was 66.25, which was 27.85 higher than the previous day. The implied volatity was 27.41, the open interest changed by 35 which increased total open position to 47
On 28 Nov RAMCOCEM was trading at 974.90. The strike last trading price was 38.4, which was -1.80 lower than the previous day. The implied volatity was 24.78, the open interest changed by 0 which decreased total open position to 13
On 27 Nov RAMCOCEM was trading at 978.10. The strike last trading price was 40.2, which was 6.75 higher than the previous day. The implied volatity was 23.28, the open interest changed by 2 which increased total open position to 13
On 26 Nov RAMCOCEM was trading at 959.85. The strike last trading price was 33.45, which was -5.80 lower than the previous day. The implied volatity was 25.55, the open interest changed by 7 which increased total open position to 10
On 25 Nov RAMCOCEM was trading at 969.65. The strike last trading price was 39.25, which was 14.40 higher than the previous day. The implied volatity was 25.98, the open interest changed by 3 which increased total open position to 3
On 22 Nov RAMCOCEM was trading at 944.95. The strike last trading price was 24.85, which was 0.00 lower than the previous day. The implied volatity was 0.65, the open interest changed by 0 which decreased total open position to 0
On 21 Nov RAMCOCEM was trading at 914.95. The strike last trading price was 24.85, which was 0.00 lower than the previous day. The implied volatity was 3.52, 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 24.85, which was 0.00 lower than the previous day. The implied volatity was 4.54, 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 24.85, which was 0.00 lower than the previous day. The implied volatity was 4.54, 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 24.85, which was 0.00 lower than the previous day. The implied volatity was 5.35, 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 24.85, which was 0.00 lower than the previous day. The implied volatity was 4.35, 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 24.85, which was 24.85 higher than the previous day. The implied volatity was 5.42, 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 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 30 Oct RAMCOCEM was trading at 882.65. 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 29 Oct RAMCOCEM was trading at 864.90. 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 16 Oct RAMCOCEM was trading at 870.75. 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 15 Oct RAMCOCEM was trading at 870.10. 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 14 Oct RAMCOCEM was trading at 869.85. 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 Oct RAMCOCEM was trading at 861.55. 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 10 Oct RAMCOCEM was trading at 862.05. 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 4 Oct RAMCOCEM was trading at 868.45. 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 3 Oct RAMCOCEM was trading at 872.95. 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 1 Oct RAMCOCEM was trading at 877.90. 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 30 Sept RAMCOCEM was trading at 867.00. 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 26DEC2024 960 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.17
Vega: 0.32
Theta: -0.59
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 986.10 | 2.75 | 1.95 | 23.85 | 438 | -33 | 146 |
| 19 Dec | 1027.85 | 0.8 | -0.20 | 29.91 | 30 | 5 | 179 |
| 18 Dec | 1031.05 | 1 | -0.15 | 30.32 | 47 | -6 | 174 |
| 17 Dec | 1035.10 | 1.15 | -0.20 | 32.68 | 90 | 15 | 178 |
| 16 Dec | 1047.65 | 1.35 | -0.50 | 33.63 | 122 | -65 | 166 |
| 13 Dec | 1040.70 | 1.85 | -3.25 | 30.68 | 383 | 43 | 231 |
| 12 Dec | 998.10 | 5.1 | 2.60 | 25.14 | 261 | -6 | 189 |
| 11 Dec | 1020.45 | 2.5 | -1.80 | 25.72 | 121 | -5 | 195 |
| 10 Dec | 1013.95 | 4.3 | -0.15 | 26.03 | 129 | -9 | 201 |
| 9 Dec | 1014.45 | 4.45 | -0.40 | 27.40 | 216 | 35 | 210 |
| 6 Dec | 1013.05 | 4.85 | 0.50 | 25.04 | 248 | 14 | 178 |
| 5 Dec | 1022.05 | 4.35 | 0.60 | 25.44 | 707 | 67 | 161 |
| 4 Dec | 1040.65 | 3.75 | -0.80 | 29.03 | 67 | -22 | 96 |
| 3 Dec | 1040.10 | 4.55 | -0.85 | 29.84 | 56 | 14 | 118 |
| 2 Dec | 1035.25 | 5.4 | -3.65 | 29.73 | 102 | -5 | 105 |
| 29 Nov | 1014.80 | 9.05 | -8.65 | 27.38 | 271 | 87 | 111 |
| 28 Nov | 974.90 | 17.7 | -1.45 | 25.41 | 53 | 5 | 25 |
| 27 Nov | 978.10 | 19.15 | -7.95 | 27.92 | 86 | 13 | 20 |
| 26 Nov | 959.85 | 27.1 | 2.50 | 29.25 | 11 | 3 | 8 |
| 25 Nov | 969.65 | 24.6 | -81.95 | 29.79 | 12 | 6 | 6 |
| 22 Nov | 944.95 | 106.55 | 0.00 | - | 0 | 0 | 0 |
| 21 Nov | 914.95 | 106.55 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 903.55 | 106.55 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 903.55 | 106.55 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 894.15 | 106.55 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 902.35 | 106.55 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 883.90 | 106.55 | 106.55 | - | 0 | 0 | 0 |
| 31 Oct | 886.55 | 0 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 882.65 | 0 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 864.90 | 0 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 870.75 | 0 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 870.10 | 0 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 869.85 | 0 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 861.55 | 0 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 862.05 | 0 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 868.45 | 0 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 872.95 | 0 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 877.90 | 0 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 867.00 | 0 | - | 0 | 0 | 0 | |
For The Ramco Cements Limited - strike price 960 expiring on 26DEC2024
Delta for 960 PE is -0.17
Historical price for 960 PE is as follows
On 20 Dec RAMCOCEM was trading at 986.10. The strike last trading price was 2.75, which was 1.95 higher than the previous day. The implied volatity was 23.85, the open interest changed by -33 which decreased total open position to 146
On 19 Dec RAMCOCEM was trading at 1027.85. The strike last trading price was 0.8, which was -0.20 lower than the previous day. The implied volatity was 29.91, the open interest changed by 5 which increased total open position to 179
On 18 Dec RAMCOCEM was trading at 1031.05. The strike last trading price was 1, which was -0.15 lower than the previous day. The implied volatity was 30.32, the open interest changed by -6 which decreased total open position to 174
On 17 Dec RAMCOCEM was trading at 1035.10. The strike last trading price was 1.15, which was -0.20 lower than the previous day. The implied volatity was 32.68, the open interest changed by 15 which increased total open position to 178
On 16 Dec RAMCOCEM was trading at 1047.65. The strike last trading price was 1.35, which was -0.50 lower than the previous day. The implied volatity was 33.63, the open interest changed by -65 which decreased total open position to 166
On 13 Dec RAMCOCEM was trading at 1040.70. The strike last trading price was 1.85, which was -3.25 lower than the previous day. The implied volatity was 30.68, the open interest changed by 43 which increased total open position to 231
On 12 Dec RAMCOCEM was trading at 998.10. The strike last trading price was 5.1, which was 2.60 higher than the previous day. The implied volatity was 25.14, the open interest changed by -6 which decreased total open position to 189
On 11 Dec RAMCOCEM was trading at 1020.45. The strike last trading price was 2.5, which was -1.80 lower than the previous day. The implied volatity was 25.72, the open interest changed by -5 which decreased total open position to 195
On 10 Dec RAMCOCEM was trading at 1013.95. The strike last trading price was 4.3, which was -0.15 lower than the previous day. The implied volatity was 26.03, the open interest changed by -9 which decreased total open position to 201
On 9 Dec RAMCOCEM was trading at 1014.45. The strike last trading price was 4.45, which was -0.40 lower than the previous day. The implied volatity was 27.40, the open interest changed by 35 which increased total open position to 210
On 6 Dec RAMCOCEM was trading at 1013.05. The strike last trading price was 4.85, which was 0.50 higher than the previous day. The implied volatity was 25.04, the open interest changed by 14 which increased total open position to 178
On 5 Dec RAMCOCEM was trading at 1022.05. The strike last trading price was 4.35, which was 0.60 higher than the previous day. The implied volatity was 25.44, the open interest changed by 67 which increased total open position to 161
On 4 Dec RAMCOCEM was trading at 1040.65. The strike last trading price was 3.75, which was -0.80 lower than the previous day. The implied volatity was 29.03, the open interest changed by -22 which decreased total open position to 96
On 3 Dec RAMCOCEM was trading at 1040.10. The strike last trading price was 4.55, which was -0.85 lower than the previous day. The implied volatity was 29.84, the open interest changed by 14 which increased total open position to 118
On 2 Dec RAMCOCEM was trading at 1035.25. The strike last trading price was 5.4, which was -3.65 lower than the previous day. The implied volatity was 29.73, the open interest changed by -5 which decreased total open position to 105
On 29 Nov RAMCOCEM was trading at 1014.80. The strike last trading price was 9.05, which was -8.65 lower than the previous day. The implied volatity was 27.38, the open interest changed by 87 which increased total open position to 111
On 28 Nov RAMCOCEM was trading at 974.90. The strike last trading price was 17.7, which was -1.45 lower than the previous day. The implied volatity was 25.41, the open interest changed by 5 which increased total open position to 25
On 27 Nov RAMCOCEM was trading at 978.10. The strike last trading price was 19.15, which was -7.95 lower than the previous day. The implied volatity was 27.92, the open interest changed by 13 which increased total open position to 20
On 26 Nov RAMCOCEM was trading at 959.85. The strike last trading price was 27.1, which was 2.50 higher than the previous day. The implied volatity was 29.25, the open interest changed by 3 which increased total open position to 8
On 25 Nov RAMCOCEM was trading at 969.65. The strike last trading price was 24.6, which was -81.95 lower than the previous day. The implied volatity was 29.79, the open interest changed by 6 which increased total open position to 6
On 22 Nov RAMCOCEM was trading at 944.95. The strike last trading price was 106.55, 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 21 Nov RAMCOCEM was trading at 914.95. The strike last trading price was 106.55, 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 106.55, 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 106.55, 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 106.55, 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 106.55, 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 106.55, which was 106.55 higher 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 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 30 Oct RAMCOCEM was trading at 882.65. 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 29 Oct RAMCOCEM was trading at 864.90. 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 16 Oct RAMCOCEM was trading at 870.75. 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 15 Oct RAMCOCEM was trading at 870.10. 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 14 Oct RAMCOCEM was trading at 869.85. 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 Oct RAMCOCEM was trading at 861.55. 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 10 Oct RAMCOCEM was trading at 862.05. 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 4 Oct RAMCOCEM was trading at 868.45. 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 3 Oct RAMCOCEM was trading at 872.95. 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 1 Oct RAMCOCEM was trading at 877.90. 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 30 Sept RAMCOCEM was trading at 867.00. 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
