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Related Pages for RAMCOCEM
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RAMCOCEM
The Ramco Cements Limited
914.95 11.40 (1.26%)

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Historical option data for RAMCOCEM

21 Nov 2024 04:11 PM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
RAMCOCEM 28NOV2024 960 CE
Delta: 0.12
Vega: 0.26
Theta: -0.56
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
21 Nov 914.95 2.2 0.40 28.59 149 1 102
20 Nov 903.55 1.8 0.00 29.04 195 -7 100
19 Nov 903.55 1.8 0.85 29.04 195 -8 100
18 Nov 894.15 0.95 -1.25 26.85 79 -7 108
14 Nov 902.35 2.2 0.10 24.18 270 -39 116
13 Nov 883.90 2.1 -1.90 27.51 334 35 155
12 Nov 910.00 4 1.80 23.91 1,105 88 127
11 Nov 870.45 2.2 -0.90 30.06 36 -5 39
8 Nov 865.80 3.1 -1.80 30.93 48 13 37
7 Nov 876.40 4.9 -0.60 33.14 48 3 25
6 Nov 881.50 5.5 -2.75 31.62 15 2 23
5 Nov 874.80 8.25 -0.60 36.69 2 1 21
4 Nov 877.70 8.85 -4.00 37.16 27 2 6
1 Nov 892.40 12.85 0.00 0.00 0 4 0
31 Oct 886.55 12.85 -2.85 - 4 3 3
30 Oct 882.65 15.7 0.00 - 0 0 0
26 Sept 861.00 15.7 - 0 0 0

For The Ramco Cements Limited - strike price 960 expiring on 28NOV2024

Delta for 960 CE is 0.12

Historical price for 960 CE is as follows

On 21 Nov RAMCOCEM was trading at 914.95. The strike last trading price was 2.2, which was 0.40 higher than the previous day. The implied volatity was 28.59, the open interest changed by 1 which increased total open position to 102


On 20 Nov RAMCOCEM was trading at 903.55. The strike last trading price was 1.8, which was 0.00 lower than the previous day. The implied volatity was 29.04, the open interest changed by -7 which decreased total open position to 100


On 19 Nov RAMCOCEM was trading at 903.55. The strike last trading price was 1.8, which was 0.85 higher than the previous day. The implied volatity was 29.04, the open interest changed by -8 which decreased total open position to 100


On 18 Nov RAMCOCEM was trading at 894.15. The strike last trading price was 0.95, which was -1.25 lower than the previous day. The implied volatity was 26.85, the open interest changed by -7 which decreased total open position to 108


On 14 Nov RAMCOCEM was trading at 902.35. The strike last trading price was 2.2, which was 0.10 higher than the previous day. The implied volatity was 24.18, the open interest changed by -39 which decreased total open position to 116


On 13 Nov RAMCOCEM was trading at 883.90. The strike last trading price was 2.1, which was -1.90 lower than the previous day. The implied volatity was 27.51, the open interest changed by 35 which increased total open position to 155


On 12 Nov RAMCOCEM was trading at 910.00. The strike last trading price was 4, which was 1.80 higher than the previous day. The implied volatity was 23.91, the open interest changed by 88 which increased total open position to 127


On 11 Nov RAMCOCEM was trading at 870.45. The strike last trading price was 2.2, which was -0.90 lower than the previous day. The implied volatity was 30.06, the open interest changed by -5 which decreased total open position to 39


On 8 Nov RAMCOCEM was trading at 865.80. The strike last trading price was 3.1, which was -1.80 lower than the previous day. The implied volatity was 30.93, the open interest changed by 13 which increased total open position to 37


On 7 Nov RAMCOCEM was trading at 876.40. The strike last trading price was 4.9, which was -0.60 lower than the previous day. The implied volatity was 33.14, the open interest changed by 3 which increased total open position to 25


On 6 Nov RAMCOCEM was trading at 881.50. The strike last trading price was 5.5, which was -2.75 lower than the previous day. The implied volatity was 31.62, the open interest changed by 2 which increased total open position to 23


On 5 Nov RAMCOCEM was trading at 874.80. The strike last trading price was 8.25, which was -0.60 lower than the previous day. The implied volatity was 36.69, the open interest changed by 1 which increased total open position to 21


On 4 Nov RAMCOCEM was trading at 877.70. The strike last trading price was 8.85, which was -4.00 lower than the previous day. The implied volatity was 37.16, the open interest changed by 2 which increased total open position to 6


On 1 Nov RAMCOCEM was trading at 892.40. The strike last trading price was 12.85, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0


On 31 Oct RAMCOCEM was trading at 886.55. The strike last trading price was 12.85, which was -2.85 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 15.7, 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 26 Sept RAMCOCEM was trading at 861.00. The strike last trading price was 15.7, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


RAMCOCEM 28NOV2024 960 PE
Delta: -0.87
Vega: 0.27
Theta: -0.34
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
21 Nov 914.95 45.9 -2.70 29.49 6 -1 7
20 Nov 903.55 48.6 0.00 - 4 0 9
19 Nov 903.55 48.6 -13.25 - 4 1 9
18 Nov 894.15 61.85 2.90 - 2 0 8
14 Nov 902.35 58.95 13.80 28.41 3 -1 7
13 Nov 883.90 45.15 0.00 0.00 0 8 0
12 Nov 910.00 45.15 -92.55 - 12 8 8
11 Nov 870.45 137.7 0.00 - 0 0 0
8 Nov 865.80 137.7 0.00 - 0 0 0
7 Nov 876.40 137.7 0.00 - 0 0 0
6 Nov 881.50 137.7 0.00 - 0 0 0
5 Nov 874.80 137.7 0.00 - 0 0 0
4 Nov 877.70 137.7 0.00 - 0 0 0
1 Nov 892.40 137.7 0.00 - 0 0 0
31 Oct 886.55 137.7 0.00 - 0 0 0
30 Oct 882.65 137.7 137.70 - 0 0 0
26 Sept 861.00 0 - 0 0 0

For The Ramco Cements Limited - strike price 960 expiring on 28NOV2024

Delta for 960 PE is -0.87

Historical price for 960 PE is as follows

On 21 Nov RAMCOCEM was trading at 914.95. The strike last trading price was 45.9, which was -2.70 lower than the previous day. The implied volatity was 29.49, the open interest changed by -1 which decreased total open position to 7


On 20 Nov RAMCOCEM was trading at 903.55. The strike last trading price was 48.6, 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 9


On 19 Nov RAMCOCEM was trading at 903.55. The strike last trading price was 48.6, which was -13.25 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 9


On 18 Nov RAMCOCEM was trading at 894.15. The strike last trading price was 61.85, which was 2.90 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8


On 14 Nov RAMCOCEM was trading at 902.35. The strike last trading price was 58.95, which was 13.80 higher than the previous day. The implied volatity was 28.41, the open interest changed by -1 which decreased total open position to 7


On 13 Nov RAMCOCEM was trading at 883.90. The strike last trading price was 45.15, 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 12 Nov RAMCOCEM was trading at 910.00. The strike last trading price was 45.15, which was -92.55 lower than the previous day. The implied volatity was -, the open interest changed by 8 which increased total open position to 8


On 11 Nov RAMCOCEM was trading at 870.45. The strike last trading price was 137.7, 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 137.7, 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 137.7, 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 137.7, 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 137.7, 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 137.7, 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 137.7, 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 137.7, 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 137.7, which was 137.70 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 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to