RAMCOCEM
The Ramco Cements Limited
Historical option data for RAMCOCEM
14 Nov 2024 04:11 PM IST
| RAMCOCEM 28NOV2024 960 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.11
Vega: 0.33
Theta: -0.31
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 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 0.11
Historical price for 960 CE is as follows
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: -0.85
Vega: 0.41
Theta: -0.19
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 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 -0.85
Historical price for 960 PE is as follows
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
