RAMCOCEM
The Ramco Cements Limited
Historical option data for RAMCOCEM
20 Dec 2024 04:11 PM IST
| RAMCOCEM 26DEC2024 970 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.77
Vega: 0.38
Theta: -0.83
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 986.10 | 21.45 | -33.95 | 19.76 | 56 | -9 | 68 | |||
| 19 Dec | 1027.85 | 55.4 | -11.40 | - | 3 | 0 | 77 | |||
| 18 Dec | 1031.05 | 66.8 | -5.90 | 40.85 | 1 | 0 | 78 | |||
| 17 Dec | 1035.10 | 72.7 | -7.95 | - | 1 | 0 | 79 | |||
| 16 Dec | 1047.65 | 80.65 | 4.60 | 35.25 | 11 | -3 | 80 | |||
| 13 Dec | 1040.70 | 76.05 | 35.10 | 26.80 | 7 | 4 | 83 | |||
| 12 Dec | 998.10 | 40.95 | -16.30 | 27.76 | 25 | -3 | 78 | |||
| 11 Dec | 1020.45 | 57.25 | 5.25 | 23.76 | 1 | 0 | 81 | |||
| 10 Dec | 1013.95 | 52 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 9 Dec | 1014.45 | 52 | -4.80 | 16.06 | 1 | 0 | 81 | |||
| 6 Dec | 1013.05 | 56.8 | -9.45 | 28.95 | 4 | 0 | 81 | |||
| 5 Dec | 1022.05 | 66.25 | -9.15 | 33.42 | 3 | 0 | 80 | |||
| 4 Dec | 1040.65 | 75.4 | -2.90 | - | 14 | 9 | 80 | |||
| 3 Dec | 1040.10 | 78.3 | 2.30 | 20.93 | 17 | 6 | 72 | |||
| 2 Dec | 1035.25 | 76 | 14.45 | 24.72 | 27 | 14 | 64 | |||
| 29 Nov | 1014.80 | 61.55 | 27.05 | 30.50 | 54 | 8 | 49 | |||
| 28 Nov | 974.90 | 34.5 | -2.30 | 26.58 | 48 | -14 | 36 | |||
| 27 Nov | 978.10 | 36.8 | 10.00 | 25.84 | 181 | 20 | 50 | |||
| 26 Nov | 959.85 | 26.8 | -7.15 | 24.16 | 23 | -1 | 30 | |||
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| 25 Nov | 969.65 | 33.95 | 11.35 | 25.92 | 94 | 32 | 32 | |||
| 22 Nov | 944.95 | 22.6 | 5.75 | 25.78 | 15 | 8 | 8 | |||
| 21 Nov | 914.95 | 16.85 | 0.00 | 4.41 | 0 | 0 | 0 | |||
| 20 Nov | 903.55 | 16.85 | 0.00 | 5.38 | 0 | 0 | 0 | |||
| 19 Nov | 903.55 | 16.85 | 0.00 | 5.38 | 0 | 0 | 0 | |||
| 18 Nov | 894.15 | 16.85 | 0.00 | 6.17 | 0 | 0 | 0 | |||
| 14 Nov | 902.35 | 16.85 | 0.00 | 5.10 | 0 | 0 | 0 | |||
| 13 Nov | 883.90 | 16.85 | 6.07 | 0 | 0 | 0 | ||||
For The Ramco Cements Limited - strike price 970 expiring on 26DEC2024
Delta for 970 CE is 0.77
Historical price for 970 CE is as follows
On 20 Dec RAMCOCEM was trading at 986.10. The strike last trading price was 21.45, which was -33.95 lower than the previous day. The implied volatity was 19.76, the open interest changed by -9 which decreased total open position to 68
On 19 Dec RAMCOCEM was trading at 1027.85. The strike last trading price was 55.4, which was -11.40 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 77
On 18 Dec RAMCOCEM was trading at 1031.05. The strike last trading price was 66.8, which was -5.90 lower than the previous day. The implied volatity was 40.85, the open interest changed by 0 which decreased total open position to 78
On 17 Dec RAMCOCEM was trading at 1035.10. The strike last trading price was 72.7, which was -7.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 79
On 16 Dec RAMCOCEM was trading at 1047.65. The strike last trading price was 80.65, which was 4.60 higher than the previous day. The implied volatity was 35.25, the open interest changed by -3 which decreased total open position to 80
On 13 Dec RAMCOCEM was trading at 1040.70. The strike last trading price was 76.05, which was 35.10 higher than the previous day. The implied volatity was 26.80, the open interest changed by 4 which increased total open position to 83
On 12 Dec RAMCOCEM was trading at 998.10. The strike last trading price was 40.95, which was -16.30 lower than the previous day. The implied volatity was 27.76, the open interest changed by -3 which decreased total open position to 78
On 11 Dec RAMCOCEM was trading at 1020.45. The strike last trading price was 57.25, which was 5.25 higher than the previous day. The implied volatity was 23.76, the open interest changed by 0 which decreased total open position to 81
On 10 Dec RAMCOCEM was trading at 1013.95. The strike last trading price was 52, 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 9 Dec RAMCOCEM was trading at 1014.45. The strike last trading price was 52, which was -4.80 lower than the previous day. The implied volatity was 16.06, the open interest changed by 0 which decreased total open position to 81
On 6 Dec RAMCOCEM was trading at 1013.05. The strike last trading price was 56.8, which was -9.45 lower than the previous day. The implied volatity was 28.95, the open interest changed by 0 which decreased total open position to 81
On 5 Dec RAMCOCEM was trading at 1022.05. The strike last trading price was 66.25, which was -9.15 lower than the previous day. The implied volatity was 33.42, the open interest changed by 0 which decreased total open position to 80
On 4 Dec RAMCOCEM was trading at 1040.65. The strike last trading price was 75.4, which was -2.90 lower than the previous day. The implied volatity was -, the open interest changed by 9 which increased total open position to 80
On 3 Dec RAMCOCEM was trading at 1040.10. The strike last trading price was 78.3, which was 2.30 higher than the previous day. The implied volatity was 20.93, the open interest changed by 6 which increased total open position to 72
On 2 Dec RAMCOCEM was trading at 1035.25. The strike last trading price was 76, which was 14.45 higher than the previous day. The implied volatity was 24.72, the open interest changed by 14 which increased total open position to 64
On 29 Nov RAMCOCEM was trading at 1014.80. The strike last trading price was 61.55, which was 27.05 higher than the previous day. The implied volatity was 30.50, the open interest changed by 8 which increased total open position to 49
On 28 Nov RAMCOCEM was trading at 974.90. The strike last trading price was 34.5, which was -2.30 lower than the previous day. The implied volatity was 26.58, the open interest changed by -14 which decreased total open position to 36
On 27 Nov RAMCOCEM was trading at 978.10. The strike last trading price was 36.8, which was 10.00 higher than the previous day. The implied volatity was 25.84, the open interest changed by 20 which increased total open position to 50
On 26 Nov RAMCOCEM was trading at 959.85. The strike last trading price was 26.8, which was -7.15 lower than the previous day. The implied volatity was 24.16, the open interest changed by -1 which decreased total open position to 30
On 25 Nov RAMCOCEM was trading at 969.65. The strike last trading price was 33.95, which was 11.35 higher than the previous day. The implied volatity was 25.92, the open interest changed by 32 which increased total open position to 32
On 22 Nov RAMCOCEM was trading at 944.95. The strike last trading price was 22.6, which was 5.75 higher than the previous day. The implied volatity was 25.78, the open interest changed by 8 which increased total open position to 8
On 21 Nov RAMCOCEM was trading at 914.95. The strike last trading price was 16.85, which was 0.00 lower than the previous day. The implied volatity was 4.41, 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 16.85, which was 0.00 lower than the previous day. The implied volatity was 5.38, 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 16.85, which was 0.00 lower than the previous day. The implied volatity was 5.38, 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 16.85, which was 0.00 lower than the previous day. The implied volatity was 6.17, 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 16.85, which was 0.00 lower than the previous day. The implied volatity was 5.10, 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 16.85, which was lower than the previous day. The implied volatity was 6.07, the open interest changed by 0 which decreased total open position to 0
| RAMCOCEM 26DEC2024 970 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.25
Vega: 0.41
Theta: -0.69
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 986.10 | 4.4 | 3.15 | 22.40 | 384 | -46 | 67 |
| 19 Dec | 1027.85 | 1.25 | -0.15 | 28.60 | 156 | 30 | 113 |
| 18 Dec | 1031.05 | 1.4 | -0.05 | 28.92 | 60 | -5 | 85 |
| 17 Dec | 1035.10 | 1.45 | -0.20 | 30.92 | 41 | 0 | 90 |
| 16 Dec | 1047.65 | 1.65 | -0.80 | 31.86 | 31 | -2 | 91 |
| 13 Dec | 1040.70 | 2.45 | -5.35 | 29.76 | 275 | 12 | 93 |
| 12 Dec | 998.10 | 7.8 | 4.40 | 25.80 | 250 | -1 | 81 |
| 11 Dec | 1020.45 | 3.4 | -2.15 | 24.91 | 127 | 9 | 83 |
| 10 Dec | 1013.95 | 5.55 | -0.45 | 25.00 | 135 | 17 | 75 |
| 9 Dec | 1014.45 | 6 | -0.55 | 27.03 | 66 | 3 | 53 |
| 6 Dec | 1013.05 | 6.55 | 1.10 | 24.74 | 101 | 8 | 52 |
| 5 Dec | 1022.05 | 5.45 | 0.80 | 24.50 | 109 | 7 | 45 |
| 4 Dec | 1040.65 | 4.65 | -0.40 | 28.27 | 83 | 0 | 38 |
| 3 Dec | 1040.10 | 5.05 | -1.75 | 28.19 | 98 | 22 | 39 |
| 2 Dec | 1035.25 | 6.8 | -4.10 | 29.36 | 58 | 2 | 18 |
| 29 Nov | 1014.80 | 10.9 | -9.40 | 26.65 | 46 | 12 | 17 |
| 28 Nov | 974.90 | 20.3 | 0.00 | 0.00 | 0 | 5 | 0 |
| 27 Nov | 978.10 | 20.3 | -69.25 | 25.20 | 14 | 5 | 5 |
| 26 Nov | 959.85 | 89.55 | 0.00 | 0.07 | 0 | 0 | 0 |
| 25 Nov | 969.65 | 89.55 | 0.00 | 1.02 | 0 | 0 | 0 |
| 22 Nov | 944.95 | 89.55 | 0.00 | - | 0 | 0 | 0 |
| 21 Nov | 914.95 | 89.55 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 903.55 | 89.55 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 903.55 | 89.55 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 894.15 | 89.55 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 902.35 | 89.55 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 883.90 | 89.55 | - | 0 | 0 | 0 | |
For The Ramco Cements Limited - strike price 970 expiring on 26DEC2024
Delta for 970 PE is -0.25
Historical price for 970 PE is as follows
On 20 Dec RAMCOCEM was trading at 986.10. The strike last trading price was 4.4, which was 3.15 higher than the previous day. The implied volatity was 22.40, the open interest changed by -46 which decreased total open position to 67
On 19 Dec RAMCOCEM was trading at 1027.85. The strike last trading price was 1.25, which was -0.15 lower than the previous day. The implied volatity was 28.60, the open interest changed by 30 which increased total open position to 113
On 18 Dec RAMCOCEM was trading at 1031.05. The strike last trading price was 1.4, which was -0.05 lower than the previous day. The implied volatity was 28.92, the open interest changed by -5 which decreased total open position to 85
On 17 Dec RAMCOCEM was trading at 1035.10. The strike last trading price was 1.45, which was -0.20 lower than the previous day. The implied volatity was 30.92, the open interest changed by 0 which decreased total open position to 90
On 16 Dec RAMCOCEM was trading at 1047.65. The strike last trading price was 1.65, which was -0.80 lower than the previous day. The implied volatity was 31.86, the open interest changed by -2 which decreased total open position to 91
On 13 Dec RAMCOCEM was trading at 1040.70. The strike last trading price was 2.45, which was -5.35 lower than the previous day. The implied volatity was 29.76, the open interest changed by 12 which increased total open position to 93
On 12 Dec RAMCOCEM was trading at 998.10. The strike last trading price was 7.8, which was 4.40 higher than the previous day. The implied volatity was 25.80, the open interest changed by -1 which decreased total open position to 81
On 11 Dec RAMCOCEM was trading at 1020.45. The strike last trading price was 3.4, which was -2.15 lower than the previous day. The implied volatity was 24.91, the open interest changed by 9 which increased total open position to 83
On 10 Dec RAMCOCEM was trading at 1013.95. The strike last trading price was 5.55, which was -0.45 lower than the previous day. The implied volatity was 25.00, the open interest changed by 17 which increased total open position to 75
On 9 Dec RAMCOCEM was trading at 1014.45. The strike last trading price was 6, which was -0.55 lower than the previous day. The implied volatity was 27.03, the open interest changed by 3 which increased total open position to 53
On 6 Dec RAMCOCEM was trading at 1013.05. The strike last trading price was 6.55, which was 1.10 higher than the previous day. The implied volatity was 24.74, the open interest changed by 8 which increased total open position to 52
On 5 Dec RAMCOCEM was trading at 1022.05. The strike last trading price was 5.45, which was 0.80 higher than the previous day. The implied volatity was 24.50, the open interest changed by 7 which increased total open position to 45
On 4 Dec RAMCOCEM was trading at 1040.65. The strike last trading price was 4.65, which was -0.40 lower than the previous day. The implied volatity was 28.27, the open interest changed by 0 which decreased total open position to 38
On 3 Dec RAMCOCEM was trading at 1040.10. The strike last trading price was 5.05, which was -1.75 lower than the previous day. The implied volatity was 28.19, the open interest changed by 22 which increased total open position to 39
On 2 Dec RAMCOCEM was trading at 1035.25. The strike last trading price was 6.8, which was -4.10 lower than the previous day. The implied volatity was 29.36, the open interest changed by 2 which increased total open position to 18
On 29 Nov RAMCOCEM was trading at 1014.80. The strike last trading price was 10.9, which was -9.40 lower than the previous day. The implied volatity was 26.65, the open interest changed by 12 which increased total open position to 17
On 28 Nov RAMCOCEM was trading at 974.90. The strike last trading price was 20.3, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 5 which increased total open position to 0
On 27 Nov RAMCOCEM was trading at 978.10. The strike last trading price was 20.3, which was -69.25 lower than the previous day. The implied volatity was 25.20, the open interest changed by 5 which increased total open position to 5
On 26 Nov RAMCOCEM was trading at 959.85. The strike last trading price was 89.55, which was 0.00 lower than the previous day. The implied volatity was 0.07, the open interest changed by 0 which decreased total open position to 0
On 25 Nov RAMCOCEM was trading at 969.65. The strike last trading price was 89.55, which was 0.00 lower than the previous day. The implied volatity was 1.02, the open interest changed by 0 which decreased total open position to 0
On 22 Nov RAMCOCEM was trading at 944.95. The strike last trading price was 89.55, 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 89.55, 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 89.55, 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 89.55, 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 89.55, 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 89.55, 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 89.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
