RAMCOCEM
The Ramco Cements Limited
Historical option data for RAMCOCEM
21 Nov 2024 04:11 PM IST
| RAMCOCEM 28NOV2024 970 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.08
Vega: 0.19
Theta: -0.41
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 914.95 | 1.3 | 0.15 | 28.77 | 64 | -22 | 61 | |||
| 20 Nov | 903.55 | 1.15 | 0.00 | 29.39 | 92 | -1 | 83 | |||
| 19 Nov | 903.55 | 1.15 | 0.35 | 29.39 | 92 | -1 | 83 | |||
| 18 Nov | 894.15 | 0.8 | -0.65 | 28.88 | 33 | -9 | 85 | |||
| 14 Nov | 902.35 | 1.45 | -0.20 | 24.48 | 103 | -3 | 94 | |||
| 13 Nov | 883.90 | 1.65 | -1.15 | 28.57 | 160 | -15 | 96 | |||
| 12 Nov | 910.00 | 2.8 | 1.15 | 24.24 | 862 | 73 | 115 | |||
| 11 Nov | 870.45 | 1.65 | -0.55 | 30.51 | 82 | -10 | 36 | |||
| 8 Nov | 865.80 | 2.2 | -1.60 | 30.65 | 42 | -7 | 45 | |||
| 7 Nov | 876.40 | 3.8 | -0.75 | 33.20 | 46 | 24 | 51 | |||
| 6 Nov | 881.50 | 4.55 | -1.35 | 32.29 | 34 | 13 | 28 | |||
|
|
||||||||||
| 5 Nov | 874.80 | 5.9 | -1.75 | 35.17 | 13 | 11 | 15 | |||
| 4 Nov | 877.70 | 7.65 | -2.95 | 37.84 | 4 | 0 | 3 | |||
| 1 Nov | 892.40 | 10.6 | 0.50 | 36.75 | 2 | 0 | 1 | |||
| 31 Oct | 886.55 | 10.1 | -3.85 | - | 1 | 0 | 0 | |||
| 30 Oct | 882.65 | 13.95 | - | 0 | 0 | 0 | ||||
For The Ramco Cements Limited - strike price 970 expiring on 28NOV2024
Delta for 970 CE is 0.08
Historical price for 970 CE is as follows
On 21 Nov RAMCOCEM was trading at 914.95. The strike last trading price was 1.3, which was 0.15 higher than the previous day. The implied volatity was 28.77, the open interest changed by -22 which decreased total open position to 61
On 20 Nov RAMCOCEM was trading at 903.55. The strike last trading price was 1.15, which was 0.00 lower than the previous day. The implied volatity was 29.39, the open interest changed by -1 which decreased total open position to 83
On 19 Nov RAMCOCEM was trading at 903.55. The strike last trading price was 1.15, which was 0.35 higher than the previous day. The implied volatity was 29.39, the open interest changed by -1 which decreased total open position to 83
On 18 Nov RAMCOCEM was trading at 894.15. The strike last trading price was 0.8, which was -0.65 lower than the previous day. The implied volatity was 28.88, the open interest changed by -9 which decreased total open position to 85
On 14 Nov RAMCOCEM was trading at 902.35. The strike last trading price was 1.45, which was -0.20 lower than the previous day. The implied volatity was 24.48, the open interest changed by -3 which decreased total open position to 94
On 13 Nov RAMCOCEM was trading at 883.90. The strike last trading price was 1.65, which was -1.15 lower than the previous day. The implied volatity was 28.57, the open interest changed by -15 which decreased total open position to 96
On 12 Nov RAMCOCEM was trading at 910.00. The strike last trading price was 2.8, which was 1.15 higher than the previous day. The implied volatity was 24.24, the open interest changed by 73 which increased total open position to 115
On 11 Nov RAMCOCEM was trading at 870.45. The strike last trading price was 1.65, which was -0.55 lower than the previous day. The implied volatity was 30.51, the open interest changed by -10 which decreased total open position to 36
On 8 Nov RAMCOCEM was trading at 865.80. The strike last trading price was 2.2, which was -1.60 lower than the previous day. The implied volatity was 30.65, the open interest changed by -7 which decreased total open position to 45
On 7 Nov RAMCOCEM was trading at 876.40. The strike last trading price was 3.8, which was -0.75 lower than the previous day. The implied volatity was 33.20, the open interest changed by 24 which increased total open position to 51
On 6 Nov RAMCOCEM was trading at 881.50. The strike last trading price was 4.55, which was -1.35 lower than the previous day. The implied volatity was 32.29, the open interest changed by 13 which increased total open position to 28
On 5 Nov RAMCOCEM was trading at 874.80. The strike last trading price was 5.9, which was -1.75 lower than the previous day. The implied volatity was 35.17, the open interest changed by 11 which increased total open position to 15
On 4 Nov RAMCOCEM was trading at 877.70. The strike last trading price was 7.65, which was -2.95 lower than the previous day. The implied volatity was 37.84, the open interest changed by 0 which decreased total open position to 3
On 1 Nov RAMCOCEM was trading at 892.40. The strike last trading price was 10.6, which was 0.50 higher than the previous day. The implied volatity was 36.75, the open interest changed by 0 which decreased total open position to 1
On 31 Oct RAMCOCEM was trading at 886.55. The strike last trading price was 10.1, which was -3.85 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 13.95, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| RAMCOCEM 28NOV2024 970 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 914.95 | 54.1 | 0.00 | 0.00 | 0 | -2 | 0 |
| 20 Nov | 903.55 | 54.1 | 0.00 | - | 2 | -2 | 8 |
| 19 Nov | 903.55 | 54.1 | -6.45 | - | 2 | 0 | 8 |
| 18 Nov | 894.15 | 60.55 | 0.00 | 0.00 | 0 | 0 | 0 |
| 14 Nov | 902.35 | 60.55 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Nov | 883.90 | 60.55 | 0.00 | 0.00 | 0 | 8 | 0 |
| 12 Nov | 910.00 | 60.55 | -50.30 | 28.37 | 9 | 6 | 6 |
| 11 Nov | 870.45 | 110.85 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 865.80 | 110.85 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 876.40 | 110.85 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 881.50 | 110.85 | 0.00 | - | 0 | 0 | 0 |
| 5 Nov | 874.80 | 110.85 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 877.70 | 110.85 | 0.00 | - | 0 | 0 | 0 |
| 1 Nov | 892.40 | 110.85 | 0.00 | - | 0 | 0 | 0 |
| 31 Oct | 886.55 | 110.85 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 882.65 | 110.85 | - | 0 | 0 | 0 | |
For The Ramco Cements Limited - strike price 970 expiring on 28NOV2024
Delta for 970 PE is 0.00
Historical price for 970 PE is as follows
On 21 Nov RAMCOCEM was trading at 914.95. The strike last trading price was 54.1, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -2 which decreased total open position to 0
On 20 Nov RAMCOCEM was trading at 903.55. The strike last trading price was 54.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 8
On 19 Nov RAMCOCEM was trading at 903.55. The strike last trading price was 54.1, which was -6.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8
On 18 Nov RAMCOCEM was trading at 894.15. The strike last trading price was 60.55, 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 14 Nov RAMCOCEM was trading at 902.35. The strike last trading price was 60.55, 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 60.55, 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 60.55, which was -50.30 lower than the previous day. The implied volatity was 28.37, the open interest changed by 6 which increased total open position to 6
On 11 Nov RAMCOCEM was trading at 870.45. The strike last trading price was 110.85, 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 110.85, 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 110.85, 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 110.85, 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 110.85, 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 110.85, 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 110.85, 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 110.85, 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 110.85, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
