RAMCOCEM
The Ramco Cements Limited
Historical option data for RAMCOCEM
20 Dec 2024 04:11 PM IST
| RAMCOCEM 26DEC2024 980 CE | ||||||||||
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Delta: 0.60
Vega: 0.49
Theta: -1.31
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 986.10 | 18.6 | -33.90 | 28.22 | 86 | 20 | 138 | |||
| 19 Dec | 1027.85 | 52.5 | -5.40 | 36.35 | 5 | 1 | 118 | |||
| 18 Dec | 1031.05 | 57.9 | -18.10 | 39.04 | 2 | 0 | 115 | |||
| 17 Dec | 1035.10 | 76 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 16 Dec | 1047.65 | 76 | 10.70 | 45.75 | 3 | 0 | 115 | |||
| 13 Dec | 1040.70 | 65.3 | 33.25 | 20.59 | 76 | -1 | 114 | |||
| 12 Dec | 998.10 | 32.05 | -12.90 | 24.77 | 65 | -18 | 116 | |||
| 11 Dec | 1020.45 | 44.95 | 0.00 | 0.00 | 0 | -19 | 0 | |||
| 10 Dec | 1013.95 | 44.95 | 1.05 | 28.55 | 52 | -17 | 136 | |||
| 9 Dec | 1014.45 | 43.9 | -1.30 | 18.05 | 17 | 1 | 154 | |||
| 6 Dec | 1013.05 | 45.2 | -4.80 | 23.21 | 6 | -1 | 153 | |||
| 5 Dec | 1022.05 | 50 | -20.15 | 21.24 | 22 | -10 | 155 | |||
| 4 Dec | 1040.65 | 70.15 | -0.15 | 21.67 | 10 | 1 | 168 | |||
| 3 Dec | 1040.10 | 70.3 | 2.50 | 23.02 | 28 | -4 | 164 | |||
| 2 Dec | 1035.25 | 67.8 | 19.20 | 25.05 | 207 | 93 | 170 | |||
| 29 Nov | 1014.80 | 48.6 | 19.45 | 23.94 | 312 | 21 | 79 | |||
| 28 Nov | 974.90 | 29.15 | -3.55 | 26.41 | 99 | 8 | 57 | |||
| 27 Nov | 978.10 | 32.7 | 9.30 | 27.05 | 179 | 15 | 47 | |||
| 26 Nov | 959.85 | 23.4 | -7.50 | 25.21 | 16 | 2 | 32 | |||
| 25 Nov | 969.65 | 30.9 | 14.30 | 27.68 | 80 | 30 | 30 | |||
| 22 Nov | 944.95 | 16.6 | -3.65 | 23.69 | 2 | 1 | 1 | |||
| 21 Nov | 914.95 | 20.25 | 0.00 | 5.26 | 0 | 0 | 0 | |||
| 20 Nov | 903.55 | 20.25 | 0.00 | 6.27 | 0 | 0 | 0 | |||
| 19 Nov | 903.55 | 20.25 | 0.00 | 6.27 | 0 | 0 | 0 | |||
| 18 Nov | 894.15 | 20.25 | 0.00 | 6.95 | 0 | 0 | 0 | |||
| 14 Nov | 902.35 | 20.25 | 0.00 | 5.87 | 0 | 0 | 0 | |||
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| 13 Nov | 883.90 | 20.25 | 20.25 | 7.04 | 0 | 0 | 0 | |||
| 31 Oct | 886.55 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 882.65 | 0 | - | 0 | 0 | 0 | ||||
For The Ramco Cements Limited - strike price 980 expiring on 26DEC2024
Delta for 980 CE is 0.60
Historical price for 980 CE is as follows
On 20 Dec RAMCOCEM was trading at 986.10. The strike last trading price was 18.6, which was -33.90 lower than the previous day. The implied volatity was 28.22, the open interest changed by 20 which increased total open position to 138
On 19 Dec RAMCOCEM was trading at 1027.85. The strike last trading price was 52.5, which was -5.40 lower than the previous day. The implied volatity was 36.35, the open interest changed by 1 which increased total open position to 118
On 18 Dec RAMCOCEM was trading at 1031.05. The strike last trading price was 57.9, which was -18.10 lower than the previous day. The implied volatity was 39.04, the open interest changed by 0 which decreased total open position to 115
On 17 Dec RAMCOCEM was trading at 1035.10. The strike last trading price was 76, 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 76, which was 10.70 higher than the previous day. The implied volatity was 45.75, the open interest changed by 0 which decreased total open position to 115
On 13 Dec RAMCOCEM was trading at 1040.70. The strike last trading price was 65.3, which was 33.25 higher than the previous day. The implied volatity was 20.59, the open interest changed by -1 which decreased total open position to 114
On 12 Dec RAMCOCEM was trading at 998.10. The strike last trading price was 32.05, which was -12.90 lower than the previous day. The implied volatity was 24.77, the open interest changed by -18 which decreased total open position to 116
On 11 Dec RAMCOCEM was trading at 1020.45. The strike last trading price was 44.95, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -19 which decreased total open position to 0
On 10 Dec RAMCOCEM was trading at 1013.95. The strike last trading price was 44.95, which was 1.05 higher than the previous day. The implied volatity was 28.55, the open interest changed by -17 which decreased total open position to 136
On 9 Dec RAMCOCEM was trading at 1014.45. The strike last trading price was 43.9, which was -1.30 lower than the previous day. The implied volatity was 18.05, the open interest changed by 1 which increased total open position to 154
On 6 Dec RAMCOCEM was trading at 1013.05. The strike last trading price was 45.2, which was -4.80 lower than the previous day. The implied volatity was 23.21, the open interest changed by -1 which decreased total open position to 153
On 5 Dec RAMCOCEM was trading at 1022.05. The strike last trading price was 50, which was -20.15 lower than the previous day. The implied volatity was 21.24, the open interest changed by -10 which decreased total open position to 155
On 4 Dec RAMCOCEM was trading at 1040.65. The strike last trading price was 70.15, which was -0.15 lower than the previous day. The implied volatity was 21.67, the open interest changed by 1 which increased total open position to 168
On 3 Dec RAMCOCEM was trading at 1040.10. The strike last trading price was 70.3, which was 2.50 higher than the previous day. The implied volatity was 23.02, the open interest changed by -4 which decreased total open position to 164
On 2 Dec RAMCOCEM was trading at 1035.25. The strike last trading price was 67.8, which was 19.20 higher than the previous day. The implied volatity was 25.05, the open interest changed by 93 which increased total open position to 170
On 29 Nov RAMCOCEM was trading at 1014.80. The strike last trading price was 48.6, which was 19.45 higher than the previous day. The implied volatity was 23.94, the open interest changed by 21 which increased total open position to 79
On 28 Nov RAMCOCEM was trading at 974.90. The strike last trading price was 29.15, which was -3.55 lower than the previous day. The implied volatity was 26.41, the open interest changed by 8 which increased total open position to 57
On 27 Nov RAMCOCEM was trading at 978.10. The strike last trading price was 32.7, which was 9.30 higher than the previous day. The implied volatity was 27.05, the open interest changed by 15 which increased total open position to 47
On 26 Nov RAMCOCEM was trading at 959.85. The strike last trading price was 23.4, which was -7.50 lower than the previous day. The implied volatity was 25.21, the open interest changed by 2 which increased total open position to 32
On 25 Nov RAMCOCEM was trading at 969.65. The strike last trading price was 30.9, which was 14.30 higher than the previous day. The implied volatity was 27.68, the open interest changed by 30 which increased total open position to 30
On 22 Nov RAMCOCEM was trading at 944.95. The strike last trading price was 16.6, which was -3.65 lower than the previous day. The implied volatity was 23.69, the open interest changed by 1 which increased total open position to 1
On 21 Nov RAMCOCEM was trading at 914.95. The strike last trading price was 20.25, which was 0.00 lower than the previous day. The implied volatity was 5.26, 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 20.25, which was 0.00 lower than the previous day. The implied volatity was 6.27, 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 20.25, which was 0.00 lower than the previous day. The implied volatity was 6.27, 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 20.25, which was 0.00 lower than the previous day. The implied volatity was 6.95, 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 20.25, which was 0.00 lower than the previous day. The implied volatity was 5.87, 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 20.25, which was 20.25 higher than the previous day. The implied volatity was 7.04, 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 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| RAMCOCEM 26DEC2024 980 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.37
Vega: 0.48
Theta: -0.71
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 986.10 | 6.75 | 4.95 | 20.50 | 836 | 28 | 164 |
| 19 Dec | 1027.85 | 1.8 | -0.15 | 27.06 | 100 | 1 | 137 |
| 18 Dec | 1031.05 | 1.95 | -0.15 | 27.44 | 119 | -33 | 136 |
| 17 Dec | 1035.10 | 2.1 | -0.30 | 30.12 | 107 | 0 | 168 |
| 16 Dec | 1047.65 | 2.4 | -0.75 | 31.39 | 218 | -27 | 169 |
| 13 Dec | 1040.70 | 3.15 | -7.30 | 28.60 | 639 | -30 | 202 |
| 12 Dec | 998.10 | 10.45 | 5.50 | 25.27 | 503 | 43 | 233 |
| 11 Dec | 1020.45 | 4.95 | -2.50 | 24.75 | 219 | 21 | 191 |
| 10 Dec | 1013.95 | 7.45 | -0.10 | 24.41 | 98 | 13 | 172 |
| 9 Dec | 1014.45 | 7.55 | -0.85 | 26.02 | 104 | -7 | 159 |
| 6 Dec | 1013.05 | 8.4 | 0.90 | 24.03 | 124 | 17 | 168 |
| 5 Dec | 1022.05 | 7.5 | 1.85 | 24.50 | 147 | 5 | 151 |
| 4 Dec | 1040.65 | 5.65 | -0.50 | 27.34 | 113 | -12 | 143 |
| 3 Dec | 1040.10 | 6.15 | -2.15 | 27.34 | 159 | -3 | 154 |
| 2 Dec | 1035.25 | 8.3 | -5.40 | 28.72 | 258 | 39 | 158 |
| 29 Nov | 1014.80 | 13.7 | -12.30 | 26.56 | 440 | 42 | 123 |
| 28 Nov | 974.90 | 26 | 0.60 | 24.87 | 116 | 43 | 81 |
| 27 Nov | 978.10 | 25.4 | -11.55 | 25.77 | 78 | 35 | 38 |
| 26 Nov | 959.85 | 36.95 | 4.85 | 28.92 | 1 | 0 | 2 |
| 25 Nov | 969.65 | 32.1 | -89.50 | 28.12 | 2 | 0 | 0 |
| 22 Nov | 944.95 | 121.6 | 0.00 | - | 0 | 0 | 0 |
| 21 Nov | 914.95 | 121.6 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 903.55 | 121.6 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 903.55 | 121.6 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 894.15 | 121.6 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 902.35 | 121.6 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 883.90 | 121.6 | 121.60 | - | 0 | 0 | 0 |
| 31 Oct | 886.55 | 0 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 882.65 | 0 | - | 0 | 0 | 0 | |
For The Ramco Cements Limited - strike price 980 expiring on 26DEC2024
Delta for 980 PE is -0.37
Historical price for 980 PE is as follows
On 20 Dec RAMCOCEM was trading at 986.10. The strike last trading price was 6.75, which was 4.95 higher than the previous day. The implied volatity was 20.50, the open interest changed by 28 which increased total open position to 164
On 19 Dec RAMCOCEM was trading at 1027.85. The strike last trading price was 1.8, which was -0.15 lower than the previous day. The implied volatity was 27.06, the open interest changed by 1 which increased total open position to 137
On 18 Dec RAMCOCEM was trading at 1031.05. The strike last trading price was 1.95, which was -0.15 lower than the previous day. The implied volatity was 27.44, the open interest changed by -33 which decreased total open position to 136
On 17 Dec RAMCOCEM was trading at 1035.10. The strike last trading price was 2.1, which was -0.30 lower than the previous day. The implied volatity was 30.12, the open interest changed by 0 which decreased total open position to 168
On 16 Dec RAMCOCEM was trading at 1047.65. The strike last trading price was 2.4, which was -0.75 lower than the previous day. The implied volatity was 31.39, the open interest changed by -27 which decreased total open position to 169
On 13 Dec RAMCOCEM was trading at 1040.70. The strike last trading price was 3.15, which was -7.30 lower than the previous day. The implied volatity was 28.60, the open interest changed by -30 which decreased total open position to 202
On 12 Dec RAMCOCEM was trading at 998.10. The strike last trading price was 10.45, which was 5.50 higher than the previous day. The implied volatity was 25.27, the open interest changed by 43 which increased total open position to 233
On 11 Dec RAMCOCEM was trading at 1020.45. The strike last trading price was 4.95, which was -2.50 lower than the previous day. The implied volatity was 24.75, the open interest changed by 21 which increased total open position to 191
On 10 Dec RAMCOCEM was trading at 1013.95. The strike last trading price was 7.45, which was -0.10 lower than the previous day. The implied volatity was 24.41, the open interest changed by 13 which increased total open position to 172
On 9 Dec RAMCOCEM was trading at 1014.45. The strike last trading price was 7.55, which was -0.85 lower than the previous day. The implied volatity was 26.02, the open interest changed by -7 which decreased total open position to 159
On 6 Dec RAMCOCEM was trading at 1013.05. The strike last trading price was 8.4, which was 0.90 higher than the previous day. The implied volatity was 24.03, the open interest changed by 17 which increased total open position to 168
On 5 Dec RAMCOCEM was trading at 1022.05. The strike last trading price was 7.5, which was 1.85 higher than the previous day. The implied volatity was 24.50, the open interest changed by 5 which increased total open position to 151
On 4 Dec RAMCOCEM was trading at 1040.65. The strike last trading price was 5.65, which was -0.50 lower than the previous day. The implied volatity was 27.34, the open interest changed by -12 which decreased total open position to 143
On 3 Dec RAMCOCEM was trading at 1040.10. The strike last trading price was 6.15, which was -2.15 lower than the previous day. The implied volatity was 27.34, the open interest changed by -3 which decreased total open position to 154
On 2 Dec RAMCOCEM was trading at 1035.25. The strike last trading price was 8.3, which was -5.40 lower than the previous day. The implied volatity was 28.72, the open interest changed by 39 which increased total open position to 158
On 29 Nov RAMCOCEM was trading at 1014.80. The strike last trading price was 13.7, which was -12.30 lower than the previous day. The implied volatity was 26.56, the open interest changed by 42 which increased total open position to 123
On 28 Nov RAMCOCEM was trading at 974.90. The strike last trading price was 26, which was 0.60 higher than the previous day. The implied volatity was 24.87, the open interest changed by 43 which increased total open position to 81
On 27 Nov RAMCOCEM was trading at 978.10. The strike last trading price was 25.4, which was -11.55 lower than the previous day. The implied volatity was 25.77, the open interest changed by 35 which increased total open position to 38
On 26 Nov RAMCOCEM was trading at 959.85. The strike last trading price was 36.95, which was 4.85 higher than the previous day. The implied volatity was 28.92, the open interest changed by 0 which decreased total open position to 2
On 25 Nov RAMCOCEM was trading at 969.65. The strike last trading price was 32.1, which was -89.50 lower than the previous day. The implied volatity was 28.12, 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 121.6, 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 0
On 21 Nov RAMCOCEM was trading at 914.95. The strike last trading price was 121.6, 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 0
On 20 Nov RAMCOCEM was trading at 903.55. The strike last trading price was 121.6, 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 0
On 19 Nov RAMCOCEM was trading at 903.55. The strike last trading price was 121.6, 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 0
On 18 Nov RAMCOCEM was trading at 894.15. The strike last trading price was 121.6, 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 0
On 14 Nov RAMCOCEM was trading at 902.35. The strike last trading price was 121.6, 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 0
On 13 Nov RAMCOCEM was trading at 883.90. The strike last trading price was 121.6, which was 121.60 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 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
