RAMCOCEM
The Ramco Cements Limited
Historical option data for RAMCOCEM
20 Dec 2024 04:11 PM IST
| RAMCOCEM 26DEC2024 990 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.48
Vega: 0.50
Theta: -1.22
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 986.10 | 12.25 | -31.90 | 26.07 | 170 | -9 | 45 | |||
| 19 Dec | 1027.85 | 44.15 | 0.25 | 35.34 | 7 | -4 | 52 | |||
| 18 Dec | 1031.05 | 43.9 | -17.25 | 23.01 | 12 | 7 | 56 | |||
| 17 Dec | 1035.10 | 61.15 | -5.85 | 42.39 | 2 | 0 | 49 | |||
| 16 Dec | 1047.65 | 67 | 10.95 | 43.36 | 6 | 1 | 50 | |||
| 13 Dec | 1040.70 | 56.05 | 30.15 | 20.71 | 223 | -14 | 49 | |||
| 12 Dec | 998.10 | 25.9 | -11.40 | 24.92 | 135 | 21 | 63 | |||
| 11 Dec | 1020.45 | 37.3 | 0.00 | 0.00 | 0 | 3 | 0 | |||
| 10 Dec | 1013.95 | 37.3 | 0.90 | 27.40 | 6 | -1 | 38 | |||
| 9 Dec | 1014.45 | 36.4 | -9.60 | 19.04 | 4 | 2 | 39 | |||
| 6 Dec | 1013.05 | 46 | 0.00 | 0.00 | 0 | -1 | 0 | |||
| 5 Dec | 1022.05 | 46 | -12.90 | 25.91 | 3 | 0 | 38 | |||
| 4 Dec | 1040.65 | 58.9 | 3.90 | 16.11 | 3 | 2 | 38 | |||
| 3 Dec | 1040.10 | 55 | -7.75 | - | 2 | 0 | 36 | |||
| 2 Dec | 1035.25 | 62.75 | 19.15 | 28.79 | 72 | -16 | 36 | |||
| 29 Nov | 1014.80 | 43.6 | 19.75 | 25.70 | 177 | 19 | 52 | |||
| 28 Nov | 974.90 | 23.85 | -0.60 | 25.79 | 37 | -1 | 33 | |||
| 27 Nov | 978.10 | 24.45 | 4.95 | 23.97 | 58 | 23 | 34 | |||
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| 26 Nov | 959.85 | 19.5 | -6.55 | 25.31 | 16 | 5 | 11 | |||
| 25 Nov | 969.65 | 26.05 | 13.40 | 27.38 | 12 | 7 | 7 | |||
| 22 Nov | 944.95 | 12.65 | 0.00 | 3.41 | 0 | 0 | 0 | |||
| 21 Nov | 914.95 | 12.65 | 0.00 | 6.14 | 0 | 0 | 0 | |||
| 20 Nov | 903.55 | 12.65 | 0.00 | 7.05 | 0 | 0 | 0 | |||
| 19 Nov | 903.55 | 12.65 | 0.00 | 7.05 | 0 | 0 | 0 | |||
| 18 Nov | 894.15 | 12.65 | 0.00 | 7.37 | 0 | 0 | 0 | |||
| 14 Nov | 902.35 | 12.65 | 0.00 | 6.64 | 0 | 0 | 0 | |||
| 13 Nov | 883.90 | 12.65 | 7.53 | 0 | 0 | 0 | ||||
For The Ramco Cements Limited - strike price 990 expiring on 26DEC2024
Delta for 990 CE is 0.48
Historical price for 990 CE is as follows
On 20 Dec RAMCOCEM was trading at 986.10. The strike last trading price was 12.25, which was -31.90 lower than the previous day. The implied volatity was 26.07, the open interest changed by -9 which decreased total open position to 45
On 19 Dec RAMCOCEM was trading at 1027.85. The strike last trading price was 44.15, which was 0.25 higher than the previous day. The implied volatity was 35.34, the open interest changed by -4 which decreased total open position to 52
On 18 Dec RAMCOCEM was trading at 1031.05. The strike last trading price was 43.9, which was -17.25 lower than the previous day. The implied volatity was 23.01, the open interest changed by 7 which increased total open position to 56
On 17 Dec RAMCOCEM was trading at 1035.10. The strike last trading price was 61.15, which was -5.85 lower than the previous day. The implied volatity was 42.39, the open interest changed by 0 which decreased total open position to 49
On 16 Dec RAMCOCEM was trading at 1047.65. The strike last trading price was 67, which was 10.95 higher than the previous day. The implied volatity was 43.36, the open interest changed by 1 which increased total open position to 50
On 13 Dec RAMCOCEM was trading at 1040.70. The strike last trading price was 56.05, which was 30.15 higher than the previous day. The implied volatity was 20.71, the open interest changed by -14 which decreased total open position to 49
On 12 Dec RAMCOCEM was trading at 998.10. The strike last trading price was 25.9, which was -11.40 lower than the previous day. The implied volatity was 24.92, the open interest changed by 21 which increased total open position to 63
On 11 Dec RAMCOCEM was trading at 1020.45. The strike last trading price was 37.3, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 10 Dec RAMCOCEM was trading at 1013.95. The strike last trading price was 37.3, which was 0.90 higher than the previous day. The implied volatity was 27.40, the open interest changed by -1 which decreased total open position to 38
On 9 Dec RAMCOCEM was trading at 1014.45. The strike last trading price was 36.4, which was -9.60 lower than the previous day. The implied volatity was 19.04, the open interest changed by 2 which increased total open position to 39
On 6 Dec RAMCOCEM was trading at 1013.05. The strike last trading price was 46, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 5 Dec RAMCOCEM was trading at 1022.05. The strike last trading price was 46, which was -12.90 lower than the previous day. The implied volatity was 25.91, the open interest changed by 0 which decreased total open position to 38
On 4 Dec RAMCOCEM was trading at 1040.65. The strike last trading price was 58.9, which was 3.90 higher than the previous day. The implied volatity was 16.11, the open interest changed by 2 which increased total open position to 38
On 3 Dec RAMCOCEM was trading at 1040.10. The strike last trading price was 55, which was -7.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 36
On 2 Dec RAMCOCEM was trading at 1035.25. The strike last trading price was 62.75, which was 19.15 higher than the previous day. The implied volatity was 28.79, the open interest changed by -16 which decreased total open position to 36
On 29 Nov RAMCOCEM was trading at 1014.80. The strike last trading price was 43.6, which was 19.75 higher than the previous day. The implied volatity was 25.70, the open interest changed by 19 which increased total open position to 52
On 28 Nov RAMCOCEM was trading at 974.90. The strike last trading price was 23.85, which was -0.60 lower than the previous day. The implied volatity was 25.79, the open interest changed by -1 which decreased total open position to 33
On 27 Nov RAMCOCEM was trading at 978.10. The strike last trading price was 24.45, which was 4.95 higher than the previous day. The implied volatity was 23.97, the open interest changed by 23 which increased total open position to 34
On 26 Nov RAMCOCEM was trading at 959.85. The strike last trading price was 19.5, which was -6.55 lower than the previous day. The implied volatity was 25.31, the open interest changed by 5 which increased total open position to 11
On 25 Nov RAMCOCEM was trading at 969.65. The strike last trading price was 26.05, which was 13.40 higher than the previous day. The implied volatity was 27.38, the open interest changed by 7 which increased total open position to 7
On 22 Nov RAMCOCEM was trading at 944.95. The strike last trading price was 12.65, which was 0.00 lower than the previous day. The implied volatity was 3.41, 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 12.65, which was 0.00 lower than the previous day. The implied volatity was 6.14, 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 12.65, which was 0.00 lower than the previous day. The implied volatity was 7.05, 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 12.65, which was 0.00 lower than the previous day. The implied volatity was 7.05, 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 12.65, which was 0.00 lower than the previous day. The implied volatity was 7.37, 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 12.65, which was 0.00 lower than the previous day. The implied volatity was 6.64, 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 12.65, which was lower than the previous day. The implied volatity was 7.53, the open interest changed by 0 which decreased total open position to 0
| RAMCOCEM 26DEC2024 990 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.53
Vega: 0.50
Theta: -0.65
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 986.10 | 10.55 | 7.90 | 18.98 | 682 | -93 | 59 |
| 19 Dec | 1027.85 | 2.65 | -0.35 | 25.63 | 163 | 18 | 153 |
| 18 Dec | 1031.05 | 3 | 0.00 | 26.74 | 163 | -35 | 135 |
| 17 Dec | 1035.10 | 3 | -0.35 | 29.29 | 79 | -10 | 169 |
| 16 Dec | 1047.65 | 3.35 | -1.10 | 30.69 | 255 | 32 | 178 |
| 13 Dec | 1040.70 | 4.45 | -10.05 | 28.31 | 481 | -21 | 145 |
| 12 Dec | 998.10 | 14.5 | 7.45 | 25.70 | 1,082 | 82 | 168 |
| 11 Dec | 1020.45 | 7.05 | -2.55 | 24.64 | 77 | 2 | 86 |
| 10 Dec | 1013.95 | 9.6 | 0.10 | 23.42 | 49 | 6 | 84 |
| 9 Dec | 1014.45 | 9.5 | -1.40 | 25.03 | 45 | -7 | 78 |
| 6 Dec | 1013.05 | 10.9 | 0.85 | 23.55 | 82 | 17 | 85 |
| 5 Dec | 1022.05 | 10.05 | 3.00 | 24.47 | 95 | 6 | 67 |
| 4 Dec | 1040.65 | 7.05 | -1.00 | 26.66 | 40 | 15 | 60 |
| 3 Dec | 1040.10 | 8.05 | -2.45 | 27.27 | 125 | 2 | 48 |
| 2 Dec | 1035.25 | 10.5 | -5.85 | 28.59 | 113 | 14 | 45 |
| 29 Nov | 1014.80 | 16.35 | -88.75 | 25.85 | 145 | 32 | 32 |
| 28 Nov | 974.90 | 105.1 | 0.00 | - | 0 | 0 | 0 |
| 27 Nov | 978.10 | 105.1 | 0.00 | - | 0 | 0 | 0 |
| 26 Nov | 959.85 | 105.1 | 0.00 | - | 0 | 0 | 0 |
| 25 Nov | 969.65 | 105.1 | 0.00 | - | 0 | 0 | 0 |
| 22 Nov | 944.95 | 105.1 | 0.00 | - | 0 | 0 | 0 |
| 21 Nov | 914.95 | 105.1 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 903.55 | 105.1 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 903.55 | 105.1 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 894.15 | 105.1 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 902.35 | 105.1 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 883.90 | 105.1 | - | 0 | 0 | 0 | |
For The Ramco Cements Limited - strike price 990 expiring on 26DEC2024
Delta for 990 PE is -0.53
Historical price for 990 PE is as follows
On 20 Dec RAMCOCEM was trading at 986.10. The strike last trading price was 10.55, which was 7.90 higher than the previous day. The implied volatity was 18.98, the open interest changed by -93 which decreased total open position to 59
On 19 Dec RAMCOCEM was trading at 1027.85. The strike last trading price was 2.65, which was -0.35 lower than the previous day. The implied volatity was 25.63, the open interest changed by 18 which increased total open position to 153
On 18 Dec RAMCOCEM was trading at 1031.05. The strike last trading price was 3, which was 0.00 lower than the previous day. The implied volatity was 26.74, the open interest changed by -35 which decreased total open position to 135
On 17 Dec RAMCOCEM was trading at 1035.10. The strike last trading price was 3, which was -0.35 lower than the previous day. The implied volatity was 29.29, the open interest changed by -10 which decreased total open position to 169
On 16 Dec RAMCOCEM was trading at 1047.65. The strike last trading price was 3.35, which was -1.10 lower than the previous day. The implied volatity was 30.69, the open interest changed by 32 which increased total open position to 178
On 13 Dec RAMCOCEM was trading at 1040.70. The strike last trading price was 4.45, which was -10.05 lower than the previous day. The implied volatity was 28.31, the open interest changed by -21 which decreased total open position to 145
On 12 Dec RAMCOCEM was trading at 998.10. The strike last trading price was 14.5, which was 7.45 higher than the previous day. The implied volatity was 25.70, the open interest changed by 82 which increased total open position to 168
On 11 Dec RAMCOCEM was trading at 1020.45. The strike last trading price was 7.05, which was -2.55 lower than the previous day. The implied volatity was 24.64, the open interest changed by 2 which increased total open position to 86
On 10 Dec RAMCOCEM was trading at 1013.95. The strike last trading price was 9.6, which was 0.10 higher than the previous day. The implied volatity was 23.42, the open interest changed by 6 which increased total open position to 84
On 9 Dec RAMCOCEM was trading at 1014.45. The strike last trading price was 9.5, which was -1.40 lower than the previous day. The implied volatity was 25.03, the open interest changed by -7 which decreased total open position to 78
On 6 Dec RAMCOCEM was trading at 1013.05. The strike last trading price was 10.9, which was 0.85 higher than the previous day. The implied volatity was 23.55, the open interest changed by 17 which increased total open position to 85
On 5 Dec RAMCOCEM was trading at 1022.05. The strike last trading price was 10.05, which was 3.00 higher than the previous day. The implied volatity was 24.47, the open interest changed by 6 which increased total open position to 67
On 4 Dec RAMCOCEM was trading at 1040.65. The strike last trading price was 7.05, which was -1.00 lower than the previous day. The implied volatity was 26.66, the open interest changed by 15 which increased total open position to 60
On 3 Dec RAMCOCEM was trading at 1040.10. The strike last trading price was 8.05, which was -2.45 lower than the previous day. The implied volatity was 27.27, the open interest changed by 2 which increased total open position to 48
On 2 Dec RAMCOCEM was trading at 1035.25. The strike last trading price was 10.5, which was -5.85 lower than the previous day. The implied volatity was 28.59, the open interest changed by 14 which increased total open position to 45
On 29 Nov RAMCOCEM was trading at 1014.80. The strike last trading price was 16.35, which was -88.75 lower than the previous day. The implied volatity was 25.85, the open interest changed by 32 which increased total open position to 32
On 28 Nov RAMCOCEM was trading at 974.90. The strike last trading price was 105.1, 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 27 Nov RAMCOCEM was trading at 978.10. The strike last trading price was 105.1, 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 26 Nov RAMCOCEM was trading at 959.85. The strike last trading price was 105.1, 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 25 Nov RAMCOCEM was trading at 969.65. The strike last trading price was 105.1, 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 22 Nov RAMCOCEM was trading at 944.95. The strike last trading price was 105.1, 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 105.1, 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 105.1, 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 105.1, 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 105.1, 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 105.1, 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 105.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
