ACC
Acc Limited
Historical option data for ACC
21 Nov 2024 04:13 PM IST
| ACC 28NOV2024 1800 CE | ||||||||||
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Delta: 0.80
Vega: 0.79
Theta: -6.51
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 21 Nov | 2027.20 | 252 | 108.73 | 89 | 14 | 14 | ||||
For Acc Limited - strike price 1800 expiring on 28NOV2024
Delta for 1800 CE is 0.80
Historical price for 1800 CE is as follows
On 21 Nov ACC was trading at 2027.20. The strike last trading price was 252, which was lower than the previous day. The implied volatity was 108.73, the open interest changed by 14 which increased total open position to 14
| ACC 28NOV2024 1800 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.13
Vega: 0.58
Theta: -3.05
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 2027.20 | 14 | 75.14 | 6,153 | 474 | 474 | |
For Acc Limited - strike price 1800 expiring on 28NOV2024
Delta for 1800 PE is -0.13
Historical price for 1800 PE is as follows
On 21 Nov ACC was trading at 2027.20. The strike last trading price was 14, which was lower than the previous day. The implied volatity was 75.14, the open interest changed by 474 which increased total open position to 474
