ACC
Acc Limited
Historical option data for ACC
21 Nov 2024 04:13 PM IST
| ACC 28NOV2024 1840 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.77
Vega: 0.84
Theta: -6.22
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 21 Nov | 2027.20 | 213 | 97.13 | 112 | 22 | 22 | ||||
For Acc Limited - strike price 1840 expiring on 28NOV2024
Delta for 1840 CE is 0.77
Historical price for 1840 CE is as follows
On 21 Nov ACC was trading at 2027.20. The strike last trading price was 213, which was lower than the previous day. The implied volatity was 97.13, the open interest changed by 22 which increased total open position to 22
| ACC 28NOV2024 1840 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.17
Vega: 0.70
Theta: -3.48
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 2027.20 | 18.65 | 71.70 | 5,629 | 520 | 520 | |
For Acc Limited - strike price 1840 expiring on 28NOV2024
Delta for 1840 PE is -0.17
Historical price for 1840 PE is as follows
On 21 Nov ACC was trading at 2027.20. The strike last trading price was 18.65, which was lower than the previous day. The implied volatity was 71.70, the open interest changed by 520 which increased total open position to 520
