ACC
Acc Limited
Historical option data for ACC
21 Nov 2024 04:13 PM IST
| ACC 28NOV2024 1860 CE | ||||||||||
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Delta: 0.85
Vega: 0.66
Theta: -3.17
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 21 Nov | 2027.20 | 168 | 58.62 | 48 | 24 | 24 | ||||
For Acc Limited - strike price 1860 expiring on 28NOV2024
Delta for 1860 CE is 0.85
Historical price for 1860 CE is as follows
On 21 Nov ACC was trading at 2027.20. The strike last trading price was 168, which was lower than the previous day. The implied volatity was 58.62, the open interest changed by 24 which increased total open position to 24
| ACC 28NOV2024 1860 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.19
Vega: 0.75
Theta: -3.59
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 2027.20 | 20.75 | 68.97 | 59 | 15 | 15 | |
For Acc Limited - strike price 1860 expiring on 28NOV2024
Delta for 1860 PE is -0.19
Historical price for 1860 PE is as follows
On 21 Nov ACC was trading at 2027.20. The strike last trading price was 20.75, which was lower than the previous day. The implied volatity was 68.97, the open interest changed by 15 which increased total open position to 15
