ACC
Acc Limited
Historical option data for ACC
27 Dec 2024 04:13 PM IST
| ACC 30JAN2025 1900 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.78
Vega: 1.86
Theta: -1.56
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 27 Dec | 2065.60 | 220 | -121.45 | 43.01 | 1 | 0 | 0 | |||
| 26 Dec | 2087.65 | 341.45 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Dec | 2079.90 | 341.45 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Dec | 2100.90 | 341.45 | - | 0 | 0 | 0 | ||||
For Acc Limited - strike price 1900 expiring on 30JAN2025
Delta for 1900 CE is 0.78
Historical price for 1900 CE is as follows
On 27 Dec ACC was trading at 2065.60. The strike last trading price was 220, which was -121.45 lower than the previous day. The implied volatity was 43.01, the open interest changed by 0 which decreased total open position to 0
On 26 Dec ACC was trading at 2087.65. The strike last trading price was 341.45, 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 24 Dec ACC was trading at 2079.90. The strike last trading price was 341.45, 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 23 Dec ACC was trading at 2100.90. The strike last trading price was 341.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| ACC 30JAN2025 1900 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.12
Vega: 1.29
Theta: -0.44
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 27 Dec | 2065.60 | 10.9 | 1.90 | 27.31 | 453 | 101 | 220 |
| 26 Dec | 2087.65 | 9 | -2.35 | 27.53 | 171 | 65 | 109 |
| 24 Dec | 2079.90 | 11.35 | 0.60 | 27.50 | 86 | 39 | 44 |
| 23 Dec | 2100.90 | 10.75 | 28.84 | 32 | 6 | 6 | |
For Acc Limited - strike price 1900 expiring on 30JAN2025
Delta for 1900 PE is -0.12
Historical price for 1900 PE is as follows
On 27 Dec ACC was trading at 2065.60. The strike last trading price was 10.9, which was 1.90 higher than the previous day. The implied volatity was 27.31, the open interest changed by 101 which increased total open position to 220
On 26 Dec ACC was trading at 2087.65. The strike last trading price was 9, which was -2.35 lower than the previous day. The implied volatity was 27.53, the open interest changed by 65 which increased total open position to 109
On 24 Dec ACC was trading at 2079.90. The strike last trading price was 11.35, which was 0.60 higher than the previous day. The implied volatity was 27.50, the open interest changed by 39 which increased total open position to 44
On 23 Dec ACC was trading at 2100.90. The strike last trading price was 10.75, which was lower than the previous day. The implied volatity was 28.84, the open interest changed by 6 which increased total open position to 6
