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[--[65.84.65.76]--]
ACC
Acc Limited

2063.65 -51.70 (-2.44%)

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Historical option data for ACC

20 Dec 2024 04:13 PM IST
ACC 26DEC2024 2000 CE
Delta: 0.87
Vega: 0.57
Theta: -1.54
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
20 Dec 2063.65 67.35 -61.15 22.33 41 -20 79
19 Dec 2115.35 128.5 -26.90 42.64 7 -1 99
18 Dec 2141.55 155.4 -64.60 43.31 14 -5 98
17 Dec 2198.95 220 -35.00 61.92 2 -1 104
16 Dec 2247.10 255 0.00 0.00 0 0 0
13 Dec 2248.05 255 0.00 0.00 0 -1 0
12 Dec 2229.45 255 -15.00 57.67 1 0 106
11 Dec 2250.55 270 -0.20 44.65 4 -2 106
10 Dec 2249.45 270.2 -16.80 47.94 2 -1 109
9 Dec 2260.50 287 0.00 0.00 0 1 0
6 Dec 2258.35 287 0.85 51.20 1 0 109
5 Dec 2267.35 286.15 16.10 35.59 2 0 110
4 Dec 2240.60 270.05 -50.10 42.66 26 -13 110
3 Dec 2291.70 320.15 60.15 51.00 52 -3 125
2 Dec 2234.45 260 8.75 40.77 3 -1 127
29 Nov 2222.55 251.25 25.25 36.33 127 49 130
28 Nov 2188.55 226 -6.80 39.48 4 -1 82
27 Nov 2206.70 232.8 76.25 34.67 35 -13 84
26 Nov 2116.20 156.55 -22.45 30.63 16 2 98
25 Nov 2145.00 179 29.75 29.31 23 1 96
22 Nov 2089.60 149.25 35.10 32.58 383 39 134
21 Nov 2027.20 114.15 39.92 487 94 94


For Acc Limited - strike price 2000 expiring on 26DEC2024

Delta for 2000 CE is 0.87

Historical price for 2000 CE is as follows

On 20 Dec ACC was trading at 2063.65. The strike last trading price was 67.35, which was -61.15 lower than the previous day. The implied volatity was 22.33, the open interest changed by -20 which decreased total open position to 79


On 19 Dec ACC was trading at 2115.35. The strike last trading price was 128.5, which was -26.90 lower than the previous day. The implied volatity was 42.64, the open interest changed by -1 which decreased total open position to 99


On 18 Dec ACC was trading at 2141.55. The strike last trading price was 155.4, which was -64.60 lower than the previous day. The implied volatity was 43.31, the open interest changed by -5 which decreased total open position to 98


On 17 Dec ACC was trading at 2198.95. The strike last trading price was 220, which was -35.00 lower than the previous day. The implied volatity was 61.92, the open interest changed by -1 which decreased total open position to 104


On 16 Dec ACC was trading at 2247.10. The strike last trading price was 255, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 13 Dec ACC was trading at 2248.05. The strike last trading price was 255, 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 12 Dec ACC was trading at 2229.45. The strike last trading price was 255, which was -15.00 lower than the previous day. The implied volatity was 57.67, the open interest changed by 0 which decreased total open position to 106


On 11 Dec ACC was trading at 2250.55. The strike last trading price was 270, which was -0.20 lower than the previous day. The implied volatity was 44.65, the open interest changed by -2 which decreased total open position to 106


On 10 Dec ACC was trading at 2249.45. The strike last trading price was 270.2, which was -16.80 lower than the previous day. The implied volatity was 47.94, the open interest changed by -1 which decreased total open position to 109


On 9 Dec ACC was trading at 2260.50. The strike last trading price was 287, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0


On 6 Dec ACC was trading at 2258.35. The strike last trading price was 287, which was 0.85 higher than the previous day. The implied volatity was 51.20, the open interest changed by 0 which decreased total open position to 109


On 5 Dec ACC was trading at 2267.35. The strike last trading price was 286.15, which was 16.10 higher than the previous day. The implied volatity was 35.59, the open interest changed by 0 which decreased total open position to 110


On 4 Dec ACC was trading at 2240.60. The strike last trading price was 270.05, which was -50.10 lower than the previous day. The implied volatity was 42.66, the open interest changed by -13 which decreased total open position to 110


On 3 Dec ACC was trading at 2291.70. The strike last trading price was 320.15, which was 60.15 higher than the previous day. The implied volatity was 51.00, the open interest changed by -3 which decreased total open position to 125


On 2 Dec ACC was trading at 2234.45. The strike last trading price was 260, which was 8.75 higher than the previous day. The implied volatity was 40.77, the open interest changed by -1 which decreased total open position to 127


On 29 Nov ACC was trading at 2222.55. The strike last trading price was 251.25, which was 25.25 higher than the previous day. The implied volatity was 36.33, the open interest changed by 49 which increased total open position to 130


On 28 Nov ACC was trading at 2188.55. The strike last trading price was 226, which was -6.80 lower than the previous day. The implied volatity was 39.48, the open interest changed by -1 which decreased total open position to 82


On 27 Nov ACC was trading at 2206.70. The strike last trading price was 232.8, which was 76.25 higher than the previous day. The implied volatity was 34.67, the open interest changed by -13 which decreased total open position to 84


On 26 Nov ACC was trading at 2116.20. The strike last trading price was 156.55, which was -22.45 lower than the previous day. The implied volatity was 30.63, the open interest changed by 2 which increased total open position to 98


On 25 Nov ACC was trading at 2145.00. The strike last trading price was 179, which was 29.75 higher than the previous day. The implied volatity was 29.31, the open interest changed by 1 which increased total open position to 96


On 22 Nov ACC was trading at 2089.60. The strike last trading price was 149.25, which was 35.10 higher than the previous day. The implied volatity was 32.58, the open interest changed by 39 which increased total open position to 134


On 21 Nov ACC was trading at 2027.20. The strike last trading price was 114.15, which was lower than the previous day. The implied volatity was 39.92, the open interest changed by 94 which increased total open position to 94


ACC 26DEC2024 2000 PE
Delta: -0.18
Vega: 0.70
Theta: -1.49
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
20 Dec 2063.65 7.3 4.50 27.38 695 -6 189
19 Dec 2115.35 2.8 -0.55 28.90 605 -81 197
18 Dec 2141.55 3.35 1.65 33.07 192 64 281
17 Dec 2198.95 1.7 0.15 34.62 34 2 217
16 Dec 2247.10 1.55 -0.15 38.12 37 -21 215
13 Dec 2248.05 1.7 -0.95 34.28 219 -20 239
12 Dec 2229.45 2.65 -0.25 33.58 245 -15 261
11 Dec 2250.55 2.9 -0.85 36.12 223 9 277
10 Dec 2249.45 3.75 -0.40 36.46 263 9 270
9 Dec 2260.50 4.15 -0.35 37.52 389 -34 265
6 Dec 2258.35 4.5 -0.40 34.82 315 17 292
5 Dec 2267.35 4.9 -2.25 35.87 374 -3 276
4 Dec 2240.60 7.15 1.70 35.87 628 32 279
3 Dec 2291.70 5.45 -2.95 36.88 1,215 -221 247
2 Dec 2234.45 8.4 -2.10 34.73 879 137 577
29 Nov 2222.55 10.5 -6.00 34.16 600 78 444
28 Nov 2188.55 16.5 0.60 34.78 350 31 366
27 Nov 2206.70 15.9 -18.10 35.36 526 40 334
26 Nov 2116.20 34 4.00 35.92 118 26 294
25 Nov 2145.00 30 -9.80 36.85 145 166 269
22 Nov 2089.60 39.8 -54.90 34.05 576 163 266
21 Nov 2027.20 94.7 44.28 308 100 100


For Acc Limited - strike price 2000 expiring on 26DEC2024

Delta for 2000 PE is -0.18

Historical price for 2000 PE is as follows

On 20 Dec ACC was trading at 2063.65. The strike last trading price was 7.3, which was 4.50 higher than the previous day. The implied volatity was 27.38, the open interest changed by -6 which decreased total open position to 189


On 19 Dec ACC was trading at 2115.35. The strike last trading price was 2.8, which was -0.55 lower than the previous day. The implied volatity was 28.90, the open interest changed by -81 which decreased total open position to 197


On 18 Dec ACC was trading at 2141.55. The strike last trading price was 3.35, which was 1.65 higher than the previous day. The implied volatity was 33.07, the open interest changed by 64 which increased total open position to 281


On 17 Dec ACC was trading at 2198.95. The strike last trading price was 1.7, which was 0.15 higher than the previous day. The implied volatity was 34.62, the open interest changed by 2 which increased total open position to 217


On 16 Dec ACC was trading at 2247.10. The strike last trading price was 1.55, which was -0.15 lower than the previous day. The implied volatity was 38.12, the open interest changed by -21 which decreased total open position to 215


On 13 Dec ACC was trading at 2248.05. The strike last trading price was 1.7, which was -0.95 lower than the previous day. The implied volatity was 34.28, the open interest changed by -20 which decreased total open position to 239


On 12 Dec ACC was trading at 2229.45. The strike last trading price was 2.65, which was -0.25 lower than the previous day. The implied volatity was 33.58, the open interest changed by -15 which decreased total open position to 261


On 11 Dec ACC was trading at 2250.55. The strike last trading price was 2.9, which was -0.85 lower than the previous day. The implied volatity was 36.12, the open interest changed by 9 which increased total open position to 277


On 10 Dec ACC was trading at 2249.45. The strike last trading price was 3.75, which was -0.40 lower than the previous day. The implied volatity was 36.46, the open interest changed by 9 which increased total open position to 270


On 9 Dec ACC was trading at 2260.50. The strike last trading price was 4.15, which was -0.35 lower than the previous day. The implied volatity was 37.52, the open interest changed by -34 which decreased total open position to 265


On 6 Dec ACC was trading at 2258.35. The strike last trading price was 4.5, which was -0.40 lower than the previous day. The implied volatity was 34.82, the open interest changed by 17 which increased total open position to 292


On 5 Dec ACC was trading at 2267.35. The strike last trading price was 4.9, which was -2.25 lower than the previous day. The implied volatity was 35.87, the open interest changed by -3 which decreased total open position to 276


On 4 Dec ACC was trading at 2240.60. The strike last trading price was 7.15, which was 1.70 higher than the previous day. The implied volatity was 35.87, the open interest changed by 32 which increased total open position to 279


On 3 Dec ACC was trading at 2291.70. The strike last trading price was 5.45, which was -2.95 lower than the previous day. The implied volatity was 36.88, the open interest changed by -221 which decreased total open position to 247


On 2 Dec ACC was trading at 2234.45. The strike last trading price was 8.4, which was -2.10 lower than the previous day. The implied volatity was 34.73, the open interest changed by 137 which increased total open position to 577


On 29 Nov ACC was trading at 2222.55. The strike last trading price was 10.5, which was -6.00 lower than the previous day. The implied volatity was 34.16, the open interest changed by 78 which increased total open position to 444


On 28 Nov ACC was trading at 2188.55. The strike last trading price was 16.5, which was 0.60 higher than the previous day. The implied volatity was 34.78, the open interest changed by 31 which increased total open position to 366


On 27 Nov ACC was trading at 2206.70. The strike last trading price was 15.9, which was -18.10 lower than the previous day. The implied volatity was 35.36, the open interest changed by 40 which increased total open position to 334


On 26 Nov ACC was trading at 2116.20. The strike last trading price was 34, which was 4.00 higher than the previous day. The implied volatity was 35.92, the open interest changed by 26 which increased total open position to 294


On 25 Nov ACC was trading at 2145.00. The strike last trading price was 30, which was -9.80 lower than the previous day. The implied volatity was 36.85, the open interest changed by 166 which increased total open position to 269


On 22 Nov ACC was trading at 2089.60. The strike last trading price was 39.8, which was -54.90 lower than the previous day. The implied volatity was 34.05, the open interest changed by 163 which increased total open position to 266


On 21 Nov ACC was trading at 2027.20. The strike last trading price was 94.7, which was lower than the previous day. The implied volatity was 44.28, the open interest changed by 100 which increased total open position to 100