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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 2040 CE
Delta: 0.57
Vega: 1.04
Theta: -6.05
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
20 Dec 2063.65 82 -9.70 66.55 1 0 2
19 Dec 2115.35 91.7 -24.55 36.35 2 0 3
18 Dec 2141.55 116.25 -85.75 35.64 3 2 3
17 Dec 2198.95 202 0.00 0.00 0 0 0
16 Dec 2247.10 202 0.00 0.00 0 0 0
13 Dec 2248.05 202 0.00 0.00 0 0 0
12 Dec 2229.45 202 0.00 0.00 0 0 0
11 Dec 2250.55 202 0.00 0.00 0 0 0
10 Dec 2249.45 202 0.00 0.00 0 0 0
9 Dec 2260.50 202 0.00 0.00 0 0 0
6 Dec 2258.35 202 0.00 0.00 0 0 0
5 Dec 2267.35 202 0.00 0.00 0 0 0
4 Dec 2240.60 202 0.00 0.00 0 0 0
3 Dec 2291.70 202 0.00 0.00 0 0 0
2 Dec 2234.45 202 0.00 0.00 0 0 0
29 Nov 2222.55 202 0.00 0.00 0 0 0
28 Nov 2188.55 202 75.60 43.06 1 0 1
27 Nov 2206.70 126.4 0.00 0.00 0 0 0
26 Nov 2116.20 126.4 0.00 0.00 0 -1 0
25 Nov 2145.00 126.4 -0.10 8.69 1 2 2
22 Nov 2089.60 126.5 -372.70 33.98 2 1 1
21 Nov 2027.20 499.2 0.48 0 0 0


For Acc Limited - strike price 2040 expiring on 26DEC2024

Delta for 2040 CE is 0.57

Historical price for 2040 CE is as follows

On 20 Dec ACC was trading at 2063.65. The strike last trading price was 82, which was -9.70 lower than the previous day. The implied volatity was 66.55, the open interest changed by 0 which decreased total open position to 2


On 19 Dec ACC was trading at 2115.35. The strike last trading price was 91.7, which was -24.55 lower than the previous day. The implied volatity was 36.35, the open interest changed by 0 which decreased total open position to 3


On 18 Dec ACC was trading at 2141.55. The strike last trading price was 116.25, which was -85.75 lower than the previous day. The implied volatity was 35.64, the open interest changed by 2 which increased total open position to 3


On 17 Dec ACC was trading at 2198.95. The strike last trading price was 202, 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 16 Dec ACC was trading at 2247.10. The strike last trading price was 202, 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 202, 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 12 Dec ACC was trading at 2229.45. The strike last trading price was 202, 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 11 Dec ACC was trading at 2250.55. The strike last trading price was 202, 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 10 Dec ACC was trading at 2249.45. The strike last trading price was 202, 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 9 Dec ACC was trading at 2260.50. The strike last trading price was 202, 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 6 Dec ACC was trading at 2258.35. The strike last trading price was 202, 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 5 Dec ACC was trading at 2267.35. The strike last trading price was 202, 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 4 Dec ACC was trading at 2240.60. The strike last trading price was 202, 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 3 Dec ACC was trading at 2291.70. The strike last trading price was 202, 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 2 Dec ACC was trading at 2234.45. The strike last trading price was 202, 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 29 Nov ACC was trading at 2222.55. The strike last trading price was 202, 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 28 Nov ACC was trading at 2188.55. The strike last trading price was 202, which was 75.60 higher than the previous day. The implied volatity was 43.06, the open interest changed by 0 which decreased total open position to 1


On 27 Nov ACC was trading at 2206.70. The strike last trading price was 126.4, 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 26 Nov ACC was trading at 2116.20. The strike last trading price was 126.4, 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 25 Nov ACC was trading at 2145.00. The strike last trading price was 126.4, which was -0.10 lower than the previous day. The implied volatity was 8.69, the open interest changed by 2 which increased total open position to 2


On 22 Nov ACC was trading at 2089.60. The strike last trading price was 126.5, which was -372.70 lower than the previous day. The implied volatity was 33.98, the open interest changed by 1 which increased total open position to 1


On 21 Nov ACC was trading at 2027.20. The strike last trading price was 499.2, which was lower than the previous day. The implied volatity was 0.48, the open interest changed by 0 which decreased total open position to 0


ACC 26DEC2024 2040 PE
Delta: -0.35
Vega: 0.98
Theta: -1.83
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
20 Dec 2063.65 15.95 10.75 24.79 591 35 153
19 Dec 2115.35 5.2 0.35 25.19 389 36 118
18 Dec 2141.55 4.85 2.65 28.49 187 7 82
17 Dec 2198.95 2.2 -0.20 30.21 3 0 76
16 Dec 2247.10 2.4 0.15 35.52 10 -3 76
13 Dec 2248.05 2.25 -1.45 31.09 104 -13 76
12 Dec 2229.45 3.7 -4.80 30.77 152 -4 89
11 Dec 2250.55 8.5 0.00 0.00 0 0 0
10 Dec 2249.45 8.5 0.00 0.00 0 0 0
9 Dec 2260.50 8.5 0.00 0.00 0 0 0
6 Dec 2258.35 8.5 0.00 0.00 0 -1 0
5 Dec 2267.35 8.5 -1.30 36.15 1 0 94
4 Dec 2240.60 9.8 2.55 34.16 13 3 94
3 Dec 2291.70 7.25 -3.80 35.05 186 -22 92
2 Dec 2234.45 11.05 -3.90 32.73 139 77 124
29 Nov 2222.55 14.95 -6.55 33.25 71 25 38
28 Nov 2188.55 21.5 -0.50 33.08 9 3 13
27 Nov 2206.70 22 -19.45 34.59 14 2 10
26 Nov 2116.20 41.45 5.45 33.53 9 5 8
25 Nov 2145.00 36 -14.00 34.38 1 3 4
22 Nov 2089.60 50 -105.85 32.48 9 3 4
21 Nov 2027.20 155.85 60.74 1 0 0


For Acc Limited - strike price 2040 expiring on 26DEC2024

Delta for 2040 PE is -0.35

Historical price for 2040 PE is as follows

On 20 Dec ACC was trading at 2063.65. The strike last trading price was 15.95, which was 10.75 higher than the previous day. The implied volatity was 24.79, the open interest changed by 35 which increased total open position to 153


On 19 Dec ACC was trading at 2115.35. The strike last trading price was 5.2, which was 0.35 higher than the previous day. The implied volatity was 25.19, the open interest changed by 36 which increased total open position to 118


On 18 Dec ACC was trading at 2141.55. The strike last trading price was 4.85, which was 2.65 higher than the previous day. The implied volatity was 28.49, the open interest changed by 7 which increased total open position to 82


On 17 Dec ACC was trading at 2198.95. The strike last trading price was 2.2, which was -0.20 lower than the previous day. The implied volatity was 30.21, the open interest changed by 0 which decreased total open position to 76


On 16 Dec ACC was trading at 2247.10. The strike last trading price was 2.4, which was 0.15 higher than the previous day. The implied volatity was 35.52, the open interest changed by -3 which decreased total open position to 76


On 13 Dec ACC was trading at 2248.05. The strike last trading price was 2.25, which was -1.45 lower than the previous day. The implied volatity was 31.09, the open interest changed by -13 which decreased total open position to 76


On 12 Dec ACC was trading at 2229.45. The strike last trading price was 3.7, which was -4.80 lower than the previous day. The implied volatity was 30.77, the open interest changed by -4 which decreased total open position to 89


On 11 Dec ACC was trading at 2250.55. The strike last trading price was 8.5, 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 10 Dec ACC was trading at 2249.45. The strike last trading price was 8.5, 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 9 Dec ACC was trading at 2260.50. The strike last trading price was 8.5, 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 6 Dec ACC was trading at 2258.35. The strike last trading price was 8.5, 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 5 Dec ACC was trading at 2267.35. The strike last trading price was 8.5, which was -1.30 lower than the previous day. The implied volatity was 36.15, the open interest changed by 0 which decreased total open position to 94


On 4 Dec ACC was trading at 2240.60. The strike last trading price was 9.8, which was 2.55 higher than the previous day. The implied volatity was 34.16, the open interest changed by 3 which increased total open position to 94


On 3 Dec ACC was trading at 2291.70. The strike last trading price was 7.25, which was -3.80 lower than the previous day. The implied volatity was 35.05, the open interest changed by -22 which decreased total open position to 92


On 2 Dec ACC was trading at 2234.45. The strike last trading price was 11.05, which was -3.90 lower than the previous day. The implied volatity was 32.73, the open interest changed by 77 which increased total open position to 124


On 29 Nov ACC was trading at 2222.55. The strike last trading price was 14.95, which was -6.55 lower than the previous day. The implied volatity was 33.25, the open interest changed by 25 which increased total open position to 38


On 28 Nov ACC was trading at 2188.55. The strike last trading price was 21.5, which was -0.50 lower than the previous day. The implied volatity was 33.08, the open interest changed by 3 which increased total open position to 13


On 27 Nov ACC was trading at 2206.70. The strike last trading price was 22, which was -19.45 lower than the previous day. The implied volatity was 34.59, the open interest changed by 2 which increased total open position to 10


On 26 Nov ACC was trading at 2116.20. The strike last trading price was 41.45, which was 5.45 higher than the previous day. The implied volatity was 33.53, the open interest changed by 5 which increased total open position to 8


On 25 Nov ACC was trading at 2145.00. The strike last trading price was 36, which was -14.00 lower than the previous day. The implied volatity was 34.38, the open interest changed by 3 which increased total open position to 4


On 22 Nov ACC was trading at 2089.60. The strike last trading price was 50, which was -105.85 lower than the previous day. The implied volatity was 32.48, the open interest changed by 3 which increased total open position to 4


On 21 Nov ACC was trading at 2027.20. The strike last trading price was 155.85, which was lower than the previous day. The implied volatity was 60.74, the open interest changed by 0 which decreased total open position to 0