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

2065.6 -22.05 (-1.06%)

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Historical option data for ACC

27 Dec 2024 04:13 PM IST
ACC 30JAN2025 2040 CE
Delta: 0.64
Vega: 2.37
Theta: -1.15
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
27 Dec 2065.60 83.05 -26.05 23.25 6 2 4
26 Dec 2087.65 109.1 -257.95 27.42 4 2 2
24 Dec 2079.90 367.05 0.00 - 0 0 0
23 Dec 2100.90 367.05 0.00 - 0 0 0
20 Dec 2063.65 367.05 0.00 - 0 0 0
19 Dec 2115.35 367.05 0.00 - 0 0 0
18 Dec 2141.55 367.05 0.00 - 0 0 0
13 Dec 2248.05 367.05 0.00 - 0 0 0
2 Dec 2234.45 367.05 0.00 - 0 0 0
27 Nov 2206.70 367.05 0.00 - 0 0 0
26 Nov 2116.20 367.05 0.00 - 0 0 0
25 Nov 2145.00 367.05 0.00 - 0 0 0
22 Nov 2089.60 367.05 367.05 - 0 0 0
21 Nov 2027.20 0 0.00 - 0 0 0
20 Nov 2185.70 0 0.00 - 0 0 0
19 Nov 2185.70 0 0.00 - 0 0 0
18 Nov 2187.40 0 0.00 - 0 0 0
14 Nov 2188.15 0 0.00 - 0 0 0
13 Nov 2197.80 0 - 0 0 0


For Acc Limited - strike price 2040 expiring on 30JAN2025

Delta for 2040 CE is 0.64

Historical price for 2040 CE is as follows

On 27 Dec ACC was trading at 2065.60. The strike last trading price was 83.05, which was -26.05 lower than the previous day. The implied volatity was 23.25, the open interest changed by 2 which increased total open position to 4


On 26 Dec ACC was trading at 2087.65. The strike last trading price was 109.1, which was -257.95 lower than the previous day. The implied volatity was 27.42, the open interest changed by 2 which increased total open position to 2


On 24 Dec ACC was trading at 2079.90. The strike last trading price was 367.05, 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 367.05, 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 20 Dec ACC was trading at 2063.65. The strike last trading price was 367.05, 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 19 Dec ACC was trading at 2115.35. The strike last trading price was 367.05, 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 18 Dec ACC was trading at 2141.55. The strike last trading price was 367.05, 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 13 Dec ACC was trading at 2248.05. The strike last trading price was 367.05, 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 2 Dec ACC was trading at 2234.45. The strike last trading price was 367.05, 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 27 Nov ACC was trading at 2206.70. The strike last trading price was 367.05, 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 26 Nov ACC was trading at 2116.20. The strike last trading price was 367.05, 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 25 Nov ACC was trading at 2145.00. The strike last trading price was 367.05, 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 22 Nov ACC was trading at 2089.60. The strike last trading price was 367.05, which was 367.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 21 Nov ACC was trading at 2027.20. The strike last trading price was 0, 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 20 Nov ACC was trading at 2185.70. The strike last trading price was 0, 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 19 Nov ACC was trading at 2185.70. The strike last trading price was 0, 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 18 Nov ACC was trading at 2187.40. The strike last trading price was 0, 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 14 Nov ACC was trading at 2188.15. The strike last trading price was 0, 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 13 Nov ACC was trading at 2197.80. The strike last trading price was 0, 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 2040 PE
Delta: -0.37
Vega: 2.38
Theta: -0.62
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
27 Dec 2065.60 39.8 2.20 23.95 93 15 34
26 Dec 2087.65 37.6 -1.25 26.12 39 17 21
24 Dec 2079.90 38.85 13.60 24.14 4 3 4
23 Dec 2100.90 25.25 0.00 0.00 0 0 0
20 Dec 2063.65 25.25 0.00 0.00 0 0 0
19 Dec 2115.35 25.25 0.00 0.00 0 1 0
18 Dec 2141.55 25.25 -24.70 25.06 1 0 0
13 Dec 2248.05 49.95 0.00 6.92 0 0 0
2 Dec 2234.45 49.95 0.00 6.82 0 0 0
27 Nov 2206.70 49.95 0.00 5.72 0 0 0
26 Nov 2116.20 49.95 49.95 3.37 0 0 0
25 Nov 2145.00 0 0.00 4.03 0 0 0
22 Nov 2089.60 0 0.00 2.46 0 0 0
21 Nov 2027.20 0 0.00 1.03 0 0 0
20 Nov 2185.70 0 0.00 5.23 0 0 0
19 Nov 2185.70 0 0.00 5.23 0 0 0
18 Nov 2187.40 0 0.00 5.24 0 0 0
14 Nov 2188.15 0 0.00 5.01 0 0 0
13 Nov 2197.80 0 5.23 0 0 0


For Acc Limited - strike price 2040 expiring on 30JAN2025

Delta for 2040 PE is -0.37

Historical price for 2040 PE is as follows

On 27 Dec ACC was trading at 2065.60. The strike last trading price was 39.8, which was 2.20 higher than the previous day. The implied volatity was 23.95, the open interest changed by 15 which increased total open position to 34


On 26 Dec ACC was trading at 2087.65. The strike last trading price was 37.6, which was -1.25 lower than the previous day. The implied volatity was 26.12, the open interest changed by 17 which increased total open position to 21


On 24 Dec ACC was trading at 2079.90. The strike last trading price was 38.85, which was 13.60 higher than the previous day. The implied volatity was 24.14, the open interest changed by 3 which increased total open position to 4


On 23 Dec ACC was trading at 2100.90. The strike last trading price was 25.25, 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 20 Dec ACC was trading at 2063.65. The strike last trading price was 25.25, 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 19 Dec ACC was trading at 2115.35. The strike last trading price was 25.25, 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 18 Dec ACC was trading at 2141.55. The strike last trading price was 25.25, which was -24.70 lower than the previous day. The implied volatity was 25.06, 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 49.95, which was 0.00 lower than the previous day. The implied volatity was 6.92, 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 49.95, which was 0.00 lower than the previous day. The implied volatity was 6.82, the open interest changed by 0 which decreased total open position to 0


On 27 Nov ACC was trading at 2206.70. The strike last trading price was 49.95, which was 0.00 lower than the previous day. The implied volatity was 5.72, 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 49.95, which was 49.95 higher than the previous day. The implied volatity was 3.37, the open interest changed by 0 which decreased total open position to 0


On 25 Nov ACC was trading at 2145.00. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 4.03, the open interest changed by 0 which decreased total open position to 0


On 22 Nov ACC was trading at 2089.60. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 2.46, the open interest changed by 0 which decreased total open position to 0


On 21 Nov ACC was trading at 2027.20. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 1.03, the open interest changed by 0 which decreased total open position to 0


On 20 Nov ACC was trading at 2185.70. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 5.23, the open interest changed by 0 which decreased total open position to 0


On 19 Nov ACC was trading at 2185.70. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 5.23, the open interest changed by 0 which decreased total open position to 0


On 18 Nov ACC was trading at 2187.40. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 5.24, the open interest changed by 0 which decreased total open position to 0


On 14 Nov ACC was trading at 2188.15. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 5.01, the open interest changed by 0 which decreased total open position to 0


On 13 Nov ACC was trading at 2197.80. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 5.23, the open interest changed by 0 which decreased total open position to 0