ACC
Acc Limited
Historical option data for ACC
27 Dec 2024 04:13 PM IST
| ACC 30JAN2025 2060 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.58
Vega: 2.46
Theta: -1.16
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 27 Dec | 2065.60 | 71.95 | -12.85 | 23.42 | 41 | 12 | 25 | |||
| 26 Dec | 2087.65 | 84.8 | -140.90 | 22.43 | 22 | 15 | 15 | |||
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| 24 Dec | 2079.90 | 225.7 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Dec | 2100.90 | 225.7 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Dec | 2063.65 | 225.7 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Dec | 2115.35 | 225.7 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Dec | 2141.55 | 225.7 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Dec | 2248.05 | 225.7 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Dec | 2234.45 | 225.7 | - | 0 | 0 | 0 | ||||
For Acc Limited - strike price 2060 expiring on 30JAN2025
Delta for 2060 CE is 0.58
Historical price for 2060 CE is as follows
On 27 Dec ACC was trading at 2065.60. The strike last trading price was 71.95, which was -12.85 lower than the previous day. The implied volatity was 23.42, the open interest changed by 12 which increased total open position to 25
On 26 Dec ACC was trading at 2087.65. The strike last trading price was 84.8, which was -140.90 lower than the previous day. The implied volatity was 22.43, the open interest changed by 15 which increased total open position to 15
On 24 Dec ACC was trading at 2079.90. The strike last trading price was 225.7, 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 225.7, 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 225.7, 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 225.7, 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 225.7, 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 225.7, 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 225.7, 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 2060 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.42
Vega: 2.46
Theta: -0.60
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 27 Dec | 2065.60 | 47.05 | 8.05 | 23.50 | 246 | 121 | 144 |
| 26 Dec | 2087.65 | 39 | 10.55 | 23.62 | 37 | 16 | 19 |
| 24 Dec | 2079.90 | 28.45 | 0.00 | 0.00 | 0 | 0 | 0 |
| 23 Dec | 2100.90 | 28.45 | 0.00 | 0.00 | 0 | 0 | 0 |
| 20 Dec | 2063.65 | 28.45 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Dec | 2115.35 | 28.45 | 0.00 | 0.00 | 0 | 3 | 0 |
| 18 Dec | 2141.55 | 28.45 | -42.90 | 23.96 | 3 | 1 | 1 |
| 13 Dec | 2248.05 | 71.35 | 0.00 | 6.65 | 0 | 0 | 0 |
| 2 Dec | 2234.45 | 71.35 | 6.18 | 0 | 0 | 0 | |
For Acc Limited - strike price 2060 expiring on 30JAN2025
Delta for 2060 PE is -0.42
Historical price for 2060 PE is as follows
On 27 Dec ACC was trading at 2065.60. The strike last trading price was 47.05, which was 8.05 higher than the previous day. The implied volatity was 23.50, the open interest changed by 121 which increased total open position to 144
On 26 Dec ACC was trading at 2087.65. The strike last trading price was 39, which was 10.55 higher than the previous day. The implied volatity was 23.62, the open interest changed by 16 which increased total open position to 19
On 24 Dec ACC was trading at 2079.90. The strike last trading price was 28.45, 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 23 Dec ACC was trading at 2100.90. The strike last trading price was 28.45, 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 28.45, 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 28.45, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 18 Dec ACC was trading at 2141.55. The strike last trading price was 28.45, which was -42.90 lower than the previous day. The implied volatity was 23.96, the open interest changed by 1 which increased total open position to 1
On 13 Dec ACC was trading at 2248.05. The strike last trading price was 71.35, which was 0.00 lower than the previous day. The implied volatity was 6.65, 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 71.35, which was lower than the previous day. The implied volatity was 6.18, the open interest changed by 0 which decreased total open position to 0
