ACC
Acc Limited
Historical option data for ACC
03 Dec 2024 04:13 PM IST
| ACC 26DEC2024 2100 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.85
Vega: 1.35
Theta: -1.58
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 3 Dec | 2291.70 | 220 | 52.50 | 37.57 | 42 | -18 | 167 | |||
| 2 Dec | 2234.45 | 167.5 | 3.95 | 32.73 | 10 | -2 | 187 | |||
| 29 Nov | 2222.55 | 163.55 | 28.20 | 31.78 | 97 | 25 | 188 | |||
| 28 Nov | 2188.55 | 135.35 | -17.65 | 30.82 | 41 | -4 | 163 | |||
| 27 Nov | 2206.70 | 153 | 64.00 | 32.90 | 481 | -46 | 167 | |||
| 26 Nov | 2116.20 | 89 | -19.00 | 29.65 | 151 | 48 | 211 | |||
| 25 Nov | 2145.00 | 108 | 23.15 | 29.44 | 301 | 91 | 165 | |||
|
|
||||||||||
| 22 Nov | 2089.60 | 84.85 | 16.85 | 30.66 | 726 | 89 | 163 | |||
| 21 Nov | 2027.20 | 68 | 39.07 | 164 | 76 | 76 | ||||
For Acc Limited - strike price 2100 expiring on 26DEC2024
Delta for 2100 CE is 0.85
Historical price for 2100 CE is as follows
On 3 Dec ACC was trading at 2291.70. The strike last trading price was 220, which was 52.50 higher than the previous day. The implied volatity was 37.57, the open interest changed by -18 which decreased total open position to 167
On 2 Dec ACC was trading at 2234.45. The strike last trading price was 167.5, which was 3.95 higher than the previous day. The implied volatity was 32.73, the open interest changed by -2 which decreased total open position to 187
On 29 Nov ACC was trading at 2222.55. The strike last trading price was 163.55, which was 28.20 higher than the previous day. The implied volatity was 31.78, the open interest changed by 25 which increased total open position to 188
On 28 Nov ACC was trading at 2188.55. The strike last trading price was 135.35, which was -17.65 lower than the previous day. The implied volatity was 30.82, the open interest changed by -4 which decreased total open position to 163
On 27 Nov ACC was trading at 2206.70. The strike last trading price was 153, which was 64.00 higher than the previous day. The implied volatity was 32.90, the open interest changed by -46 which decreased total open position to 167
On 26 Nov ACC was trading at 2116.20. The strike last trading price was 89, which was -19.00 lower than the previous day. The implied volatity was 29.65, the open interest changed by 48 which increased total open position to 211
On 25 Nov ACC was trading at 2145.00. The strike last trading price was 108, which was 23.15 higher than the previous day. The implied volatity was 29.44, the open interest changed by 91 which increased total open position to 165
On 22 Nov ACC was trading at 2089.60. The strike last trading price was 84.85, which was 16.85 higher than the previous day. The implied volatity was 30.66, the open interest changed by 89 which increased total open position to 163
On 21 Nov ACC was trading at 2027.20. The strike last trading price was 68, which was lower than the previous day. The implied volatity was 39.07, the open interest changed by 76 which increased total open position to 76
| ACC 26DEC2024 2100 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.12
Vega: 1.14
Theta: -0.72
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 3 Dec | 2291.70 | 11.2 | -6.05 | 32.29 | 1,130 | 65 | 508 |
| 2 Dec | 2234.45 | 17.25 | -5.05 | 29.96 | 428 | 32 | 446 |
| 29 Nov | 2222.55 | 22.3 | -12.20 | 30.51 | 741 | -44 | 414 |
| 28 Nov | 2188.55 | 34.5 | -1.00 | 31.78 | 687 | 149 | 456 |
| 27 Nov | 2206.70 | 35.5 | -31.10 | 33.82 | 624 | 79 | 307 |
| 26 Nov | 2116.20 | 66.6 | 15.60 | 34.22 | 313 | 116 | 228 |
| 25 Nov | 2145.00 | 51 | -23.50 | 31.92 | 123 | 110 | 112 |
| 22 Nov | 2089.60 | 74.5 | -85.50 | 31.92 | 93 | 53 | 55 |
| 21 Nov | 2027.20 | 160 | 48.51 | 2 | 1 | 1 | |
For Acc Limited - strike price 2100 expiring on 26DEC2024
Delta for 2100 PE is -0.12
Historical price for 2100 PE is as follows
On 3 Dec ACC was trading at 2291.70. The strike last trading price was 11.2, which was -6.05 lower than the previous day. The implied volatity was 32.29, the open interest changed by 65 which increased total open position to 508
On 2 Dec ACC was trading at 2234.45. The strike last trading price was 17.25, which was -5.05 lower than the previous day. The implied volatity was 29.96, the open interest changed by 32 which increased total open position to 446
On 29 Nov ACC was trading at 2222.55. The strike last trading price was 22.3, which was -12.20 lower than the previous day. The implied volatity was 30.51, the open interest changed by -44 which decreased total open position to 414
On 28 Nov ACC was trading at 2188.55. The strike last trading price was 34.5, which was -1.00 lower than the previous day. The implied volatity was 31.78, the open interest changed by 149 which increased total open position to 456
On 27 Nov ACC was trading at 2206.70. The strike last trading price was 35.5, which was -31.10 lower than the previous day. The implied volatity was 33.82, the open interest changed by 79 which increased total open position to 307
On 26 Nov ACC was trading at 2116.20. The strike last trading price was 66.6, which was 15.60 higher than the previous day. The implied volatity was 34.22, the open interest changed by 116 which increased total open position to 228
On 25 Nov ACC was trading at 2145.00. The strike last trading price was 51, which was -23.50 lower than the previous day. The implied volatity was 31.92, the open interest changed by 110 which increased total open position to 112
On 22 Nov ACC was trading at 2089.60. The strike last trading price was 74.5, which was -85.50 lower than the previous day. The implied volatity was 31.92, the open interest changed by 53 which increased total open position to 55
On 21 Nov ACC was trading at 2027.20. The strike last trading price was 160, which was lower than the previous day. The implied volatity was 48.51, the open interest changed by 1 which increased total open position to 1
