ACC
Acc Limited
Historical option data for ACC
20 Dec 2024 04:13 PM IST
| ACC 26DEC2024 2100 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.26
Vega: 0.86
Theta: -1.66
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 2063.65 | 8.75 | -31.45 | 21.12 | 889 | -6 | 260 | |||
| 19 Dec | 2115.35 | 40.2 | -22.95 | 26.09 | 584 | 146 | 266 | |||
| 18 Dec | 2141.55 | 63.15 | -50.65 | 28.00 | 72 | 3 | 119 | |||
| 17 Dec | 2198.95 | 113.8 | -45.60 | 33.02 | 9 | -5 | 116 | |||
| 16 Dec | 2247.10 | 159.4 | -6.25 | 40.68 | 2 | 0 | 122 | |||
| 13 Dec | 2248.05 | 165.65 | 5.00 | 36.00 | 4 | -2 | 121 | |||
| 12 Dec | 2229.45 | 160.65 | -18.05 | 45.16 | 2 | -1 | 124 | |||
| 11 Dec | 2250.55 | 178.7 | 5.70 | 39.08 | 4 | 0 | 125 | |||
| 10 Dec | 2249.45 | 173 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 9 Dec | 2260.50 | 173 | 0.00 | 0.00 | 0 | -2 | 0 | |||
| 6 Dec | 2258.35 | 173 | -15.90 | 23.76 | 3 | 0 | 127 | |||
| 5 Dec | 2267.35 | 188.9 | 18.20 | 27.39 | 26 | -15 | 132 | |||
| 4 Dec | 2240.60 | 170.7 | -49.30 | 29.91 | 25 | -18 | 148 | |||
| 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 | |||
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| 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 0.26
Historical price for 2100 CE is as follows
On 20 Dec ACC was trading at 2063.65. The strike last trading price was 8.75, which was -31.45 lower than the previous day. The implied volatity was 21.12, the open interest changed by -6 which decreased total open position to 260
On 19 Dec ACC was trading at 2115.35. The strike last trading price was 40.2, which was -22.95 lower than the previous day. The implied volatity was 26.09, the open interest changed by 146 which increased total open position to 266
On 18 Dec ACC was trading at 2141.55. The strike last trading price was 63.15, which was -50.65 lower than the previous day. The implied volatity was 28.00, the open interest changed by 3 which increased total open position to 119
On 17 Dec ACC was trading at 2198.95. The strike last trading price was 113.8, which was -45.60 lower than the previous day. The implied volatity was 33.02, the open interest changed by -5 which decreased total open position to 116
On 16 Dec ACC was trading at 2247.10. The strike last trading price was 159.4, which was -6.25 lower than the previous day. The implied volatity was 40.68, the open interest changed by 0 which decreased total open position to 122
On 13 Dec ACC was trading at 2248.05. The strike last trading price was 165.65, which was 5.00 higher than the previous day. The implied volatity was 36.00, the open interest changed by -2 which decreased total open position to 121
On 12 Dec ACC was trading at 2229.45. The strike last trading price was 160.65, which was -18.05 lower than the previous day. The implied volatity was 45.16, the open interest changed by -1 which decreased total open position to 124
On 11 Dec ACC was trading at 2250.55. The strike last trading price was 178.7, which was 5.70 higher than the previous day. The implied volatity was 39.08, the open interest changed by 0 which decreased total open position to 125
On 10 Dec ACC was trading at 2249.45. The strike last trading price was 173, 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 173, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -2 which decreased total open position to 0
On 6 Dec ACC was trading at 2258.35. The strike last trading price was 173, which was -15.90 lower than the previous day. The implied volatity was 23.76, the open interest changed by 0 which decreased total open position to 127
On 5 Dec ACC was trading at 2267.35. The strike last trading price was 188.9, which was 18.20 higher than the previous day. The implied volatity was 27.39, the open interest changed by -15 which decreased total open position to 132
On 4 Dec ACC was trading at 2240.60. The strike last trading price was 170.7, which was -49.30 lower than the previous day. The implied volatity was 29.91, the open interest changed by -18 which decreased total open position to 148
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 | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.71
Vega: 0.90
Theta: -1.37
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 2063.65 | 47.65 | 30.65 | 23.79 | 1,426 | -117 | 436 |
| 19 Dec | 2115.35 | 17 | 3.95 | 21.48 | 1,787 | 53 | 549 |
| 18 Dec | 2141.55 | 13.05 | 7.75 | 24.71 | 1,120 | 46 | 495 |
| 17 Dec | 2198.95 | 5.3 | 1.20 | 26.23 | 471 | -3 | 451 |
| 16 Dec | 2247.10 | 4.1 | -0.30 | 29.81 | 351 | -15 | 454 |
| 13 Dec | 2248.05 | 4.4 | -3.15 | 27.53 | 743 | -10 | 471 |
| 12 Dec | 2229.45 | 7.55 | 0.15 | 27.84 | 601 | 2 | 484 |
| 11 Dec | 2250.55 | 7.4 | -1.20 | 30.58 | 439 | -40 | 481 |
| 10 Dec | 2249.45 | 8.6 | -0.25 | 30.48 | 250 | 5 | 522 |
| 9 Dec | 2260.50 | 8.85 | -0.70 | 31.51 | 169 | 27 | 517 |
| 6 Dec | 2258.35 | 9.55 | -0.90 | 29.26 | 269 | -8 | 486 |
| 5 Dec | 2267.35 | 10.45 | -4.85 | 30.88 | 413 | -23 | 498 |
| 4 Dec | 2240.60 | 15.3 | 4.10 | 31.25 | 977 | 11 | 518 |
| 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 -0.71
Historical price for 2100 PE is as follows
On 20 Dec ACC was trading at 2063.65. The strike last trading price was 47.65, which was 30.65 higher than the previous day. The implied volatity was 23.79, the open interest changed by -117 which decreased total open position to 436
On 19 Dec ACC was trading at 2115.35. The strike last trading price was 17, which was 3.95 higher than the previous day. The implied volatity was 21.48, the open interest changed by 53 which increased total open position to 549
On 18 Dec ACC was trading at 2141.55. The strike last trading price was 13.05, which was 7.75 higher than the previous day. The implied volatity was 24.71, the open interest changed by 46 which increased total open position to 495
On 17 Dec ACC was trading at 2198.95. The strike last trading price was 5.3, which was 1.20 higher than the previous day. The implied volatity was 26.23, the open interest changed by -3 which decreased total open position to 451
On 16 Dec ACC was trading at 2247.10. The strike last trading price was 4.1, which was -0.30 lower than the previous day. The implied volatity was 29.81, the open interest changed by -15 which decreased total open position to 454
On 13 Dec ACC was trading at 2248.05. The strike last trading price was 4.4, which was -3.15 lower than the previous day. The implied volatity was 27.53, the open interest changed by -10 which decreased total open position to 471
On 12 Dec ACC was trading at 2229.45. The strike last trading price was 7.55, which was 0.15 higher than the previous day. The implied volatity was 27.84, the open interest changed by 2 which increased total open position to 484
On 11 Dec ACC was trading at 2250.55. The strike last trading price was 7.4, which was -1.20 lower than the previous day. The implied volatity was 30.58, the open interest changed by -40 which decreased total open position to 481
On 10 Dec ACC was trading at 2249.45. The strike last trading price was 8.6, which was -0.25 lower than the previous day. The implied volatity was 30.48, the open interest changed by 5 which increased total open position to 522
On 9 Dec ACC was trading at 2260.50. The strike last trading price was 8.85, which was -0.70 lower than the previous day. The implied volatity was 31.51, the open interest changed by 27 which increased total open position to 517
On 6 Dec ACC was trading at 2258.35. The strike last trading price was 9.55, which was -0.90 lower than the previous day. The implied volatity was 29.26, the open interest changed by -8 which decreased total open position to 486
On 5 Dec ACC was trading at 2267.35. The strike last trading price was 10.45, which was -4.85 lower than the previous day. The implied volatity was 30.88, the open interest changed by -23 which decreased total open position to 498
On 4 Dec ACC was trading at 2240.60. The strike last trading price was 15.3, which was 4.10 higher than the previous day. The implied volatity was 31.25, the open interest changed by 11 which increased total open position to 518
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
