ACC
Acc Limited
Historical option data for ACC
27 Dec 2024 04:13 PM IST
| ACC 30JAN2025 2100 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.47
Vega: 2.51
Theta: -1.09
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 27 Dec | 2065.60 | 50 | -16.00 | 22.57 | 541 | 120 | 561 | |||
| 26 Dec | 2087.65 | 66 | 6.70 | 23.84 | 636 | 251 | 443 | |||
| 24 Dec | 2079.90 | 59.3 | -20.15 | 23.20 | 188 | 93 | 190 | |||
| 23 Dec | 2100.90 | 79.45 | 21.45 | 25.51 | 160 | 54 | 96 | |||
| 20 Dec | 2063.65 | 58 | -32.00 | 23.85 | 48 | 27 | 41 | |||
| 19 Dec | 2115.35 | 90 | -111.05 | 24.46 | 28 | 14 | 14 | |||
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| 18 Dec | 2141.55 | 201.05 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Dec | 2248.05 | 201.05 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Dec | 2234.45 | 201.05 | - | 0 | 0 | 0 | ||||
For Acc Limited - strike price 2100 expiring on 30JAN2025
Delta for 2100 CE is 0.47
Historical price for 2100 CE is as follows
On 27 Dec ACC was trading at 2065.60. The strike last trading price was 50, which was -16.00 lower than the previous day. The implied volatity was 22.57, the open interest changed by 120 which increased total open position to 561
On 26 Dec ACC was trading at 2087.65. The strike last trading price was 66, which was 6.70 higher than the previous day. The implied volatity was 23.84, the open interest changed by 251 which increased total open position to 443
On 24 Dec ACC was trading at 2079.90. The strike last trading price was 59.3, which was -20.15 lower than the previous day. The implied volatity was 23.20, the open interest changed by 93 which increased total open position to 190
On 23 Dec ACC was trading at 2100.90. The strike last trading price was 79.45, which was 21.45 higher than the previous day. The implied volatity was 25.51, the open interest changed by 54 which increased total open position to 96
On 20 Dec ACC was trading at 2063.65. The strike last trading price was 58, which was -32.00 lower than the previous day. The implied volatity was 23.85, the open interest changed by 27 which increased total open position to 41
On 19 Dec ACC was trading at 2115.35. The strike last trading price was 90, which was -111.05 lower than the previous day. The implied volatity was 24.46, the open interest changed by 14 which increased total open position to 14
On 18 Dec ACC was trading at 2141.55. The strike last trading price was 201.05, 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 201.05, 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 201.05, 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 2100 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.52
Vega: 2.51
Theta: -0.55
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 27 Dec | 2065.60 | 66.9 | 10.15 | 23.52 | 310 | 122 | 441 |
| 26 Dec | 2087.65 | 56.75 | -1.60 | 23.76 | 344 | 169 | 319 |
| 24 Dec | 2079.90 | 58.35 | -1.65 | 21.39 | 90 | 32 | 150 |
| 23 Dec | 2100.90 | 60 | -20.00 | 26.00 | 118 | 30 | 117 |
| 20 Dec | 2063.65 | 80 | 30.00 | 25.84 | 37 | 21 | 86 |
| 19 Dec | 2115.35 | 50 | 8.00 | 23.75 | 70 | 46 | 64 |
| 18 Dec | 2141.55 | 42 | -44.20 | 24.37 | 19 | 17 | 17 |
| 13 Dec | 2248.05 | 86.2 | 0.00 | 5.84 | 0 | 0 | 0 |
| 2 Dec | 2234.45 | 86.2 | 5.04 | 0 | 0 | 0 | |
For Acc Limited - strike price 2100 expiring on 30JAN2025
Delta for 2100 PE is -0.52
Historical price for 2100 PE is as follows
On 27 Dec ACC was trading at 2065.60. The strike last trading price was 66.9, which was 10.15 higher than the previous day. The implied volatity was 23.52, the open interest changed by 122 which increased total open position to 441
On 26 Dec ACC was trading at 2087.65. The strike last trading price was 56.75, which was -1.60 lower than the previous day. The implied volatity was 23.76, the open interest changed by 169 which increased total open position to 319
On 24 Dec ACC was trading at 2079.90. The strike last trading price was 58.35, which was -1.65 lower than the previous day. The implied volatity was 21.39, the open interest changed by 32 which increased total open position to 150
On 23 Dec ACC was trading at 2100.90. The strike last trading price was 60, which was -20.00 lower than the previous day. The implied volatity was 26.00, the open interest changed by 30 which increased total open position to 117
On 20 Dec ACC was trading at 2063.65. The strike last trading price was 80, which was 30.00 higher than the previous day. The implied volatity was 25.84, the open interest changed by 21 which increased total open position to 86
On 19 Dec ACC was trading at 2115.35. The strike last trading price was 50, which was 8.00 higher than the previous day. The implied volatity was 23.75, the open interest changed by 46 which increased total open position to 64
On 18 Dec ACC was trading at 2141.55. The strike last trading price was 42, which was -44.20 lower than the previous day. The implied volatity was 24.37, the open interest changed by 17 which increased total open position to 17
On 13 Dec ACC was trading at 2248.05. The strike last trading price was 86.2, which was 0.00 lower than the previous day. The implied volatity was 5.84, 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 86.2, which was lower than the previous day. The implied volatity was 5.04, the open interest changed by 0 which decreased total open position to 0
