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

2063.65 -51.70 (-2.44%)

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Historical option data for ACC

20 Dec 2024 04:13 PM IST
ACC 26DEC2024 2140 CE
Delta: 0.13
Vega: 0.55
Theta: -1.19
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
20 Dec 2063.65 4 -15.75 24.49 1,243 23 236
19 Dec 2115.35 19.75 -17.10 25.05 683 117 218
18 Dec 2141.55 36.85 -47.90 26.44 176 71 99
17 Dec 2198.95 84.75 -41.75 34.21 9 1 26
16 Dec 2247.10 126.5 0.00 0.00 0 -1 0
13 Dec 2248.05 126.5 14.65 30.00 7 -1 25
12 Dec 2229.45 111.85 -27.15 30.77 3 0 25
11 Dec 2250.55 139 5.75 32.62 2 -1 25
10 Dec 2249.45 133.25 -6.35 29.43 2 0 27
9 Dec 2260.50 139.6 -9.30 23.81 2 1 27
6 Dec 2258.35 148.9 0.00 0.00 0 1 0
5 Dec 2267.35 148.9 -42.85 22.51 3 1 26
4 Dec 2240.60 191.75 0.00 0.00 0 1 0
3 Dec 2291.70 191.75 57.50 39.65 14 2 26
2 Dec 2234.45 134.25 1.60 30.71 3 0 23
29 Nov 2222.55 132.65 25.25 30.71 26 4 24
28 Nov 2188.55 107.4 -12.55 30.02 11 5 18
27 Nov 2206.70 119.95 54.85 30.39 75 10 13
26 Nov 2116.20 65.1 -191.75 28.18 6 3 3
25 Nov 2145.00 256.85 0.00 - 0 0 0
22 Nov 2089.60 256.85 0.00 1.16 0 0 0
21 Nov 2027.20 256.85 0.00 4.40 0 0 0
20 Nov 2185.70 256.85 0.00 - 0 0 0
19 Nov 2185.70 256.85 - 0 0 0


For Acc Limited - strike price 2140 expiring on 26DEC2024

Delta for 2140 CE is 0.13

Historical price for 2140 CE is as follows

On 20 Dec ACC was trading at 2063.65. The strike last trading price was 4, which was -15.75 lower than the previous day. The implied volatity was 24.49, the open interest changed by 23 which increased total open position to 236


On 19 Dec ACC was trading at 2115.35. The strike last trading price was 19.75, which was -17.10 lower than the previous day. The implied volatity was 25.05, the open interest changed by 117 which increased total open position to 218


On 18 Dec ACC was trading at 2141.55. The strike last trading price was 36.85, which was -47.90 lower than the previous day. The implied volatity was 26.44, the open interest changed by 71 which increased total open position to 99


On 17 Dec ACC was trading at 2198.95. The strike last trading price was 84.75, which was -41.75 lower than the previous day. The implied volatity was 34.21, the open interest changed by 1 which increased total open position to 26


On 16 Dec ACC was trading at 2247.10. The strike last trading price was 126.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0


On 13 Dec ACC was trading at 2248.05. The strike last trading price was 126.5, which was 14.65 higher than the previous day. The implied volatity was 30.00, the open interest changed by -1 which decreased total open position to 25


On 12 Dec ACC was trading at 2229.45. The strike last trading price was 111.85, which was -27.15 lower than the previous day. The implied volatity was 30.77, the open interest changed by 0 which decreased total open position to 25


On 11 Dec ACC was trading at 2250.55. The strike last trading price was 139, which was 5.75 higher than the previous day. The implied volatity was 32.62, the open interest changed by -1 which decreased total open position to 25


On 10 Dec ACC was trading at 2249.45. The strike last trading price was 133.25, which was -6.35 lower than the previous day. The implied volatity was 29.43, the open interest changed by 0 which decreased total open position to 27


On 9 Dec ACC was trading at 2260.50. The strike last trading price was 139.6, which was -9.30 lower than the previous day. The implied volatity was 23.81, the open interest changed by 1 which increased total open position to 27


On 6 Dec ACC was trading at 2258.35. The strike last trading price was 148.9, 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 5 Dec ACC was trading at 2267.35. The strike last trading price was 148.9, which was -42.85 lower than the previous day. The implied volatity was 22.51, the open interest changed by 1 which increased total open position to 26


On 4 Dec ACC was trading at 2240.60. The strike last trading price was 191.75, 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 3 Dec ACC was trading at 2291.70. The strike last trading price was 191.75, which was 57.50 higher than the previous day. The implied volatity was 39.65, the open interest changed by 2 which increased total open position to 26


On 2 Dec ACC was trading at 2234.45. The strike last trading price was 134.25, which was 1.60 higher than the previous day. The implied volatity was 30.71, the open interest changed by 0 which decreased total open position to 23


On 29 Nov ACC was trading at 2222.55. The strike last trading price was 132.65, which was 25.25 higher than the previous day. The implied volatity was 30.71, the open interest changed by 4 which increased total open position to 24


On 28 Nov ACC was trading at 2188.55. The strike last trading price was 107.4, which was -12.55 lower than the previous day. The implied volatity was 30.02, the open interest changed by 5 which increased total open position to 18


On 27 Nov ACC was trading at 2206.70. The strike last trading price was 119.95, which was 54.85 higher than the previous day. The implied volatity was 30.39, the open interest changed by 10 which increased total open position to 13


On 26 Nov ACC was trading at 2116.20. The strike last trading price was 65.1, which was -191.75 lower than the previous day. The implied volatity was 28.18, the open interest changed by 3 which increased total open position to 3


On 25 Nov ACC was trading at 2145.00. The strike last trading price was 256.85, 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 256.85, which was 0.00 lower than the previous day. The implied volatity was 1.16, 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 256.85, which was 0.00 lower than the previous day. The implied volatity was 4.40, 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 256.85, 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 256.85, 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 26DEC2024 2140 PE
Delta: -0.83
Vega: 0.68
Theta: -1.18
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
20 Dec 2063.65 83.65 47.95 29.63 533 -32 259
19 Dec 2115.35 35.7 9.70 19.69 465 24 291
18 Dec 2141.55 26 15.70 23.14 695 70 269
17 Dec 2198.95 10.3 3.55 24.05 348 15 203
16 Dec 2247.10 6.75 -1.00 27.07 359 9 190
13 Dec 2248.05 7.75 -4.50 25.88 372 -38 184
12 Dec 2229.45 12.25 0.85 25.92 560 -2 227
11 Dec 2250.55 11.4 -1.25 28.74 378 48 229
10 Dec 2249.45 12.65 0.35 28.37 216 24 175
9 Dec 2260.50 12.3 -1.10 29.11 178 -21 148
6 Dec 2258.35 13.4 -1.55 27.17 232 41 169
5 Dec 2267.35 14.95 -5.90 29.32 228 22 127
4 Dec 2240.60 20.85 5.45 29.38 95 11 105
3 Dec 2291.70 15.4 -8.90 30.69 268 30 94
2 Dec 2234.45 24.3 -5.55 28.65 142 -1 65
29 Nov 2222.55 29.85 -16.15 28.98 121 32 75
28 Nov 2188.55 46 -0.10 30.78 39 4 42
27 Nov 2206.70 46.1 -31.75 32.67 74 17 37
26 Nov 2116.20 77.85 3.85 30.77 30 4 21
25 Nov 2145.00 74 -11.25 34.30 6 4 17
22 Nov 2089.60 85.25 -160.60 28.13 10 4 17
21 Nov 2027.20 245.85 213.85 73.29 12 10 14
20 Nov 2185.70 32 0.00 21.73 5 4 3
19 Nov 2185.70 32 21.73 5 3 3


For Acc Limited - strike price 2140 expiring on 26DEC2024

Delta for 2140 PE is -0.83

Historical price for 2140 PE is as follows

On 20 Dec ACC was trading at 2063.65. The strike last trading price was 83.65, which was 47.95 higher than the previous day. The implied volatity was 29.63, the open interest changed by -32 which decreased total open position to 259


On 19 Dec ACC was trading at 2115.35. The strike last trading price was 35.7, which was 9.70 higher than the previous day. The implied volatity was 19.69, the open interest changed by 24 which increased total open position to 291


On 18 Dec ACC was trading at 2141.55. The strike last trading price was 26, which was 15.70 higher than the previous day. The implied volatity was 23.14, the open interest changed by 70 which increased total open position to 269


On 17 Dec ACC was trading at 2198.95. The strike last trading price was 10.3, which was 3.55 higher than the previous day. The implied volatity was 24.05, the open interest changed by 15 which increased total open position to 203


On 16 Dec ACC was trading at 2247.10. The strike last trading price was 6.75, which was -1.00 lower than the previous day. The implied volatity was 27.07, the open interest changed by 9 which increased total open position to 190


On 13 Dec ACC was trading at 2248.05. The strike last trading price was 7.75, which was -4.50 lower than the previous day. The implied volatity was 25.88, the open interest changed by -38 which decreased total open position to 184


On 12 Dec ACC was trading at 2229.45. The strike last trading price was 12.25, which was 0.85 higher than the previous day. The implied volatity was 25.92, the open interest changed by -2 which decreased total open position to 227


On 11 Dec ACC was trading at 2250.55. The strike last trading price was 11.4, which was -1.25 lower than the previous day. The implied volatity was 28.74, the open interest changed by 48 which increased total open position to 229


On 10 Dec ACC was trading at 2249.45. The strike last trading price was 12.65, which was 0.35 higher than the previous day. The implied volatity was 28.37, the open interest changed by 24 which increased total open position to 175


On 9 Dec ACC was trading at 2260.50. The strike last trading price was 12.3, which was -1.10 lower than the previous day. The implied volatity was 29.11, the open interest changed by -21 which decreased total open position to 148


On 6 Dec ACC was trading at 2258.35. The strike last trading price was 13.4, which was -1.55 lower than the previous day. The implied volatity was 27.17, the open interest changed by 41 which increased total open position to 169


On 5 Dec ACC was trading at 2267.35. The strike last trading price was 14.95, which was -5.90 lower than the previous day. The implied volatity was 29.32, the open interest changed by 22 which increased total open position to 127


On 4 Dec ACC was trading at 2240.60. The strike last trading price was 20.85, which was 5.45 higher than the previous day. The implied volatity was 29.38, the open interest changed by 11 which increased total open position to 105


On 3 Dec ACC was trading at 2291.70. The strike last trading price was 15.4, which was -8.90 lower than the previous day. The implied volatity was 30.69, the open interest changed by 30 which increased total open position to 94


On 2 Dec ACC was trading at 2234.45. The strike last trading price was 24.3, which was -5.55 lower than the previous day. The implied volatity was 28.65, the open interest changed by -1 which decreased total open position to 65


On 29 Nov ACC was trading at 2222.55. The strike last trading price was 29.85, which was -16.15 lower than the previous day. The implied volatity was 28.98, the open interest changed by 32 which increased total open position to 75


On 28 Nov ACC was trading at 2188.55. The strike last trading price was 46, which was -0.10 lower than the previous day. The implied volatity was 30.78, the open interest changed by 4 which increased total open position to 42


On 27 Nov ACC was trading at 2206.70. The strike last trading price was 46.1, which was -31.75 lower than the previous day. The implied volatity was 32.67, the open interest changed by 17 which increased total open position to 37


On 26 Nov ACC was trading at 2116.20. The strike last trading price was 77.85, which was 3.85 higher than the previous day. The implied volatity was 30.77, the open interest changed by 4 which increased total open position to 21


On 25 Nov ACC was trading at 2145.00. The strike last trading price was 74, which was -11.25 lower than the previous day. The implied volatity was 34.30, the open interest changed by 4 which increased total open position to 17


On 22 Nov ACC was trading at 2089.60. The strike last trading price was 85.25, which was -160.60 lower than the previous day. The implied volatity was 28.13, the open interest changed by 4 which increased total open position to 17


On 21 Nov ACC was trading at 2027.20. The strike last trading price was 245.85, which was 213.85 higher than the previous day. The implied volatity was 73.29, the open interest changed by 10 which increased total open position to 14


On 20 Nov ACC was trading at 2185.70. The strike last trading price was 32, which was 0.00 lower than the previous day. The implied volatity was 21.73, the open interest changed by 4 which increased total open position to 3


On 19 Nov ACC was trading at 2185.70. The strike last trading price was 32, which was lower than the previous day. The implied volatity was 21.73, the open interest changed by 3 which increased total open position to 3