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

2291.7 57.26 (2.56%)

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Historical option data for ACC

03 Dec 2024 04:13 PM IST
ACC 26DEC2024 2220 CE
Delta: 0.71
Vega: 1.95
Theta: -1.60
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
3 Dec 2291.70 112.5 35.00 27.76 573 -7 128
2 Dec 2234.45 77.5 1.40 27.86 560 2 135
29 Nov 2222.55 76.1 12.10 27.35 815 23 132
28 Nov 2188.55 64 -11.25 29.63 284 52 109
27 Nov 2206.70 75.25 37.25 30.48 190 53 58
26 Nov 2116.20 38 -2.00 29.59 1 0 5
25 Nov 2145.00 40 9.85 25.43 2 2 4
22 Nov 2089.60 30.15 1.65 27.06 3 1 3
21 Nov 2027.20 28.5 -51.50 36.21 2 0 2
20 Nov 2185.70 80 0.00 31.00 1 1 1
19 Nov 2185.70 80 13.05 31.00 1 0 1
18 Nov 2187.40 66.95 -1.30 24.58 1 0 1
14 Nov 2188.15 68.25 -135.90 23.27 1 0 0
13 Nov 2197.80 204.15 - 0 0 0


For Acc Limited - strike price 2220 expiring on 26DEC2024

Delta for 2220 CE is 0.71

Historical price for 2220 CE is as follows

On 3 Dec ACC was trading at 2291.70. The strike last trading price was 112.5, which was 35.00 higher than the previous day. The implied volatity was 27.76, the open interest changed by -7 which decreased total open position to 128


On 2 Dec ACC was trading at 2234.45. The strike last trading price was 77.5, which was 1.40 higher than the previous day. The implied volatity was 27.86, the open interest changed by 2 which increased total open position to 135


On 29 Nov ACC was trading at 2222.55. The strike last trading price was 76.1, which was 12.10 higher than the previous day. The implied volatity was 27.35, the open interest changed by 23 which increased total open position to 132


On 28 Nov ACC was trading at 2188.55. The strike last trading price was 64, which was -11.25 lower than the previous day. The implied volatity was 29.63, the open interest changed by 52 which increased total open position to 109


On 27 Nov ACC was trading at 2206.70. The strike last trading price was 75.25, which was 37.25 higher than the previous day. The implied volatity was 30.48, the open interest changed by 53 which increased total open position to 58


On 26 Nov ACC was trading at 2116.20. The strike last trading price was 38, which was -2.00 lower than the previous day. The implied volatity was 29.59, the open interest changed by 0 which decreased total open position to 5


On 25 Nov ACC was trading at 2145.00. The strike last trading price was 40, which was 9.85 higher than the previous day. The implied volatity was 25.43, the open interest changed by 2 which increased total open position to 4


On 22 Nov ACC was trading at 2089.60. The strike last trading price was 30.15, which was 1.65 higher than the previous day. The implied volatity was 27.06, the open interest changed by 1 which increased total open position to 3


On 21 Nov ACC was trading at 2027.20. The strike last trading price was 28.5, which was -51.50 lower than the previous day. The implied volatity was 36.21, the open interest changed by 0 which decreased total open position to 2


On 20 Nov ACC was trading at 2185.70. The strike last trading price was 80, which was 0.00 lower than the previous day. The implied volatity was 31.00, the open interest changed by 1 which increased total open position to 1


On 19 Nov ACC was trading at 2185.70. The strike last trading price was 80, which was 13.05 higher than the previous day. The implied volatity was 31.00, the open interest changed by 0 which decreased total open position to 1


On 18 Nov ACC was trading at 2187.40. The strike last trading price was 66.95, which was -1.30 lower than the previous day. The implied volatity was 24.58, the open interest changed by 0 which decreased total open position to 1


On 14 Nov ACC was trading at 2188.15. The strike last trading price was 68.25, which was -135.90 lower than the previous day. The implied volatity was 23.27, the open interest changed by 0 which decreased total open position to 0


On 13 Nov ACC was trading at 2197.80. The strike last trading price was 204.15, 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 2220 PE
Delta: -0.29
Vega: 1.95
Theta: -0.99
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
3 Dec 2291.70 29.55 -17.25 27.76 605 11 182
2 Dec 2234.45 46.8 -8.00 26.09 373 6 174
29 Nov 2222.55 54.8 -22.45 26.76 275 54 163
28 Nov 2188.55 77.25 -2.20 28.38 178 94 109
27 Nov 2206.70 79.45 0.35 32.01 25 14 14
26 Nov 2116.20 79.1 0.00 - 0 0 0
25 Nov 2145.00 79.1 0.00 - 0 0 0
22 Nov 2089.60 79.1 0.00 - 0 0 0
21 Nov 2027.20 79.1 0.00 - 0 0 0
20 Nov 2185.70 79.1 0.00 - 0 0 0
19 Nov 2185.70 79.1 0.00 - 0 0 0
18 Nov 2187.40 79.1 0.00 - 0 0 0
14 Nov 2188.15 79.1 0.00 - 0 0 0
13 Nov 2197.80 79.1 0.53 0 0 0


For Acc Limited - strike price 2220 expiring on 26DEC2024

Delta for 2220 PE is -0.29

Historical price for 2220 PE is as follows

On 3 Dec ACC was trading at 2291.70. The strike last trading price was 29.55, which was -17.25 lower than the previous day. The implied volatity was 27.76, the open interest changed by 11 which increased total open position to 182


On 2 Dec ACC was trading at 2234.45. The strike last trading price was 46.8, which was -8.00 lower than the previous day. The implied volatity was 26.09, the open interest changed by 6 which increased total open position to 174


On 29 Nov ACC was trading at 2222.55. The strike last trading price was 54.8, which was -22.45 lower than the previous day. The implied volatity was 26.76, the open interest changed by 54 which increased total open position to 163


On 28 Nov ACC was trading at 2188.55. The strike last trading price was 77.25, which was -2.20 lower than the previous day. The implied volatity was 28.38, the open interest changed by 94 which increased total open position to 109


On 27 Nov ACC was trading at 2206.70. The strike last trading price was 79.45, which was 0.35 higher than the previous day. The implied volatity was 32.01, the open interest changed by 14 which increased total open position to 14


On 26 Nov ACC was trading at 2116.20. The strike last trading price was 79.1, 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 25 Nov ACC was trading at 2145.00. The strike last trading price was 79.1, 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 79.1, 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 21 Nov ACC was trading at 2027.20. The strike last trading price was 79.1, 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 Nov ACC was trading at 2185.70. The strike last trading price was 79.1, 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 79.1, 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 Nov ACC was trading at 2187.40. The strike last trading price was 79.1, 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 14 Nov ACC was trading at 2188.15. The strike last trading price was 79.1, 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 Nov ACC was trading at 2197.80. The strike last trading price was 79.1, which was lower than the previous day. The implied volatity was 0.53, the open interest changed by 0 which decreased total open position to 0