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

2065.6 -22.05 (-1.06%)

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Historical option data for ACC

27 Dec 2024 04:13 PM IST
ACC 30JAN2025 2400 CE
Delta: 0.03
Vega: 0.44
Theta: -0.17
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
27 Dec 2065.60 1.8 -0.40 24.21 667 0 1,559
26 Dec 2087.65 2.2 -0.75 23.03 2,059 1,387 1,561
24 Dec 2079.90 2.95 -1.15 24.58 84 43 174
23 Dec 2100.90 4.1 -0.90 24.06 95 48 130
20 Dec 2063.65 5 -4.00 26.94 49 32 82
19 Dec 2115.35 9 -2.65 26.13 16 6 50
18 Dec 2141.55 11.65 -9.35 25.35 27 12 44
17 Dec 2198.95 21 -11.90 25.07 6 2 32
16 Dec 2247.10 32.9 0.00 0.00 0 0 0
13 Dec 2248.05 32.9 1.80 23.77 5 0 30
12 Dec 2229.45 31.1 -1.75 24.99 4 3 29
11 Dec 2250.55 32.85 -3.90 22.42 5 1 25
10 Dec 2249.45 36.75 -13.25 23.92 23 12 16
6 Dec 2258.35 50 -18.00 26.40 1 0 5
3 Dec 2291.70 68 -89.05 27.26 5 4 4
27 Nov 2206.70 157.05 0.00 4.12 0 0 0
12 Nov 2263.90 157.05 0.00 2.07 0 0 0
11 Nov 2272.75 157.05 0.00 1.87 0 0 0
8 Nov 2291.40 157.05 0.00 1.42 0 0 0
7 Nov 2320.55 157.05 0.00 0.69 0 0 0
6 Nov 2359.55 157.05 157.05 0.08 0 0 0
5 Nov 2319.40 0 0.00 0.61 0 0 0
4 Nov 2289.45 0 1.28 0 0 0


For Acc Limited - strike price 2400 expiring on 30JAN2025

Delta for 2400 CE is 0.03

Historical price for 2400 CE is as follows

On 27 Dec ACC was trading at 2065.60. The strike last trading price was 1.8, which was -0.40 lower than the previous day. The implied volatity was 24.21, the open interest changed by 0 which decreased total open position to 1559


On 26 Dec ACC was trading at 2087.65. The strike last trading price was 2.2, which was -0.75 lower than the previous day. The implied volatity was 23.03, the open interest changed by 1387 which increased total open position to 1561


On 24 Dec ACC was trading at 2079.90. The strike last trading price was 2.95, which was -1.15 lower than the previous day. The implied volatity was 24.58, the open interest changed by 43 which increased total open position to 174


On 23 Dec ACC was trading at 2100.90. The strike last trading price was 4.1, which was -0.90 lower than the previous day. The implied volatity was 24.06, the open interest changed by 48 which increased total open position to 130


On 20 Dec ACC was trading at 2063.65. The strike last trading price was 5, which was -4.00 lower than the previous day. The implied volatity was 26.94, the open interest changed by 32 which increased total open position to 82


On 19 Dec ACC was trading at 2115.35. The strike last trading price was 9, which was -2.65 lower than the previous day. The implied volatity was 26.13, the open interest changed by 6 which increased total open position to 50


On 18 Dec ACC was trading at 2141.55. The strike last trading price was 11.65, which was -9.35 lower than the previous day. The implied volatity was 25.35, the open interest changed by 12 which increased total open position to 44


On 17 Dec ACC was trading at 2198.95. The strike last trading price was 21, which was -11.90 lower than the previous day. The implied volatity was 25.07, the open interest changed by 2 which increased total open position to 32


On 16 Dec ACC was trading at 2247.10. The strike last trading price was 32.9, 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 13 Dec ACC was trading at 2248.05. The strike last trading price was 32.9, which was 1.80 higher than the previous day. The implied volatity was 23.77, the open interest changed by 0 which decreased total open position to 30


On 12 Dec ACC was trading at 2229.45. The strike last trading price was 31.1, which was -1.75 lower than the previous day. The implied volatity was 24.99, the open interest changed by 3 which increased total open position to 29


On 11 Dec ACC was trading at 2250.55. The strike last trading price was 32.85, which was -3.90 lower than the previous day. The implied volatity was 22.42, the open interest changed by 1 which increased total open position to 25


On 10 Dec ACC was trading at 2249.45. The strike last trading price was 36.75, which was -13.25 lower than the previous day. The implied volatity was 23.92, the open interest changed by 12 which increased total open position to 16


On 6 Dec ACC was trading at 2258.35. The strike last trading price was 50, which was -18.00 lower than the previous day. The implied volatity was 26.40, the open interest changed by 0 which decreased total open position to 5


On 3 Dec ACC was trading at 2291.70. The strike last trading price was 68, which was -89.05 lower than the previous day. The implied volatity was 27.26, the open interest changed by 4 which increased total open position to 4


On 27 Nov ACC was trading at 2206.70. The strike last trading price was 157.05, which was 0.00 lower than the previous day. The implied volatity was 4.12, the open interest changed by 0 which decreased total open position to 0


On 12 Nov ACC was trading at 2263.90. The strike last trading price was 157.05, which was 0.00 lower than the previous day. The implied volatity was 2.07, the open interest changed by 0 which decreased total open position to 0


On 11 Nov ACC was trading at 2272.75. The strike last trading price was 157.05, which was 0.00 lower than the previous day. The implied volatity was 1.87, the open interest changed by 0 which decreased total open position to 0


On 8 Nov ACC was trading at 2291.40. The strike last trading price was 157.05, which was 0.00 lower than the previous day. The implied volatity was 1.42, the open interest changed by 0 which decreased total open position to 0


On 7 Nov ACC was trading at 2320.55. The strike last trading price was 157.05, which was 0.00 lower than the previous day. The implied volatity was 0.69, the open interest changed by 0 which decreased total open position to 0


On 6 Nov ACC was trading at 2359.55. The strike last trading price was 157.05, which was 157.05 higher than the previous day. The implied volatity was 0.08, the open interest changed by 0 which decreased total open position to 0


On 5 Nov ACC was trading at 2319.40. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 0.61, the open interest changed by 0 which decreased total open position to 0


On 4 Nov ACC was trading at 2289.45. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 1.28, the open interest changed by 0 which decreased total open position to 0


ACC 30JAN2025 2400 PE
Delta: -0.98
Vega: 0.25
Theta: 0.56
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
27 Dec 2065.60 312.5 22.50 21.18 12 7 1,653
26 Dec 2087.65 290 -9.00 22.45 1,511 1,466 1,611
24 Dec 2079.90 299 18.75 - 51 50 144
23 Dec 2100.90 280.25 -38.75 24.07 41 38 91
20 Dec 2063.65 319 56.00 27.84 35 34 52
19 Dec 2115.35 263 23.00 22.06 3 2 17
18 Dec 2141.55 240 50.00 24.60 8 0 7
17 Dec 2198.95 190 30.00 23.04 3 1 5
16 Dec 2247.10 160 20.00 24.63 1 0 3
13 Dec 2248.05 140 0.00 0.00 0 0 0
12 Dec 2229.45 140 0.00 0.00 0 1 0
11 Dec 2250.55 140 2.00 20.31 1 0 2
10 Dec 2249.45 138 -55.45 18.31 2 1 1
6 Dec 2258.35 193.45 0.00 - 0 0 0
3 Dec 2291.70 193.45 0.00 - 0 0 0
27 Nov 2206.70 193.45 0.00 - 0 0 0
12 Nov 2263.90 193.45 0.00 - 0 0 0
11 Nov 2272.75 193.45 0.00 - 0 0 0
8 Nov 2291.40 193.45 0.00 - 0 0 0
7 Nov 2320.55 193.45 0.00 - 0 0 0
6 Nov 2359.55 193.45 193.45 0.35 0 0 0
5 Nov 2319.40 0 0.00 - 0 0 0
4 Nov 2289.45 0 - 0 0 0


For Acc Limited - strike price 2400 expiring on 30JAN2025

Delta for 2400 PE is -0.98

Historical price for 2400 PE is as follows

On 27 Dec ACC was trading at 2065.60. The strike last trading price was 312.5, which was 22.50 higher than the previous day. The implied volatity was 21.18, the open interest changed by 7 which increased total open position to 1653


On 26 Dec ACC was trading at 2087.65. The strike last trading price was 290, which was -9.00 lower than the previous day. The implied volatity was 22.45, the open interest changed by 1466 which increased total open position to 1611


On 24 Dec ACC was trading at 2079.90. The strike last trading price was 299, which was 18.75 higher than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 144


On 23 Dec ACC was trading at 2100.90. The strike last trading price was 280.25, which was -38.75 lower than the previous day. The implied volatity was 24.07, the open interest changed by 38 which increased total open position to 91


On 20 Dec ACC was trading at 2063.65. The strike last trading price was 319, which was 56.00 higher than the previous day. The implied volatity was 27.84, the open interest changed by 34 which increased total open position to 52


On 19 Dec ACC was trading at 2115.35. The strike last trading price was 263, which was 23.00 higher than the previous day. The implied volatity was 22.06, the open interest changed by 2 which increased total open position to 17


On 18 Dec ACC was trading at 2141.55. The strike last trading price was 240, which was 50.00 higher than the previous day. The implied volatity was 24.60, the open interest changed by 0 which decreased total open position to 7


On 17 Dec ACC was trading at 2198.95. The strike last trading price was 190, which was 30.00 higher than the previous day. The implied volatity was 23.04, the open interest changed by 1 which increased total open position to 5


On 16 Dec ACC was trading at 2247.10. The strike last trading price was 160, which was 20.00 higher than the previous day. The implied volatity was 24.63, the open interest changed by 0 which decreased total open position to 3


On 13 Dec ACC was trading at 2248.05. The strike last trading price was 140, 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 12 Dec ACC was trading at 2229.45. The strike last trading price was 140, 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 11 Dec ACC was trading at 2250.55. The strike last trading price was 140, which was 2.00 higher than the previous day. The implied volatity was 20.31, the open interest changed by 0 which decreased total open position to 2


On 10 Dec ACC was trading at 2249.45. The strike last trading price was 138, which was -55.45 lower than the previous day. The implied volatity was 18.31, the open interest changed by 1 which increased total open position to 1


On 6 Dec ACC was trading at 2258.35. The strike last trading price was 193.45, 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 3 Dec ACC was trading at 2291.70. The strike last trading price was 193.45, 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 27 Nov ACC was trading at 2206.70. The strike last trading price was 193.45, 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 12 Nov ACC was trading at 2263.90. The strike last trading price was 193.45, 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 11 Nov ACC was trading at 2272.75. The strike last trading price was 193.45, 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 8 Nov ACC was trading at 2291.40. The strike last trading price was 193.45, 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 7 Nov ACC was trading at 2320.55. The strike last trading price was 193.45, 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 6 Nov ACC was trading at 2359.55. The strike last trading price was 193.45, which was 193.45 higher than the previous day. The implied volatity was 0.35, the open interest changed by 0 which decreased total open position to 0


On 5 Nov ACC was trading at 2319.40. The strike last trading price was 0, 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 4 Nov ACC was trading at 2289.45. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0