ACC
Acc Limited
Historical option data for ACC
27 Dec 2024 04:13 PM IST
| ACC 30JAN2025 2500 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.02
Vega: 0.25
Theta: -0.11
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 27 Dec | 2065.60 | 0.95 | -0.10 | 27.17 | 41 | -2 | 223 | |||
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| 26 Dec | 2087.65 | 1.05 | -0.45 | 25.67 | 286 | 98 | 224 | |||
| 24 Dec | 2079.90 | 1.5 | -0.70 | 27.15 | 50 | 35 | 126 | |||
| 23 Dec | 2100.90 | 2.2 | -0.10 | 26.86 | 79 | 76 | 91 | |||
| 20 Dec | 2063.65 | 2.3 | -2.20 | 28.29 | 5 | 4 | 14 | |||
| 19 Dec | 2115.35 | 4.5 | 2.40 | 27.96 | 1 | 0 | 9 | |||
| 18 Dec | 2141.55 | 2.1 | 22.25 | 9 | 0 | 0 | ||||
For Acc Limited - strike price 2500 expiring on 30JAN2025
Delta for 2500 CE is 0.02
Historical price for 2500 CE is as follows
On 27 Dec ACC was trading at 2065.60. The strike last trading price was 0.95, which was -0.10 lower than the previous day. The implied volatity was 27.17, the open interest changed by -2 which decreased total open position to 223
On 26 Dec ACC was trading at 2087.65. The strike last trading price was 1.05, which was -0.45 lower than the previous day. The implied volatity was 25.67, the open interest changed by 98 which increased total open position to 224
On 24 Dec ACC was trading at 2079.90. The strike last trading price was 1.5, which was -0.70 lower than the previous day. The implied volatity was 27.15, the open interest changed by 35 which increased total open position to 126
On 23 Dec ACC was trading at 2100.90. The strike last trading price was 2.2, which was -0.10 lower than the previous day. The implied volatity was 26.86, the open interest changed by 76 which increased total open position to 91
On 20 Dec ACC was trading at 2063.65. The strike last trading price was 2.3, which was -2.20 lower than the previous day. The implied volatity was 28.29, the open interest changed by 4 which increased total open position to 14
On 19 Dec ACC was trading at 2115.35. The strike last trading price was 4.5, which was 2.40 higher than the previous day. The implied volatity was 27.96, the open interest changed by 0 which decreased total open position to 9
On 18 Dec ACC was trading at 2141.55. The strike last trading price was 2.1, which was lower than the previous day. The implied volatity was 22.25, the open interest changed by 0 which decreased total open position to 0
| ACC 30JAN2025 2500 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 27 Dec | 2065.60 | 409.45 | 56.20 | - | 5 | 1 | 270 |
| 26 Dec | 2087.65 | 353.25 | -44.25 | - | 126 | 124 | 269 |
| 24 Dec | 2079.90 | 397.5 | 16.50 | - | 56 | 54 | 144 |
| 23 Dec | 2100.90 | 381 | -37.00 | 32.39 | 80 | 74 | 89 |
| 20 Dec | 2063.65 | 418 | 93.00 | 36.43 | 5 | 4 | 14 |
| 19 Dec | 2115.35 | 325 | 0.00 | 0.00 | 0 | 9 | 0 |
| 18 Dec | 2141.55 | 325 | - | 9 | 0 | 1 | |
For Acc Limited - strike price 2500 expiring on 30JAN2025
Delta for 2500 PE is -
Historical price for 2500 PE is as follows
On 27 Dec ACC was trading at 2065.60. The strike last trading price was 409.45, which was 56.20 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 270
On 26 Dec ACC was trading at 2087.65. The strike last trading price was 353.25, which was -44.25 lower than the previous day. The implied volatity was -, the open interest changed by 124 which increased total open position to 269
On 24 Dec ACC was trading at 2079.90. The strike last trading price was 397.5, which was 16.50 higher than the previous day. The implied volatity was -, the open interest changed by 54 which increased total open position to 144
On 23 Dec ACC was trading at 2100.90. The strike last trading price was 381, which was -37.00 lower than the previous day. The implied volatity was 32.39, the open interest changed by 74 which increased total open position to 89
On 20 Dec ACC was trading at 2063.65. The strike last trading price was 418, which was 93.00 higher than the previous day. The implied volatity was 36.43, the open interest changed by 4 which increased total open position to 14
On 19 Dec ACC was trading at 2115.35. The strike last trading price was 325, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 9 which increased total open position to 0
On 18 Dec ACC was trading at 2141.55. The strike last trading price was 325, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
