ACC
Acc Limited
Historical option data for ACC
27 Dec 2024 04:13 PM IST
| ACC 30JAN2025 2600 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 27 Dec | 2065.60 | 0.85 | 0.00 | 0.00 | 0 | 7 | 0 | |||
| 26 Dec | 2087.65 | 0.85 | 0.30 | 29.75 | 7 | 6 | 9 | |||
| 24 Dec | 2079.90 | 0.55 | 28.11 | 3 | 2 | 2 | ||||
For Acc Limited - strike price 2600 expiring on 30JAN2025
Delta for 2600 CE is 0.00
Historical price for 2600 CE is as follows
On 27 Dec ACC was trading at 2065.60. The strike last trading price was 0.85, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 7 which increased total open position to 0
On 26 Dec ACC was trading at 2087.65. The strike last trading price was 0.85, which was 0.30 higher than the previous day. The implied volatity was 29.75, the open interest changed by 6 which increased total open position to 9
On 24 Dec ACC was trading at 2079.90. The strike last trading price was 0.55, which was lower than the previous day. The implied volatity was 28.11, the open interest changed by 2 which increased total open position to 2
| ACC 30JAN2025 2600 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.97
Vega: 0.46
Theta: 0.43
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 27 Dec | 2065.60 | 512 | 27.00 | 37.98 | 1 | 0 | 21 |
| 26 Dec | 2087.65 | 485 | -16.00 | - | 15 | 14 | 20 |
| 24 Dec | 2079.90 | 501 | 40.65 | 6 | 5 | 5 | |
For Acc Limited - strike price 2600 expiring on 30JAN2025
Delta for 2600 PE is -0.97
Historical price for 2600 PE is as follows
On 27 Dec ACC was trading at 2065.60. The strike last trading price was 512, which was 27.00 higher than the previous day. The implied volatity was 37.98, the open interest changed by 0 which decreased total open position to 21
On 26 Dec ACC was trading at 2087.65. The strike last trading price was 485, which was -16.00 lower than the previous day. The implied volatity was -, the open interest changed by 14 which increased total open position to 20
On 24 Dec ACC was trading at 2079.90. The strike last trading price was 501, which was lower than the previous day. The implied volatity was 40.65, the open interest changed by 5 which increased total open position to 5
