TATACONSUM
Tata Consumer Product Ltd
Historical option data for TATACONSUM
14 Nov 2024 04:12 PM IST
| TATACONSUM 28NOV2024 1000 CE | ||||||||||
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Delta: 0.08
Vega: 0.27
Theta: -0.25
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 925.00 | 1.55 | -1.95 | 24.29 | 2,947.787 | 467.147 | 2,117.867 | |||
| 13 Nov | 952.75 | 3.5 | -2.10 | 21.22 | 1,903.04 | -37.493 | 1,653.76 | |||
| 12 Nov | 967.55 | 5.6 | -4.00 | 19.53 | 1,986.133 | 235.093 | 1,690.24 | |||
| 11 Nov | 975.95 | 9.6 | -6.50 | 20.38 | 2,642.773 | 274.613 | 1,458.187 | |||
| 8 Nov | 992.95 | 16.1 | -0.55 | 18.43 | 2,107.733 | 121.6 | 1,182.56 | |||
| 7 Nov | 984.85 | 16.65 | -10.05 | 21.51 | 1,802.72 | 253.333 | 1,064 | |||
| 6 Nov | 1007.05 | 26.7 | 0.70 | 21.76 | 2,135.093 | -84.107 | 802.56 | |||
| 5 Nov | 1000.75 | 26 | 1.95 | 22.93 | 2,941.707 | 82.08 | 886.667 | |||
| 4 Nov | 994.60 | 24.05 | -6.75 | 23.13 | 1,967.893 | -68.907 | 798.507 | |||
| 1 Nov | 1004.10 | 30.8 | 0.30 | 22.78 | 162.133 | 20.267 | 867.413 | |||
| 31 Oct | 1002.55 | 30.5 | -13.30 | - | 1,296.053 | 120.587 | 845.12 | |||
| 30 Oct | 1022.70 | 43.8 | 16.00 | - | 3,112.96 | -184.427 | 727.573 | |||
| 29 Oct | 992.05 | 27.8 | 3.90 | - | 1,137.973 | -20.267 | 913.013 | |||
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| 28 Oct | 975.90 | 23.9 | -0.10 | - | 1,363.947 | 232.053 | 938.347 | |||
| 25 Oct | 973.05 | 24 | -12.50 | - | 862.347 | 213.813 | 706.293 | |||
| 24 Oct | 996.45 | 36.5 | -7.10 | - | 431.68 | 46.613 | 494.507 | |||
| 23 Oct | 1014.55 | 43.6 | 6.80 | - | 344.533 | -43.573 | 447.893 | |||
| 22 Oct | 998.25 | 36.8 | -9.95 | - | 537.067 | 40.533 | 490.453 | |||
| 21 Oct | 1017.05 | 46.75 | - | 1,337.6 | 449.92 | 449.92 | ||||
For Tata Consumer Product Ltd - strike price 1000 expiring on 28NOV2024
Delta for 1000 CE is 0.08
Historical price for 1000 CE is as follows
On 14 Nov TATACONSUM was trading at 925.00. The strike last trading price was 1.55, which was -1.95 lower than the previous day. The implied volatity was 24.29, the open interest changed by 461 which increased total open position to 2090
On 13 Nov TATACONSUM was trading at 952.75. The strike last trading price was 3.5, which was -2.10 lower than the previous day. The implied volatity was 21.22, the open interest changed by -37 which decreased total open position to 1632
On 12 Nov TATACONSUM was trading at 967.55. The strike last trading price was 5.6, which was -4.00 lower than the previous day. The implied volatity was 19.53, the open interest changed by 232 which increased total open position to 1668
On 11 Nov TATACONSUM was trading at 975.95. The strike last trading price was 9.6, which was -6.50 lower than the previous day. The implied volatity was 20.38, the open interest changed by 271 which increased total open position to 1439
On 8 Nov TATACONSUM was trading at 992.95. The strike last trading price was 16.1, which was -0.55 lower than the previous day. The implied volatity was 18.43, the open interest changed by 120 which increased total open position to 1167
On 7 Nov TATACONSUM was trading at 984.85. The strike last trading price was 16.65, which was -10.05 lower than the previous day. The implied volatity was 21.51, the open interest changed by 250 which increased total open position to 1050
On 6 Nov TATACONSUM was trading at 1007.05. The strike last trading price was 26.7, which was 0.70 higher than the previous day. The implied volatity was 21.76, the open interest changed by -83 which decreased total open position to 792
On 5 Nov TATACONSUM was trading at 1000.75. The strike last trading price was 26, which was 1.95 higher than the previous day. The implied volatity was 22.93, the open interest changed by 81 which increased total open position to 875
On 4 Nov TATACONSUM was trading at 994.60. The strike last trading price was 24.05, which was -6.75 lower than the previous day. The implied volatity was 23.13, the open interest changed by -68 which decreased total open position to 788
On 1 Nov TATACONSUM was trading at 1004.10. The strike last trading price was 30.8, which was 0.30 higher than the previous day. The implied volatity was 22.78, the open interest changed by 20 which increased total open position to 856
On 31 Oct TATACONSUM was trading at 1002.55. The strike last trading price was 30.5, which was -13.30 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct TATACONSUM was trading at 1022.70. The strike last trading price was 43.8, which was 16.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct TATACONSUM was trading at 992.05. The strike last trading price was 27.8, which was 3.90 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct TATACONSUM was trading at 975.90. The strike last trading price was 23.9, which was -0.10 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct TATACONSUM was trading at 973.05. The strike last trading price was 24, which was -12.50 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct TATACONSUM was trading at 996.45. The strike last trading price was 36.5, which was -7.10 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct TATACONSUM was trading at 1014.55. The strike last trading price was 43.6, which was 6.80 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct TATACONSUM was trading at 998.25. The strike last trading price was 36.8, which was -9.95 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 21 Oct TATACONSUM was trading at 1017.05. The strike last trading price was 46.75, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| TATACONSUM 28NOV2024 1000 PE | |||||||
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Delta: -0.88
Vega: 0.36
Theta: -0.12
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 925.00 | 68.65 | 19.20 | 28.52 | 147.947 | -9.12 | 449.92 |
| 13 Nov | 952.75 | 49.45 | 12.60 | 28.65 | 165.173 | -86.133 | 460.053 |
| 12 Nov | 967.55 | 36.85 | 8.10 | 23.48 | 546.187 | 26.347 | 615.093 |
| 11 Nov | 975.95 | 28.75 | 6.25 | 21.21 | 1,023.467 | -18.24 | 588.747 |
| 8 Nov | 992.95 | 22.5 | -2.50 | 23.14 | 1,076.16 | -15.2 | 606.987 |
| 7 Nov | 984.85 | 25 | 7.95 | 21.93 | 1,192.693 | 31.413 | 622.187 |
| 6 Nov | 1007.05 | 17.05 | -5.40 | 22.19 | 902.88 | 35.467 | 606.987 |
| 5 Nov | 1000.75 | 22.45 | -4.60 | 25.38 | 1,312.267 | 76 | 571.52 |
| 4 Nov | 994.60 | 27.05 | 2.50 | 27.12 | 1,159.253 | -34.453 | 494.507 |
| 1 Nov | 1004.10 | 24.55 | 0.55 | 27.74 | 92.213 | 28.373 | 529.973 |
| 31 Oct | 1002.55 | 24 | 6.50 | - | 1,272.747 | 43.573 | 501.6 |
| 30 Oct | 1022.70 | 17.5 | -11.60 | - | 1,162.293 | 33.44 | 459.04 |
| 29 Oct | 992.05 | 29.1 | -8.00 | - | 191.52 | -4.053 | 425.6 |
| 28 Oct | 975.90 | 37.1 | -4.85 | - | 241.173 | 90.187 | 429.653 |
| 25 Oct | 973.05 | 41.95 | 12.35 | - | 512.747 | -133.76 | 339.467 |
| 24 Oct | 996.45 | 29.6 | 7.60 | - | 562.4 | 191.52 | 473.227 |
| 23 Oct | 1014.55 | 22 | -6.70 | - | 224.96 | -88.16 | 281.707 |
| 22 Oct | 998.25 | 28.7 | 5.70 | - | 389.12 | -41.547 | 370.88 |
| 21 Oct | 1017.05 | 23 | - | 1,114.667 | 411.413 | 411.413 | |
For Tata Consumer Product Ltd - strike price 1000 expiring on 28NOV2024
Delta for 1000 PE is -0.88
Historical price for 1000 PE is as follows
On 14 Nov TATACONSUM was trading at 925.00. The strike last trading price was 68.65, which was 19.20 higher than the previous day. The implied volatity was 28.52, the open interest changed by -9 which decreased total open position to 444
On 13 Nov TATACONSUM was trading at 952.75. The strike last trading price was 49.45, which was 12.60 higher than the previous day. The implied volatity was 28.65, the open interest changed by -85 which decreased total open position to 454
On 12 Nov TATACONSUM was trading at 967.55. The strike last trading price was 36.85, which was 8.10 higher than the previous day. The implied volatity was 23.48, the open interest changed by 26 which increased total open position to 607
On 11 Nov TATACONSUM was trading at 975.95. The strike last trading price was 28.75, which was 6.25 higher than the previous day. The implied volatity was 21.21, the open interest changed by -18 which decreased total open position to 581
On 8 Nov TATACONSUM was trading at 992.95. The strike last trading price was 22.5, which was -2.50 lower than the previous day. The implied volatity was 23.14, the open interest changed by -15 which decreased total open position to 599
On 7 Nov TATACONSUM was trading at 984.85. The strike last trading price was 25, which was 7.95 higher than the previous day. The implied volatity was 21.93, the open interest changed by 31 which increased total open position to 614
On 6 Nov TATACONSUM was trading at 1007.05. The strike last trading price was 17.05, which was -5.40 lower than the previous day. The implied volatity was 22.19, the open interest changed by 35 which increased total open position to 599
On 5 Nov TATACONSUM was trading at 1000.75. The strike last trading price was 22.45, which was -4.60 lower than the previous day. The implied volatity was 25.38, the open interest changed by 75 which increased total open position to 564
On 4 Nov TATACONSUM was trading at 994.60. The strike last trading price was 27.05, which was 2.50 higher than the previous day. The implied volatity was 27.12, the open interest changed by -34 which decreased total open position to 488
On 1 Nov TATACONSUM was trading at 1004.10. The strike last trading price was 24.55, which was 0.55 higher than the previous day. The implied volatity was 27.74, the open interest changed by 28 which increased total open position to 523
On 31 Oct TATACONSUM was trading at 1002.55. The strike last trading price was 24, which was 6.50 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct TATACONSUM was trading at 1022.70. The strike last trading price was 17.5, which was -11.60 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct TATACONSUM was trading at 992.05. The strike last trading price was 29.1, which was -8.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct TATACONSUM was trading at 975.90. The strike last trading price was 37.1, which was -4.85 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct TATACONSUM was trading at 973.05. The strike last trading price was 41.95, which was 12.35 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct TATACONSUM was trading at 996.45. The strike last trading price was 29.6, which was 7.60 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct TATACONSUM was trading at 1014.55. The strike last trading price was 22, which was -6.70 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct TATACONSUM was trading at 998.25. The strike last trading price was 28.7, which was 5.70 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 21 Oct TATACONSUM was trading at 1017.05. The strike last trading price was 23, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
