TATACONSUM
Tata Consumer Product Ltd
Historical option data for TATACONSUM
27 Dec 2024 04:12 PM IST
| TATACONSUM 30JAN2025 1000 CE | ||||||||||
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Delta: 0.10
Vega: 0.48
Theta: -0.18
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 27 Dec | 907.95 | 2.7 | -0.30 | 21.80 | 670 | 166 | 1,200 | |||
| 26 Dec | 900.95 | 3 | -1.00 | 23.46 | 804 | 67 | 1,032 | |||
| 24 Dec | 907.30 | 4 | -0.35 | 23.53 | 1,200 | 360 | 965 | |||
| 23 Dec | 902.75 | 4.35 | -0.90 | 24.71 | 338 | 133 | 604 | |||
| 20 Dec | 889.45 | 5.25 | -2.00 | 26.27 | 436 | 205 | 467 | |||
| 19 Dec | 907.10 | 7.25 | 0.10 | 25.97 | 207 | 49 | 262 | |||
| 18 Dec | 909.35 | 7.15 | 0.05 | 24.86 | 243 | 26 | 212 | |||
| 17 Dec | 904.90 | 7.1 | -1.75 | 25.95 | 209 | 61 | 185 | |||
| 16 Dec | 920.35 | 8.85 | -1.15 | 23.91 | 112 | 26 | 130 | |||
| 13 Dec | 929.70 | 10 | 0.65 | 22.12 | 113 | 13 | 104 | |||
| 12 Dec | 921.25 | 9.35 | -2.30 | 22.77 | 67 | 50 | 91 | |||
| 11 Dec | 935.05 | 11.65 | 0.65 | 21.79 | 48 | 37 | 40 | |||
| 10 Dec | 926.75 | 11 | -56.50 | 22.20 | 3 | 2 | 2 | |||
| 9 Dec | 933.95 | 67.5 | 0.00 | 3.97 | 0 | 0 | 0 | |||
| 5 Dec | 966.45 | 67.5 | 0.00 | 1.31 | 0 | 0 | 0 | |||
| 3 Dec | 955.00 | 67.5 | 0.00 | 2.20 | 0 | 0 | 0 | |||
| 2 Dec | 957.00 | 67.5 | 0.00 | 2.00 | 0 | 0 | 0 | |||
| 28 Nov | 941.05 | 67.5 | 0.00 | 3.10 | 0 | 0 | 0 | |||
| 26 Nov | 963.55 | 67.5 | 0.00 | 1.41 | 0 | 0 | 0 | |||
| 25 Nov | 955.70 | 67.5 | 0.00 | 1.62 | 0 | 0 | 0 | |||
| 22 Nov | 945.20 | 67.5 | 0.00 | 4.35 | 0 | 0 | 0 | |||
| 21 Nov | 911.70 | 67.5 | 0.00 | 4.93 | 0 | 0 | 0 | |||
| 20 Nov | 917.15 | 67.5 | 0.00 | 3.09 | 0 | 0 | 0 | |||
| 19 Nov | 917.15 | 67.5 | 0.00 | 3.09 | 0 | 0 | 0 | |||
| 18 Nov | 930.75 | 67.5 | 67.50 | 3.92 | 0 | 0 | 0 | |||
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| 14 Nov | 925.00 | 0 | 0.00 | 3.63 | 0 | 0 | 0 | |||
| 13 Nov | 952.75 | 0 | 0.00 | 1.71 | 0 | 0 | 0 | |||
| 12 Nov | 967.55 | 0 | 0.00 | 0.72 | 0 | 0 | 0 | |||
| 11 Nov | 975.95 | 0 | 0.00 | 0.27 | 0 | 0 | 0 | |||
| 8 Nov | 992.95 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 984.85 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 1007.05 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 1000.75 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 994.60 | 0 | - | 0 | 0 | 0 | ||||
For Tata Consumer Product Ltd - strike price 1000 expiring on 30JAN2025
Delta for 1000 CE is 0.10
Historical price for 1000 CE is as follows
On 27 Dec TATACONSUM was trading at 907.95. The strike last trading price was 2.7, which was -0.30 lower than the previous day. The implied volatity was 21.80, the open interest changed by 166 which increased total open position to 1200
On 26 Dec TATACONSUM was trading at 900.95. The strike last trading price was 3, which was -1.00 lower than the previous day. The implied volatity was 23.46, the open interest changed by 67 which increased total open position to 1032
On 24 Dec TATACONSUM was trading at 907.30. The strike last trading price was 4, which was -0.35 lower than the previous day. The implied volatity was 23.53, the open interest changed by 360 which increased total open position to 965
On 23 Dec TATACONSUM was trading at 902.75. The strike last trading price was 4.35, which was -0.90 lower than the previous day. The implied volatity was 24.71, the open interest changed by 133 which increased total open position to 604
On 20 Dec TATACONSUM was trading at 889.45. The strike last trading price was 5.25, which was -2.00 lower than the previous day. The implied volatity was 26.27, the open interest changed by 205 which increased total open position to 467
On 19 Dec TATACONSUM was trading at 907.10. The strike last trading price was 7.25, which was 0.10 higher than the previous day. The implied volatity was 25.97, the open interest changed by 49 which increased total open position to 262
On 18 Dec TATACONSUM was trading at 909.35. The strike last trading price was 7.15, which was 0.05 higher than the previous day. The implied volatity was 24.86, the open interest changed by 26 which increased total open position to 212
On 17 Dec TATACONSUM was trading at 904.90. The strike last trading price was 7.1, which was -1.75 lower than the previous day. The implied volatity was 25.95, the open interest changed by 61 which increased total open position to 185
On 16 Dec TATACONSUM was trading at 920.35. The strike last trading price was 8.85, which was -1.15 lower than the previous day. The implied volatity was 23.91, the open interest changed by 26 which increased total open position to 130
On 13 Dec TATACONSUM was trading at 929.70. The strike last trading price was 10, which was 0.65 higher than the previous day. The implied volatity was 22.12, the open interest changed by 13 which increased total open position to 104
On 12 Dec TATACONSUM was trading at 921.25. The strike last trading price was 9.35, which was -2.30 lower than the previous day. The implied volatity was 22.77, the open interest changed by 50 which increased total open position to 91
On 11 Dec TATACONSUM was trading at 935.05. The strike last trading price was 11.65, which was 0.65 higher than the previous day. The implied volatity was 21.79, the open interest changed by 37 which increased total open position to 40
On 10 Dec TATACONSUM was trading at 926.75. The strike last trading price was 11, which was -56.50 lower than the previous day. The implied volatity was 22.20, the open interest changed by 2 which increased total open position to 2
On 9 Dec TATACONSUM was trading at 933.95. The strike last trading price was 67.5, which was 0.00 lower than the previous day. The implied volatity was 3.97, the open interest changed by 0 which decreased total open position to 0
On 5 Dec TATACONSUM was trading at 966.45. The strike last trading price was 67.5, which was 0.00 lower than the previous day. The implied volatity was 1.31, the open interest changed by 0 which decreased total open position to 0
On 3 Dec TATACONSUM was trading at 955.00. The strike last trading price was 67.5, which was 0.00 lower than the previous day. The implied volatity was 2.20, the open interest changed by 0 which decreased total open position to 0
On 2 Dec TATACONSUM was trading at 957.00. The strike last trading price was 67.5, which was 0.00 lower than the previous day. The implied volatity was 2.00, the open interest changed by 0 which decreased total open position to 0
On 28 Nov TATACONSUM was trading at 941.05. The strike last trading price was 67.5, which was 0.00 lower than the previous day. The implied volatity was 3.10, the open interest changed by 0 which decreased total open position to 0
On 26 Nov TATACONSUM was trading at 963.55. The strike last trading price was 67.5, which was 0.00 lower than the previous day. The implied volatity was 1.41, the open interest changed by 0 which decreased total open position to 0
On 25 Nov TATACONSUM was trading at 955.70. The strike last trading price was 67.5, which was 0.00 lower than the previous day. The implied volatity was 1.62, the open interest changed by 0 which decreased total open position to 0
On 22 Nov TATACONSUM was trading at 945.20. The strike last trading price was 67.5, which was 0.00 lower than the previous day. The implied volatity was 4.35, the open interest changed by 0 which decreased total open position to 0
On 21 Nov TATACONSUM was trading at 911.70. The strike last trading price was 67.5, which was 0.00 lower than the previous day. The implied volatity was 4.93, the open interest changed by 0 which decreased total open position to 0
On 20 Nov TATACONSUM was trading at 917.15. The strike last trading price was 67.5, which was 0.00 lower than the previous day. The implied volatity was 3.09, the open interest changed by 0 which decreased total open position to 0
On 19 Nov TATACONSUM was trading at 917.15. The strike last trading price was 67.5, which was 0.00 lower than the previous day. The implied volatity was 3.09, the open interest changed by 0 which decreased total open position to 0
On 18 Nov TATACONSUM was trading at 930.75. The strike last trading price was 67.5, which was 67.50 higher than the previous day. The implied volatity was 3.92, the open interest changed by 0 which decreased total open position to 0
On 14 Nov TATACONSUM was trading at 925.00. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 3.63, the open interest changed by 0 which decreased total open position to 0
On 13 Nov TATACONSUM was trading at 952.75. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 1.71, the open interest changed by 0 which decreased total open position to 0
On 12 Nov TATACONSUM was trading at 967.55. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 0.72, the open interest changed by 0 which decreased total open position to 0
On 11 Nov TATACONSUM was trading at 975.95. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 0.27, the open interest changed by 0 which decreased total open position to 0
On 8 Nov TATACONSUM was trading at 992.95. 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 7 Nov TATACONSUM was trading at 984.85. 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 6 Nov TATACONSUM was trading at 1007.05. 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 5 Nov TATACONSUM was trading at 1000.75. 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 TATACONSUM was trading at 994.60. 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
| TATACONSUM 30JAN2025 1000 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.86
Vega: 0.62
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 27 Dec | 907.95 | 88.75 | -6.25 | 25.85 | 98 | 15 | 451 |
| 26 Dec | 900.95 | 95 | 4.90 | 26.33 | 128 | 125 | 434 |
| 24 Dec | 907.30 | 90.1 | -7.20 | 25.44 | 171 | 147 | 304 |
| 23 Dec | 902.75 | 97.3 | -10.70 | 30.13 | 135 | 97 | 152 |
| 20 Dec | 889.45 | 108 | 19.50 | 36.82 | 3 | 2 | 54 |
| 19 Dec | 907.10 | 88.5 | -5.50 | 25.58 | 24 | -13 | 51 |
| 18 Dec | 909.35 | 94 | 0.00 | 0.00 | 0 | 10 | 0 |
| 17 Dec | 904.90 | 94 | 15.00 | 28.22 | 14 | 0 | 54 |
| 16 Dec | 920.35 | 79 | 6.70 | 26.40 | 79 | 23 | 54 |
| 13 Dec | 929.70 | 72.3 | 7.30 | 26.13 | 31 | 0 | 30 |
| 12 Dec | 921.25 | 65 | 0.00 | 0.00 | 0 | 30 | 0 |
| 11 Dec | 935.05 | 65 | 18.05 | 23.63 | 32 | 30 | 30 |
| 10 Dec | 926.75 | 46.95 | 0.00 | - | 0 | 0 | 0 |
| 9 Dec | 933.95 | 46.95 | 0.00 | - | 0 | 0 | 0 |
| 5 Dec | 966.45 | 46.95 | 0.00 | - | 0 | 0 | 0 |
| 3 Dec | 955.00 | 46.95 | 0.00 | - | 0 | 0 | 0 |
| 2 Dec | 957.00 | 46.95 | 46.95 | - | 0 | 0 | 0 |
| 28 Nov | 941.05 | 0 | 0.00 | - | 0 | 0 | 0 |
| 26 Nov | 963.55 | 0 | 0.00 | - | 0 | 0 | 0 |
| 25 Nov | 955.70 | 0 | 0.00 | - | 0 | 0 | 0 |
| 22 Nov | 945.20 | 0 | 0.00 | - | 0 | 0 | 0 |
| 21 Nov | 911.70 | 0 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 917.15 | 0 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 917.15 | 0 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 930.75 | 0 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 925.00 | 0 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 952.75 | 0 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 967.55 | 0 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 975.95 | 0 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 992.95 | 0 | 0.00 | 1.04 | 0 | 0 | 0 |
| 7 Nov | 984.85 | 0 | 0.00 | 0.62 | 0 | 0 | 0 |
| 6 Nov | 1007.05 | 0 | 0.00 | 1.86 | 0 | 0 | 0 |
| 5 Nov | 1000.75 | 0 | 0.00 | 1.48 | 0 | 0 | 0 |
| 4 Nov | 994.60 | 0 | 1.11 | 0 | 0 | 0 | |
For Tata Consumer Product Ltd - strike price 1000 expiring on 30JAN2025
Delta for 1000 PE is -0.86
Historical price for 1000 PE is as follows
On 27 Dec TATACONSUM was trading at 907.95. The strike last trading price was 88.75, which was -6.25 lower than the previous day. The implied volatity was 25.85, the open interest changed by 15 which increased total open position to 451
On 26 Dec TATACONSUM was trading at 900.95. The strike last trading price was 95, which was 4.90 higher than the previous day. The implied volatity was 26.33, the open interest changed by 125 which increased total open position to 434
On 24 Dec TATACONSUM was trading at 907.30. The strike last trading price was 90.1, which was -7.20 lower than the previous day. The implied volatity was 25.44, the open interest changed by 147 which increased total open position to 304
On 23 Dec TATACONSUM was trading at 902.75. The strike last trading price was 97.3, which was -10.70 lower than the previous day. The implied volatity was 30.13, the open interest changed by 97 which increased total open position to 152
On 20 Dec TATACONSUM was trading at 889.45. The strike last trading price was 108, which was 19.50 higher than the previous day. The implied volatity was 36.82, the open interest changed by 2 which increased total open position to 54
On 19 Dec TATACONSUM was trading at 907.10. The strike last trading price was 88.5, which was -5.50 lower than the previous day. The implied volatity was 25.58, the open interest changed by -13 which decreased total open position to 51
On 18 Dec TATACONSUM was trading at 909.35. The strike last trading price was 94, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 10 which increased total open position to 0
On 17 Dec TATACONSUM was trading at 904.90. The strike last trading price was 94, which was 15.00 higher than the previous day. The implied volatity was 28.22, the open interest changed by 0 which decreased total open position to 54
On 16 Dec TATACONSUM was trading at 920.35. The strike last trading price was 79, which was 6.70 higher than the previous day. The implied volatity was 26.40, the open interest changed by 23 which increased total open position to 54
On 13 Dec TATACONSUM was trading at 929.70. The strike last trading price was 72.3, which was 7.30 higher than the previous day. The implied volatity was 26.13, the open interest changed by 0 which decreased total open position to 30
On 12 Dec TATACONSUM was trading at 921.25. The strike last trading price was 65, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 30 which increased total open position to 0
On 11 Dec TATACONSUM was trading at 935.05. The strike last trading price was 65, which was 18.05 higher than the previous day. The implied volatity was 23.63, the open interest changed by 30 which increased total open position to 30
On 10 Dec TATACONSUM was trading at 926.75. The strike last trading price was 46.95, 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 9 Dec TATACONSUM was trading at 933.95. The strike last trading price was 46.95, 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 5 Dec TATACONSUM was trading at 966.45. The strike last trading price was 46.95, 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 TATACONSUM was trading at 955.00. The strike last trading price was 46.95, 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 2 Dec TATACONSUM was trading at 957.00. The strike last trading price was 46.95, which was 46.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 28 Nov TATACONSUM was trading at 941.05. 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 26 Nov TATACONSUM was trading at 963.55. 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 25 Nov TATACONSUM was trading at 955.70. 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 22 Nov TATACONSUM was trading at 945.20. 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 21 Nov TATACONSUM was trading at 911.70. 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 20 Nov TATACONSUM was trading at 917.15. 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 19 Nov TATACONSUM was trading at 917.15. 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 18 Nov TATACONSUM was trading at 930.75. 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 14 Nov TATACONSUM was trading at 925.00. 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 13 Nov TATACONSUM was trading at 952.75. 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 12 Nov TATACONSUM was trading at 967.55. 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 11 Nov TATACONSUM was trading at 975.95. 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 8 Nov TATACONSUM was trading at 992.95. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 1.04, the open interest changed by 0 which decreased total open position to 0
On 7 Nov TATACONSUM was trading at 984.85. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 0.62, the open interest changed by 0 which decreased total open position to 0
On 6 Nov TATACONSUM was trading at 1007.05. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 1.86, the open interest changed by 0 which decreased total open position to 0
On 5 Nov TATACONSUM was trading at 1000.75. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 1.48, the open interest changed by 0 which decreased total open position to 0
On 4 Nov TATACONSUM was trading at 994.60. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 1.11, the open interest changed by 0 which decreased total open position to 0
