TATACONSUM
Tata Consumer Product Ltd
Historical option data for TATACONSUM
20 Dec 2024 04:12 PM IST
| TATACONSUM 26DEC2024 1010 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.02
Vega: 0.06
Theta: -0.23
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 889.45 | 0.4 | -0.25 | 45.40 | 71 | -28 | 237 | |||
| 19 Dec | 907.10 | 0.65 | -0.10 | 40.85 | 31 | -11 | 268 | |||
| 18 Dec | 909.35 | 0.75 | 0.00 | 38.42 | 68 | 10 | 280 | |||
| 17 Dec | 904.90 | 0.75 | -0.25 | 38.07 | 188 | 21 | 274 | |||
| 16 Dec | 920.35 | 1 | -0.30 | 32.61 | 304 | -68 | 253 | |||
| 13 Dec | 929.70 | 1.3 | -0.25 | 27.34 | 243 | 11 | 319 | |||
| 12 Dec | 921.25 | 1.55 | -0.60 | 29.34 | 431 | 34 | 301 | |||
| 11 Dec | 935.05 | 2.15 | 0.35 | 26.83 | 389 | 5 | 276 | |||
| 10 Dec | 926.75 | 1.8 | -0.95 | 26.25 | 200 | 16 | 267 | |||
| 9 Dec | 933.95 | 2.75 | -4.00 | 26.86 | 1,297 | 32 | 249 | |||
| 6 Dec | 974.45 | 6.75 | 1.20 | 19.18 | 489 | -6 | 218 | |||
| 5 Dec | 966.45 | 5.55 | 0.55 | 20.00 | 848 | 8 | 223 | |||
| 4 Dec | 961.20 | 5 | 0.00 | 20.40 | 336 | 19 | 216 | |||
| 3 Dec | 955.00 | 5 | -1.35 | 21.07 | 353 | 26 | 199 | |||
| 2 Dec | 957.00 | 6.35 | -1.20 | 22.47 | 303 | 79 | 172 | |||
| 29 Nov | 958.65 | 7.55 | -0.30 | 21.72 | 247 | 6 | 90 | |||
| 28 Nov | 941.05 | 7.85 | -1.60 | 25.36 | 116 | 81 | 83 | |||
| 27 Nov | 960.05 | 9.45 | -37.30 | 22.34 | 2 | 1 | 1 | |||
| 26 Nov | 963.55 | 46.75 | 0.00 | 3.80 | 0 | 0 | 0 | |||
| 25 Nov | 955.70 | 46.75 | 0.00 | 4.46 | 0 | 0 | 0 | |||
| 22 Nov | 945.20 | 46.75 | 0.00 | 5.33 | 0 | 0 | 0 | |||
|
|
||||||||||
| 21 Nov | 911.70 | 46.75 | 0.00 | 7.82 | 0 | 0 | 0 | |||
| 20 Nov | 917.15 | 46.75 | 0.00 | 7.17 | 0 | 0 | 0 | |||
| 19 Nov | 917.15 | 46.75 | 0.00 | 7.17 | 0 | 0 | 0 | |||
| 18 Nov | 930.75 | 46.75 | 0.00 | 5.82 | 0 | 0 | 0 | |||
| 14 Nov | 925.00 | 46.75 | 0.00 | 5.71 | 0 | 0 | 0 | |||
| 13 Nov | 952.75 | 46.75 | 0.00 | 3.69 | 0 | 0 | 0 | |||
| 12 Nov | 967.55 | 46.75 | 0.00 | 2.54 | 0 | 0 | 0 | |||
| 11 Nov | 975.95 | 46.75 | 0.00 | 1.78 | 0 | 0 | 0 | |||
| 8 Nov | 992.95 | 46.75 | 0.00 | 0.49 | 0 | 0 | 0 | |||
| 6 Nov | 1007.05 | 46.75 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 1000.75 | 46.75 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 994.60 | 46.75 | 0.00 | 0.25 | 0 | 0 | 0 | |||
| 1 Nov | 1004.10 | 46.75 | - | 0 | 0 | 0 | ||||
For Tata Consumer Product Ltd - strike price 1010 expiring on 26DEC2024
Delta for 1010 CE is 0.02
Historical price for 1010 CE is as follows
On 20 Dec TATACONSUM was trading at 889.45. The strike last trading price was 0.4, which was -0.25 lower than the previous day. The implied volatity was 45.40, the open interest changed by -28 which decreased total open position to 237
On 19 Dec TATACONSUM was trading at 907.10. The strike last trading price was 0.65, which was -0.10 lower than the previous day. The implied volatity was 40.85, the open interest changed by -11 which decreased total open position to 268
On 18 Dec TATACONSUM was trading at 909.35. The strike last trading price was 0.75, which was 0.00 lower than the previous day. The implied volatity was 38.42, the open interest changed by 10 which increased total open position to 280
On 17 Dec TATACONSUM was trading at 904.90. The strike last trading price was 0.75, which was -0.25 lower than the previous day. The implied volatity was 38.07, the open interest changed by 21 which increased total open position to 274
On 16 Dec TATACONSUM was trading at 920.35. The strike last trading price was 1, which was -0.30 lower than the previous day. The implied volatity was 32.61, the open interest changed by -68 which decreased total open position to 253
On 13 Dec TATACONSUM was trading at 929.70. The strike last trading price was 1.3, which was -0.25 lower than the previous day. The implied volatity was 27.34, the open interest changed by 11 which increased total open position to 319
On 12 Dec TATACONSUM was trading at 921.25. The strike last trading price was 1.55, which was -0.60 lower than the previous day. The implied volatity was 29.34, the open interest changed by 34 which increased total open position to 301
On 11 Dec TATACONSUM was trading at 935.05. The strike last trading price was 2.15, which was 0.35 higher than the previous day. The implied volatity was 26.83, the open interest changed by 5 which increased total open position to 276
On 10 Dec TATACONSUM was trading at 926.75. The strike last trading price was 1.8, which was -0.95 lower than the previous day. The implied volatity was 26.25, the open interest changed by 16 which increased total open position to 267
On 9 Dec TATACONSUM was trading at 933.95. The strike last trading price was 2.75, which was -4.00 lower than the previous day. The implied volatity was 26.86, the open interest changed by 32 which increased total open position to 249
On 6 Dec TATACONSUM was trading at 974.45. The strike last trading price was 6.75, which was 1.20 higher than the previous day. The implied volatity was 19.18, the open interest changed by -6 which decreased total open position to 218
On 5 Dec TATACONSUM was trading at 966.45. The strike last trading price was 5.55, which was 0.55 higher than the previous day. The implied volatity was 20.00, the open interest changed by 8 which increased total open position to 223
On 4 Dec TATACONSUM was trading at 961.20. The strike last trading price was 5, which was 0.00 lower than the previous day. The implied volatity was 20.40, the open interest changed by 19 which increased total open position to 216
On 3 Dec TATACONSUM was trading at 955.00. The strike last trading price was 5, which was -1.35 lower than the previous day. The implied volatity was 21.07, the open interest changed by 26 which increased total open position to 199
On 2 Dec TATACONSUM was trading at 957.00. The strike last trading price was 6.35, which was -1.20 lower than the previous day. The implied volatity was 22.47, the open interest changed by 79 which increased total open position to 172
On 29 Nov TATACONSUM was trading at 958.65. The strike last trading price was 7.55, which was -0.30 lower than the previous day. The implied volatity was 21.72, the open interest changed by 6 which increased total open position to 90
On 28 Nov TATACONSUM was trading at 941.05. The strike last trading price was 7.85, which was -1.60 lower than the previous day. The implied volatity was 25.36, the open interest changed by 81 which increased total open position to 83
On 27 Nov TATACONSUM was trading at 960.05. The strike last trading price was 9.45, which was -37.30 lower than the previous day. The implied volatity was 22.34, the open interest changed by 1 which increased total open position to 1
On 26 Nov TATACONSUM was trading at 963.55. The strike last trading price was 46.75, which was 0.00 lower than the previous day. The implied volatity was 3.80, 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 46.75, which was 0.00 lower than the previous day. The implied volatity was 4.46, 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 46.75, which was 0.00 lower than the previous day. The implied volatity was 5.33, 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 46.75, which was 0.00 lower than the previous day. The implied volatity was 7.82, 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 46.75, which was 0.00 lower than the previous day. The implied volatity was 7.17, 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 46.75, which was 0.00 lower than the previous day. The implied volatity was 7.17, 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 46.75, which was 0.00 lower than the previous day. The implied volatity was 5.82, 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 46.75, which was 0.00 lower than the previous day. The implied volatity was 5.71, 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 46.75, which was 0.00 lower than the previous day. The implied volatity was 3.69, 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 46.75, which was 0.00 lower than the previous day. The implied volatity was 2.54, 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 46.75, which was 0.00 lower than the previous day. The implied volatity was 1.78, 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 46.75, which was 0.00 lower than the previous day. The implied volatity was 0.49, 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 46.75, 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 46.75, 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 46.75, which was 0.00 lower than the previous day. The implied volatity was 0.25, the open interest changed by 0 which decreased total open position to 0
On 1 Nov TATACONSUM was trading at 1004.10. The strike last trading price was 46.75, 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 26DEC2024 1010 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 889.45 | 73.5 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Dec | 907.10 | 73.5 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Dec | 909.35 | 73.5 | 0.00 | 0.00 | 0 | 0 | 0 |
| 17 Dec | 904.90 | 73.5 | 0.00 | 0.00 | 0 | 0 | 0 |
| 16 Dec | 920.35 | 73.5 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Dec | 929.70 | 73.5 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Dec | 921.25 | 73.5 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Dec | 935.05 | 73.5 | 0.00 | 0.00 | 0 | 0 | 0 |
| 10 Dec | 926.75 | 73.5 | 0.00 | 0.00 | 0 | 2 | 0 |
| 9 Dec | 933.95 | 73.5 | 33.75 | 25.88 | 8 | 1 | 4 |
| 6 Dec | 974.45 | 39.75 | -12.20 | 23.73 | 4 | 1 | 2 |
| 5 Dec | 966.45 | 51.95 | -5.80 | 30.52 | 1 | 0 | 2 |
| 4 Dec | 961.20 | 57.75 | 1.10 | 32.37 | 1 | 0 | 1 |
| 3 Dec | 955.00 | 56.65 | 13.70 | 26.63 | 1 | 0 | 0 |
| 2 Dec | 957.00 | 42.95 | 0.00 | - | 0 | 0 | 0 |
| 29 Nov | 958.65 | 42.95 | 0.00 | - | 0 | 0 | 0 |
| 28 Nov | 941.05 | 42.95 | 0.00 | - | 0 | 0 | 0 |
| 27 Nov | 960.05 | 42.95 | 0.00 | - | 0 | 0 | 0 |
| 26 Nov | 963.55 | 42.95 | 0.00 | - | 0 | 0 | 0 |
| 25 Nov | 955.70 | 42.95 | 0.00 | - | 0 | 0 | 0 |
| 22 Nov | 945.20 | 42.95 | 0.00 | - | 0 | 0 | 0 |
| 21 Nov | 911.70 | 42.95 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 917.15 | 42.95 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 917.15 | 42.95 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 930.75 | 42.95 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 925.00 | 42.95 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 952.75 | 42.95 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 967.55 | 42.95 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 975.95 | 42.95 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 992.95 | 42.95 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 1007.05 | 42.95 | 0.00 | 0.84 | 0 | 0 | 0 |
| 5 Nov | 1000.75 | 42.95 | 0.00 | 0.37 | 0 | 0 | 0 |
| 4 Nov | 994.60 | 42.95 | 42.95 | - | 0 | 0 | 0 |
| 1 Nov | 1004.10 | 0 | 0.70 | 0 | 0 | 0 | |
For Tata Consumer Product Ltd - strike price 1010 expiring on 26DEC2024
Delta for 1010 PE is 0.00
Historical price for 1010 PE is as follows
On 20 Dec TATACONSUM was trading at 889.45. The strike last trading price was 73.5, 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 19 Dec TATACONSUM was trading at 907.10. The strike last trading price was 73.5, 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 18 Dec TATACONSUM was trading at 909.35. The strike last trading price was 73.5, 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 17 Dec TATACONSUM was trading at 904.90. The strike last trading price was 73.5, 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 16 Dec TATACONSUM was trading at 920.35. The strike last trading price was 73.5, 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 TATACONSUM was trading at 929.70. The strike last trading price was 73.5, 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 TATACONSUM was trading at 921.25. The strike last trading price was 73.5, 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 11 Dec TATACONSUM was trading at 935.05. The strike last trading price was 73.5, 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 10 Dec TATACONSUM was trading at 926.75. The strike last trading price was 73.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 9 Dec TATACONSUM was trading at 933.95. The strike last trading price was 73.5, which was 33.75 higher than the previous day. The implied volatity was 25.88, the open interest changed by 1 which increased total open position to 4
On 6 Dec TATACONSUM was trading at 974.45. The strike last trading price was 39.75, which was -12.20 lower than the previous day. The implied volatity was 23.73, the open interest changed by 1 which increased total open position to 2
On 5 Dec TATACONSUM was trading at 966.45. The strike last trading price was 51.95, which was -5.80 lower than the previous day. The implied volatity was 30.52, the open interest changed by 0 which decreased total open position to 2
On 4 Dec TATACONSUM was trading at 961.20. The strike last trading price was 57.75, which was 1.10 higher than the previous day. The implied volatity was 32.37, the open interest changed by 0 which decreased total open position to 1
On 3 Dec TATACONSUM was trading at 955.00. The strike last trading price was 56.65, which was 13.70 higher than the previous day. The implied volatity was 26.63, 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 42.95, 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 29 Nov TATACONSUM was trading at 958.65. The strike last trading price was 42.95, 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 28 Nov TATACONSUM was trading at 941.05. The strike last trading price was 42.95, 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 27 Nov TATACONSUM was trading at 960.05. The strike last trading price was 42.95, 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 26 Nov TATACONSUM was trading at 963.55. The strike last trading price was 42.95, 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 25 Nov TATACONSUM was trading at 955.70. The strike last trading price was 42.95, 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 22 Nov TATACONSUM was trading at 945.20. The strike last trading price was 42.95, 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 21 Nov TATACONSUM was trading at 911.70. The strike last trading price was 42.95, 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 20 Nov TATACONSUM was trading at 917.15. The strike last trading price was 42.95, 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 19 Nov TATACONSUM was trading at 917.15. The strike last trading price was 42.95, 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 18 Nov TATACONSUM was trading at 930.75. The strike last trading price was 42.95, 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 14 Nov TATACONSUM was trading at 925.00. The strike last trading price was 42.95, 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 13 Nov TATACONSUM was trading at 952.75. The strike last trading price was 42.95, 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 12 Nov TATACONSUM was trading at 967.55. The strike last trading price was 42.95, 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 11 Nov TATACONSUM was trading at 975.95. The strike last trading price was 42.95, 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 8 Nov TATACONSUM was trading at 992.95. The strike last trading price was 42.95, 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 6 Nov TATACONSUM was trading at 1007.05. The strike last trading price was 42.95, which was 0.00 lower than the previous day. The implied volatity was 0.84, 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 42.95, which was 0.00 lower than the previous day. The implied volatity was 0.37, 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 42.95, which was 42.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 1 Nov TATACONSUM was trading at 1004.10. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 0.70, the open interest changed by 0 which decreased total open position to 0
