TATACONSUM
Tata Consumer Product Ltd
Historical option data for TATACONSUM
14 Nov 2024 04:12 PM IST
| TATACONSUM 28NOV2024 1010 CE | ||||||||||
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Delta: 0.06
Vega: 0.22
Theta: -0.22
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 925.00 | 1.2 | -1.30 | 25.41 | 1,049.813 | -48.64 | 623.2 | |||
| 13 Nov | 952.75 | 2.5 | -1.35 | 21.96 | 1,035.627 | 20.267 | 680.96 | |||
| 12 Nov | 967.55 | 3.85 | -3.00 | 19.92 | 968.747 | -21.28 | 669.813 | |||
| 11 Nov | 975.95 | 6.85 | -5.20 | 20.54 | 853.227 | 260.427 | 691.093 | |||
| 8 Nov | 992.95 | 12.05 | -0.65 | 18.65 | 828.907 | -110.453 | 433.707 | |||
| 7 Nov | 984.85 | 12.7 | -8.80 | 21.44 | 950.507 | 128.693 | 545.173 | |||
| 6 Nov | 1007.05 | 21.5 | 0.45 | 21.81 | 958.613 | 46.613 | 412.427 | |||
| 5 Nov | 1000.75 | 21.05 | 1.25 | 22.91 | 1,298.08 | 61.813 | 366.827 | |||
| 4 Nov | 994.60 | 19.8 | -5.50 | 23.47 | 777.227 | 55.733 | 300.96 | |||
| 1 Nov | 1004.10 | 25.3 | -0.40 | 22.56 | 93.227 | 17.227 | 254.347 | |||
| 31 Oct | 1002.55 | 25.7 | -11.85 | - | 547.2 | 88.16 | 235.093 | |||
| 30 Oct | 1022.70 | 37.55 | 13.95 | - | 812.693 | 39.52 | 148.96 | |||
| 29 Oct | 992.05 | 23.6 | 3.70 | - | 125.653 | 4.053 | 109.44 | |||
| 28 Oct | 975.90 | 19.9 | -0.30 | - | 141.867 | 35.467 | 104.373 | |||
| 25 Oct | 973.05 | 20.2 | -10.75 | - | 34.453 | 12.16 | 68.907 | |||
| 24 Oct | 996.45 | 30.95 | -6.60 | - | 58.773 | 22.293 | 56.747 | |||
| 23 Oct | 1014.55 | 37.55 | 6.15 | - | 34.453 | 1.013 | 34.453 | |||
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| 22 Oct | 998.25 | 31.4 | -10.05 | - | 25.333 | 20.267 | 36.48 | |||
| 21 Oct | 1017.05 | 41.45 | - | 18.24 | 12.16 | 12.16 | ||||
For Tata Consumer Product Ltd - strike price 1010 expiring on 28NOV2024
Delta for 1010 CE is 0.06
Historical price for 1010 CE is as follows
On 14 Nov TATACONSUM was trading at 925.00. The strike last trading price was 1.2, which was -1.30 lower than the previous day. The implied volatity was 25.41, the open interest changed by -48 which decreased total open position to 615
On 13 Nov TATACONSUM was trading at 952.75. The strike last trading price was 2.5, which was -1.35 lower than the previous day. The implied volatity was 21.96, the open interest changed by 20 which increased total open position to 672
On 12 Nov TATACONSUM was trading at 967.55. The strike last trading price was 3.85, which was -3.00 lower than the previous day. The implied volatity was 19.92, the open interest changed by -21 which decreased total open position to 661
On 11 Nov TATACONSUM was trading at 975.95. The strike last trading price was 6.85, which was -5.20 lower than the previous day. The implied volatity was 20.54, the open interest changed by 257 which increased total open position to 682
On 8 Nov TATACONSUM was trading at 992.95. The strike last trading price was 12.05, which was -0.65 lower than the previous day. The implied volatity was 18.65, the open interest changed by -109 which decreased total open position to 428
On 7 Nov TATACONSUM was trading at 984.85. The strike last trading price was 12.7, which was -8.80 lower than the previous day. The implied volatity was 21.44, the open interest changed by 127 which increased total open position to 538
On 6 Nov TATACONSUM was trading at 1007.05. The strike last trading price was 21.5, which was 0.45 higher than the previous day. The implied volatity was 21.81, the open interest changed by 46 which increased total open position to 407
On 5 Nov TATACONSUM was trading at 1000.75. The strike last trading price was 21.05, which was 1.25 higher than the previous day. The implied volatity was 22.91, the open interest changed by 61 which increased total open position to 362
On 4 Nov TATACONSUM was trading at 994.60. The strike last trading price was 19.8, which was -5.50 lower than the previous day. The implied volatity was 23.47, the open interest changed by 55 which increased total open position to 297
On 1 Nov TATACONSUM was trading at 1004.10. The strike last trading price was 25.3, which was -0.40 lower than the previous day. The implied volatity was 22.56, the open interest changed by 17 which increased total open position to 251
On 31 Oct TATACONSUM was trading at 1002.55. The strike last trading price was 25.7, which was -11.85 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 37.55, which was 13.95 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 23.6, which was 3.70 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 19.9, which was -0.30 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 20.2, which was -10.75 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 30.95, which was -6.60 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 37.55, which was 6.15 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 31.4, which was -10.05 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 41.45, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| TATACONSUM 28NOV2024 1010 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.88
Vega: 0.36
Theta: -0.17
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 925.00 | 79 | 22.00 | 32.55 | 5.067 | -3.04 | 230.027 |
| 13 Nov | 952.75 | 57 | 12.00 | 27.77 | 32.427 | -21.28 | 234.08 |
| 12 Nov | 967.55 | 45 | 9.00 | 24.38 | 18.24 | -13.173 | 257.387 |
| 11 Nov | 975.95 | 36 | 8.25 | 21.53 | 269.547 | -48.64 | 272.587 |
| 8 Nov | 992.95 | 27.75 | -3.15 | 22.76 | 129.707 | 10.133 | 321.227 |
| 7 Nov | 984.85 | 30.9 | 9.45 | 21.77 | 271.573 | 15.2 | 312.107 |
| 6 Nov | 1007.05 | 21.45 | -6.30 | 21.88 | 538.08 | 18.24 | 296.907 |
| 5 Nov | 1000.75 | 27.75 | -3.70 | 25.65 | 408.373 | 24.32 | 279.68 |
| 4 Nov | 994.60 | 31.45 | 1.45 | 26.21 | 417.493 | 3.04 | 251.307 |
| 1 Nov | 1004.10 | 30 | 1.85 | 28.37 | 28.373 | 1.013 | 247.253 |
| 31 Oct | 1002.55 | 28.15 | 7.20 | - | 743.787 | 176.32 | 248.267 |
| 30 Oct | 1022.70 | 20.95 | -13.35 | - | 261.44 | 46.613 | 70.933 |
| 29 Oct | 992.05 | 34.3 | -9.15 | - | 82.08 | 20.267 | 25.333 |
| 28 Oct | 975.90 | 43.45 | 18.45 | - | 5.067 | 0 | 1.013 |
| 25 Oct | 973.05 | 25 | 0.00 | - | 0 | 0 | 1.013 |
| 24 Oct | 996.45 | 25 | 23.10 | - | 1.013 | 0 | 0 |
| 23 Oct | 1014.55 | 1.9 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 998.25 | 1.9 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 1017.05 | 1.9 | - | 0 | 0 | 0 | |
For Tata Consumer Product Ltd - strike price 1010 expiring on 28NOV2024
Delta for 1010 PE is -0.88
Historical price for 1010 PE is as follows
On 14 Nov TATACONSUM was trading at 925.00. The strike last trading price was 79, which was 22.00 higher than the previous day. The implied volatity was 32.55, the open interest changed by -3 which decreased total open position to 227
On 13 Nov TATACONSUM was trading at 952.75. The strike last trading price was 57, which was 12.00 higher than the previous day. The implied volatity was 27.77, the open interest changed by -21 which decreased total open position to 231
On 12 Nov TATACONSUM was trading at 967.55. The strike last trading price was 45, which was 9.00 higher than the previous day. The implied volatity was 24.38, the open interest changed by -13 which decreased total open position to 254
On 11 Nov TATACONSUM was trading at 975.95. The strike last trading price was 36, which was 8.25 higher than the previous day. The implied volatity was 21.53, the open interest changed by -48 which decreased total open position to 269
On 8 Nov TATACONSUM was trading at 992.95. The strike last trading price was 27.75, which was -3.15 lower than the previous day. The implied volatity was 22.76, the open interest changed by 10 which increased total open position to 317
On 7 Nov TATACONSUM was trading at 984.85. The strike last trading price was 30.9, which was 9.45 higher than the previous day. The implied volatity was 21.77, the open interest changed by 15 which increased total open position to 308
On 6 Nov TATACONSUM was trading at 1007.05. The strike last trading price was 21.45, which was -6.30 lower than the previous day. The implied volatity was 21.88, the open interest changed by 18 which increased total open position to 293
On 5 Nov TATACONSUM was trading at 1000.75. The strike last trading price was 27.75, which was -3.70 lower than the previous day. The implied volatity was 25.65, the open interest changed by 24 which increased total open position to 276
On 4 Nov TATACONSUM was trading at 994.60. The strike last trading price was 31.45, which was 1.45 higher than the previous day. The implied volatity was 26.21, the open interest changed by 3 which increased total open position to 248
On 1 Nov TATACONSUM was trading at 1004.10. The strike last trading price was 30, which was 1.85 higher than the previous day. The implied volatity was 28.37, the open interest changed by 1 which increased total open position to 244
On 31 Oct TATACONSUM was trading at 1002.55. The strike last trading price was 28.15, which was 7.20 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 20.95, which was -13.35 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 34.3, which was -9.15 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 43.45, which was 18.45 higher 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 25, which was 0.00 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 25, which was 23.10 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 1.9, which was 0.00 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 1.9, which was 0.00 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 1.9, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
