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[--[65.84.65.76]--]
TATACONSUM
Tata Consumer Product Ltd

911.7 -5.45 (-0.59%)

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Historical option data for TATACONSUM

21 Nov 2024 04:12 PM IST
TATACONSUM 28NOV2024 1020 CE
Delta: 0.02
Vega: 0.06
Theta: -0.17
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Nov 911.70 0.35 -0.15 37.73 472.213 -144.907 566.453
20 Nov 917.15 0.5 0.00 33.77 141.867 -17.227 721.493
19 Nov 917.15 0.5 -0.25 33.77 141.867 -7.093 721.493
18 Nov 930.75 0.75 -0.40 29.93 309.067 -17.227 729.6
14 Nov 925.00 1.15 -0.90 27.66 804.587 -109.44 736.693
13 Nov 952.75 2.05 -0.75 23.49 923.147 -250.293 855.253
12 Nov 967.55 2.8 -2.20 20.76 1,390.293 230.027 1,118.72
11 Nov 975.95 5 -3.65 21.08 851.2 17.227 888.693
8 Nov 992.95 8.65 -1.05 18.64 775.2 119.573 872.48
7 Nov 984.85 9.7 -7.30 21.65 702.24 137.813 753.92
6 Nov 1007.05 17 0.00 21.82 959.627 21.28 615.093
5 Nov 1000.75 17 0.85 23.11 1,161.28 16.213 595.84
4 Nov 994.60 16.15 -5.05 23.78 1,087.307 165.173 577.6
1 Nov 1004.10 21.2 0.20 23.05 118.56 20.267 412.427
31 Oct 1002.55 21 -10.70 - 817.76 99.307 392.16
30 Oct 1022.70 31.7 12.25 - 1,709.493 5.067 271.573
29 Oct 992.05 19.45 2.55 - 310.08 71.947 266.507
28 Oct 975.90 16.9 -0.10 - 339.467 111.467 197.6
25 Oct 973.05 17 -9.50 - 117.547 30.4 86.133
24 Oct 996.45 26.5 -6.50 - 50.667 1.013 55.733
23 Oct 1014.55 33 5.95 - 55.733 10.133 54.72
22 Oct 998.25 27.05 -9.40 - 41.547 25.333 45.6
21 Oct 1017.05 36.45 - 37.493 19.253 19.253


For Tata Consumer Product Ltd - strike price 1020 expiring on 28NOV2024

Delta for 1020 CE is 0.02

Historical price for 1020 CE is as follows

On 21 Nov TATACONSUM was trading at 911.70. The strike last trading price was 0.35, which was -0.15 lower than the previous day. The implied volatity was 37.73, the open interest changed by -143 which decreased total open position to 559


On 20 Nov TATACONSUM was trading at 917.15. The strike last trading price was 0.5, which was 0.00 lower than the previous day. The implied volatity was 33.77, the open interest changed by -17 which decreased total open position to 712


On 19 Nov TATACONSUM was trading at 917.15. The strike last trading price was 0.5, which was -0.25 lower than the previous day. The implied volatity was 33.77, the open interest changed by -7 which decreased total open position to 712


On 18 Nov TATACONSUM was trading at 930.75. The strike last trading price was 0.75, which was -0.40 lower than the previous day. The implied volatity was 29.93, the open interest changed by -17 which decreased total open position to 720


On 14 Nov TATACONSUM was trading at 925.00. The strike last trading price was 1.15, which was -0.90 lower than the previous day. The implied volatity was 27.66, the open interest changed by -108 which decreased total open position to 727


On 13 Nov TATACONSUM was trading at 952.75. The strike last trading price was 2.05, which was -0.75 lower than the previous day. The implied volatity was 23.49, the open interest changed by -247 which decreased total open position to 844


On 12 Nov TATACONSUM was trading at 967.55. The strike last trading price was 2.8, which was -2.20 lower than the previous day. The implied volatity was 20.76, the open interest changed by 227 which increased total open position to 1104


On 11 Nov TATACONSUM was trading at 975.95. The strike last trading price was 5, which was -3.65 lower than the previous day. The implied volatity was 21.08, the open interest changed by 17 which increased total open position to 877


On 8 Nov TATACONSUM was trading at 992.95. The strike last trading price was 8.65, which was -1.05 lower than the previous day. The implied volatity was 18.64, the open interest changed by 118 which increased total open position to 861


On 7 Nov TATACONSUM was trading at 984.85. The strike last trading price was 9.7, which was -7.30 lower than the previous day. The implied volatity was 21.65, the open interest changed by 136 which increased total open position to 744


On 6 Nov TATACONSUM was trading at 1007.05. The strike last trading price was 17, which was 0.00 lower than the previous day. The implied volatity was 21.82, the open interest changed by 21 which increased total open position to 607


On 5 Nov TATACONSUM was trading at 1000.75. The strike last trading price was 17, which was 0.85 higher than the previous day. The implied volatity was 23.11, the open interest changed by 16 which increased total open position to 588


On 4 Nov TATACONSUM was trading at 994.60. The strike last trading price was 16.15, which was -5.05 lower than the previous day. The implied volatity was 23.78, the open interest changed by 163 which increased total open position to 570


On 1 Nov TATACONSUM was trading at 1004.10. The strike last trading price was 21.2, which was 0.20 higher than the previous day. The implied volatity was 23.05, the open interest changed by 20 which increased total open position to 407


On 31 Oct TATACONSUM was trading at 1002.55. The strike last trading price was 21, which was -10.70 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 31.7, which was 12.25 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 19.45, which was 2.55 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 16.9, 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 17, which was -9.50 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 26.5, which was -6.50 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 33, which was 5.95 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 27.05, which was -9.40 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 36.45, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


TATACONSUM 28NOV2024 1020 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
21 Nov 911.70 101 19.00 - 1.013 0 145.92
20 Nov 917.15 82 0.00 - 20.267 -20.267 166.187
19 Nov 917.15 82 -6.00 - 20.267 0 166.187
18 Nov 930.75 88 2.10 39.96 4.053 0 167.2
14 Nov 925.00 85.9 19.65 20.66 65.867 -12.16 167.2
13 Nov 952.75 66.25 12.25 29.45 13.173 -7.093 179.36
12 Nov 967.55 54 9.35 26.08 14.187 3.04 188.48
11 Nov 975.95 44.65 9.55 23.09 84.107 0 187.467
8 Nov 992.95 35.1 -3.10 23.97 45.6 -2.027 188.48
7 Nov 984.85 38.2 11.25 22.43 161.12 19.253 189.493
6 Nov 1007.05 26.95 -6.05 21.95 199.627 -19.253 167.2
5 Nov 1000.75 33 -5.50 25.25 220.907 26.347 186.453
4 Nov 994.60 38.5 4.55 27.36 341.493 4.053 159.093
1 Nov 1004.10 33.95 0.00 0.00 0 -43.573 0
31 Oct 1002.55 33.95 8.70 - 559.36 -44.587 154.027
30 Oct 1022.70 25.25 -15.35 - 1,152.16 170.24 198.613
29 Oct 992.05 40.6 -9.45 - 62.827 -13.173 28.373
28 Oct 975.90 50.05 -2.25 - 53.707 34.453 40.533
25 Oct 973.05 52.3 25.15 - 6.08 2.027 6.08
24 Oct 996.45 27.15 0.00 - 0 1.013 0
23 Oct 1014.55 27.15 -7.95 - 6.08 0 3.04
22 Oct 998.25 35.1 3.05 - 9.12 -4.053 3.04
21 Oct 1017.05 32.05 - 8.107 2.027 2.027


For Tata Consumer Product Ltd - strike price 1020 expiring on 28NOV2024

Delta for 1020 PE is -

Historical price for 1020 PE is as follows

On 21 Nov TATACONSUM was trading at 911.70. The strike last trading price was 101, which was 19.00 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 144


On 20 Nov TATACONSUM was trading at 917.15. The strike last trading price was 82, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -20 which decreased total open position to 164


On 19 Nov TATACONSUM was trading at 917.15. The strike last trading price was 82, which was -6.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 164


On 18 Nov TATACONSUM was trading at 930.75. The strike last trading price was 88, which was 2.10 higher than the previous day. The implied volatity was 39.96, the open interest changed by 0 which decreased total open position to 165


On 14 Nov TATACONSUM was trading at 925.00. The strike last trading price was 85.9, which was 19.65 higher than the previous day. The implied volatity was 20.66, the open interest changed by -12 which decreased total open position to 165


On 13 Nov TATACONSUM was trading at 952.75. The strike last trading price was 66.25, which was 12.25 higher than the previous day. The implied volatity was 29.45, the open interest changed by -7 which decreased total open position to 177


On 12 Nov TATACONSUM was trading at 967.55. The strike last trading price was 54, which was 9.35 higher than the previous day. The implied volatity was 26.08, the open interest changed by 3 which increased total open position to 186


On 11 Nov TATACONSUM was trading at 975.95. The strike last trading price was 44.65, which was 9.55 higher than the previous day. The implied volatity was 23.09, the open interest changed by 0 which decreased total open position to 185


On 8 Nov TATACONSUM was trading at 992.95. The strike last trading price was 35.1, which was -3.10 lower than the previous day. The implied volatity was 23.97, the open interest changed by -2 which decreased total open position to 186


On 7 Nov TATACONSUM was trading at 984.85. The strike last trading price was 38.2, which was 11.25 higher than the previous day. The implied volatity was 22.43, the open interest changed by 19 which increased total open position to 187


On 6 Nov TATACONSUM was trading at 1007.05. The strike last trading price was 26.95, which was -6.05 lower than the previous day. The implied volatity was 21.95, the open interest changed by -19 which decreased total open position to 165


On 5 Nov TATACONSUM was trading at 1000.75. The strike last trading price was 33, which was -5.50 lower than the previous day. The implied volatity was 25.25, the open interest changed by 26 which increased total open position to 184


On 4 Nov TATACONSUM was trading at 994.60. The strike last trading price was 38.5, which was 4.55 higher than the previous day. The implied volatity was 27.36, the open interest changed by 4 which increased total open position to 157


On 1 Nov TATACONSUM was trading at 1004.10. The strike last trading price was 33.95, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -43 which decreased total open position to 0


On 31 Oct TATACONSUM was trading at 1002.55. The strike last trading price was 33.95, which was 8.70 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 25.25, which was -15.35 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 40.6, which was -9.45 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 50.05, which was -2.25 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 52.3, which was 25.15 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 27.15, 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 23 Oct TATACONSUM was trading at 1014.55. The strike last trading price was 27.15, which was -7.95 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 35.1, which was 3.05 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 32.05, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to