TATACONSUM
Tata Consumer Product Ltd
Historical option data for TATACONSUM
14 Nov 2024 04:12 PM IST
| TATACONSUM 28NOV2024 1020 CE | ||||||||||
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Delta: 0.05
Vega: 0.20
Theta: -0.21
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 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 | |||
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| 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 0.05
Historical price for 1020 CE is as follows
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 | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.98
Vega: 0.07
Theta: 0.22
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 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 -0.98
Historical price for 1020 PE is as follows
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
