TATACONSUM
Tata Consumer Product Ltd
Historical option data for TATACONSUM
27 Dec 2024 04:12 PM IST
| TATACONSUM 30JAN2025 1020 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.06
Vega: 0.35
Theta: -0.13
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 27 Dec | 907.95 | 1.75 | -0.25 | 22.89 | 352 | 140 | 348 | |||
| 26 Dec | 900.95 | 2 | -0.85 | 24.48 | 40 | 1 | 208 | |||
| 24 Dec | 907.30 | 2.85 | -0.15 | 24.80 | 122 | 43 | 206 | |||
| 23 Dec | 902.75 | 3 | -0.65 | 25.62 | 57 | 0 | 162 | |||
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| 20 Dec | 889.45 | 3.65 | -1.40 | 26.93 | 504 | 19 | 162 | |||
| 19 Dec | 907.10 | 5.05 | 0.10 | 26.52 | 12 | 2 | 142 | |||
| 18 Dec | 909.35 | 4.95 | 0.55 | 25.61 | 237 | 28 | 137 | |||
| 17 Dec | 904.90 | 4.4 | -1.40 | 25.57 | 18 | 10 | 103 | |||
| 16 Dec | 920.35 | 5.8 | -1.15 | 23.83 | 56 | 34 | 93 | |||
| 13 Dec | 929.70 | 6.95 | 0.35 | 22.71 | 14 | 6 | 59 | |||
| 12 Dec | 921.25 | 6.6 | -2.10 | 23.31 | 50 | 41 | 53 | |||
| 11 Dec | 935.05 | 8.7 | 2.20 | 22.89 | 8 | 2 | 9 | |||
| 10 Dec | 926.75 | 6.5 | -6.50 | 21.36 | 3 | 2 | 6 | |||
| 9 Dec | 933.95 | 13 | 0.00 | 26.46 | 1 | 0 | 3 | |||
| 5 Dec | 966.45 | 13 | 0.15 | 17.87 | 4 | 0 | 3 | |||
| 4 Dec | 961.20 | 12.85 | 1.85 | 19.00 | 1 | 0 | 3 | |||
| 29 Nov | 958.65 | 11 | 0.00 | 16.51 | 1 | 0 | 2 | |||
| 28 Nov | 941.05 | 11 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 27 Nov | 960.05 | 11 | -1.00 | 16.30 | 1 | 0 | 1 | |||
| 26 Nov | 963.55 | 12 | -45.65 | 16.33 | 1 | 0 | 0 | |||
| 25 Nov | 955.70 | 57.65 | 0.00 | 3.12 | 0 | 0 | 0 | |||
| 22 Nov | 945.20 | 57.65 | 57.65 | 4.68 | 0 | 0 | 0 | |||
| 18 Nov | 930.75 | 0 | 0.00 | 4.32 | 0 | 0 | 0 | |||
| 14 Nov | 925.00 | 0 | 0.00 | 4.78 | 0 | 0 | 0 | |||
| 13 Nov | 952.75 | 0 | 0.00 | 2.89 | 0 | 0 | 0 | |||
| 12 Nov | 967.55 | 0 | 0.00 | 1.87 | 0 | 0 | 0 | |||
| 11 Nov | 975.95 | 0 | 0.00 | 1.44 | 0 | 0 | 0 | |||
| 8 Nov | 992.95 | 0 | 0.00 | 0.28 | 0 | 0 | 0 | |||
| 7 Nov | 984.85 | 0 | 0.00 | 0.67 | 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 | 0.17 | 0 | 0 | 0 | ||||
For Tata Consumer Product Ltd - strike price 1020 expiring on 30JAN2025
Delta for 1020 CE is 0.06
Historical price for 1020 CE is as follows
On 27 Dec TATACONSUM was trading at 907.95. The strike last trading price was 1.75, which was -0.25 lower than the previous day. The implied volatity was 22.89, the open interest changed by 140 which increased total open position to 348
On 26 Dec TATACONSUM was trading at 900.95. The strike last trading price was 2, which was -0.85 lower than the previous day. The implied volatity was 24.48, the open interest changed by 1 which increased total open position to 208
On 24 Dec TATACONSUM was trading at 907.30. The strike last trading price was 2.85, which was -0.15 lower than the previous day. The implied volatity was 24.80, the open interest changed by 43 which increased total open position to 206
On 23 Dec TATACONSUM was trading at 902.75. The strike last trading price was 3, which was -0.65 lower than the previous day. The implied volatity was 25.62, the open interest changed by 0 which decreased total open position to 162
On 20 Dec TATACONSUM was trading at 889.45. The strike last trading price was 3.65, which was -1.40 lower than the previous day. The implied volatity was 26.93, the open interest changed by 19 which increased total open position to 162
On 19 Dec TATACONSUM was trading at 907.10. The strike last trading price was 5.05, which was 0.10 higher than the previous day. The implied volatity was 26.52, the open interest changed by 2 which increased total open position to 142
On 18 Dec TATACONSUM was trading at 909.35. The strike last trading price was 4.95, which was 0.55 higher than the previous day. The implied volatity was 25.61, the open interest changed by 28 which increased total open position to 137
On 17 Dec TATACONSUM was trading at 904.90. The strike last trading price was 4.4, which was -1.40 lower than the previous day. The implied volatity was 25.57, the open interest changed by 10 which increased total open position to 103
On 16 Dec TATACONSUM was trading at 920.35. The strike last trading price was 5.8, which was -1.15 lower than the previous day. The implied volatity was 23.83, the open interest changed by 34 which increased total open position to 93
On 13 Dec TATACONSUM was trading at 929.70. The strike last trading price was 6.95, which was 0.35 higher than the previous day. The implied volatity was 22.71, the open interest changed by 6 which increased total open position to 59
On 12 Dec TATACONSUM was trading at 921.25. The strike last trading price was 6.6, which was -2.10 lower than the previous day. The implied volatity was 23.31, the open interest changed by 41 which increased total open position to 53
On 11 Dec TATACONSUM was trading at 935.05. The strike last trading price was 8.7, which was 2.20 higher than the previous day. The implied volatity was 22.89, the open interest changed by 2 which increased total open position to 9
On 10 Dec TATACONSUM was trading at 926.75. The strike last trading price was 6.5, which was -6.50 lower than the previous day. The implied volatity was 21.36, the open interest changed by 2 which increased total open position to 6
On 9 Dec TATACONSUM was trading at 933.95. The strike last trading price was 13, which was 0.00 lower than the previous day. The implied volatity was 26.46, the open interest changed by 0 which decreased total open position to 3
On 5 Dec TATACONSUM was trading at 966.45. The strike last trading price was 13, which was 0.15 higher than the previous day. The implied volatity was 17.87, the open interest changed by 0 which decreased total open position to 3
On 4 Dec TATACONSUM was trading at 961.20. The strike last trading price was 12.85, which was 1.85 higher than the previous day. The implied volatity was 19.00, the open interest changed by 0 which decreased total open position to 3
On 29 Nov TATACONSUM was trading at 958.65. The strike last trading price was 11, which was 0.00 lower than the previous day. The implied volatity was 16.51, the open interest changed by 0 which decreased total open position to 2
On 28 Nov TATACONSUM was trading at 941.05. The strike last trading price was 11, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 27 Nov TATACONSUM was trading at 960.05. The strike last trading price was 11, which was -1.00 lower than the previous day. The implied volatity was 16.30, the open interest changed by 0 which decreased total open position to 1
On 26 Nov TATACONSUM was trading at 963.55. The strike last trading price was 12, which was -45.65 lower than the previous day. The implied volatity was 16.33, 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 57.65, which was 0.00 lower than the previous day. The implied volatity was 3.12, 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 57.65, which was 57.65 higher than the previous day. The implied volatity was 4.68, 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 4.32, 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 4.78, 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 2.89, 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 1.87, 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 1.44, 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 0.28, 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 0.67, 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 0.17, the open interest changed by 0 which decreased total open position to 0
| TATACONSUM 30JAN2025 1020 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 27 Dec | 907.95 | 108 | 0.00 | 0.00 | 0 | 2 | 0 |
| 26 Dec | 900.95 | 108 | -2.00 | - | 2 | 1 | 3 |
| 24 Dec | 907.30 | 110 | 53.25 | 30.75 | 2 | 1 | 1 |
| 23 Dec | 902.75 | 56.75 | 0.00 | - | 0 | 0 | 0 |
| 20 Dec | 889.45 | 56.75 | 0.00 | - | 0 | 0 | 0 |
| 19 Dec | 907.10 | 56.75 | 0.00 | - | 0 | 0 | 0 |
| 18 Dec | 909.35 | 56.75 | 0.00 | - | 0 | 0 | 0 |
| 17 Dec | 904.90 | 56.75 | 0.00 | - | 0 | 0 | 0 |
| 16 Dec | 920.35 | 56.75 | 0.00 | - | 0 | 0 | 0 |
| 13 Dec | 929.70 | 56.75 | 0.00 | - | 0 | 0 | 0 |
| 12 Dec | 921.25 | 56.75 | 0.00 | - | 0 | 0 | 0 |
| 11 Dec | 935.05 | 56.75 | 0.00 | - | 0 | 0 | 0 |
| 10 Dec | 926.75 | 56.75 | 0.00 | - | 0 | 0 | 0 |
| 9 Dec | 933.95 | 56.75 | 0.00 | - | 0 | 0 | 0 |
| 5 Dec | 966.45 | 56.75 | 0.00 | - | 0 | 0 | 0 |
| 4 Dec | 961.20 | 56.75 | 0.00 | - | 0 | 0 | 0 |
| 29 Nov | 958.65 | 56.75 | 56.75 | - | 0 | 0 | 0 |
| 28 Nov | 941.05 | 0 | 0.00 | - | 0 | 0 | 0 |
| 27 Nov | 960.05 | 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 |
| 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 | - | 0 | 0 | 0 |
| 7 Nov | 984.85 | 0 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 1007.05 | 0 | 0.00 | 0.76 | 0 | 0 | 0 |
| 5 Nov | 1000.75 | 0 | 0.00 | 0.38 | 0 | 0 | 0 |
| 4 Nov | 994.60 | 0 | - | 0 | 0 | 0 | |
For Tata Consumer Product Ltd - strike price 1020 expiring on 30JAN2025
Delta for 1020 PE is 0.00
Historical price for 1020 PE is as follows
On 27 Dec TATACONSUM was trading at 907.95. The strike last trading price was 108, 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 26 Dec TATACONSUM was trading at 900.95. The strike last trading price was 108, which was -2.00 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 3
On 24 Dec TATACONSUM was trading at 907.30. The strike last trading price was 110, which was 53.25 higher than the previous day. The implied volatity was 30.75, the open interest changed by 1 which increased total open position to 1
On 23 Dec TATACONSUM was trading at 902.75. The strike last trading price was 56.75, 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 20 Dec TATACONSUM was trading at 889.45. The strike last trading price was 56.75, 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 19 Dec TATACONSUM was trading at 907.10. The strike last trading price was 56.75, 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 18 Dec TATACONSUM was trading at 909.35. The strike last trading price was 56.75, 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 17 Dec TATACONSUM was trading at 904.90. The strike last trading price was 56.75, 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 16 Dec TATACONSUM was trading at 920.35. The strike last trading price was 56.75, 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 13 Dec TATACONSUM was trading at 929.70. The strike last trading price was 56.75, 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 12 Dec TATACONSUM was trading at 921.25. The strike last trading price was 56.75, 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 11 Dec TATACONSUM was trading at 935.05. The strike last trading price was 56.75, 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 10 Dec TATACONSUM was trading at 926.75. The strike last trading price was 56.75, 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 9 Dec TATACONSUM was trading at 933.95. The strike last trading price was 56.75, 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 Dec TATACONSUM was trading at 966.45. The strike last trading price was 56.75, 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 Dec TATACONSUM was trading at 961.20. The strike last trading price was 56.75, 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 29 Nov TATACONSUM was trading at 958.65. The strike last trading price was 56.75, which was 56.75 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 27 Nov TATACONSUM was trading at 960.05. 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 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 -, 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 0.76, 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 0.38, 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
