TATACONSUM
Tata Consumer Product Ltd
Historical option data for TATACONSUM
20 Dec 2024 04:12 PM IST
| TATACONSUM 26DEC2024 1030 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.02
Vega: 0.04
Theta: -0.18
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 889.45 | 0.3 | -0.30 | 49.51 | 64 | -1 | 206 | |||
| 19 Dec | 907.10 | 0.6 | 0.05 | 46.37 | 5 | 4 | 207 | |||
| 18 Dec | 909.35 | 0.55 | -0.10 | 42.05 | 21 | -2 | 204 | |||
| 17 Dec | 904.90 | 0.65 | -0.05 | 42.52 | 23 | -8 | 206 | |||
| 16 Dec | 920.35 | 0.7 | -0.25 | 35.75 | 75 | -32 | 215 | |||
| 13 Dec | 929.70 | 0.95 | -0.05 | 30.49 | 100 | -14 | 246 | |||
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| 12 Dec | 921.25 | 1 | -0.35 | 31.44 | 133 | -32 | 260 | |||
| 11 Dec | 935.05 | 1.35 | 0.15 | 28.82 | 277 | -66 | 289 | |||
| 10 Dec | 926.75 | 1.2 | -0.60 | 28.50 | 237 | 44 | 357 | |||
| 9 Dec | 933.95 | 1.8 | -2.00 | 28.80 | 918 | 163 | 313 | |||
| 6 Dec | 974.45 | 3.8 | 0.70 | 20.54 | 265 | 36 | 150 | |||
| 5 Dec | 966.45 | 3.1 | 0.25 | 21.15 | 196 | 9 | 117 | |||
| 4 Dec | 961.20 | 2.85 | 0.05 | 21.51 | 136 | 5 | 109 | |||
| 3 Dec | 955.00 | 2.8 | -0.85 | 21.93 | 121 | 10 | 105 | |||
| 2 Dec | 957.00 | 3.65 | -0.95 | 23.05 | 90 | 12 | 94 | |||
| 29 Nov | 958.65 | 4.6 | -0.25 | 22.50 | 175 | 72 | 84 | |||
| 28 Nov | 941.05 | 4.85 | -32.85 | 25.63 | 32 | 12 | 12 | |||
| 27 Nov | 960.05 | 37.7 | 0.00 | 5.90 | 0 | 0 | 0 | |||
| 26 Nov | 963.55 | 37.7 | 0.00 | 5.54 | 0 | 0 | 0 | |||
| 25 Nov | 955.70 | 37.7 | 0.00 | 6.19 | 0 | 0 | 0 | |||
| 22 Nov | 945.20 | 37.7 | 0.00 | 6.87 | 0 | 0 | 0 | |||
| 21 Nov | 911.70 | 37.7 | 0.00 | 9.41 | 0 | 0 | 0 | |||
| 20 Nov | 917.15 | 37.7 | 0.00 | 8.79 | 0 | 0 | 0 | |||
| 19 Nov | 917.15 | 37.7 | 0.00 | 8.79 | 0 | 0 | 0 | |||
| 18 Nov | 930.75 | 37.7 | 0.00 | 7.24 | 0 | 0 | 0 | |||
| 14 Nov | 925.00 | 37.7 | 0.00 | 7.42 | 0 | 0 | 0 | |||
| 13 Nov | 952.75 | 37.7 | 0.00 | 5.26 | 0 | 0 | 0 | |||
| 12 Nov | 967.55 | 37.7 | 0.00 | 4.07 | 0 | 0 | 0 | |||
| 11 Nov | 975.95 | 37.7 | 0.00 | 3.27 | 0 | 0 | 0 | |||
| 8 Nov | 992.95 | 37.7 | 0.00 | 1.94 | 0 | 0 | 0 | |||
| 6 Nov | 1007.05 | 37.7 | 0.00 | 0.96 | 0 | 0 | 0 | |||
| 5 Nov | 1000.75 | 37.7 | 0.00 | 1.04 | 0 | 0 | 0 | |||
| 4 Nov | 994.60 | 37.7 | 0.00 | 1.75 | 0 | 0 | 0 | |||
| 1 Nov | 1004.10 | 37.7 | 0.84 | 0 | 0 | 0 | ||||
For Tata Consumer Product Ltd - strike price 1030 expiring on 26DEC2024
Delta for 1030 CE is 0.02
Historical price for 1030 CE is as follows
On 20 Dec TATACONSUM was trading at 889.45. The strike last trading price was 0.3, which was -0.30 lower than the previous day. The implied volatity was 49.51, the open interest changed by -1 which decreased total open position to 206
On 19 Dec TATACONSUM was trading at 907.10. The strike last trading price was 0.6, which was 0.05 higher than the previous day. The implied volatity was 46.37, the open interest changed by 4 which increased total open position to 207
On 18 Dec TATACONSUM was trading at 909.35. The strike last trading price was 0.55, which was -0.10 lower than the previous day. The implied volatity was 42.05, the open interest changed by -2 which decreased total open position to 204
On 17 Dec TATACONSUM was trading at 904.90. The strike last trading price was 0.65, which was -0.05 lower than the previous day. The implied volatity was 42.52, the open interest changed by -8 which decreased total open position to 206
On 16 Dec TATACONSUM was trading at 920.35. The strike last trading price was 0.7, which was -0.25 lower than the previous day. The implied volatity was 35.75, the open interest changed by -32 which decreased total open position to 215
On 13 Dec TATACONSUM was trading at 929.70. The strike last trading price was 0.95, which was -0.05 lower than the previous day. The implied volatity was 30.49, the open interest changed by -14 which decreased total open position to 246
On 12 Dec TATACONSUM was trading at 921.25. The strike last trading price was 1, which was -0.35 lower than the previous day. The implied volatity was 31.44, the open interest changed by -32 which decreased total open position to 260
On 11 Dec TATACONSUM was trading at 935.05. The strike last trading price was 1.35, which was 0.15 higher than the previous day. The implied volatity was 28.82, the open interest changed by -66 which decreased total open position to 289
On 10 Dec TATACONSUM was trading at 926.75. The strike last trading price was 1.2, which was -0.60 lower than the previous day. The implied volatity was 28.50, the open interest changed by 44 which increased total open position to 357
On 9 Dec TATACONSUM was trading at 933.95. The strike last trading price was 1.8, which was -2.00 lower than the previous day. The implied volatity was 28.80, the open interest changed by 163 which increased total open position to 313
On 6 Dec TATACONSUM was trading at 974.45. The strike last trading price was 3.8, which was 0.70 higher than the previous day. The implied volatity was 20.54, the open interest changed by 36 which increased total open position to 150
On 5 Dec TATACONSUM was trading at 966.45. The strike last trading price was 3.1, which was 0.25 higher than the previous day. The implied volatity was 21.15, the open interest changed by 9 which increased total open position to 117
On 4 Dec TATACONSUM was trading at 961.20. The strike last trading price was 2.85, which was 0.05 higher than the previous day. The implied volatity was 21.51, the open interest changed by 5 which increased total open position to 109
On 3 Dec TATACONSUM was trading at 955.00. The strike last trading price was 2.8, which was -0.85 lower than the previous day. The implied volatity was 21.93, the open interest changed by 10 which increased total open position to 105
On 2 Dec TATACONSUM was trading at 957.00. The strike last trading price was 3.65, which was -0.95 lower than the previous day. The implied volatity was 23.05, the open interest changed by 12 which increased total open position to 94
On 29 Nov TATACONSUM was trading at 958.65. The strike last trading price was 4.6, which was -0.25 lower than the previous day. The implied volatity was 22.50, the open interest changed by 72 which increased total open position to 84
On 28 Nov TATACONSUM was trading at 941.05. The strike last trading price was 4.85, which was -32.85 lower than the previous day. The implied volatity was 25.63, the open interest changed by 12 which increased total open position to 12
On 27 Nov TATACONSUM was trading at 960.05. The strike last trading price was 37.7, which was 0.00 lower than the previous day. The implied volatity was 5.90, 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 37.7, which was 0.00 lower than the previous day. The implied volatity was 5.54, 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 37.7, which was 0.00 lower than the previous day. The implied volatity was 6.19, 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 37.7, which was 0.00 lower than the previous day. The implied volatity was 6.87, 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 37.7, which was 0.00 lower than the previous day. The implied volatity was 9.41, 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 37.7, which was 0.00 lower than the previous day. The implied volatity was 8.79, 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 37.7, which was 0.00 lower than the previous day. The implied volatity was 8.79, 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 37.7, which was 0.00 lower than the previous day. The implied volatity was 7.24, 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 37.7, which was 0.00 lower than the previous day. The implied volatity was 7.42, 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 37.7, which was 0.00 lower than the previous day. The implied volatity was 5.26, 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 37.7, which was 0.00 lower than the previous day. The implied volatity was 4.07, 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 37.7, which was 0.00 lower than the previous day. The implied volatity was 3.27, 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 37.7, which was 0.00 lower than the previous day. The implied volatity was 1.94, 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 37.7, which was 0.00 lower than the previous day. The implied volatity was 0.96, 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 37.7, which was 0.00 lower than the previous day. The implied volatity was 1.04, 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 37.7, which was 0.00 lower than the previous day. The implied volatity was 1.75, 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 37.7, which was lower than the previous day. The implied volatity was 0.84, the open interest changed by 0 which decreased total open position to 0
| TATACONSUM 26DEC2024 1030 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 |
| 20 Dec | 889.45 | 56.55 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Dec | 907.10 | 56.55 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Dec | 909.35 | 56.55 | 0.00 | 0.00 | 0 | 0 | 0 |
| 17 Dec | 904.90 | 56.55 | 0.00 | 0.00 | 0 | 0 | 0 |
| 16 Dec | 920.35 | 56.55 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Dec | 929.70 | 56.55 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Dec | 921.25 | 56.55 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Dec | 935.05 | 56.55 | 0.00 | 0.00 | 0 | 0 | 0 |
| 10 Dec | 926.75 | 56.55 | 0.00 | 0.00 | 0 | 0 | 0 |
| 9 Dec | 933.95 | 56.55 | 0.00 | 0.00 | 0 | 1 | 0 |
| 6 Dec | 974.45 | 56.55 | -19.05 | 26.03 | 3 | 0 | 5 |
| 5 Dec | 966.45 | 75.6 | 0.00 | 0.00 | 0 | 0 | 0 |
| 4 Dec | 961.20 | 75.6 | -0.55 | 36.02 | 2 | 0 | 5 |
| 3 Dec | 955.00 | 76.15 | 5.05 | 31.71 | 2 | 0 | 6 |
| 2 Dec | 957.00 | 71.1 | 0.30 | 23.71 | 1 | 0 | 7 |
| 29 Nov | 958.65 | 70.8 | 0.80 | 26.49 | 3 | 1 | 6 |
| 28 Nov | 941.05 | 70 | 6.00 | - | 1 | 0 | 5 |
| 27 Nov | 960.05 | 64 | 0.00 | 0.00 | 0 | 5 | 0 |
| 26 Nov | 963.55 | 64 | 10.30 | 21.89 | 6 | 4 | 4 |
| 25 Nov | 955.70 | 53.7 | 0.00 | - | 0 | 0 | 0 |
| 22 Nov | 945.20 | 53.7 | 0.00 | - | 0 | 0 | 0 |
| 21 Nov | 911.70 | 53.7 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 917.15 | 53.7 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 917.15 | 53.7 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 930.75 | 53.7 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 925.00 | 53.7 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 952.75 | 53.7 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 967.55 | 53.7 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 975.95 | 53.7 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 992.95 | 53.7 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 1007.05 | 53.7 | 0.00 | - | 0 | 0 | 0 |
| 5 Nov | 1000.75 | 53.7 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 994.60 | 53.7 | 53.70 | - | 0 | 0 | 0 |
| 1 Nov | 1004.10 | 0 | - | 0 | 0 | 0 | |
For Tata Consumer Product Ltd - strike price 1030 expiring on 26DEC2024
Delta for 1030 PE is 0.00
Historical price for 1030 PE is as follows
On 20 Dec TATACONSUM was trading at 889.45. The strike last trading price was 56.55, 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 56.55, 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 56.55, 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 56.55, 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 56.55, 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 56.55, 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 56.55, 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 56.55, 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 56.55, 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 9 Dec TATACONSUM was trading at 933.95. The strike last trading price was 56.55, 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 6 Dec TATACONSUM was trading at 974.45. The strike last trading price was 56.55, which was -19.05 lower than the previous day. The implied volatity was 26.03, the open interest changed by 0 which decreased total open position to 5
On 5 Dec TATACONSUM was trading at 966.45. The strike last trading price was 75.6, 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 4 Dec TATACONSUM was trading at 961.20. The strike last trading price was 75.6, which was -0.55 lower than the previous day. The implied volatity was 36.02, the open interest changed by 0 which decreased total open position to 5
On 3 Dec TATACONSUM was trading at 955.00. The strike last trading price was 76.15, which was 5.05 higher than the previous day. The implied volatity was 31.71, the open interest changed by 0 which decreased total open position to 6
On 2 Dec TATACONSUM was trading at 957.00. The strike last trading price was 71.1, which was 0.30 higher than the previous day. The implied volatity was 23.71, the open interest changed by 0 which decreased total open position to 7
On 29 Nov TATACONSUM was trading at 958.65. The strike last trading price was 70.8, which was 0.80 higher than the previous day. The implied volatity was 26.49, the open interest changed by 1 which increased total open position to 6
On 28 Nov TATACONSUM was trading at 941.05. The strike last trading price was 70, which was 6.00 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 27 Nov TATACONSUM was trading at 960.05. The strike last trading price was 64, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 5 which increased total open position to 0
On 26 Nov TATACONSUM was trading at 963.55. The strike last trading price was 64, which was 10.30 higher than the previous day. The implied volatity was 21.89, the open interest changed by 4 which increased total open position to 4
On 25 Nov TATACONSUM was trading at 955.70. The strike last trading price was 53.7, 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 53.7, 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 53.7, 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 53.7, 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 53.7, 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 53.7, 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 53.7, 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 53.7, 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 53.7, 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 53.7, 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 53.7, 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 53.7, 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 53.7, 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 53.7, which was 53.70 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 -, the open interest changed by 0 which decreased total open position to 0
