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

925 -27.75 (-2.91%)

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Historical option data for TATACONSUM

14 Nov 2024 04:12 PM IST
TATACONSUM 28NOV2024 1030 CE
Delta: 0.04
Vega: 0.17
Theta: -0.18
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
14 Nov 925.00 0.9 -0.75 28.65 332.373 -3.04 373.92
13 Nov 952.75 1.65 -0.50 25.05 639.413 -230.027 383.04
12 Nov 967.55 2.15 -1.55 21.86 813.707 47.627 622.187
11 Nov 975.95 3.7 -2.70 21.75 945.44 147.947 577.6
8 Nov 992.95 6.4 -0.95 19.15 553.28 -5.067 431.68
7 Nov 984.85 7.35 -6.00 21.91 434.72 41.547 436.747
6 Nov 1007.05 13.35 -0.15 21.98 646.507 25.333 394.187
5 Nov 1000.75 13.5 0.45 23.22 1,031.573 21.28 367.84
4 Nov 994.60 13.05 -4.05 24.06 849.173 -14.187 345.547
1 Nov 1004.10 17.1 -0.35 22.97 96.267 7.093 354.667
31 Oct 1002.55 17.45 -8.90 - 632.32 6.08 347.573
30 Oct 1022.70 26.35 10.05 - 1,202.827 119.573 343.52
29 Oct 992.05 16.3 2.05 - 212.8 -43.573 222.933
28 Oct 975.90 14.25 -0.15 - 347.573 33.44 266.507
25 Oct 973.05 14.4 -8.25 - 222.933 19.253 233.067
24 Oct 996.45 22.65 -6.00 - 40.533 -1.013 213.813
23 Oct 1014.55 28.65 5.60 - 47.627 0 211.787
22 Oct 998.25 23.05 -7.50 - 97.28 22.293 210.773
21 Oct 1017.05 30.55 - 618.133 188.48 188.48


For Tata Consumer Product Ltd - strike price 1030 expiring on 28NOV2024

Delta for 1030 CE is 0.04

Historical price for 1030 CE is as follows

On 14 Nov TATACONSUM was trading at 925.00. The strike last trading price was 0.9, which was -0.75 lower than the previous day. The implied volatity was 28.65, the open interest changed by -3 which decreased total open position to 369


On 13 Nov TATACONSUM was trading at 952.75. The strike last trading price was 1.65, which was -0.50 lower than the previous day. The implied volatity was 25.05, the open interest changed by -227 which decreased total open position to 378


On 12 Nov TATACONSUM was trading at 967.55. The strike last trading price was 2.15, which was -1.55 lower than the previous day. The implied volatity was 21.86, the open interest changed by 47 which increased total open position to 614


On 11 Nov TATACONSUM was trading at 975.95. The strike last trading price was 3.7, which was -2.70 lower than the previous day. The implied volatity was 21.75, the open interest changed by 146 which increased total open position to 570


On 8 Nov TATACONSUM was trading at 992.95. The strike last trading price was 6.4, which was -0.95 lower than the previous day. The implied volatity was 19.15, the open interest changed by -5 which decreased total open position to 426


On 7 Nov TATACONSUM was trading at 984.85. The strike last trading price was 7.35, which was -6.00 lower than the previous day. The implied volatity was 21.91, the open interest changed by 41 which increased total open position to 431


On 6 Nov TATACONSUM was trading at 1007.05. The strike last trading price was 13.35, which was -0.15 lower than the previous day. The implied volatity was 21.98, the open interest changed by 25 which increased total open position to 389


On 5 Nov TATACONSUM was trading at 1000.75. The strike last trading price was 13.5, which was 0.45 higher than the previous day. The implied volatity was 23.22, the open interest changed by 21 which increased total open position to 363


On 4 Nov TATACONSUM was trading at 994.60. The strike last trading price was 13.05, which was -4.05 lower than the previous day. The implied volatity was 24.06, the open interest changed by -14 which decreased total open position to 341


On 1 Nov TATACONSUM was trading at 1004.10. The strike last trading price was 17.1, which was -0.35 lower than the previous day. The implied volatity was 22.97, the open interest changed by 7 which increased total open position to 350


On 31 Oct TATACONSUM was trading at 1002.55. The strike last trading price was 17.45, which was -8.90 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 26.35, which was 10.05 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 16.3, which was 2.05 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 14.25, which was -0.15 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 14.4, which was -8.25 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 22.65, which was -6.00 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 28.65, which was 5.60 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 23.05, which was -7.50 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 30.55, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


TATACONSUM 28NOV2024 1030 PE
Delta: -0.84
Vega: 0.44
Theta: -0.51
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
14 Nov 925.00 102 23.00 47.50 2.027 0 91.2
13 Nov 952.75 79 16.00 38.27 7.093 -3.04 92.213
12 Nov 967.55 63 10.30 27.32 12.16 7.093 95.253
11 Nov 975.95 52.7 10.30 22.97 22.293 -6.08 89.173
8 Nov 992.95 42.4 -3.70 24.47 19.253 0 95.253
7 Nov 984.85 46.1 12.90 23.18 16.213 -2.027 95.253
6 Nov 1007.05 33.2 -6.85 22.07 60.8 4.053 98.293
5 Nov 1000.75 40.05 -4.50 26.11 93.227 8.107 95.253
4 Nov 994.60 44.55 4.85 26.99 19.253 -3.04 88.16
1 Nov 1004.10 39.7 0.00 0.00 0 2.027 0
31 Oct 1002.55 39.7 9.70 - 159.093 3.04 92.213
30 Oct 1022.70 30 -17.10 - 247.253 78.027 87.147
29 Oct 992.05 47.1 -11.15 - 12.16 3.04 7.093
28 Oct 975.90 58.25 55.30 - 11.147 2.027 2.027
25 Oct 973.05 2.95 0.00 - 0 0 0
24 Oct 996.45 2.95 0.00 - 0 0 0
23 Oct 1014.55 2.95 0.00 - 0 0 0
22 Oct 998.25 2.95 0.00 - 0 0 0
21 Oct 1017.05 2.95 - 0 0 0


For Tata Consumer Product Ltd - strike price 1030 expiring on 28NOV2024

Delta for 1030 PE is -0.84

Historical price for 1030 PE is as follows

On 14 Nov TATACONSUM was trading at 925.00. The strike last trading price was 102, which was 23.00 higher than the previous day. The implied volatity was 47.50, the open interest changed by 0 which decreased total open position to 90


On 13 Nov TATACONSUM was trading at 952.75. The strike last trading price was 79, which was 16.00 higher than the previous day. The implied volatity was 38.27, the open interest changed by -3 which decreased total open position to 91


On 12 Nov TATACONSUM was trading at 967.55. The strike last trading price was 63, which was 10.30 higher than the previous day. The implied volatity was 27.32, the open interest changed by 7 which increased total open position to 94


On 11 Nov TATACONSUM was trading at 975.95. The strike last trading price was 52.7, which was 10.30 higher than the previous day. The implied volatity was 22.97, the open interest changed by -6 which decreased total open position to 88


On 8 Nov TATACONSUM was trading at 992.95. The strike last trading price was 42.4, which was -3.70 lower than the previous day. The implied volatity was 24.47, the open interest changed by 0 which decreased total open position to 94


On 7 Nov TATACONSUM was trading at 984.85. The strike last trading price was 46.1, which was 12.90 higher than the previous day. The implied volatity was 23.18, the open interest changed by -2 which decreased total open position to 94


On 6 Nov TATACONSUM was trading at 1007.05. The strike last trading price was 33.2, which was -6.85 lower than the previous day. The implied volatity was 22.07, the open interest changed by 4 which increased total open position to 97


On 5 Nov TATACONSUM was trading at 1000.75. The strike last trading price was 40.05, which was -4.50 lower than the previous day. The implied volatity was 26.11, the open interest changed by 8 which increased total open position to 94


On 4 Nov TATACONSUM was trading at 994.60. The strike last trading price was 44.55, which was 4.85 higher than the previous day. The implied volatity was 26.99, the open interest changed by -3 which decreased total open position to 87


On 1 Nov TATACONSUM was trading at 1004.10. The strike last trading price was 39.7, 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 31 Oct TATACONSUM was trading at 1002.55. The strike last trading price was 39.7, which was 9.70 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 30, which was -17.10 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 47.1, which was -11.15 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 58.25, which was 55.30 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 2.95, 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 2.95, 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 2.95, 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 2.95, 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 2.95, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to