TATACONSUM
Tata Consumer Product Ltd
Historical option data for TATACONSUM
27 Dec 2024 04:12 PM IST
| TATACONSUM 30JAN2025 1030 CE | ||||||||||
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Delta: 0.06
Vega: 0.31
Theta: -0.12
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 27 Dec | 907.95 | 1.55 | -1.05 | 23.85 | 85 | 55 | 57 | |||
| 26 Dec | 900.95 | 2.6 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 24 Dec | 907.30 | 2.6 | 0.00 | 0.00 | 0 | 1 | 0 | |||
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| 23 Dec | 902.75 | 2.6 | -1.05 | 26.31 | 2 | 0 | 1 | |||
| 20 Dec | 889.45 | 3.65 | 28.50 | 10 | 1 | 1 | ||||
For Tata Consumer Product Ltd - strike price 1030 expiring on 30JAN2025
Delta for 1030 CE is 0.06
Historical price for 1030 CE is as follows
On 27 Dec TATACONSUM was trading at 907.95. The strike last trading price was 1.55, which was -1.05 lower than the previous day. The implied volatity was 23.85, the open interest changed by 55 which increased total open position to 57
On 26 Dec TATACONSUM was trading at 900.95. The strike last trading price was 2.6, 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 24 Dec TATACONSUM was trading at 907.30. The strike last trading price was 2.6, 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 23 Dec TATACONSUM was trading at 902.75. The strike last trading price was 2.6, which was -1.05 lower than the previous day. The implied volatity was 26.31, the open interest changed by 0 which decreased total open position to 1
On 20 Dec TATACONSUM was trading at 889.45. The strike last trading price was 3.65, which was lower than the previous day. The implied volatity was 28.50, the open interest changed by 1 which increased total open position to 1
| TATACONSUM 30JAN2025 1030 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 27 Dec | 907.95 | 94.35 | 0.00 | - | 0 | 0 | 0 |
| 26 Dec | 900.95 | 94.35 | 0.00 | - | 0 | 0 | 0 |
| 24 Dec | 907.30 | 94.35 | 0.00 | - | 0 | 0 | 0 |
| 23 Dec | 902.75 | 94.35 | 0.00 | - | 0 | 0 | 0 |
| 20 Dec | 889.45 | 94.35 | - | 0 | 0 | 0 | |
For Tata Consumer Product Ltd - strike price 1030 expiring on 30JAN2025
Delta for 1030 PE is -
Historical price for 1030 PE is as follows
On 27 Dec TATACONSUM was trading at 907.95. The strike last trading price was 94.35, 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 Dec TATACONSUM was trading at 900.95. The strike last trading price was 94.35, 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 24 Dec TATACONSUM was trading at 907.30. The strike last trading price was 94.35, 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 23 Dec TATACONSUM was trading at 902.75. The strike last trading price was 94.35, 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 94.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
