TATACONSUM
Tata Consumer Product Ltd
Historical option data for TATACONSUM
21 Nov 2024 04:12 PM IST
| TATACONSUM 28NOV2024 1030 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.02
Vega: 0.06
Theta: -0.17
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 911.70 | 0.35 | -0.10 | 40.58 | 36.48 | -21.28 | 278.667 | |||
| 20 Nov | 917.15 | 0.45 | 0.00 | 35.69 | 117.547 | -76 | 308.053 | |||
| 19 Nov | 917.15 | 0.45 | -0.20 | 35.69 | 117.547 | -67.893 | 308.053 | |||
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| 18 Nov | 930.75 | 0.65 | -0.25 | 31.79 | 204.693 | 5.067 | 376.96 | |||
| 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 0.02
Historical price for 1030 CE is as follows
On 21 Nov TATACONSUM was trading at 911.70. The strike last trading price was 0.35, which was -0.10 lower than the previous day. The implied volatity was 40.58, the open interest changed by -21 which decreased total open position to 275
On 20 Nov TATACONSUM was trading at 917.15. The strike last trading price was 0.45, which was 0.00 lower than the previous day. The implied volatity was 35.69, the open interest changed by -75 which decreased total open position to 304
On 19 Nov TATACONSUM was trading at 917.15. The strike last trading price was 0.45, which was -0.20 lower than the previous day. The implied volatity was 35.69, the open interest changed by -67 which decreased total open position to 304
On 18 Nov TATACONSUM was trading at 930.75. The strike last trading price was 0.65, which was -0.25 lower than the previous day. The implied volatity was 31.79, the open interest changed by 5 which increased total open position to 372
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 | |||||||
|---|---|---|---|---|---|---|---|
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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 |
| 21 Nov | 911.70 | 102 | 0.00 | 0.00 | 0 | 0 | 0 |
| 20 Nov | 917.15 | 102 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Nov | 917.15 | 102 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Nov | 930.75 | 102 | 0.00 | 0.00 | 0 | 1.013 | 0 |
| 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 0.00
Historical price for 1030 PE is as follows
On 21 Nov TATACONSUM was trading at 911.70. The strike last trading price was 102, 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 20 Nov TATACONSUM was trading at 917.15. The strike last trading price was 102, 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 Nov TATACONSUM was trading at 917.15. The strike last trading price was 102, 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 Nov TATACONSUM was trading at 930.75. The strike last trading price was 102, 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 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
