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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 1040 CE
Delta: 0.04
Vega: 0.15
Theta: -0.17
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
14 Nov 925.00 0.8 -0.65 30.26 450.933 77.013 875.52
13 Nov 952.75 1.45 -0.25 26.46 359.733 28.373 789.387
12 Nov 967.55 1.7 -1.10 23.04 809.653 -7.093 747.84
11 Nov 975.95 2.8 -2.15 22.57 1,146.08 215.84 766.08
8 Nov 992.95 4.95 -0.80 20.04 893.76 5.067 550.24
7 Nov 984.85 5.75 -4.75 22.55 758.987 89.173 535.04
6 Nov 1007.05 10.5 -0.30 22.32 426.613 4.053 445.867
5 Nov 1000.75 10.8 0.30 23.58 1,072.107 94.24 437.76
4 Nov 994.60 10.5 -3.55 24.37 852.213 -22.293 341.493
1 Nov 1004.10 14.05 -0.15 23.35 121.6 46.613 363.787
31 Oct 1002.55 14.2 -8.95 - 600.907 21.28 316.16
30 Oct 1022.70 23.15 9.55 - 855.253 96.267 294.88
29 Oct 992.05 13.6 1.90 - 117.547 29.387 197.6
28 Oct 975.90 11.7 -0.25 - 80.053 31.413 167.2
25 Oct 973.05 11.95 -7.55 - 80.053 22.293 135.787
24 Oct 996.45 19.5 -3.85 - 59.787 26.347 113.493
23 Oct 1014.55 23.35 3.25 - 71.947 -22.293 87.147
22 Oct 998.25 20.1 -6.30 - 67.893 17.227 109.44
21 Oct 1017.05 26.4 - 275.627 92.213 92.213


For Tata Consumer Product Ltd - strike price 1040 expiring on 28NOV2024

Delta for 1040 CE is 0.04

Historical price for 1040 CE is as follows

On 14 Nov TATACONSUM was trading at 925.00. The strike last trading price was 0.8, which was -0.65 lower than the previous day. The implied volatity was 30.26, the open interest changed by 76 which increased total open position to 864


On 13 Nov TATACONSUM was trading at 952.75. The strike last trading price was 1.45, which was -0.25 lower than the previous day. The implied volatity was 26.46, the open interest changed by 28 which increased total open position to 779


On 12 Nov TATACONSUM was trading at 967.55. The strike last trading price was 1.7, which was -1.10 lower than the previous day. The implied volatity was 23.04, the open interest changed by -7 which decreased total open position to 738


On 11 Nov TATACONSUM was trading at 975.95. The strike last trading price was 2.8, which was -2.15 lower than the previous day. The implied volatity was 22.57, the open interest changed by 213 which increased total open position to 756


On 8 Nov TATACONSUM was trading at 992.95. The strike last trading price was 4.95, which was -0.80 lower than the previous day. The implied volatity was 20.04, the open interest changed by 5 which increased total open position to 543


On 7 Nov TATACONSUM was trading at 984.85. The strike last trading price was 5.75, which was -4.75 lower than the previous day. The implied volatity was 22.55, the open interest changed by 88 which increased total open position to 528


On 6 Nov TATACONSUM was trading at 1007.05. The strike last trading price was 10.5, which was -0.30 lower than the previous day. The implied volatity was 22.32, the open interest changed by 4 which increased total open position to 440


On 5 Nov TATACONSUM was trading at 1000.75. The strike last trading price was 10.8, which was 0.30 higher than the previous day. The implied volatity was 23.58, the open interest changed by 93 which increased total open position to 432


On 4 Nov TATACONSUM was trading at 994.60. The strike last trading price was 10.5, which was -3.55 lower than the previous day. The implied volatity was 24.37, the open interest changed by -22 which decreased total open position to 337


On 1 Nov TATACONSUM was trading at 1004.10. The strike last trading price was 14.05, which was -0.15 lower than the previous day. The implied volatity was 23.35, the open interest changed by 46 which increased total open position to 359


On 31 Oct TATACONSUM was trading at 1002.55. The strike last trading price was 14.2, which was -8.95 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 23.15, which was 9.55 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 13.6, which was 1.90 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 11.7, which was -0.25 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 11.95, which was -7.55 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 19.5, which was -3.85 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 23.35, which was 3.25 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 20.1, which was -6.30 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 26.4, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


TATACONSUM 28NOV2024 1040 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
14 Nov 925.00 95 39.15 - 2.027 0 136.8
13 Nov 952.75 55.85 0.00 0.00 0 -2.027 0
12 Nov 967.55 55.85 3.85 - 2.027 0 138.827
11 Nov 975.95 52 0.00 - 1.013 0 138.827
8 Nov 992.95 52 -3.15 27.37 17.227 2.027 138.827
7 Nov 984.85 55.15 14.90 24.98 15.2 1.013 137.813
6 Nov 1007.05 40.25 -5.85 22.38 6.08 2.027 136.8
5 Nov 1000.75 46.1 -17.10 25.32 3.04 0 135.787
4 Nov 994.60 63.2 15.50 39.54 8.107 2.027 136.8
1 Nov 1004.10 47.7 0.00 0.00 0 7.093 0
31 Oct 1002.55 47.7 11.85 - 246.24 6.08 133.76
30 Oct 1022.70 35.85 -18.55 - 366.827 121.6 127.68
29 Oct 992.05 54.4 -11.70 - 15.2 -1.013 6.08
28 Oct 975.90 66.1 57.00 - 7.093 5.067 5.067
25 Oct 973.05 9.1 0.00 - 0 0 0
24 Oct 996.45 9.1 0.00 - 0 0 0
23 Oct 1014.55 9.1 0.00 - 0 0 0
22 Oct 998.25 9.1 0.00 - 0 0 0
21 Oct 1017.05 9.1 - 0 0 0


For Tata Consumer Product Ltd - strike price 1040 expiring on 28NOV2024

Delta for 1040 PE is -

Historical price for 1040 PE is as follows

On 14 Nov TATACONSUM was trading at 925.00. The strike last trading price was 95, which was 39.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 135


On 13 Nov TATACONSUM was trading at 952.75. The strike last trading price was 55.85, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -2 which decreased total open position to 0


On 12 Nov TATACONSUM was trading at 967.55. The strike last trading price was 55.85, which was 3.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 137


On 11 Nov TATACONSUM was trading at 975.95. The strike last trading price was 52, 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 137


On 8 Nov TATACONSUM was trading at 992.95. The strike last trading price was 52, which was -3.15 lower than the previous day. The implied volatity was 27.37, the open interest changed by 2 which increased total open position to 137


On 7 Nov TATACONSUM was trading at 984.85. The strike last trading price was 55.15, which was 14.90 higher than the previous day. The implied volatity was 24.98, the open interest changed by 1 which increased total open position to 136


On 6 Nov TATACONSUM was trading at 1007.05. The strike last trading price was 40.25, which was -5.85 lower than the previous day. The implied volatity was 22.38, the open interest changed by 2 which increased total open position to 135


On 5 Nov TATACONSUM was trading at 1000.75. The strike last trading price was 46.1, which was -17.10 lower than the previous day. The implied volatity was 25.32, the open interest changed by 0 which decreased total open position to 134


On 4 Nov TATACONSUM was trading at 994.60. The strike last trading price was 63.2, which was 15.50 higher than the previous day. The implied volatity was 39.54, the open interest changed by 2 which increased total open position to 135


On 1 Nov TATACONSUM was trading at 1004.10. The strike last trading price was 47.7, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 7 which increased total open position to 0


On 31 Oct TATACONSUM was trading at 1002.55. The strike last trading price was 47.7, which was 11.85 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 35.85, which was -18.55 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 54.4, which was -11.70 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 66.1, which was 57.00 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 9.1, 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 9.1, 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 9.1, 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 9.1, 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 9.1, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to