TATACONSUM
Tata Consumer Product Ltd
Historical option data for TATACONSUM
21 Nov 2024 04:12 PM IST
| TATACONSUM 28NOV2024 1040 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.02
Vega: 0.06
Theta: -0.18
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 911.70 | 0.35 | -0.10 | 43.36 | 86.133 | -30.4 | 676.907 | |||
| 20 Nov | 917.15 | 0.45 | 0.00 | 38.35 | 265.493 | -46.613 | 707.307 | |||
| 19 Nov | 917.15 | 0.45 | -0.15 | 38.35 | 265.493 | -46.613 | 707.307 | |||
| 18 Nov | 930.75 | 0.6 | -0.20 | 33.89 | 453.973 | -105.387 | 754.933 | |||
| 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 | |||
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| 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 0.02
Historical price for 1040 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 43.36, the open interest changed by -30 which decreased total open position to 668
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 38.35, the open interest changed by -46 which decreased total open position to 698
On 19 Nov TATACONSUM was trading at 917.15. The strike last trading price was 0.45, which was -0.15 lower than the previous day. The implied volatity was 38.35, the open interest changed by -46 which decreased total open position to 698
On 18 Nov TATACONSUM was trading at 930.75. The strike last trading price was 0.6, which was -0.20 lower than the previous day. The implied volatity was 33.89, the open interest changed by -104 which decreased total open position to 745
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: 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 | 107.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 20 Nov | 917.15 | 107.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Nov | 917.15 | 107.05 | 0.00 | 0.00 | 0 | -37.493 | 0 |
| 18 Nov | 930.75 | 107.05 | 12.05 | 42.30 | 120.587 | -36.48 | 100.32 |
| 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 0.00
Historical price for 1040 PE is as follows
On 21 Nov TATACONSUM was trading at 911.70. The strike last trading price was 107.05, 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 107.05, 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 107.05, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -37 which decreased total open position to 0
On 18 Nov TATACONSUM was trading at 930.75. The strike last trading price was 107.05, which was 12.05 higher than the previous day. The implied volatity was 42.30, the open interest changed by -36 which decreased total open position to 99
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
