TATACONSUM
Tata Consumer Product Ltd
Historical option data for TATACONSUM
21 Nov 2024 04:02 PM IST
| TATACONSUM 28NOV2024 1050 CE | ||||||||||
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Delta: 0.02
Vega: 0.05
Theta: -0.16
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 911.70 | 0.3 | -0.10 | 45.11 | 58.773 | -43.573 | 654.613 | |||
| 20 Nov | 917.15 | 0.4 | 0.00 | 40.02 | 109.44 | -55.733 | 713.387 | |||
| 19 Nov | 917.15 | 0.4 | -0.10 | 40.02 | 109.44 | -40.533 | 713.387 | |||
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| 18 Nov | 930.75 | 0.5 | -0.25 | 35.32 | 347.573 | -105.387 | 753.92 | |||
| 14 Nov | 925.00 | 0.75 | -0.45 | 32.04 | 655.627 | -339.467 | 864.373 | |||
| 13 Nov | 952.75 | 1.2 | -0.15 | 27.95 | 316.16 | -48.64 | 1,205.867 | |||
| 12 Nov | 967.55 | 1.35 | -0.90 | 24.14 | 677.92 | 159.093 | 1,310.24 | |||
| 11 Nov | 975.95 | 2.25 | -1.60 | 23.70 | 791.413 | -76 | 1,150.133 | |||
| 8 Nov | 992.95 | 3.85 | -0.60 | 20.90 | 824.853 | 72.96 | 1,228.16 | |||
| 7 Nov | 984.85 | 4.45 | -3.80 | 23.09 | 1,046.773 | 126.667 | 1,153.173 | |||
| 6 Nov | 1007.05 | 8.25 | -0.55 | 22.74 | 786.347 | 66.88 | 1,022.453 | |||
| 5 Nov | 1000.75 | 8.8 | 0.30 | 24.20 | 1,157.227 | 58.773 | 956.587 | |||
| 4 Nov | 994.60 | 8.5 | -3.05 | 24.82 | 1,051.84 | 213.813 | 901.867 | |||
| 1 Nov | 1004.10 | 11.55 | -0.15 | 23.79 | 258.4 | 84.107 | 684 | |||
| 31 Oct | 1002.55 | 11.7 | -7.35 | - | 647.52 | 12.16 | 597.867 | |||
| 30 Oct | 1022.70 | 19.05 | 7.70 | - | 1,564.587 | 28.373 | 584.693 | |||
| 29 Oct | 992.05 | 11.35 | 1.90 | - | 320.213 | 31.413 | 553.28 | |||
| 28 Oct | 975.90 | 9.45 | -1.10 | - | 708.32 | 129.707 | 517.813 | |||
| 25 Oct | 973.05 | 10.55 | -6.40 | - | 484.373 | 67.893 | 388.107 | |||
| 24 Oct | 996.45 | 16.95 | -3.70 | - | 326.293 | 65.867 | 315.147 | |||
| 23 Oct | 1014.55 | 20.65 | 2.90 | - | 272.587 | -80.053 | 248.267 | |||
| 22 Oct | 998.25 | 17.75 | -5.25 | - | 357.707 | 86.133 | 329.333 | |||
| 21 Oct | 1017.05 | 23 | -158.00 | - | 631.307 | 242.187 | 242.187 | |||
| 18 Oct | 1093.25 | 181 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 1090.15 | 181 | - | 0 | 0 | 0 | ||||
For Tata Consumer Product Ltd - strike price 1050 expiring on 28NOV2024
Delta for 1050 CE is 0.02
Historical price for 1050 CE is as follows
On 21 Nov TATACONSUM was trading at 911.70. The strike last trading price was 0.3, which was -0.10 lower than the previous day. The implied volatity was 45.11, the open interest changed by -43 which decreased total open position to 646
On 20 Nov TATACONSUM was trading at 917.15. The strike last trading price was 0.4, which was 0.00 lower than the previous day. The implied volatity was 40.02, the open interest changed by -55 which decreased total open position to 704
On 19 Nov TATACONSUM was trading at 917.15. The strike last trading price was 0.4, which was -0.10 lower than the previous day. The implied volatity was 40.02, the open interest changed by -40 which decreased total open position to 704
On 18 Nov TATACONSUM was trading at 930.75. The strike last trading price was 0.5, which was -0.25 lower than the previous day. The implied volatity was 35.32, the open interest changed by -104 which decreased total open position to 744
On 14 Nov TATACONSUM was trading at 925.00. The strike last trading price was 0.75, which was -0.45 lower than the previous day. The implied volatity was 32.04, the open interest changed by -335 which decreased total open position to 853
On 13 Nov TATACONSUM was trading at 952.75. The strike last trading price was 1.2, which was -0.15 lower than the previous day. The implied volatity was 27.95, the open interest changed by -48 which decreased total open position to 1190
On 12 Nov TATACONSUM was trading at 967.55. The strike last trading price was 1.35, which was -0.90 lower than the previous day. The implied volatity was 24.14, the open interest changed by 157 which increased total open position to 1293
On 11 Nov TATACONSUM was trading at 975.95. The strike last trading price was 2.25, which was -1.60 lower than the previous day. The implied volatity was 23.70, the open interest changed by -75 which decreased total open position to 1135
On 8 Nov TATACONSUM was trading at 992.95. The strike last trading price was 3.85, which was -0.60 lower than the previous day. The implied volatity was 20.90, the open interest changed by 72 which increased total open position to 1212
On 7 Nov TATACONSUM was trading at 984.85. The strike last trading price was 4.45, which was -3.80 lower than the previous day. The implied volatity was 23.09, the open interest changed by 125 which increased total open position to 1138
On 6 Nov TATACONSUM was trading at 1007.05. The strike last trading price was 8.25, which was -0.55 lower than the previous day. The implied volatity was 22.74, the open interest changed by 66 which increased total open position to 1009
On 5 Nov TATACONSUM was trading at 1000.75. The strike last trading price was 8.8, which was 0.30 higher than the previous day. The implied volatity was 24.20, the open interest changed by 58 which increased total open position to 944
On 4 Nov TATACONSUM was trading at 994.60. The strike last trading price was 8.5, which was -3.05 lower than the previous day. The implied volatity was 24.82, the open interest changed by 211 which increased total open position to 890
On 1 Nov TATACONSUM was trading at 1004.10. The strike last trading price was 11.55, which was -0.15 lower than the previous day. The implied volatity was 23.79, the open interest changed by 83 which increased total open position to 675
On 31 Oct TATACONSUM was trading at 1002.55. The strike last trading price was 11.7, which was -7.35 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 19.05, which was 7.70 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 11.35, 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 9.45, which was -1.10 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 10.55, which was -6.40 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 16.95, which was -3.70 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 20.65, which was 2.90 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 17.75, which was -5.25 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 23, which was -158.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 18 Oct TATACONSUM was trading at 1093.25. The strike last trading price was 181, 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 17 Oct TATACONSUM was trading at 1090.15. The strike last trading price was 181, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| TATACONSUM 28NOV2024 1050 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.91
Vega: 0.20
Theta: -0.76
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 911.70 | 138 | 22.95 | 70.82 | 5.067 | -4.053 | 334.4 |
| 20 Nov | 917.15 | 115.05 | 0.00 | - | 4.053 | -4.053 | 340.48 |
| 19 Nov | 917.15 | 115.05 | 1.05 | - | 4.053 | -2.027 | 340.48 |
| 18 Nov | 930.75 | 114 | 4.00 | - | 5.067 | -3.04 | 344.533 |
| 14 Nov | 925.00 | 110 | 19.95 | - | 1.013 | 0 | 347.573 |
| 13 Nov | 952.75 | 90.05 | 12.05 | - | 7.093 | 3.04 | 346.56 |
| 12 Nov | 967.55 | 78 | 2.50 | - | 7.093 | 0 | 344.533 |
| 11 Nov | 975.95 | 75.5 | 15.50 | 34.11 | 28.373 | -13.173 | 344.533 |
| 8 Nov | 992.95 | 60 | -2.10 | 27.81 | 6.08 | 0 | 355.68 |
| 7 Nov | 984.85 | 62.1 | 13.10 | 23.04 | 7.093 | 2.027 | 355.68 |
| 6 Nov | 1007.05 | 49 | -6.30 | 24.13 | 32.427 | 4.053 | 354.667 |
| 5 Nov | 1000.75 | 55.3 | -3.25 | 27.60 | 15.2 | -5.067 | 351.627 |
| 4 Nov | 994.60 | 58.55 | 2.55 | 26.61 | 35.467 | -12.16 | 356.693 |
| 1 Nov | 1004.10 | 56 | 0.95 | 30.32 | 7.093 | -1.013 | 367.84 |
| 31 Oct | 1002.55 | 55.05 | 13.25 | - | 131.733 | 53.707 | 369.867 |
| 30 Oct | 1022.70 | 41.8 | -21.15 | - | 309.067 | 171.253 | 317.173 |
| 29 Oct | 992.05 | 62.95 | -14.75 | - | 71.947 | 64.853 | 144.907 |
| 28 Oct | 975.90 | 77.7 | 0.00 | - | 0 | 18.24 | 0 |
| 25 Oct | 973.05 | 77.7 | 20.15 | - | 35.467 | 13.173 | 74.987 |
| 24 Oct | 996.45 | 57.55 | 9.55 | - | 8.107 | -1.013 | 60.8 |
| 23 Oct | 1014.55 | 48 | -10.25 | - | 51.68 | -12.16 | 61.813 |
| 22 Oct | 998.25 | 58.25 | 9.25 | - | 11.147 | 4.053 | 74.987 |
| 21 Oct | 1017.05 | 49 | 35.00 | - | 165.173 | 48.64 | 67.893 |
| 18 Oct | 1093.25 | 14 | 3.20 | - | 19.253 | 14.187 | 17.227 |
| 17 Oct | 1090.15 | 10.8 | - | 1.013 | 0 | 2.027 | |
For Tata Consumer Product Ltd - strike price 1050 expiring on 28NOV2024
Delta for 1050 PE is -0.91
Historical price for 1050 PE is as follows
On 21 Nov TATACONSUM was trading at 911.70. The strike last trading price was 138, which was 22.95 higher than the previous day. The implied volatity was 70.82, the open interest changed by -4 which decreased total open position to 330
On 20 Nov TATACONSUM was trading at 917.15. The strike last trading price was 115.05, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 336
On 19 Nov TATACONSUM was trading at 917.15. The strike last trading price was 115.05, which was 1.05 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 336
On 18 Nov TATACONSUM was trading at 930.75. The strike last trading price was 114, which was 4.00 higher than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 340
On 14 Nov TATACONSUM was trading at 925.00. The strike last trading price was 110, which was 19.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 343
On 13 Nov TATACONSUM was trading at 952.75. The strike last trading price was 90.05, which was 12.05 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 342
On 12 Nov TATACONSUM was trading at 967.55. The strike last trading price was 78, which was 2.50 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 340
On 11 Nov TATACONSUM was trading at 975.95. The strike last trading price was 75.5, which was 15.50 higher than the previous day. The implied volatity was 34.11, the open interest changed by -13 which decreased total open position to 340
On 8 Nov TATACONSUM was trading at 992.95. The strike last trading price was 60, which was -2.10 lower than the previous day. The implied volatity was 27.81, the open interest changed by 0 which decreased total open position to 351
On 7 Nov TATACONSUM was trading at 984.85. The strike last trading price was 62.1, which was 13.10 higher than the previous day. The implied volatity was 23.04, the open interest changed by 2 which increased total open position to 351
On 6 Nov TATACONSUM was trading at 1007.05. The strike last trading price was 49, which was -6.30 lower than the previous day. The implied volatity was 24.13, the open interest changed by 4 which increased total open position to 350
On 5 Nov TATACONSUM was trading at 1000.75. The strike last trading price was 55.3, which was -3.25 lower than the previous day. The implied volatity was 27.60, the open interest changed by -5 which decreased total open position to 347
On 4 Nov TATACONSUM was trading at 994.60. The strike last trading price was 58.55, which was 2.55 higher than the previous day. The implied volatity was 26.61, the open interest changed by -12 which decreased total open position to 352
On 1 Nov TATACONSUM was trading at 1004.10. The strike last trading price was 56, which was 0.95 higher than the previous day. The implied volatity was 30.32, the open interest changed by -1 which decreased total open position to 363
On 31 Oct TATACONSUM was trading at 1002.55. The strike last trading price was 55.05, which was 13.25 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 41.8, which was -21.15 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 62.95, which was -14.75 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 77.7, 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 25 Oct TATACONSUM was trading at 973.05. The strike last trading price was 77.7, which was 20.15 higher 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 57.55, 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 23 Oct TATACONSUM was trading at 1014.55. The strike last trading price was 48, which was -10.25 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 58.25, which was 9.25 higher 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 49, which was 35.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 18 Oct TATACONSUM was trading at 1093.25. The strike last trading price was 14, which was 3.20 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 17 Oct TATACONSUM was trading at 1090.15. The strike last trading price was 10.8, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
