TATACONSUM
Tata Consumer Product Ltd
Historical option data for TATACONSUM
20 Dec 2024 04:12 PM IST
| TATACONSUM 26DEC2024 1050 CE | ||||||||||
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Delta: 0.01
Vega: 0.03
Theta: -0.14
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 889.45 | 0.2 | -0.10 | 52.47 | 77 | -5 | 223 | |||
| 19 Dec | 907.10 | 0.3 | 0.00 | 47.15 | 14 | -5 | 229 | |||
| 18 Dec | 909.35 | 0.3 | -0.10 | 43.46 | 50 | -16 | 236 | |||
| 17 Dec | 904.90 | 0.4 | -0.05 | 44.31 | 104 | -72 | 254 | |||
| 16 Dec | 920.35 | 0.45 | -0.20 | 38.03 | 58 | -28 | 327 | |||
| 13 Dec | 929.70 | 0.65 | -0.10 | 32.89 | 38 | -28 | 355 | |||
| 12 Dec | 921.25 | 0.75 | -0.15 | 34.14 | 105 | -32 | 383 | |||
| 11 Dec | 935.05 | 0.9 | 0.10 | 30.90 | 263 | 144 | 415 | |||
| 10 Dec | 926.75 | 0.8 | -0.40 | 30.47 | 104 | 36 | 271 | |||
| 9 Dec | 933.95 | 1.2 | -1.00 | 30.62 | 416 | -18 | 244 | |||
| 6 Dec | 974.45 | 2.2 | 0.25 | 21.99 | 203 | -15 | 262 | |||
| 5 Dec | 966.45 | 1.95 | 0.25 | 22.91 | 256 | -8 | 274 | |||
| 4 Dec | 961.20 | 1.7 | 0.00 | 22.86 | 243 | 31 | 281 | |||
| 3 Dec | 955.00 | 1.7 | -0.50 | 23.24 | 211 | -41 | 249 | |||
| 2 Dec | 957.00 | 2.2 | -0.65 | 24.05 | 347 | 1 | 287 | |||
| 29 Nov | 958.65 | 2.85 | -0.55 | 23.43 | 312 | 110 | 286 | |||
| 28 Nov | 941.05 | 3.4 | -0.30 | 26.97 | 383 | 28 | 182 | |||
| 27 Nov | 960.05 | 3.7 | -0.60 | 23.65 | 284 | 51 | 154 | |||
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| 26 Nov | 963.55 | 4.3 | 0.00 | 23.76 | 124 | 12 | 101 | |||
| 25 Nov | 955.70 | 4.3 | 1.05 | 25.04 | 144 | 83 | 87 | |||
| 22 Nov | 945.20 | 3.25 | -0.75 | 24.44 | 39 | 7 | 11 | |||
| 21 Nov | 911.70 | 4 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 20 Nov | 917.15 | 4 | 0.00 | 29.96 | 5 | 1 | 5 | |||
| 19 Nov | 917.15 | 4 | -4.00 | 29.96 | 5 | 2 | 5 | |||
| 18 Nov | 930.75 | 8 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 14 Nov | 925.00 | 8 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Nov | 952.75 | 8 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 12 Nov | 967.55 | 8 | -4.00 | 22.61 | 1 | 0 | 2 | |||
| 11 Nov | 975.95 | 12 | -13.95 | 24.29 | 1 | 0 | 1 | |||
| 8 Nov | 992.95 | 25.95 | -4.05 | 0.00 | 0 | 1 | 0 | |||
| 6 Nov | 1007.05 | 30 | 0.00 | 2.24 | 0 | 0 | 0 | |||
| 5 Nov | 1000.75 | 30 | 0.00 | 2.57 | 0 | 0 | 0 | |||
| 1 Nov | 1004.10 | 30 | 2.18 | 0 | 0 | 0 | ||||
For Tata Consumer Product Ltd - strike price 1050 expiring on 26DEC2024
Delta for 1050 CE is 0.01
Historical price for 1050 CE is as follows
On 20 Dec TATACONSUM was trading at 889.45. The strike last trading price was 0.2, which was -0.10 lower than the previous day. The implied volatity was 52.47, the open interest changed by -5 which decreased total open position to 223
On 19 Dec TATACONSUM was trading at 907.10. The strike last trading price was 0.3, which was 0.00 lower than the previous day. The implied volatity was 47.15, the open interest changed by -5 which decreased total open position to 229
On 18 Dec TATACONSUM was trading at 909.35. The strike last trading price was 0.3, which was -0.10 lower than the previous day. The implied volatity was 43.46, the open interest changed by -16 which decreased total open position to 236
On 17 Dec TATACONSUM was trading at 904.90. The strike last trading price was 0.4, which was -0.05 lower than the previous day. The implied volatity was 44.31, the open interest changed by -72 which decreased total open position to 254
On 16 Dec TATACONSUM was trading at 920.35. The strike last trading price was 0.45, which was -0.20 lower than the previous day. The implied volatity was 38.03, the open interest changed by -28 which decreased total open position to 327
On 13 Dec TATACONSUM was trading at 929.70. The strike last trading price was 0.65, which was -0.10 lower than the previous day. The implied volatity was 32.89, the open interest changed by -28 which decreased total open position to 355
On 12 Dec TATACONSUM was trading at 921.25. The strike last trading price was 0.75, which was -0.15 lower than the previous day. The implied volatity was 34.14, the open interest changed by -32 which decreased total open position to 383
On 11 Dec TATACONSUM was trading at 935.05. The strike last trading price was 0.9, which was 0.10 higher than the previous day. The implied volatity was 30.90, the open interest changed by 144 which increased total open position to 415
On 10 Dec TATACONSUM was trading at 926.75. The strike last trading price was 0.8, which was -0.40 lower than the previous day. The implied volatity was 30.47, the open interest changed by 36 which increased total open position to 271
On 9 Dec TATACONSUM was trading at 933.95. The strike last trading price was 1.2, which was -1.00 lower than the previous day. The implied volatity was 30.62, the open interest changed by -18 which decreased total open position to 244
On 6 Dec TATACONSUM was trading at 974.45. The strike last trading price was 2.2, which was 0.25 higher than the previous day. The implied volatity was 21.99, the open interest changed by -15 which decreased total open position to 262
On 5 Dec TATACONSUM was trading at 966.45. The strike last trading price was 1.95, which was 0.25 higher than the previous day. The implied volatity was 22.91, the open interest changed by -8 which decreased total open position to 274
On 4 Dec TATACONSUM was trading at 961.20. The strike last trading price was 1.7, which was 0.00 lower than the previous day. The implied volatity was 22.86, the open interest changed by 31 which increased total open position to 281
On 3 Dec TATACONSUM was trading at 955.00. The strike last trading price was 1.7, which was -0.50 lower than the previous day. The implied volatity was 23.24, the open interest changed by -41 which decreased total open position to 249
On 2 Dec TATACONSUM was trading at 957.00. The strike last trading price was 2.2, which was -0.65 lower than the previous day. The implied volatity was 24.05, the open interest changed by 1 which increased total open position to 287
On 29 Nov TATACONSUM was trading at 958.65. The strike last trading price was 2.85, which was -0.55 lower than the previous day. The implied volatity was 23.43, the open interest changed by 110 which increased total open position to 286
On 28 Nov TATACONSUM was trading at 941.05. The strike last trading price was 3.4, which was -0.30 lower than the previous day. The implied volatity was 26.97, the open interest changed by 28 which increased total open position to 182
On 27 Nov TATACONSUM was trading at 960.05. The strike last trading price was 3.7, which was -0.60 lower than the previous day. The implied volatity was 23.65, the open interest changed by 51 which increased total open position to 154
On 26 Nov TATACONSUM was trading at 963.55. The strike last trading price was 4.3, which was 0.00 lower than the previous day. The implied volatity was 23.76, the open interest changed by 12 which increased total open position to 101
On 25 Nov TATACONSUM was trading at 955.70. The strike last trading price was 4.3, which was 1.05 higher than the previous day. The implied volatity was 25.04, the open interest changed by 83 which increased total open position to 87
On 22 Nov TATACONSUM was trading at 945.20. The strike last trading price was 3.25, which was -0.75 lower than the previous day. The implied volatity was 24.44, the open interest changed by 7 which increased total open position to 11
On 21 Nov TATACONSUM was trading at 911.70. The strike last trading price was 4, 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 20 Nov TATACONSUM was trading at 917.15. The strike last trading price was 4, which was 0.00 lower than the previous day. The implied volatity was 29.96, the open interest changed by 1 which increased total open position to 5
On 19 Nov TATACONSUM was trading at 917.15. The strike last trading price was 4, which was -4.00 lower than the previous day. The implied volatity was 29.96, the open interest changed by 2 which increased total open position to 5
On 18 Nov TATACONSUM was trading at 930.75. The strike last trading price was 8, 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 14 Nov TATACONSUM was trading at 925.00. The strike last trading price was 8, 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 13 Nov TATACONSUM was trading at 952.75. The strike last trading price was 8, 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 12 Nov TATACONSUM was trading at 967.55. The strike last trading price was 8, which was -4.00 lower than the previous day. The implied volatity was 22.61, the open interest changed by 0 which decreased total open position to 2
On 11 Nov TATACONSUM was trading at 975.95. The strike last trading price was 12, which was -13.95 lower than the previous day. The implied volatity was 24.29, the open interest changed by 0 which decreased total open position to 1
On 8 Nov TATACONSUM was trading at 992.95. The strike last trading price was 25.95, which was -4.05 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 6 Nov TATACONSUM was trading at 1007.05. The strike last trading price was 30, which was 0.00 lower than the previous day. The implied volatity was 2.24, the open interest changed by 0 which decreased total open position to 0
On 5 Nov TATACONSUM was trading at 1000.75. The strike last trading price was 30, which was 0.00 lower than the previous day. The implied volatity was 2.57, the open interest changed by 0 which decreased total open position to 0
On 1 Nov TATACONSUM was trading at 1004.10. The strike last trading price was 30, which was lower than the previous day. The implied volatity was 2.18, the open interest changed by 0 which decreased total open position to 0
| TATACONSUM 26DEC2024 1050 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 889.45 | 146.4 | 0.00 | - | 1 | 0 | 29 |
| 19 Dec | 907.10 | 146.4 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Dec | 909.35 | 146.4 | 0.00 | 0.00 | 0 | -2 | 0 |
| 17 Dec | 904.90 | 146.4 | 29.15 | 58.40 | 2 | -1 | 30 |
| 16 Dec | 920.35 | 117.25 | -7.75 | - | 1 | 0 | 31 |
| 13 Dec | 929.70 | 125 | 0.00 | 0.00 | 0 | 1 | 0 |
| 12 Dec | 921.25 | 125 | 14.65 | 36.04 | 1 | 0 | 30 |
| 11 Dec | 935.05 | 110.35 | 0.00 | 0.00 | 0 | 0 | 0 |
| 10 Dec | 926.75 | 110.35 | 0.00 | 0.00 | 0 | 1 | 0 |
| 9 Dec | 933.95 | 110.35 | 23.35 | - | 3 | 0 | 29 |
| 6 Dec | 974.45 | 87 | 0.00 | 0.00 | 0 | 0 | 0 |
| 5 Dec | 966.45 | 87 | 0.00 | 0.00 | 0 | 0 | 0 |
| 4 Dec | 961.20 | 87 | 0.00 | 0.00 | 0 | 0 | 0 |
| 3 Dec | 955.00 | 87 | 0.00 | 0.00 | 0 | 0 | 0 |
| 2 Dec | 957.00 | 87 | 0.00 | 0.00 | 0 | 3 | 0 |
| 29 Nov | 958.65 | 87 | -8.00 | 25.05 | 3 | 2 | 28 |
| 28 Nov | 941.05 | 95 | 9.50 | - | 1 | 0 | 25 |
| 27 Nov | 960.05 | 85.5 | 4.50 | 25.99 | 9 | 6 | 24 |
| 26 Nov | 963.55 | 81 | -10.00 | 21.50 | 17 | 11 | 18 |
| 25 Nov | 955.70 | 91 | 25.20 | 26.97 | 7 | 3 | 3 |
| 22 Nov | 945.20 | 65.8 | 0.00 | - | 0 | 0 | 0 |
| 21 Nov | 911.70 | 65.8 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 917.15 | 65.8 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 917.15 | 65.8 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 930.75 | 65.8 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 925.00 | 65.8 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 952.75 | 65.8 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 967.55 | 65.8 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 975.95 | 65.8 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 992.95 | 65.8 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 1007.05 | 65.8 | 0.00 | - | 0 | 0 | 0 |
| 5 Nov | 1000.75 | 65.8 | 65.80 | - | 0 | 0 | 0 |
| 1 Nov | 1004.10 | 0 | - | 0 | 0 | 0 | |
For Tata Consumer Product Ltd - strike price 1050 expiring on 26DEC2024
Delta for 1050 PE is -
Historical price for 1050 PE is as follows
On 20 Dec TATACONSUM was trading at 889.45. The strike last trading price was 146.4, 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 29
On 19 Dec TATACONSUM was trading at 907.10. The strike last trading price was 146.4, 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 Dec TATACONSUM was trading at 909.35. The strike last trading price was 146.4, 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 17 Dec TATACONSUM was trading at 904.90. The strike last trading price was 146.4, which was 29.15 higher than the previous day. The implied volatity was 58.40, the open interest changed by -1 which decreased total open position to 30
On 16 Dec TATACONSUM was trading at 920.35. The strike last trading price was 117.25, which was -7.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 31
On 13 Dec TATACONSUM was trading at 929.70. The strike last trading price was 125, 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 12 Dec TATACONSUM was trading at 921.25. The strike last trading price was 125, which was 14.65 higher than the previous day. The implied volatity was 36.04, the open interest changed by 0 which decreased total open position to 30
On 11 Dec TATACONSUM was trading at 935.05. The strike last trading price was 110.35, 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 10 Dec TATACONSUM was trading at 926.75. The strike last trading price was 110.35, 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 9 Dec TATACONSUM was trading at 933.95. The strike last trading price was 110.35, which was 23.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 29
On 6 Dec TATACONSUM was trading at 974.45. The strike last trading price was 87, 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 5 Dec TATACONSUM was trading at 966.45. The strike last trading price was 87, 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 4 Dec TATACONSUM was trading at 961.20. The strike last trading price was 87, 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 3 Dec TATACONSUM was trading at 955.00. The strike last trading price was 87, 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 2 Dec TATACONSUM was trading at 957.00. The strike last trading price was 87, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 29 Nov TATACONSUM was trading at 958.65. The strike last trading price was 87, which was -8.00 lower than the previous day. The implied volatity was 25.05, the open interest changed by 2 which increased total open position to 28
On 28 Nov TATACONSUM was trading at 941.05. The strike last trading price was 95, which was 9.50 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 25
On 27 Nov TATACONSUM was trading at 960.05. The strike last trading price was 85.5, which was 4.50 higher than the previous day. The implied volatity was 25.99, the open interest changed by 6 which increased total open position to 24
On 26 Nov TATACONSUM was trading at 963.55. The strike last trading price was 81, which was -10.00 lower than the previous day. The implied volatity was 21.50, the open interest changed by 11 which increased total open position to 18
On 25 Nov TATACONSUM was trading at 955.70. The strike last trading price was 91, which was 25.20 higher than the previous day. The implied volatity was 26.97, the open interest changed by 3 which increased total open position to 3
On 22 Nov TATACONSUM was trading at 945.20. The strike last trading price was 65.8, 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 21 Nov TATACONSUM was trading at 911.70. The strike last trading price was 65.8, 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 Nov TATACONSUM was trading at 917.15. The strike last trading price was 65.8, 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 19 Nov TATACONSUM was trading at 917.15. The strike last trading price was 65.8, 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 18 Nov TATACONSUM was trading at 930.75. The strike last trading price was 65.8, 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 14 Nov TATACONSUM was trading at 925.00. The strike last trading price was 65.8, 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 13 Nov TATACONSUM was trading at 952.75. The strike last trading price was 65.8, 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 12 Nov TATACONSUM was trading at 967.55. The strike last trading price was 65.8, 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 11 Nov TATACONSUM was trading at 975.95. The strike last trading price was 65.8, 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 8 Nov TATACONSUM was trading at 992.95. The strike last trading price was 65.8, 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 6 Nov TATACONSUM was trading at 1007.05. The strike last trading price was 65.8, 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 5 Nov TATACONSUM was trading at 1000.75. The strike last trading price was 65.8, which was 65.80 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 1 Nov TATACONSUM was trading at 1004.10. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
