TATACONSUM
Tata Consumer Product Ltd
Historical option data for TATACONSUM
07 Jan 2025 04:12 PM IST
TATACONSUM 30JAN2025 1060 CE | ||||||||||
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Delta: 0.07
Vega: 0.33
Theta: -0.20
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
7 Jan | 955.00 | 1.95 | 0.35 | 26.12 | 383 | 89 | 161 | |||
6 Jan | 946.90 | 1.6 | 0.35 | 25.46 | 145 | 59 | 73 | |||
3 Jan | 939.45 | 1.25 | 0.35 | 25.31 | 2 | 0 | 14 | |||
2 Jan | 929.65 | 0.9 | 0.00 | 24.95 | 1 | 0 | 13 | |||
31 Dec | 914.70 | 0.9 | 0.00 | 0.00 | 0 | 0 | 0 | |||
30 Dec | 903.50 | 0.9 | 0.00 | 0.00 | 0 | 1 | 0 | |||
27 Dec | 907.95 | 0.9 | -0.15 | 25.63 | 1 | 0 | 12 | |||
26 Dec | 900.95 | 1.05 | -0.45 | 27.04 | 12 | 6 | 8 | |||
24 Dec | 907.30 | 1.5 | -0.35 | 27.16 | 1 | 0 | 1 | |||
23 Dec | 902.75 | 1.85 | -39.25 | 0.00 | 0 | 0 | 0 | |||
26 Nov | 963.55 | 41.1 | 41.10 | 5.65 | 0 | 0 | 0 | |||
12 Nov | 967.55 | 0 | 0.00 | 4.13 | 0 | 0 | 0 | |||
11 Nov | 975.95 | 0 | 0.00 | 3.70 | 0 | 0 | 0 | |||
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8 Nov | 992.95 | 0 | 0.00 | 2.51 | 0 | 0 | 0 | |||
7 Nov | 984.85 | 0 | 0.00 | 2.87 | 0 | 0 | 0 | |||
6 Nov | 1007.05 | 0 | 0.00 | 1.58 | 0 | 0 | 0 | |||
5 Nov | 1000.75 | 0 | 0.00 | 1.94 | 0 | 0 | 0 | |||
4 Nov | 994.60 | 0 | 2.38 | 0 | 0 | 0 |
For Tata Consumer Product Ltd - strike price 1060 expiring on 30JAN2025
Delta for 1060 CE is 0.07
Historical price for 1060 CE is as follows
On 7 Jan TATACONSUM was trading at 955.00. The strike last trading price was 1.95, which was 0.35 higher than the previous day. The implied volatity was 26.12, the open interest changed by 89 which increased total open position to 161
On 6 Jan TATACONSUM was trading at 946.90. The strike last trading price was 1.6, which was 0.35 higher than the previous day. The implied volatity was 25.46, the open interest changed by 59 which increased total open position to 73
On 3 Jan TATACONSUM was trading at 939.45. The strike last trading price was 1.25, which was 0.35 higher than the previous day. The implied volatity was 25.31, the open interest changed by 0 which decreased total open position to 14
On 2 Jan TATACONSUM was trading at 929.65. The strike last trading price was 0.9, which was 0.00 lower than the previous day. The implied volatity was 24.95, the open interest changed by 0 which decreased total open position to 13
On 31 Dec TATACONSUM was trading at 914.70. The strike last trading price was 0.9, 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 30 Dec TATACONSUM was trading at 903.50. The strike last trading price was 0.9, 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 27 Dec TATACONSUM was trading at 907.95. The strike last trading price was 0.9, which was -0.15 lower than the previous day. The implied volatity was 25.63, the open interest changed by 0 which decreased total open position to 12
On 26 Dec TATACONSUM was trading at 900.95. The strike last trading price was 1.05, which was -0.45 lower than the previous day. The implied volatity was 27.04, the open interest changed by 6 which increased total open position to 8
On 24 Dec TATACONSUM was trading at 907.30. The strike last trading price was 1.5, which was -0.35 lower than the previous day. The implied volatity was 27.16, the open interest changed by 0 which decreased total open position to 1
On 23 Dec TATACONSUM was trading at 902.75. The strike last trading price was 1.85, which was -39.25 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 26 Nov TATACONSUM was trading at 963.55. The strike last trading price was 41.1, which was 41.10 higher than the previous day. The implied volatity was 5.65, 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 0, which was 0.00 lower than the previous day. The implied volatity was 4.13, 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 0, which was 0.00 lower than the previous day. The implied volatity was 3.70, 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 0, which was 0.00 lower than the previous day. The implied volatity was 2.51, the open interest changed by 0 which decreased total open position to 0
On 7 Nov TATACONSUM was trading at 984.85. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 2.87, 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 0, which was 0.00 lower than the previous day. The implied volatity was 1.58, 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 0, which was 0.00 lower than the previous day. The implied volatity was 1.94, the open interest changed by 0 which decreased total open position to 0
On 4 Nov TATACONSUM was trading at 994.60. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 2.38, the open interest changed by 0 which decreased total open position to 0
TATACONSUM 30JAN2025 1060 PE | |||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
7 Jan | 955.00 | 79.5 | 0.00 | - | 0 | 0 | 0 |
6 Jan | 946.90 | 79.5 | 0.00 | - | 0 | 0 | 0 |
3 Jan | 939.45 | 79.5 | 0.00 | - | 0 | 0 | 0 |
2 Jan | 929.65 | 79.5 | 0.00 | - | 0 | 0 | 0 |
31 Dec | 914.70 | 79.5 | 0.00 | 0.00 | 0 | 0 | 0 |
30 Dec | 903.50 | 79.5 | 0.00 | - | 0 | 0 | 0 |
27 Dec | 907.95 | 79.5 | 0.00 | - | 0 | 0 | 0 |
26 Dec | 900.95 | 79.5 | 0.00 | - | 0 | 0 | 0 |
24 Dec | 907.30 | 79.5 | 0.00 | - | 0 | 0 | 0 |
23 Dec | 902.75 | 79.5 | 79.50 | - | 0 | 0 | 0 |
26 Nov | 963.55 | 0 | 0.00 | - | 0 | 0 | 0 |
12 Nov | 967.55 | 0 | 0.00 | - | 0 | 0 | 0 |
11 Nov | 975.95 | 0 | 0.00 | - | 0 | 0 | 0 |
8 Nov | 992.95 | 0 | 0.00 | - | 0 | 0 | 0 |
7 Nov | 984.85 | 0 | 0.00 | - | 0 | 0 | 0 |
6 Nov | 1007.05 | 0 | 0.00 | - | 0 | 0 | 0 |
5 Nov | 1000.75 | 0 | 0.00 | - | 0 | 0 | 0 |
4 Nov | 994.60 | 0 | - | 0 | 0 | 0 |
For Tata Consumer Product Ltd - strike price 1060 expiring on 30JAN2025
Delta for 1060 PE is -
Historical price for 1060 PE is as follows
On 7 Jan TATACONSUM was trading at 955.00. The strike last trading price was 79.5, 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 Jan TATACONSUM was trading at 946.90. The strike last trading price was 79.5, 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 3 Jan TATACONSUM was trading at 939.45. The strike last trading price was 79.5, 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 2 Jan TATACONSUM was trading at 929.65. The strike last trading price was 79.5, 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 31 Dec TATACONSUM was trading at 914.70. The strike last trading price was 79.5, 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 30 Dec TATACONSUM was trading at 903.50. The strike last trading price was 79.5, 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 27 Dec TATACONSUM was trading at 907.95. The strike last trading price was 79.5, 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 26 Dec TATACONSUM was trading at 900.95. The strike last trading price was 79.5, 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 24 Dec TATACONSUM was trading at 907.30. The strike last trading price was 79.5, 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 23 Dec TATACONSUM was trading at 902.75. The strike last trading price was 79.5, which was 79.50 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 26 Nov TATACONSUM was trading at 963.55. The strike last trading price was 0, 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 0, 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 0, 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 0, 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 7 Nov TATACONSUM was trading at 984.85. The strike last trading price was 0, 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 0, 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 0, 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 4 Nov TATACONSUM was trading at 994.60. 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