TATACONSUM
Tata Consumer Product Ltd
Historical option data for TATACONSUM
14 Nov 2024 04:12 PM IST
| TATACONSUM 28NOV2024 1060 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.03
Vega: 0.11
Theta: -0.14
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 925.00 | 0.6 | -0.40 | 32.94 | 111.467 | -11.147 | 278.667 | |||
| 13 Nov | 952.75 | 1 | -0.10 | 28.88 | 317.173 | -85.12 | 299.947 | |||
| 12 Nov | 967.55 | 1.1 | -0.60 | 25.29 | 229.013 | 25.333 | 384.053 | |||
| 11 Nov | 975.95 | 1.7 | -1.40 | 24.39 | 453.973 | 29.387 | 359.733 | |||
| 8 Nov | 992.95 | 3.1 | -0.45 | 21.93 | 349.6 | -23.307 | 330.347 | |||
| 7 Nov | 984.85 | 3.55 | -2.95 | 23.84 | 459.04 | 33.44 | 352.64 | |||
| 6 Nov | 1007.05 | 6.5 | -0.35 | 23.22 | 462.08 | 9.12 | 314.133 | |||
| 5 Nov | 1000.75 | 6.85 | 0.00 | 24.38 | 572.533 | -37.493 | 305.013 | |||
| 4 Nov | 994.60 | 6.85 | -2.85 | 25.24 | 587.733 | 134.773 | 346.56 | |||
| 1 Nov | 1004.10 | 9.7 | -0.05 | 24.49 | 15.2 | 4.053 | 212.8 | |||
| 31 Oct | 1002.55 | 9.75 | -6.25 | - | 395.2 | 3.04 | 204.693 | |||
| 30 Oct | 1022.70 | 16 | 6.55 | - | 467.147 | 107.413 | 199.627 | |||
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| 29 Oct | 992.05 | 9.45 | 1.35 | - | 53.707 | 15.2 | 92.213 | |||
| 28 Oct | 975.90 | 8.1 | -1.75 | - | 159.093 | 71.947 | 77.013 | |||
| 25 Oct | 973.05 | 9.85 | -159.75 | - | 7.093 | 5.067 | 5.067 | |||
| 24 Oct | 996.45 | 169.6 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 1014.55 | 169.6 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 998.25 | 169.6 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 1017.05 | 169.6 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 1093.25 | 169.6 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 1090.15 | 169.6 | - | 0 | 0 | 0 | ||||
For Tata Consumer Product Ltd - strike price 1060 expiring on 28NOV2024
Delta for 1060 CE is 0.03
Historical price for 1060 CE is as follows
On 14 Nov TATACONSUM was trading at 925.00. The strike last trading price was 0.6, which was -0.40 lower than the previous day. The implied volatity was 32.94, the open interest changed by -11 which decreased total open position to 275
On 13 Nov TATACONSUM was trading at 952.75. The strike last trading price was 1, which was -0.10 lower than the previous day. The implied volatity was 28.88, the open interest changed by -84 which decreased total open position to 296
On 12 Nov TATACONSUM was trading at 967.55. The strike last trading price was 1.1, which was -0.60 lower than the previous day. The implied volatity was 25.29, the open interest changed by 25 which increased total open position to 379
On 11 Nov TATACONSUM was trading at 975.95. The strike last trading price was 1.7, which was -1.40 lower than the previous day. The implied volatity was 24.39, the open interest changed by 29 which increased total open position to 355
On 8 Nov TATACONSUM was trading at 992.95. The strike last trading price was 3.1, which was -0.45 lower than the previous day. The implied volatity was 21.93, the open interest changed by -23 which decreased total open position to 326
On 7 Nov TATACONSUM was trading at 984.85. The strike last trading price was 3.55, which was -2.95 lower than the previous day. The implied volatity was 23.84, the open interest changed by 33 which increased total open position to 348
On 6 Nov TATACONSUM was trading at 1007.05. The strike last trading price was 6.5, which was -0.35 lower than the previous day. The implied volatity was 23.22, the open interest changed by 9 which increased total open position to 310
On 5 Nov TATACONSUM was trading at 1000.75. The strike last trading price was 6.85, which was 0.00 lower than the previous day. The implied volatity was 24.38, the open interest changed by -37 which decreased total open position to 301
On 4 Nov TATACONSUM was trading at 994.60. The strike last trading price was 6.85, which was -2.85 lower than the previous day. The implied volatity was 25.24, the open interest changed by 133 which increased total open position to 342
On 1 Nov TATACONSUM was trading at 1004.10. The strike last trading price was 9.7, which was -0.05 lower than the previous day. The implied volatity was 24.49, the open interest changed by 4 which increased total open position to 210
On 31 Oct TATACONSUM was trading at 1002.55. The strike last trading price was 9.75, which was -6.25 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 16, which was 6.55 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 9.45, which was 1.35 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 8.1, which was -1.75 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 9.85, which was -159.75 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 169.6, 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 169.6, 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 169.6, 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 169.6, 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 18 Oct TATACONSUM was trading at 1093.25. The strike last trading price was 169.6, 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 169.6, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| TATACONSUM 28NOV2024 1060 PE | |||||||
|---|---|---|---|---|---|---|---|
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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 |
| 14 Nov | 925.00 | 100.4 | 0.00 | 0.00 | 0 | -1.013 | 0 |
| 13 Nov | 952.75 | 100.4 | 11.35 | - | 5.067 | -2.027 | 43.573 |
| 12 Nov | 967.55 | 89.05 | 14.10 | 23.12 | 1.013 | 0 | 45.6 |
| 11 Nov | 975.95 | 74.95 | 9.45 | - | 2.027 | -1.013 | 45.6 |
| 8 Nov | 992.95 | 65.5 | 10.00 | 23.32 | 3.04 | -2.027 | 46.613 |
| 7 Nov | 984.85 | 55.5 | 0.00 | 0.00 | 0 | 1.013 | 0 |
| 6 Nov | 1007.05 | 55.5 | -17.30 | 22.39 | 4.053 | 1.013 | 48.64 |
| 5 Nov | 1000.75 | 72.8 | 0.00 | 0.00 | 0 | 1.013 | 0 |
| 4 Nov | 994.60 | 72.8 | 9.90 | 34.63 | 2.027 | 1.013 | 47.627 |
| 1 Nov | 1004.10 | 62.9 | 0.00 | 0.00 | 0 | 4.053 | 0 |
| 31 Oct | 1002.55 | 62.9 | 14.10 | - | 30.4 | 5.067 | 47.627 |
| 30 Oct | 1022.70 | 48.8 | 36.70 | - | 73.973 | 41.547 | 41.547 |
| 29 Oct | 992.05 | 12.1 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 975.90 | 12.1 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 973.05 | 12.1 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 996.45 | 12.1 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 1014.55 | 12.1 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 998.25 | 12.1 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 1017.05 | 12.1 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 1093.25 | 12.1 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 1090.15 | 12.1 | - | 0 | 0 | 0 | |
For Tata Consumer Product Ltd - strike price 1060 expiring on 28NOV2024
Delta for 1060 PE is 0.00
Historical price for 1060 PE is as follows
On 14 Nov TATACONSUM was trading at 925.00. The strike last trading price was 100.4, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 13 Nov TATACONSUM was trading at 952.75. The strike last trading price was 100.4, which was 11.35 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 43
On 12 Nov TATACONSUM was trading at 967.55. The strike last trading price was 89.05, which was 14.10 higher than the previous day. The implied volatity was 23.12, the open interest changed by 0 which decreased total open position to 45
On 11 Nov TATACONSUM was trading at 975.95. The strike last trading price was 74.95, which was 9.45 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 45
On 8 Nov TATACONSUM was trading at 992.95. The strike last trading price was 65.5, which was 10.00 higher than the previous day. The implied volatity was 23.32, the open interest changed by -2 which decreased total open position to 46
On 7 Nov TATACONSUM was trading at 984.85. The strike last trading price was 55.5, 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 6 Nov TATACONSUM was trading at 1007.05. The strike last trading price was 55.5, which was -17.30 lower than the previous day. The implied volatity was 22.39, the open interest changed by 1 which increased total open position to 48
On 5 Nov TATACONSUM was trading at 1000.75. The strike last trading price was 72.8, 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 4 Nov TATACONSUM was trading at 994.60. The strike last trading price was 72.8, which was 9.90 higher than the previous day. The implied volatity was 34.63, the open interest changed by 1 which increased total open position to 47
On 1 Nov TATACONSUM was trading at 1004.10. The strike last trading price was 62.9, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 31 Oct TATACONSUM was trading at 1002.55. The strike last trading price was 62.9, which was 14.10 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 48.8, which was 36.70 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 12.1, 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 28 Oct TATACONSUM was trading at 975.90. The strike last trading price was 12.1, 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 25 Oct TATACONSUM was trading at 973.05. The strike last trading price was 12.1, 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 12.1, 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 12.1, 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 12.1, 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 12.1, 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 18 Oct TATACONSUM was trading at 1093.25. The strike last trading price was 12.1, 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 17 Oct TATACONSUM was trading at 1090.15. The strike last trading price was 12.1, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
