TATACONSUM
Tata Consumer Product Ltd
Historical option data for TATACONSUM
27 Dec 2024 04:12 PM IST
| TATACONSUM 30JAN2025 1060 CE | ||||||||||
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Delta: 0.03
Vega: 0.20
Theta: -0.09
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 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 | |||
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| 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 | |||
| 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 0.03
Historical price for 1060 CE is as follows
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 | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 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 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
