TATACONSUM
Tata Consumer Product Ltd
Historical option data for TATACONSUM
14 Nov 2024 04:12 PM IST
| TATACONSUM 28NOV2024 1070 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 | |||
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| 14 Nov | 925.00 | 0.6 | -0.20 | 34.93 | 110.453 | -45.6 | 170.24 | |||
| 13 Nov | 952.75 | 0.8 | -0.10 | 30.02 | 171.253 | -85.12 | 219.893 | |||
| 12 Nov | 967.55 | 0.9 | -0.50 | 26.38 | 90.187 | 20.267 | 306.027 | |||
| 11 Nov | 975.95 | 1.4 | -1.00 | 25.51 | 127.68 | 14.187 | 286.773 | |||
| 8 Nov | 992.95 | 2.4 | -0.45 | 22.64 | 270.56 | 73.973 | 273.6 | |||
| 7 Nov | 984.85 | 2.85 | -2.30 | 24.59 | 336.427 | -94.24 | 200.64 | |||
| 6 Nov | 1007.05 | 5.15 | -0.55 | 23.77 | 163.147 | 23.307 | 294.88 | |||
| 5 Nov | 1000.75 | 5.7 | 0.15 | 25.20 | 300.96 | 60.8 | 274.613 | |||
| 4 Nov | 994.60 | 5.55 | -2.65 | 25.73 | 349.6 | 26.347 | 213.813 | |||
| 1 Nov | 1004.10 | 8.2 | -0.25 | 25.23 | 85.12 | 52.693 | 187.467 | |||
| 31 Oct | 1002.55 | 8.45 | -4.80 | - | 305.013 | 1.013 | 137.813 | |||
| 30 Oct | 1022.70 | 13.25 | 5.15 | - | 252.32 | 129.707 | 136.8 | |||
| 29 Oct | 992.05 | 8.1 | -155.10 | - | 7.093 | 6.08 | 6.08 | |||
| 28 Oct | 975.90 | 163.2 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 973.05 | 163.2 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 996.45 | 163.2 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 1014.55 | 163.2 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 998.25 | 163.2 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 1017.05 | 163.2 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 1093.25 | 163.2 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 1090.15 | 163.2 | - | 0 | 0 | 0 | ||||
For Tata Consumer Product Ltd - strike price 1070 expiring on 28NOV2024
Delta for 1070 CE is 0.03
Historical price for 1070 CE is as follows
On 14 Nov TATACONSUM was trading at 925.00. The strike last trading price was 0.6, which was -0.20 lower than the previous day. The implied volatity was 34.93, the open interest changed by -45 which decreased total open position to 168
On 13 Nov TATACONSUM was trading at 952.75. The strike last trading price was 0.8, which was -0.10 lower than the previous day. The implied volatity was 30.02, the open interest changed by -84 which decreased total open position to 217
On 12 Nov TATACONSUM was trading at 967.55. The strike last trading price was 0.9, which was -0.50 lower than the previous day. The implied volatity was 26.38, the open interest changed by 20 which increased total open position to 302
On 11 Nov TATACONSUM was trading at 975.95. The strike last trading price was 1.4, which was -1.00 lower than the previous day. The implied volatity was 25.51, the open interest changed by 14 which increased total open position to 283
On 8 Nov TATACONSUM was trading at 992.95. The strike last trading price was 2.4, which was -0.45 lower than the previous day. The implied volatity was 22.64, the open interest changed by 73 which increased total open position to 270
On 7 Nov TATACONSUM was trading at 984.85. The strike last trading price was 2.85, which was -2.30 lower than the previous day. The implied volatity was 24.59, the open interest changed by -93 which decreased total open position to 198
On 6 Nov TATACONSUM was trading at 1007.05. The strike last trading price was 5.15, which was -0.55 lower than the previous day. The implied volatity was 23.77, the open interest changed by 23 which increased total open position to 291
On 5 Nov TATACONSUM was trading at 1000.75. The strike last trading price was 5.7, which was 0.15 higher than the previous day. The implied volatity was 25.20, the open interest changed by 60 which increased total open position to 271
On 4 Nov TATACONSUM was trading at 994.60. The strike last trading price was 5.55, which was -2.65 lower than the previous day. The implied volatity was 25.73, the open interest changed by 26 which increased total open position to 211
On 1 Nov TATACONSUM was trading at 1004.10. The strike last trading price was 8.2, which was -0.25 lower than the previous day. The implied volatity was 25.23, the open interest changed by 52 which increased total open position to 185
On 31 Oct TATACONSUM was trading at 1002.55. The strike last trading price was 8.45, which was -4.80 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 13.25, which was 5.15 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 8.1, which was -155.10 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 163.2, 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 163.2, 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 163.2, 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 163.2, 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 163.2, 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 163.2, 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 163.2, 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 163.2, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| TATACONSUM 28NOV2024 1070 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 | 116 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Nov | 952.75 | 116 | 37.00 | 43.33 | 5.067 | 0 | 15.2 |
| 12 Nov | 967.55 | 79 | 0.00 | 0.00 | 0 | -1.013 | 0 |
| 11 Nov | 975.95 | 79 | 4.15 | - | 1.013 | 0 | 16.213 |
| 8 Nov | 992.95 | 74.85 | 0.00 | 0.00 | 0 | -1.013 | 0 |
| 7 Nov | 984.85 | 74.85 | 7.15 | - | 1.013 | 0 | 17.227 |
| 6 Nov | 1007.05 | 67.7 | -3.70 | 28.28 | 1.013 | 0 | 18.24 |
| 5 Nov | 1000.75 | 71.4 | 0.00 | 0.00 | 0 | 0 | 0 |
| 4 Nov | 994.60 | 71.4 | 0.00 | 0.00 | 0 | 0 | 0 |
| 1 Nov | 1004.10 | 71.4 | 0.00 | 0.00 | 0 | 14.187 | 0 |
| 31 Oct | 1002.55 | 71.4 | 15.65 | - | 26.347 | 15.2 | 19.253 |
| 30 Oct | 1022.70 | 55.75 | -30.25 | - | 11.147 | 3.04 | 4.053 |
| 29 Oct | 992.05 | 86 | 79.60 | - | 1.013 | 0 | 0 |
| 28 Oct | 975.90 | 6.4 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 973.05 | 6.4 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 996.45 | 6.4 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 1014.55 | 6.4 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 998.25 | 6.4 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 1017.05 | 6.4 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 1093.25 | 6.4 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 1090.15 | 6.4 | - | 0 | 0 | 0 | |
For Tata Consumer Product Ltd - strike price 1070 expiring on 28NOV2024
Delta for 1070 PE is 0.00
Historical price for 1070 PE is as follows
On 14 Nov TATACONSUM was trading at 925.00. The strike last trading price was 116, 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 116, which was 37.00 higher than the previous day. The implied volatity was 43.33, the open interest changed by 0 which decreased total open position to 15
On 12 Nov TATACONSUM was trading at 967.55. The strike last trading price was 79, 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 11 Nov TATACONSUM was trading at 975.95. The strike last trading price was 79, which was 4.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 16
On 8 Nov TATACONSUM was trading at 992.95. The strike last trading price was 74.85, 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 7 Nov TATACONSUM was trading at 984.85. The strike last trading price was 74.85, which was 7.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 17
On 6 Nov TATACONSUM was trading at 1007.05. The strike last trading price was 67.7, which was -3.70 lower than the previous day. The implied volatity was 28.28, the open interest changed by 0 which decreased total open position to 18
On 5 Nov TATACONSUM was trading at 1000.75. The strike last trading price was 71.4, 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 4 Nov TATACONSUM was trading at 994.60. The strike last trading price was 71.4, 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 1 Nov TATACONSUM was trading at 1004.10. The strike last trading price was 71.4, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 14 which increased total open position to 0
On 31 Oct TATACONSUM was trading at 1002.55. The strike last trading price was 71.4, which was 15.65 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 55.75, which was -30.25 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 86, which was 79.60 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 6.4, 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 6.4, 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 6.4, 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 6.4, 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 6.4, 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 6.4, 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 6.4, 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 6.4, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
