TATACONSUM
Tata Consumer Product Ltd
Historical option data for TATACONSUM
14 Nov 2024 04:12 PM IST
| TATACONSUM 28NOV2024 1080 CE | ||||||||||
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Delta: 0.02
Vega: 0.10
Theta: -0.13
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 925.00 | 0.55 | -0.25 | 36.43 | 203.68 | -54.72 | 265.493 | |||
| 13 Nov | 952.75 | 0.8 | 0.00 | 31.63 | 195.573 | 4.053 | 321.227 | |||
| 12 Nov | 967.55 | 0.8 | -0.40 | 27.81 | 153.013 | -30.4 | 318.187 | |||
| 11 Nov | 975.95 | 1.2 | -0.75 | 26.76 | 254.347 | 39.52 | 349.6 | |||
| 8 Nov | 992.95 | 1.95 | -0.30 | 23.58 | 243.2 | -1.013 | 306.027 | |||
| 7 Nov | 984.85 | 2.25 | -1.85 | 25.20 | 348.587 | -47.627 | 310.08 | |||
| 6 Nov | 1007.05 | 4.1 | -0.55 | 24.35 | 207.733 | -2.027 | 362.773 | |||
| 5 Nov | 1000.75 | 4.65 | -0.05 | 25.82 | 291.84 | 32.427 | 369.867 | |||
| 4 Nov | 994.60 | 4.7 | -2.00 | 26.58 | 331.36 | 89.173 | 337.44 | |||
| 1 Nov | 1004.10 | 6.7 | -0.20 | 25.61 | 22.293 | 7.093 | 247.253 | |||
| 31 Oct | 1002.55 | 6.9 | -4.35 | - | 495.52 | -42.56 | 237.12 | |||
| 30 Oct | 1022.70 | 11.25 | 4.55 | - | 515.787 | -30.4 | 278.667 | |||
| 29 Oct | 992.05 | 6.7 | 0.65 | - | 115.52 | 39.52 | 309.067 | |||
| 28 Oct | 975.90 | 6.05 | -0.80 | - | 100.32 | 51.68 | 267.52 | |||
| 25 Oct | 973.05 | 6.85 | -3.65 | - | 62.827 | 6.08 | 215.84 | |||
| 24 Oct | 996.45 | 10.5 | -2.45 | - | 93.227 | 30.4 | 209.76 | |||
| 23 Oct | 1014.55 | 12.95 | 1.60 | - | 72.96 | -8.107 | 179.36 | |||
| 22 Oct | 998.25 | 11.35 | -3.55 | - | 111.467 | 19.253 | 188.48 | |||
| 21 Oct | 1017.05 | 14.9 | -28.75 | - | 518.827 | 167.2 | 169.227 | |||
| 18 Oct | 1093.25 | 43.65 | -110.00 | - | 4.053 | 1.013 | 1.013 | |||
| 17 Oct | 1090.15 | 153.65 | 153.65 | - | 0 | 0 | 0 | |||
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| 6 Sept | 1173.85 | 0 | - | 0 | 0 | 0 | ||||
For Tata Consumer Product Ltd - strike price 1080 expiring on 28NOV2024
Delta for 1080 CE is 0.02
Historical price for 1080 CE is as follows
On 14 Nov TATACONSUM was trading at 925.00. The strike last trading price was 0.55, which was -0.25 lower than the previous day. The implied volatity was 36.43, the open interest changed by -54 which decreased total open position to 262
On 13 Nov TATACONSUM was trading at 952.75. The strike last trading price was 0.8, which was 0.00 lower than the previous day. The implied volatity was 31.63, the open interest changed by 4 which increased total open position to 317
On 12 Nov TATACONSUM was trading at 967.55. The strike last trading price was 0.8, which was -0.40 lower than the previous day. The implied volatity was 27.81, the open interest changed by -30 which decreased total open position to 314
On 11 Nov TATACONSUM was trading at 975.95. The strike last trading price was 1.2, which was -0.75 lower than the previous day. The implied volatity was 26.76, the open interest changed by 39 which increased total open position to 345
On 8 Nov TATACONSUM was trading at 992.95. The strike last trading price was 1.95, which was -0.30 lower than the previous day. The implied volatity was 23.58, the open interest changed by -1 which decreased total open position to 302
On 7 Nov TATACONSUM was trading at 984.85. The strike last trading price was 2.25, which was -1.85 lower than the previous day. The implied volatity was 25.20, the open interest changed by -47 which decreased total open position to 306
On 6 Nov TATACONSUM was trading at 1007.05. The strike last trading price was 4.1, which was -0.55 lower than the previous day. The implied volatity was 24.35, the open interest changed by -2 which decreased total open position to 358
On 5 Nov TATACONSUM was trading at 1000.75. The strike last trading price was 4.65, which was -0.05 lower than the previous day. The implied volatity was 25.82, the open interest changed by 32 which increased total open position to 365
On 4 Nov TATACONSUM was trading at 994.60. The strike last trading price was 4.7, which was -2.00 lower than the previous day. The implied volatity was 26.58, the open interest changed by 88 which increased total open position to 333
On 1 Nov TATACONSUM was trading at 1004.10. The strike last trading price was 6.7, which was -0.20 lower than the previous day. The implied volatity was 25.61, the open interest changed by 7 which increased total open position to 244
On 31 Oct TATACONSUM was trading at 1002.55. The strike last trading price was 6.9, which was -4.35 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 11.25, which was 4.55 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 6.7, which was 0.65 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 6.05, which was -0.80 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 6.85, which was -3.65 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 10.5, which was -2.45 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 12.95, which was 1.60 higher 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 11.35, which was -3.55 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 14.9, which was -28.75 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 43.65, which was -110.00 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 153.65, which was 153.65 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 6 Sept TATACONSUM was trading at 1173.85. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| TATACONSUM 28NOV2024 1080 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 925.00 | 140.05 | 67.60 | - | 2.027 | 0 | 53.707 |
| 13 Nov | 952.75 | 72.45 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Nov | 967.55 | 72.45 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Nov | 975.95 | 72.45 | 0.00 | 0.00 | 0 | 0 | 0 |
| 8 Nov | 992.95 | 72.45 | 0.00 | 0.00 | 0 | 0 | 0 |
| 7 Nov | 984.85 | 72.45 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Nov | 1007.05 | 72.45 | -6.45 | 22.18 | 2.027 | -1.013 | 52.693 |
| 5 Nov | 1000.75 | 78.9 | -12.45 | 27.07 | 6.08 | 3.04 | 52.693 |
| 4 Nov | 994.60 | 91.35 | 12.85 | 38.49 | 4.053 | 2.027 | 48.64 |
| 1 Nov | 1004.10 | 78.5 | 0.00 | 0.00 | 0 | 26.347 | 0 |
| 31 Oct | 1002.55 | 78.5 | 15.30 | - | 27.36 | 26.347 | 46.613 |
| 30 Oct | 1022.70 | 63.2 | -34.80 | - | 21.28 | 11.147 | 19.253 |
| 29 Oct | 992.05 | 98 | 0.00 | - | 0 | 2.027 | 0 |
| 28 Oct | 975.90 | 98 | 18.35 | - | 2.027 | 7.093 | 7.093 |
| 25 Oct | 973.05 | 79.65 | 0.00 | - | 0 | 6.08 | 0 |
| 24 Oct | 996.45 | 79.65 | 63.90 | - | 6.08 | 5.067 | 5.067 |
| 23 Oct | 1014.55 | 15.75 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 998.25 | 15.75 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 1017.05 | 15.75 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 1093.25 | 15.75 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 1090.15 | 15.75 | 15.75 | - | 0 | 0 | 0 |
| 6 Sept | 1173.85 | 0 | - | 0 | 0 | 0 | |
For Tata Consumer Product Ltd - strike price 1080 expiring on 28NOV2024
Delta for 1080 PE is -
Historical price for 1080 PE is as follows
On 14 Nov TATACONSUM was trading at 925.00. The strike last trading price was 140.05, which was 67.60 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 53
On 13 Nov TATACONSUM was trading at 952.75. The strike last trading price was 72.45, 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 12 Nov TATACONSUM was trading at 967.55. The strike last trading price was 72.45, 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 11 Nov TATACONSUM was trading at 975.95. The strike last trading price was 72.45, 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 8 Nov TATACONSUM was trading at 992.95. The strike last trading price was 72.45, 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 7 Nov TATACONSUM was trading at 984.85. The strike last trading price was 72.45, 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 6 Nov TATACONSUM was trading at 1007.05. The strike last trading price was 72.45, which was -6.45 lower than the previous day. The implied volatity was 22.18, the open interest changed by -1 which decreased total open position to 52
On 5 Nov TATACONSUM was trading at 1000.75. The strike last trading price was 78.9, which was -12.45 lower than the previous day. The implied volatity was 27.07, the open interest changed by 3 which increased total open position to 52
On 4 Nov TATACONSUM was trading at 994.60. The strike last trading price was 91.35, which was 12.85 higher than the previous day. The implied volatity was 38.49, the open interest changed by 2 which increased total open position to 48
On 1 Nov TATACONSUM was trading at 1004.10. The strike last trading price was 78.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 26 which increased total open position to 0
On 31 Oct TATACONSUM was trading at 1002.55. The strike last trading price was 78.5, which was 15.30 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 63.2, which was -34.80 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 98, 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 98, which was 18.35 higher 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 79.65, 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 79.65, which was 63.90 higher 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 15.75, 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 15.75, 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 15.75, 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 15.75, 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 15.75, which was 15.75 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 6 Sept TATACONSUM was trading at 1173.85. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
