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[--[65.84.65.76]--]
TATACONSUM
Tata Consumer Product Ltd

925 -27.75 (-2.91%)

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Historical option data for TATACONSUM

14 Nov 2024 04:12 PM IST
TATACONSUM 28NOV2024 1100 CE
Delta: 0.02
Vega: 0.07
Theta: -0.11
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
14 Nov 925.00 0.4 -0.25 38.43 492.48 -48.64 2,695.467
13 Nov 952.75 0.65 0.05 34.55 946.453 -306.027 2,744.107
12 Nov 967.55 0.6 -0.30 30.20 1,289.973 100.32 3,148.427
11 Nov 975.95 0.9 -0.60 29.16 1,193.707 168.213 3,052.16
8 Nov 992.95 1.5 -0.10 26.09 635.36 109.44 2,885.973
7 Nov 984.85 1.6 -1.20 27.08 1,193.707 222.933 2,776.533
6 Nov 1007.05 2.8 -0.50 25.95 955.573 112.48 2,549.547
5 Nov 1000.75 3.3 0.10 27.44 710.347 103.36 2,434.027
4 Nov 994.60 3.2 -1.50 27.74 963.68 135.787 2,329.653
1 Nov 1004.10 4.7 -0.40 26.79 180.373 18.24 2,193.867
31 Oct 1002.55 5.1 -3.00 - 786.347 275.627 2,174.613
30 Oct 1022.70 8.1 3.00 - 1,695.307 72.96 1,888.853
29 Oct 992.05 5.1 0.20 - 469.173 77.013 1,814.88
28 Oct 975.90 4.9 -0.50 - 694.133 214.827 1,739.893
25 Oct 973.05 5.4 -2.60 - 599.893 77.013 1,525.067
24 Oct 996.45 8 -1.65 - 510.72 162.133 1,448.053
23 Oct 1014.55 9.65 0.95 - 559.36 -2.027 1,286.933
22 Oct 998.25 8.7 -3.30 - 760 363.787 1,289.973
21 Oct 1017.05 12 -25.00 - 2,386.4 713.387 928.213
18 Oct 1093.25 37 -0.90 - 320.213 122.613 213.813
17 Oct 1090.15 37.9 -8.75 - 90.187 84.107 89.173
16 Oct 1113.95 46.65 0.00 - 0 0 0
15 Oct 1115.25 46.65 0.00 - 0 4.053 0
14 Oct 1113.55 46.65 -4.35 - 5.067 2.027 3.04
11 Oct 1113.10 51 -87.40 - 1.013 0 0
10 Oct 1114.15 138.4 0.00 - 0 0 0
9 Oct 1117.80 138.4 0.00 - 0 0 0
8 Oct 1119.05 138.4 0.00 - 0 0 0
7 Oct 1111.40 138.4 0.00 - 0 0 0
4 Oct 1130.40 138.4 138.40 - 0 0 0
9 Sept 1192.05 0 0.00 - 0 0 0
6 Sept 1173.85 0 0.00 - 0 0 0
5 Sept 1188.65 0 0.00 - 0 0 0
4 Sept 1194.95 0 0.00 - 0 0 0
3 Sept 1199.00 0 0.00 - 0 0 0
2 Sept 1199.70 0 - 0 0 0


For Tata Consumer Product Ltd - strike price 1100 expiring on 28NOV2024

Delta for 1100 CE is 0.02

Historical price for 1100 CE is as follows

On 14 Nov TATACONSUM was trading at 925.00. The strike last trading price was 0.4, which was -0.25 lower than the previous day. The implied volatity was 38.43, the open interest changed by -48 which decreased total open position to 2660


On 13 Nov TATACONSUM was trading at 952.75. The strike last trading price was 0.65, which was 0.05 higher than the previous day. The implied volatity was 34.55, the open interest changed by -302 which decreased total open position to 2708


On 12 Nov TATACONSUM was trading at 967.55. The strike last trading price was 0.6, which was -0.30 lower than the previous day. The implied volatity was 30.20, the open interest changed by 99 which increased total open position to 3107


On 11 Nov TATACONSUM was trading at 975.95. The strike last trading price was 0.9, which was -0.60 lower than the previous day. The implied volatity was 29.16, the open interest changed by 166 which increased total open position to 3012


On 8 Nov TATACONSUM was trading at 992.95. The strike last trading price was 1.5, which was -0.10 lower than the previous day. The implied volatity was 26.09, the open interest changed by 108 which increased total open position to 2848


On 7 Nov TATACONSUM was trading at 984.85. The strike last trading price was 1.6, which was -1.20 lower than the previous day. The implied volatity was 27.08, the open interest changed by 220 which increased total open position to 2740


On 6 Nov TATACONSUM was trading at 1007.05. The strike last trading price was 2.8, which was -0.50 lower than the previous day. The implied volatity was 25.95, the open interest changed by 111 which increased total open position to 2516


On 5 Nov TATACONSUM was trading at 1000.75. The strike last trading price was 3.3, which was 0.10 higher than the previous day. The implied volatity was 27.44, the open interest changed by 102 which increased total open position to 2402


On 4 Nov TATACONSUM was trading at 994.60. The strike last trading price was 3.2, which was -1.50 lower than the previous day. The implied volatity was 27.74, the open interest changed by 134 which increased total open position to 2299


On 1 Nov TATACONSUM was trading at 1004.10. The strike last trading price was 4.7, which was -0.40 lower than the previous day. The implied volatity was 26.79, the open interest changed by 18 which increased total open position to 2165


On 31 Oct TATACONSUM was trading at 1002.55. The strike last trading price was 5.1, which was -3.00 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 8.1, which was 3.00 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 5.1, which was 0.20 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 4.9, which was -0.50 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 5.4, which was -2.60 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 8, which was -1.65 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 9.65, which was 0.95 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 8.7, which was -3.30 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, which was -25.00 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 37, which was -0.90 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 37.9, which was -8.75 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 16 Oct TATACONSUM was trading at 1113.95. The strike last trading price was 46.65, 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 15 Oct TATACONSUM was trading at 1115.25. The strike last trading price was 46.65, 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 14 Oct TATACONSUM was trading at 1113.55. The strike last trading price was 46.65, 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 11 Oct TATACONSUM was trading at 1113.10. The strike last trading price was 51, which was -87.40 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 10 Oct TATACONSUM was trading at 1114.15. The strike last trading price was 138.4, 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 9 Oct TATACONSUM was trading at 1117.80. The strike last trading price was 138.4, 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 8 Oct TATACONSUM was trading at 1119.05. The strike last trading price was 138.4, 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 7 Oct TATACONSUM was trading at 1111.40. The strike last trading price was 138.4, 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 4 Oct TATACONSUM was trading at 1130.40. The strike last trading price was 138.4, which was 138.40 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 9 Sept TATACONSUM was trading at 1192.05. 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 which decreased total open position to


On 6 Sept TATACONSUM was trading at 1173.85. 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 which decreased total open position to


On 5 Sept TATACONSUM was trading at 1188.65. 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 which decreased total open position to


On 4 Sept TATACONSUM was trading at 1194.95. 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 which decreased total open position to


On 3 Sept TATACONSUM was trading at 1199.00. 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 which decreased total open position to


On 2 Sept TATACONSUM was trading at 1199.70. 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 1100 PE
Delta: -0.89
Vega: 0.35
Theta: -0.53
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
14 Nov 925.00 171.5 30.50 65.24 8.107 -6.08 288.8
13 Nov 952.75 141 33.00 - 19.253 -10.133 294.88
12 Nov 967.55 108 0.00 0.00 0 0 0
11 Nov 975.95 108 3.00 - 3.04 0 305.013
8 Nov 992.95 105 -4.75 31.90 4.053 0 304
7 Nov 984.85 109.75 18.75 29.52 6.08 -1.013 302.987
6 Nov 1007.05 91 -8.00 22.89 11.147 -5.067 302.987
5 Nov 1000.75 99 -18.35 31.97 2.027 0 308.053
4 Nov 994.60 117.35 14.75 51.34 9.12 1.013 309.067
1 Nov 1004.10 102.6 6.10 40.63 3.04 1.013 307.04
31 Oct 1002.55 96.5 17.35 - 51.68 46.613 305.013
30 Oct 1022.70 79.15 -26.65 - 124.64 88.16 257.387
29 Oct 992.05 105.8 -13.25 - 41.547 6.08 169.227
28 Oct 975.90 119.05 -3.35 - 31.413 -12.16 165.173
25 Oct 973.05 122.4 21.90 - 81.067 58.773 177.333
24 Oct 996.45 100.5 13.30 - 13.173 8.107 116.533
23 Oct 1014.55 87.2 -12.80 - 22.293 -11.147 106.4
22 Oct 998.25 100 14.95 - 10.133 3.04 116.533
21 Oct 1017.05 85.05 54.55 - 102.347 32.427 112.48
18 Oct 1093.25 30.5 -5.30 - 53.707 13.173 80.053
17 Oct 1090.15 35.8 11.80 - 37.493 23.307 66.88
16 Oct 1113.95 24 0.00 - 3.04 -1.013 43.573
15 Oct 1115.25 24 0.15 - 2.027 1.013 44.587
14 Oct 1113.55 23.85 -5.15 - 26.347 7.093 43.573
11 Oct 1113.10 29 3.00 - 28.373 11.147 36.48
10 Oct 1114.15 26 -1.00 - 3.04 1.013 24.32
9 Oct 1117.80 27 -0.70 - 4.053 1.013 23.307
8 Oct 1119.05 27.7 -5.15 - 3.04 0 22.293
7 Oct 1111.40 32.85 3.85 - 7.093 1.013 22.293
4 Oct 1130.40 29 8.85 - 22.293 17.227 17.227
9 Sept 1192.05 20.15 0.00 - 0 0 0
6 Sept 1173.85 20.15 0.00 - 0 0 0
5 Sept 1188.65 20.15 0.00 - 0 0 0
4 Sept 1194.95 20.15 20.15 - 0 0 0
3 Sept 1199.00 0 0.00 - 0 0 0
2 Sept 1199.70 0 - 0 0 0


For Tata Consumer Product Ltd - strike price 1100 expiring on 28NOV2024

Delta for 1100 PE is -0.89

Historical price for 1100 PE is as follows

On 14 Nov TATACONSUM was trading at 925.00. The strike last trading price was 171.5, which was 30.50 higher than the previous day. The implied volatity was 65.24, the open interest changed by -6 which decreased total open position to 285


On 13 Nov TATACONSUM was trading at 952.75. The strike last trading price was 141, which was 33.00 higher than the previous day. The implied volatity was -, the open interest changed by -10 which decreased total open position to 291


On 12 Nov TATACONSUM was trading at 967.55. The strike last trading price was 108, 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 108, which was 3.00 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 301


On 8 Nov TATACONSUM was trading at 992.95. The strike last trading price was 105, which was -4.75 lower than the previous day. The implied volatity was 31.90, the open interest changed by 0 which decreased total open position to 300


On 7 Nov TATACONSUM was trading at 984.85. The strike last trading price was 109.75, which was 18.75 higher than the previous day. The implied volatity was 29.52, the open interest changed by -1 which decreased total open position to 299


On 6 Nov TATACONSUM was trading at 1007.05. The strike last trading price was 91, which was -8.00 lower than the previous day. The implied volatity was 22.89, the open interest changed by -5 which decreased total open position to 299


On 5 Nov TATACONSUM was trading at 1000.75. The strike last trading price was 99, which was -18.35 lower than the previous day. The implied volatity was 31.97, the open interest changed by 0 which decreased total open position to 304


On 4 Nov TATACONSUM was trading at 994.60. The strike last trading price was 117.35, which was 14.75 higher than the previous day. The implied volatity was 51.34, the open interest changed by 1 which increased total open position to 305


On 1 Nov TATACONSUM was trading at 1004.10. The strike last trading price was 102.6, which was 6.10 higher than the previous day. The implied volatity was 40.63, the open interest changed by 1 which increased total open position to 303


On 31 Oct TATACONSUM was trading at 1002.55. The strike last trading price was 96.5, which was 17.35 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 79.15, which was -26.65 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 105.8, which was -13.25 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 119.05, which was -3.35 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 122.4, which was 21.90 higher 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 100.5, which was 13.30 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 87.2, which was -12.80 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 100, which was 14.95 higher 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 85.05, which was 54.55 higher 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 30.5, which was -5.30 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 35.8, which was 11.80 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 16 Oct TATACONSUM was trading at 1113.95. The strike last trading price was 24, 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 15 Oct TATACONSUM was trading at 1115.25. The strike last trading price was 24, which was 0.15 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 14 Oct TATACONSUM was trading at 1113.55. The strike last trading price was 23.85, which was -5.15 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 11 Oct TATACONSUM was trading at 1113.10. The strike last trading price was 29, which was 3.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 10 Oct TATACONSUM was trading at 1114.15. The strike last trading price was 26, which was -1.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 9 Oct TATACONSUM was trading at 1117.80. The strike last trading price was 27, which was -0.70 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 8 Oct TATACONSUM was trading at 1119.05. The strike last trading price was 27.7, which was -5.15 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 7 Oct TATACONSUM was trading at 1111.40. The strike last trading price was 32.85, which was 3.85 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 4 Oct TATACONSUM was trading at 1130.40. The strike last trading price was 29, which was 8.85 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 9 Sept TATACONSUM was trading at 1192.05. The strike last trading price was 20.15, 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 6 Sept TATACONSUM was trading at 1173.85. The strike last trading price was 20.15, 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 5 Sept TATACONSUM was trading at 1188.65. The strike last trading price was 20.15, 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 4 Sept TATACONSUM was trading at 1194.95. The strike last trading price was 20.15, which was 20.15 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 3 Sept TATACONSUM was trading at 1199.00. 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 which decreased total open position to


On 2 Sept TATACONSUM was trading at 1199.70. 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