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Related Pages for TATACONSUM
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TATACONSUM
Tata Consumer Product Ltd
907.95 7.00 (0.78%)

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Historical option data for TATACONSUM

27 Dec 2024 04:12 PM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
TATACONSUM 30JAN2025 1100 CE
Delta: 0.02
Vega: 0.13
Theta: -0.06
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
27 Dec 907.95 0.55 0.20 28.57 6 0 70
26 Dec 900.95 0.35 -0.05 27.36 15 10 69
24 Dec 907.30 0.4 -28.10 26.34 63 49 49
23 Dec 902.75 28.5 0.00 15.55 0 0 0
6 Nov 1007.05 28.5 0.00 3.69 0 0 0
5 Nov 1000.75 28.5 4.17 0 0 0

For Tata Consumer Product Ltd - strike price 1100 expiring on 30JAN2025

Delta for 1100 CE is 0.02

Historical price for 1100 CE is as follows

On 27 Dec TATACONSUM was trading at 907.95. The strike last trading price was 0.55, which was 0.20 higher than the previous day. The implied volatity was 28.57, the open interest changed by 0 which decreased total open position to 70


On 26 Dec TATACONSUM was trading at 900.95. The strike last trading price was 0.35, which was -0.05 lower than the previous day. The implied volatity was 27.36, the open interest changed by 10 which increased total open position to 69


On 24 Dec TATACONSUM was trading at 907.30. The strike last trading price was 0.4, which was -28.10 lower than the previous day. The implied volatity was 26.34, the open interest changed by 49 which increased total open position to 49


On 23 Dec TATACONSUM was trading at 902.75. The strike last trading price was 28.5, which was 0.00 lower than the previous day. The implied volatity was 15.55, 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 28.5, which was 0.00 lower than the previous day. The implied volatity was 3.69, 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 28.5, which was lower than the previous day. The implied volatity was 4.17, the open interest changed by 0 which decreased total open position to 0


TATACONSUM 30JAN2025 1100 PE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
27 Dec 907.95 187.5 0.00 0.00 0 11 0
26 Dec 900.95 187.5 1.50 - 11 10 54
24 Dec 907.30 186 -6.25 40.77 42 41 43
23 Dec 902.75 192.25 192.25 43.01 2 1 1
6 Nov 1007.05 0 0.00 - 0 0 0
5 Nov 1000.75 0 - 0 0 0

For Tata Consumer Product Ltd - strike price 1100 expiring on 30JAN2025

Delta for 1100 PE is 0.00

Historical price for 1100 PE is as follows

On 27 Dec TATACONSUM was trading at 907.95. The strike last trading price was 187.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 11 which increased total open position to 0


On 26 Dec TATACONSUM was trading at 900.95. The strike last trading price was 187.5, which was 1.50 higher than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 54


On 24 Dec TATACONSUM was trading at 907.30. The strike last trading price was 186, which was -6.25 lower than the previous day. The implied volatity was 40.77, the open interest changed by 41 which increased total open position to 43


On 23 Dec TATACONSUM was trading at 902.75. The strike last trading price was 192.25, which was 192.25 higher than the previous day. The implied volatity was 43.01, the open interest changed by 1 which increased total open position to 1


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 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0