TATACONSUM
Tata Consumer Product Ltd
Historical option data for TATACONSUM
20 Dec 2024 04:12 PM IST
| TATACONSUM 26DEC2024 800 CE | ||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 889.45 | 427.9 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Dec | 907.10 | 427.9 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Dec | 909.35 | 427.9 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Dec | 904.90 | 427.9 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Dec | 920.35 | 427.9 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Dec | 929.70 | 427.9 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Dec | 921.25 | 427.9 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Dec | 935.05 | 427.9 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Dec | 926.75 | 427.9 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Dec | 933.95 | 427.9 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Dec | 974.45 | 427.9 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Dec | 966.45 | 427.9 | 0.00 | - | 0 | 0 | 0 | |||
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| 4 Dec | 961.20 | 427.9 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Dec | 955.00 | 427.9 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Dec | 957.00 | 427.9 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Nov | 958.65 | 427.9 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Nov | 963.55 | 427.9 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Nov | 955.70 | 427.9 | - | 0 | 0 | 0 | ||||
For Tata Consumer Product Ltd - strike price 800 expiring on 26DEC2024
Delta for 800 CE is -
Historical price for 800 CE is as follows
On 20 Dec TATACONSUM was trading at 889.45. The strike last trading price was 427.9, 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 19 Dec TATACONSUM was trading at 907.10. The strike last trading price was 427.9, 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 18 Dec TATACONSUM was trading at 909.35. The strike last trading price was 427.9, 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 17 Dec TATACONSUM was trading at 904.90. The strike last trading price was 427.9, 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 16 Dec TATACONSUM was trading at 920.35. The strike last trading price was 427.9, 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 13 Dec TATACONSUM was trading at 929.70. The strike last trading price was 427.9, 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 Dec TATACONSUM was trading at 921.25. The strike last trading price was 427.9, 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 Dec TATACONSUM was trading at 935.05. The strike last trading price was 427.9, 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 10 Dec TATACONSUM was trading at 926.75. The strike last trading price was 427.9, 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 9 Dec TATACONSUM was trading at 933.95. The strike last trading price was 427.9, 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 Dec TATACONSUM was trading at 974.45. The strike last trading price was 427.9, 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 Dec TATACONSUM was trading at 966.45. The strike last trading price was 427.9, 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 Dec TATACONSUM was trading at 961.20. The strike last trading price was 427.9, 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 3 Dec TATACONSUM was trading at 955.00. The strike last trading price was 427.9, 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 2 Dec TATACONSUM was trading at 957.00. The strike last trading price was 427.9, 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 29 Nov TATACONSUM was trading at 958.65. The strike last trading price was 427.9, 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 Nov TATACONSUM was trading at 963.55. The strike last trading price was 427.9, 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 25 Nov TATACONSUM was trading at 955.70. The strike last trading price was 427.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| TATACONSUM 26DEC2024 800 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.01
Vega: 0.04
Theta: -0.14
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 889.45 | 0.25 | -0.15 | 41.08 | 46 | -12 | 414 |
| 19 Dec | 907.10 | 0.4 | 0.20 | 44.73 | 55 | 0 | 421 |
| 18 Dec | 909.35 | 0.2 | -0.35 | 38.51 | 137 | -16 | 421 |
| 17 Dec | 904.90 | 0.55 | 0.15 | 40.71 | 114 | 4 | 437 |
| 16 Dec | 920.35 | 0.4 | 0.00 | 41.38 | 13 | -1 | 433 |
| 13 Dec | 929.70 | 0.4 | -0.10 | 38.54 | 5 | 0 | 435 |
| 12 Dec | 921.25 | 0.5 | 0.25 | 36.88 | 23 | 15 | 434 |
| 11 Dec | 935.05 | 0.25 | -0.45 | 34.83 | 8 | 1 | 422 |
| 10 Dec | 926.75 | 0.7 | -0.15 | 38.14 | 68 | 53 | 420 |
| 9 Dec | 933.95 | 0.85 | 0.45 | 39.35 | 136 | 116 | 362 |
| 6 Dec | 974.45 | 0.4 | 0.00 | 39.56 | 2 | 0 | 246 |
| 5 Dec | 966.45 | 0.4 | -0.15 | 37.29 | 5 | 0 | 247 |
| 4 Dec | 961.20 | 0.55 | -0.35 | 37.02 | 15 | -6 | 245 |
| 3 Dec | 955.00 | 0.9 | 0.30 | 38.25 | 5 | 2 | 253 |
| 2 Dec | 957.00 | 0.6 | -0.35 | 35.47 | 34 | 27 | 250 |
| 29 Nov | 958.65 | 0.95 | -0.05 | 36.45 | 238 | 222 | 224 |
| 26 Nov | 963.55 | 1 | 0.10 | 35.72 | 2 | 0 | 2 |
| 25 Nov | 955.70 | 0.9 | 33.37 | 16 | 3 | 3 | |
For Tata Consumer Product Ltd - strike price 800 expiring on 26DEC2024
Delta for 800 PE is -0.01
Historical price for 800 PE is as follows
On 20 Dec TATACONSUM was trading at 889.45. The strike last trading price was 0.25, which was -0.15 lower than the previous day. The implied volatity was 41.08, the open interest changed by -12 which decreased total open position to 414
On 19 Dec TATACONSUM was trading at 907.10. The strike last trading price was 0.4, which was 0.20 higher than the previous day. The implied volatity was 44.73, the open interest changed by 0 which decreased total open position to 421
On 18 Dec TATACONSUM was trading at 909.35. The strike last trading price was 0.2, which was -0.35 lower than the previous day. The implied volatity was 38.51, the open interest changed by -16 which decreased total open position to 421
On 17 Dec TATACONSUM was trading at 904.90. The strike last trading price was 0.55, which was 0.15 higher than the previous day. The implied volatity was 40.71, the open interest changed by 4 which increased total open position to 437
On 16 Dec TATACONSUM was trading at 920.35. The strike last trading price was 0.4, which was 0.00 lower than the previous day. The implied volatity was 41.38, the open interest changed by -1 which decreased total open position to 433
On 13 Dec TATACONSUM was trading at 929.70. The strike last trading price was 0.4, which was -0.10 lower than the previous day. The implied volatity was 38.54, the open interest changed by 0 which decreased total open position to 435
On 12 Dec TATACONSUM was trading at 921.25. The strike last trading price was 0.5, which was 0.25 higher than the previous day. The implied volatity was 36.88, the open interest changed by 15 which increased total open position to 434
On 11 Dec TATACONSUM was trading at 935.05. The strike last trading price was 0.25, which was -0.45 lower than the previous day. The implied volatity was 34.83, the open interest changed by 1 which increased total open position to 422
On 10 Dec TATACONSUM was trading at 926.75. The strike last trading price was 0.7, which was -0.15 lower than the previous day. The implied volatity was 38.14, the open interest changed by 53 which increased total open position to 420
On 9 Dec TATACONSUM was trading at 933.95. The strike last trading price was 0.85, which was 0.45 higher than the previous day. The implied volatity was 39.35, the open interest changed by 116 which increased total open position to 362
On 6 Dec TATACONSUM was trading at 974.45. The strike last trading price was 0.4, which was 0.00 lower than the previous day. The implied volatity was 39.56, the open interest changed by 0 which decreased total open position to 246
On 5 Dec TATACONSUM was trading at 966.45. The strike last trading price was 0.4, which was -0.15 lower than the previous day. The implied volatity was 37.29, the open interest changed by 0 which decreased total open position to 247
On 4 Dec TATACONSUM was trading at 961.20. The strike last trading price was 0.55, which was -0.35 lower than the previous day. The implied volatity was 37.02, the open interest changed by -6 which decreased total open position to 245
On 3 Dec TATACONSUM was trading at 955.00. The strike last trading price was 0.9, which was 0.30 higher than the previous day. The implied volatity was 38.25, the open interest changed by 2 which increased total open position to 253
On 2 Dec TATACONSUM was trading at 957.00. The strike last trading price was 0.6, which was -0.35 lower than the previous day. The implied volatity was 35.47, the open interest changed by 27 which increased total open position to 250
On 29 Nov TATACONSUM was trading at 958.65. The strike last trading price was 0.95, which was -0.05 lower than the previous day. The implied volatity was 36.45, the open interest changed by 222 which increased total open position to 224
On 26 Nov TATACONSUM was trading at 963.55. The strike last trading price was 1, which was 0.10 higher than the previous day. The implied volatity was 35.72, the open interest changed by 0 which decreased total open position to 2
On 25 Nov TATACONSUM was trading at 955.70. The strike last trading price was 0.9, which was lower than the previous day. The implied volatity was 33.37, the open interest changed by 3 which increased total open position to 3
