TATACONSUM
Tata Consumer Product Ltd
Historical option data for TATACONSUM
27 Dec 2024 04:12 PM IST
| TATACONSUM 30JAN2025 800 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 27 Dec | 907.95 | 219.25 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Dec | 900.95 | 219.25 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Dec | 907.30 | 219.25 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Dec | 902.75 | 219.25 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Dec | 889.45 | 219.25 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Dec | 907.10 | 219.25 | 0.00 | - | 0 | 0 | 0 | |||
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| 18 Dec | 909.35 | 219.25 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Dec | 904.90 | 219.25 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Dec | 921.25 | 219.25 | - | 0 | 0 | 0 | ||||
For Tata Consumer Product Ltd - strike price 800 expiring on 30JAN2025
Delta for 800 CE is -
Historical price for 800 CE is as follows
On 27 Dec TATACONSUM was trading at 907.95. The strike last trading price was 219.25, 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 Dec TATACONSUM was trading at 900.95. The strike last trading price was 219.25, 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 24 Dec TATACONSUM was trading at 907.30. The strike last trading price was 219.25, 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 23 Dec TATACONSUM was trading at 902.75. The strike last trading price was 219.25, 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 20 Dec TATACONSUM was trading at 889.45. The strike last trading price was 219.25, 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 219.25, 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 219.25, 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 219.25, 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 219.25, 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 30JAN2025 800 PE | |||||||
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Delta: -0.05
Vega: 0.28
Theta: -0.10
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 27 Dec | 907.95 | 1.6 | -1.20 | 27.39 | 440 | 67 | 296 |
| 26 Dec | 900.95 | 2.8 | 0.10 | 29.34 | 82 | 60 | 229 |
| 24 Dec | 907.30 | 2.7 | -0.65 | 29.29 | 152 | 80 | 169 |
| 23 Dec | 902.75 | 3.35 | -1.55 | 29.67 | 64 | 3 | 88 |
| 20 Dec | 889.45 | 4.9 | 1.35 | 30.68 | 65 | 37 | 86 |
| 19 Dec | 907.10 | 3.55 | 1.45 | 30.01 | 11 | 1 | 48 |
| 18 Dec | 909.35 | 2.1 | -1.05 | 26.53 | 11 | 4 | 47 |
| 17 Dec | 904.90 | 3.15 | 0.15 | 27.86 | 41 | 34 | 36 |
| 12 Dec | 921.25 | 3 | 29.42 | 2 | 1 | 1 | |
For Tata Consumer Product Ltd - strike price 800 expiring on 30JAN2025
Delta for 800 PE is -0.05
Historical price for 800 PE is as follows
On 27 Dec TATACONSUM was trading at 907.95. The strike last trading price was 1.6, which was -1.20 lower than the previous day. The implied volatity was 27.39, the open interest changed by 67 which increased total open position to 296
On 26 Dec TATACONSUM was trading at 900.95. The strike last trading price was 2.8, which was 0.10 higher than the previous day. The implied volatity was 29.34, the open interest changed by 60 which increased total open position to 229
On 24 Dec TATACONSUM was trading at 907.30. The strike last trading price was 2.7, which was -0.65 lower than the previous day. The implied volatity was 29.29, the open interest changed by 80 which increased total open position to 169
On 23 Dec TATACONSUM was trading at 902.75. The strike last trading price was 3.35, which was -1.55 lower than the previous day. The implied volatity was 29.67, the open interest changed by 3 which increased total open position to 88
On 20 Dec TATACONSUM was trading at 889.45. The strike last trading price was 4.9, which was 1.35 higher than the previous day. The implied volatity was 30.68, the open interest changed by 37 which increased total open position to 86
On 19 Dec TATACONSUM was trading at 907.10. The strike last trading price was 3.55, which was 1.45 higher than the previous day. The implied volatity was 30.01, the open interest changed by 1 which increased total open position to 48
On 18 Dec TATACONSUM was trading at 909.35. The strike last trading price was 2.1, which was -1.05 lower than the previous day. The implied volatity was 26.53, the open interest changed by 4 which increased total open position to 47
On 17 Dec TATACONSUM was trading at 904.90. The strike last trading price was 3.15, which was 0.15 higher than the previous day. The implied volatity was 27.86, the open interest changed by 34 which increased total open position to 36
On 12 Dec TATACONSUM was trading at 921.25. The strike last trading price was 3, which was lower than the previous day. The implied volatity was 29.42, the open interest changed by 1 which increased total open position to 1
