TATACONSUM
Tata Consumer Product Ltd
Historical option data for TATACONSUM
20 Dec 2024 04:12 PM IST
| TATACONSUM 26DEC2024 810 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 889.45 | 202.45 | 0.00 | - | 0 | 0 | 0 | |||
|
|
||||||||||
| 19 Dec | 907.10 | 202.45 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Dec | 909.35 | 202.45 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Dec | 904.90 | 202.45 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Dec | 920.35 | 202.45 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Dec | 929.70 | 202.45 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Dec | 921.25 | 202.45 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Dec | 935.05 | 202.45 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Dec | 926.75 | 202.45 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Dec | 933.95 | 202.45 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Dec | 974.45 | 202.45 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Dec | 966.45 | 202.45 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 4 Dec | 961.20 | 202.45 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 3 Dec | 955.00 | 202.45 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 2 Dec | 957.00 | 202.45 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Nov | 958.65 | 202.45 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Nov | 963.55 | 202.45 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Nov | 955.70 | 202.45 | - | 0 | 0 | 0 | ||||
For Tata Consumer Product Ltd - strike price 810 expiring on 26DEC2024
Delta for 810 CE is -
Historical price for 810 CE is as follows
On 20 Dec TATACONSUM was trading at 889.45. The strike last trading price was 202.45, 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 202.45, 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 202.45, 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 202.45, 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 202.45, 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 202.45, 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 202.45, 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 202.45, 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 202.45, 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 202.45, 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 Dec TATACONSUM was trading at 974.45. The strike last trading price was 202.45, 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 5 Dec TATACONSUM was trading at 966.45. The strike last trading price was 202.45, 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 4 Dec TATACONSUM was trading at 961.20. The strike last trading price was 202.45, 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 3 Dec TATACONSUM was trading at 955.00. The strike last trading price was 202.45, 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 2 Dec TATACONSUM was trading at 957.00. The strike last trading price was 202.45, 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 202.45, 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 202.45, 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 202.45, 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 810 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.01
Vega: 0.02
Theta: -0.07
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 889.45 | 0.1 | -0.50 | 32.88 | 1 | 0 | 161 |
| 19 Dec | 907.10 | 0.6 | 0.30 | 44.07 | 1 | 0 | 161 |
| 18 Dec | 909.35 | 0.3 | -0.35 | 37.62 | 14 | -11 | 161 |
| 17 Dec | 904.90 | 0.65 | -0.10 | 38.31 | 33 | -10 | 163 |
| 16 Dec | 920.35 | 0.75 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Dec | 929.70 | 0.75 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Dec | 921.25 | 0.75 | 0.00 | 0.00 | 0 | -1 | 0 |
| 11 Dec | 935.05 | 0.75 | 0.00 | 38.27 | 1 | 0 | 174 |
| 10 Dec | 926.75 | 0.75 | -0.25 | 35.94 | 68 | -58 | 173 |
| 9 Dec | 933.95 | 1 | -0.50 | 37.83 | 293 | 221 | 222 |
| 6 Dec | 974.45 | 1.5 | 0.00 | 0.00 | 0 | 0 | 0 |
| 5 Dec | 966.45 | 1.5 | 0.00 | 0.00 | 0 | 0 | 0 |
| 4 Dec | 961.20 | 1.5 | 0.00 | 0.00 | 0 | 0 | 0 |
| 3 Dec | 955.00 | 1.5 | 0.00 | 0.00 | 0 | 0 | 0 |
| 2 Dec | 957.00 | 1.5 | 0.00 | 0.00 | 0 | 0 | 0 |
| 29 Nov | 958.65 | 1.5 | 0.20 | 37.29 | 2 | 0 | 1 |
| 26 Nov | 963.55 | 1.3 | 0.00 | 0.00 | 0 | 1 | 0 |
| 25 Nov | 955.70 | 1.3 | 33.28 | 4 | 1 | 1 | |
For Tata Consumer Product Ltd - strike price 810 expiring on 26DEC2024
Delta for 810 PE is -0.01
Historical price for 810 PE is as follows
On 20 Dec TATACONSUM was trading at 889.45. The strike last trading price was 0.1, which was -0.50 lower than the previous day. The implied volatity was 32.88, the open interest changed by 0 which decreased total open position to 161
On 19 Dec TATACONSUM was trading at 907.10. The strike last trading price was 0.6, which was 0.30 higher than the previous day. The implied volatity was 44.07, the open interest changed by 0 which decreased total open position to 161
On 18 Dec TATACONSUM was trading at 909.35. The strike last trading price was 0.3, which was -0.35 lower than the previous day. The implied volatity was 37.62, the open interest changed by -11 which decreased total open position to 161
On 17 Dec TATACONSUM was trading at 904.90. The strike last trading price was 0.65, which was -0.10 lower than the previous day. The implied volatity was 38.31, the open interest changed by -10 which decreased total open position to 163
On 16 Dec TATACONSUM was trading at 920.35. The strike last trading price was 0.75, 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 13 Dec TATACONSUM was trading at 929.70. The strike last trading price was 0.75, 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 Dec TATACONSUM was trading at 921.25. The strike last trading price was 0.75, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 11 Dec TATACONSUM was trading at 935.05. The strike last trading price was 0.75, which was 0.00 lower than the previous day. The implied volatity was 38.27, the open interest changed by 0 which decreased total open position to 174
On 10 Dec TATACONSUM was trading at 926.75. The strike last trading price was 0.75, which was -0.25 lower than the previous day. The implied volatity was 35.94, the open interest changed by -58 which decreased total open position to 173
On 9 Dec TATACONSUM was trading at 933.95. The strike last trading price was 1, which was -0.50 lower than the previous day. The implied volatity was 37.83, the open interest changed by 221 which increased total open position to 222
On 6 Dec TATACONSUM was trading at 974.45. The strike last trading price was 1.5, 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 5 Dec TATACONSUM was trading at 966.45. The strike last trading price was 1.5, 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 4 Dec TATACONSUM was trading at 961.20. The strike last trading price was 1.5, 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 3 Dec TATACONSUM was trading at 955.00. The strike last trading price was 1.5, 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 2 Dec TATACONSUM was trading at 957.00. The strike last trading price was 1.5, 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 29 Nov TATACONSUM was trading at 958.65. The strike last trading price was 1.5, which was 0.20 higher than the previous day. The implied volatity was 37.29, the open interest changed by 0 which decreased total open position to 1
On 26 Nov TATACONSUM was trading at 963.55. The strike last trading price was 1.3, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 25 Nov TATACONSUM was trading at 955.70. The strike last trading price was 1.3, which was lower than the previous day. The implied volatity was 33.28, the open interest changed by 1 which increased total open position to 1
