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

889.45 -17.65 (-1.95%)

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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