TATACONSUM
Tata Consumer Product Ltd
Historical option data for TATACONSUM
20 Dec 2024 04:12 PM IST
| TATACONSUM 26DEC2024 820 CE | ||||||||||
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Delta: 0.76
Vega: 0.35
Theta: -3.21
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 889.45 | 92 | -3.10 | 103.83 | 4 | 0 | 3 | |||
| 19 Dec | 907.10 | 95.1 | 5.40 | 69.30 | 3 | 2 | 3 | |||
| 18 Dec | 909.35 | 89.7 | 2.70 | - | 1 | 0 | 1 | |||
| 17 Dec | 904.90 | 87 | -259.50 | 43.74 | 1 | 0 | 0 | |||
| 16 Dec | 920.35 | 346.5 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Dec | 929.70 | 346.5 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Dec | 921.25 | 346.5 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Dec | 935.05 | 346.5 | 0.00 | - | 0 | 0 | 0 | |||
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| 10 Dec | 926.75 | 346.5 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Dec | 933.95 | 346.5 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Dec | 974.45 | 346.5 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Dec | 966.45 | 346.5 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Dec | 961.20 | 346.5 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Dec | 955.00 | 346.5 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Dec | 957.00 | 346.5 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Nov | 958.65 | 346.5 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Nov | 963.55 | 346.5 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Nov | 955.70 | 346.5 | - | 0 | 0 | 0 | ||||
For Tata Consumer Product Ltd - strike price 820 expiring on 26DEC2024
Delta for 820 CE is 0.76
Historical price for 820 CE is as follows
On 20 Dec TATACONSUM was trading at 889.45. The strike last trading price was 92, which was -3.10 lower than the previous day. The implied volatity was 103.83, the open interest changed by 0 which decreased total open position to 3
On 19 Dec TATACONSUM was trading at 907.10. The strike last trading price was 95.1, which was 5.40 higher than the previous day. The implied volatity was 69.30, the open interest changed by 2 which increased total open position to 3
On 18 Dec TATACONSUM was trading at 909.35. The strike last trading price was 89.7, which was 2.70 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 17 Dec TATACONSUM was trading at 904.90. The strike last trading price was 87, which was -259.50 lower than the previous day. The implied volatity was 43.74, 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 346.5, 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 346.5, 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 346.5, 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 346.5, 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 346.5, 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 346.5, 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 346.5, 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 346.5, 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 346.5, 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 346.5, 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 346.5, 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 346.5, 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 346.5, 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 346.5, 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 820 PE | |||||||
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Delta: -0.03
Vega: 0.07
Theta: -0.21
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 889.45 | 0.45 | -0.15 | 36.48 | 28 | 11 | 18 |
| 19 Dec | 907.10 | 0.6 | -0.10 | 40.10 | 1 | 0 | 7 |
| 18 Dec | 909.35 | 0.7 | -0.20 | 39.60 | 6 | 0 | 5 |
| 17 Dec | 904.90 | 0.9 | -0.05 | 36.94 | 9 | 7 | 7 |
| 16 Dec | 920.35 | 0.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Dec | 929.70 | 0.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Dec | 921.25 | 0.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Dec | 935.05 | 0.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 10 Dec | 926.75 | 0.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 9 Dec | 933.95 | 0.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Dec | 974.45 | 0.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 5 Dec | 966.45 | 0.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 4 Dec | 961.20 | 0.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 3 Dec | 955.00 | 0.95 | 0.00 | 0.00 | 0 | -2 | 0 |
| 2 Dec | 957.00 | 0.95 | -0.45 | 33.84 | 2 | 0 | 2 |
| 29 Nov | 958.65 | 1.4 | 0.00 | 0.00 | 0 | 0 | 0 |
| 26 Nov | 963.55 | 1.4 | 0.00 | 0.00 | 0 | 0 | 0 |
| 25 Nov | 955.70 | 1.4 | 31.35 | 2 | 2 | 2 | |
For Tata Consumer Product Ltd - strike price 820 expiring on 26DEC2024
Delta for 820 PE is -0.03
Historical price for 820 PE is as follows
On 20 Dec TATACONSUM was trading at 889.45. The strike last trading price was 0.45, which was -0.15 lower than the previous day. The implied volatity was 36.48, the open interest changed by 11 which increased total open position to 18
On 19 Dec TATACONSUM was trading at 907.10. The strike last trading price was 0.6, which was -0.10 lower than the previous day. The implied volatity was 40.10, the open interest changed by 0 which decreased total open position to 7
On 18 Dec TATACONSUM was trading at 909.35. The strike last trading price was 0.7, which was -0.20 lower than the previous day. The implied volatity was 39.60, the open interest changed by 0 which decreased total open position to 5
On 17 Dec TATACONSUM was trading at 904.90. The strike last trading price was 0.9, which was -0.05 lower than the previous day. The implied volatity was 36.94, the open interest changed by 7 which increased total open position to 7
On 16 Dec TATACONSUM was trading at 920.35. The strike last trading price was 0.95, 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 0.95, 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 0.95, 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 11 Dec TATACONSUM was trading at 935.05. The strike last trading price was 0.95, 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 10 Dec TATACONSUM was trading at 926.75. The strike last trading price was 0.95, 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 9 Dec TATACONSUM was trading at 933.95. The strike last trading price was 0.95, 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 0.95, 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 0.95, 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 0.95, 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 0.95, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -2 which decreased total open position to 0
On 2 Dec TATACONSUM was trading at 957.00. The strike last trading price was 0.95, which was -0.45 lower than the previous day. The implied volatity was 33.84, the open interest changed by 0 which decreased total open position to 2
On 29 Nov TATACONSUM was trading at 958.65. The strike last trading price was 1.4, 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 26 Nov TATACONSUM was trading at 963.55. The strike last trading price was 1.4, 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 25 Nov TATACONSUM was trading at 955.70. The strike last trading price was 1.4, which was lower than the previous day. The implied volatity was 31.35, the open interest changed by 2 which increased total open position to 2
