TATACONSUM
Tata Consumer Product Ltd
Historical option data for TATACONSUM
27 Dec 2024 04:12 PM IST
| TATACONSUM 30JAN2025 820 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 27 Dec | 907.95 | 200.85 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Dec | 900.95 | 200.85 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Dec | 907.30 | 200.85 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Dec | 902.75 | 200.85 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Dec | 889.45 | 200.85 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Dec | 907.10 | 200.85 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Dec | 909.35 | 200.85 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Dec | 904.90 | 200.85 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Dec | 921.25 | 200.85 | 200.85 | - | 0 | 0 | 0 | |||
| 21 Nov | 911.70 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Nov | 917.15 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 917.15 | 0 | - | 0 | 0 | 0 | ||||
For Tata Consumer Product Ltd - strike price 820 expiring on 30JAN2025
Delta for 820 CE is -
Historical price for 820 CE is as follows
On 27 Dec TATACONSUM was trading at 907.95. The strike last trading price was 200.85, 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 200.85, 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 200.85, 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 200.85, 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 200.85, 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 200.85, 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 200.85, 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 200.85, 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 200.85, which was 200.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 21 Nov TATACONSUM was trading at 911.70. The strike last trading price was 0, 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 Nov TATACONSUM was trading at 917.15. The strike last trading price was 0, 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 Nov TATACONSUM was trading at 917.15. The strike last trading price was 0, 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 820 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.07
Vega: 0.39
Theta: -0.13
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 27 Dec | 907.95 | 2.45 | -1.35 | 25.70 | 99 | 47 | 96 |
| 26 Dec | 900.95 | 3.8 | -0.15 | 27.04 | 51 | 9 | 51 |
| 24 Dec | 907.30 | 3.95 | -0.85 | 27.69 | 30 | 13 | 29 |
| 23 Dec | 902.75 | 4.8 | 1.25 | 28.02 | 27 | 16 | 16 |
| 20 Dec | 889.45 | 3.55 | 0.00 | 7.63 | 0 | 0 | 0 |
| 19 Dec | 907.10 | 3.55 | 0.00 | 8.66 | 0 | 0 | 0 |
| 18 Dec | 909.35 | 3.55 | 0.00 | 8.73 | 0 | 0 | 0 |
| 17 Dec | 904.90 | 3.55 | 0.00 | 8.31 | 0 | 0 | 0 |
| 12 Dec | 921.25 | 3.55 | 3.55 | 9.10 | 0 | 0 | 0 |
| 21 Nov | 911.70 | 0 | 0.00 | 7.46 | 0 | 0 | 0 |
| 20 Nov | 917.15 | 0 | 0.00 | 7.88 | 0 | 0 | 0 |
| 19 Nov | 917.15 | 0 | 7.88 | 0 | 0 | 0 | |
For Tata Consumer Product Ltd - strike price 820 expiring on 30JAN2025
Delta for 820 PE is -0.07
Historical price for 820 PE is as follows
On 27 Dec TATACONSUM was trading at 907.95. The strike last trading price was 2.45, which was -1.35 lower than the previous day. The implied volatity was 25.70, the open interest changed by 47 which increased total open position to 96
On 26 Dec TATACONSUM was trading at 900.95. The strike last trading price was 3.8, which was -0.15 lower than the previous day. The implied volatity was 27.04, the open interest changed by 9 which increased total open position to 51
On 24 Dec TATACONSUM was trading at 907.30. The strike last trading price was 3.95, which was -0.85 lower than the previous day. The implied volatity was 27.69, the open interest changed by 13 which increased total open position to 29
On 23 Dec TATACONSUM was trading at 902.75. The strike last trading price was 4.8, which was 1.25 higher than the previous day. The implied volatity was 28.02, the open interest changed by 16 which increased total open position to 16
On 20 Dec TATACONSUM was trading at 889.45. The strike last trading price was 3.55, which was 0.00 lower than the previous day. The implied volatity was 7.63, 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 3.55, which was 0.00 lower than the previous day. The implied volatity was 8.66, 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 3.55, which was 0.00 lower than the previous day. The implied volatity was 8.73, 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 3.55, which was 0.00 lower than the previous day. The implied volatity was 8.31, 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 3.55, which was 3.55 higher than the previous day. The implied volatity was 9.10, the open interest changed by 0 which decreased total open position to 0
On 21 Nov TATACONSUM was trading at 911.70. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 7.46, the open interest changed by 0 which decreased total open position to 0
On 20 Nov TATACONSUM was trading at 917.15. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 7.88, the open interest changed by 0 which decreased total open position to 0
On 19 Nov TATACONSUM was trading at 917.15. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 7.88, the open interest changed by 0 which decreased total open position to 0
