TATACONSUM
Tata Consumer Product Ltd
Historical option data for TATACONSUM
21 Nov 2024 04:12 PM IST
| TATACONSUM 28NOV2024 820 CE | ||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 911.70 | 382.35 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 930.75 | 382.35 | 0.00 | - | 0 | 0 | 0 | |||
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| 14 Nov | 925.00 | 382.35 | - | 0 | 0 | 0 | ||||
For Tata Consumer Product Ltd - strike price 820 expiring on 28NOV2024
Delta for 820 CE is -
Historical price for 820 CE is as follows
On 21 Nov TATACONSUM was trading at 911.70. The strike last trading price was 382.35, 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 Nov TATACONSUM was trading at 930.75. The strike last trading price was 382.35, 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 14 Nov TATACONSUM was trading at 925.00. The strike last trading price was 382.35, 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 28NOV2024 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 |
| 21 Nov | 911.70 | 0.5 | -0.05 | 40.58 | 10.133 | 2.027 | 12.16 |
| 18 Nov | 930.75 | 0.55 | -0.35 | 40.68 | 26.347 | -2.027 | 17.227 |
| 14 Nov | 925.00 | 0.9 | 36.92 | 20.267 | 15.2 | 15.2 | |
For Tata Consumer Product Ltd - strike price 820 expiring on 28NOV2024
Delta for 820 PE is -0.03
Historical price for 820 PE is as follows
On 21 Nov TATACONSUM was trading at 911.70. The strike last trading price was 0.5, which was -0.05 lower than the previous day. The implied volatity was 40.58, the open interest changed by 2 which increased total open position to 12
On 18 Nov TATACONSUM was trading at 930.75. The strike last trading price was 0.55, which was -0.35 lower than the previous day. The implied volatity was 40.68, the open interest changed by -2 which decreased total open position to 17
On 14 Nov TATACONSUM was trading at 925.00. The strike last trading price was 0.9, which was lower than the previous day. The implied volatity was 36.92, the open interest changed by 15 which increased total open position to 15
