TATACONSUM
Tata Consumer Product Ltd
Historical option data for TATACONSUM
17 Dec 2024 04:12 PM IST
| TATACONSUM 26DEC2024 830 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 17 Dec | 904.90 | 74.35 | -29.35 | - | 3 | 1 | 1 | |||
| 16 Dec | 920.35 | 103.7 | 6.70 | 72.40 | 1 | 0 | 1 | |||
| 13 Dec | 929.70 | 97 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 12 Dec | 921.25 | 97 | -86.30 | 35.09 | 1 | 0 | 0 | |||
| 11 Dec | 935.05 | 183.3 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Dec | 926.75 | 183.3 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Dec | 933.95 | 183.3 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Dec | 974.45 | 183.3 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Dec | 966.45 | 183.3 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 4 Dec | 961.20 | 183.3 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 3 Dec | 955.00 | 183.3 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 2 Dec | 957.00 | 183.3 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Nov | 958.65 | 183.3 | 0.00 | - | 0 | 0 | 0 | |||
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| 26 Nov | 963.55 | 183.3 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Nov | 955.70 | 183.3 | - | 0 | 0 | 0 | ||||
For Tata Consumer Product Ltd - strike price 830 expiring on 26DEC2024
Delta for 830 CE is -
Historical price for 830 CE is as follows
On 17 Dec TATACONSUM was trading at 904.90. The strike last trading price was 74.35, which was -29.35 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
On 16 Dec TATACONSUM was trading at 920.35. The strike last trading price was 103.7, which was 6.70 higher than the previous day. The implied volatity was 72.40, the open interest changed by 0 which decreased total open position to 1
On 13 Dec TATACONSUM was trading at 929.70. The strike last trading price was 97, 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 12 Dec TATACONSUM was trading at 921.25. The strike last trading price was 97, which was -86.30 lower than the previous day. The implied volatity was 35.09, 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 183.3, 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 183.3, 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 183.3, 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 183.3, 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 183.3, 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 183.3, 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 183.3, 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 183.3, 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 183.3, 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 183.3, 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 183.3, 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 830 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.05
Vega: 0.14
Theta: -0.26
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 17 Dec | 904.90 | 1 | 0.75 | 33.93 | 75 | 56 | 61 |
| 16 Dec | 920.35 | 0.25 | -0.45 | 29.85 | 2 | -1 | 6 |
| 13 Dec | 929.70 | 0.7 | -1.35 | 33.36 | 2 | 1 | 8 |
| 12 Dec | 921.25 | 2.05 | 1.15 | 37.94 | 1 | 0 | 7 |
| 11 Dec | 935.05 | 0.9 | 0.00 | 0.00 | 0 | 0 | 0 |
| 10 Dec | 926.75 | 0.9 | 0.00 | 0.00 | 0 | 0 | 0 |
| 9 Dec | 933.95 | 0.9 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Dec | 974.45 | 0.9 | 0.00 | 0.00 | 0 | 0 | 0 |
| 5 Dec | 966.45 | 0.9 | 0.00 | 0.00 | 0 | 0 | 0 |
| 4 Dec | 961.20 | 0.9 | -0.15 | 33.37 | 2 | 0 | 7 |
| 3 Dec | 955.00 | 1.05 | -0.05 | 32.37 | 7 | 6 | 6 |
| 2 Dec | 957.00 | 1.1 | -0.70 | 32.24 | 1 | 0 | 1 |
| 29 Nov | 958.65 | 1.8 | 0.00 | 0.00 | 0 | 0 | 0 |
| 26 Nov | 963.55 | 1.8 | 0.00 | 0.00 | 0 | 0 | 0 |
| 25 Nov | 955.70 | 1.8 | 31.61 | 2 | 1 | 1 | |
For Tata Consumer Product Ltd - strike price 830 expiring on 26DEC2024
Delta for 830 PE is -0.05
Historical price for 830 PE is as follows
On 17 Dec TATACONSUM was trading at 904.90. The strike last trading price was 1, which was 0.75 higher than the previous day. The implied volatity was 33.93, the open interest changed by 56 which increased total open position to 61
On 16 Dec TATACONSUM was trading at 920.35. The strike last trading price was 0.25, which was -0.45 lower than the previous day. The implied volatity was 29.85, the open interest changed by -1 which decreased total open position to 6
On 13 Dec TATACONSUM was trading at 929.70. The strike last trading price was 0.7, which was -1.35 lower than the previous day. The implied volatity was 33.36, the open interest changed by 1 which increased total open position to 8
On 12 Dec TATACONSUM was trading at 921.25. The strike last trading price was 2.05, which was 1.15 higher than the previous day. The implied volatity was 37.94, the open interest changed by 0 which decreased total open position to 7
On 11 Dec TATACONSUM was trading at 935.05. The strike last trading price was 0.9, 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 0.9, 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 0.9, 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 0.9, 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 0.9, 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 0.9, which was -0.15 lower than the previous day. The implied volatity was 33.37, the open interest changed by 0 which decreased total open position to 7
On 3 Dec TATACONSUM was trading at 955.00. The strike last trading price was 1.05, which was -0.05 lower than the previous day. The implied volatity was 32.37, the open interest changed by 6 which increased total open position to 6
On 2 Dec TATACONSUM was trading at 957.00. The strike last trading price was 1.1, which was -0.70 lower than the previous day. The implied volatity was 32.24, the open interest changed by 0 which decreased total open position to 1
On 29 Nov TATACONSUM was trading at 958.65. The strike last trading price was 1.8, 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 1.8, 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 1.8, which was lower than the previous day. The implied volatity was 31.61, the open interest changed by 1 which increased total open position to 1
