TATACONSUM
Tata Consumer Product Ltd
Historical option data for TATACONSUM
27 Dec 2024 04:12 PM IST
| TATACONSUM 30JAN2025 830 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 27 Dec | 907.95 | 127.95 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Dec | 900.95 | 127.95 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Dec | 907.30 | 127.95 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Dec | 902.75 | 127.95 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Dec | 889.45 | 127.95 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Dec | 907.10 | 127.95 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Dec | 909.35 | 127.95 | 0.00 | - | 0 | 0 | 0 | |||
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| 17 Dec | 904.90 | 127.95 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Dec | 921.25 | 127.95 | - | 0 | 0 | 0 | ||||
For Tata Consumer Product Ltd - strike price 830 expiring on 30JAN2025
Delta for 830 CE is -
Historical price for 830 CE is as follows
On 27 Dec TATACONSUM was trading at 907.95. The strike last trading price was 127.95, 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 127.95, 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 127.95, 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 127.95, 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 127.95, 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 127.95, 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 127.95, 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 127.95, 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 127.95, 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 830 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.09
Vega: 0.47
Theta: -0.15
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 27 Dec | 907.95 | 3.2 | -1.60 | 25.20 | 290 | 50 | 252 |
| 26 Dec | 900.95 | 4.8 | 0.15 | 26.49 | 282 | 115 | 198 |
| 24 Dec | 907.30 | 4.65 | -1.15 | 26.66 | 66 | 52 | 83 |
| 23 Dec | 902.75 | 5.8 | -3.80 | 27.28 | 13 | 5 | 31 |
| 20 Dec | 889.45 | 9.6 | 4.60 | 30.29 | 47 | 25 | 26 |
| 19 Dec | 907.10 | 5 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Dec | 909.35 | 5 | 0.00 | 0.00 | 0 | 0 | 0 |
| 17 Dec | 904.90 | 5 | -1.55 | 0.00 | 0 | 1 | 0 |
| 12 Dec | 921.25 | 6.55 | 8.23 | 0 | 0 | 0 | |
For Tata Consumer Product Ltd - strike price 830 expiring on 30JAN2025
Delta for 830 PE is -0.09
Historical price for 830 PE is as follows
On 27 Dec TATACONSUM was trading at 907.95. The strike last trading price was 3.2, which was -1.60 lower than the previous day. The implied volatity was 25.20, the open interest changed by 50 which increased total open position to 252
On 26 Dec TATACONSUM was trading at 900.95. The strike last trading price was 4.8, which was 0.15 higher than the previous day. The implied volatity was 26.49, the open interest changed by 115 which increased total open position to 198
On 24 Dec TATACONSUM was trading at 907.30. The strike last trading price was 4.65, which was -1.15 lower than the previous day. The implied volatity was 26.66, the open interest changed by 52 which increased total open position to 83
On 23 Dec TATACONSUM was trading at 902.75. The strike last trading price was 5.8, which was -3.80 lower than the previous day. The implied volatity was 27.28, the open interest changed by 5 which increased total open position to 31
On 20 Dec TATACONSUM was trading at 889.45. The strike last trading price was 9.6, which was 4.60 higher than the previous day. The implied volatity was 30.29, the open interest changed by 25 which increased total open position to 26
On 19 Dec TATACONSUM was trading at 907.10. The strike last trading price was 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 18 Dec TATACONSUM was trading at 909.35. The strike last trading price was 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 17 Dec TATACONSUM was trading at 904.90. The strike last trading price was 5, which was -1.55 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 6.55, which was lower than the previous day. The implied volatity was 8.23, the open interest changed by 0 which decreased total open position to 0
