TATACONSUM
Tata Consumer Product Ltd
Historical option data for TATACONSUM
20 Dec 2024 04:12 PM IST
| TATACONSUM 26DEC2024 840 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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| 20 Dec | 889.45 | 49.65 | -15.75 | - | 11 | 0 | 35 | |||
| 19 Dec | 907.10 | 65.4 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 18 Dec | 909.35 | 65.4 | 0.00 | 0.00 | 0 | 17 | 0 | |||
| 17 Dec | 904.90 | 65.4 | -14.15 | 24.52 | 19 | 16 | 34 | |||
| 16 Dec | 920.35 | 79.55 | 0.00 | 0.00 | 0 | 3 | 0 | |||
| 13 Dec | 929.70 | 79.55 | -0.25 | - | 5 | 1 | 16 | |||
| 12 Dec | 921.25 | 79.8 | -23.35 | - | 11 | 7 | 12 | |||
| 11 Dec | 935.05 | 103.15 | 10.25 | 44.73 | 4 | 1 | 5 | |||
| 10 Dec | 926.75 | 92.9 | -6.65 | 23.13 | 2 | 0 | 3 | |||
| 9 Dec | 933.95 | 99.55 | -289.15 | 32.24 | 3 | 2 | 2 | |||
| 6 Dec | 974.45 | 388.7 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Dec | 966.45 | 388.7 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Dec | 961.20 | 388.7 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Dec | 955.00 | 388.7 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Dec | 957.00 | 388.7 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Nov | 958.65 | 388.7 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Nov | 963.55 | 388.7 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Nov | 955.70 | 388.7 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 945.20 | 388.7 | - | 0 | 0 | 0 | ||||
For Tata Consumer Product Ltd - strike price 840 expiring on 26DEC2024
Delta for 840 CE is -
Historical price for 840 CE is as follows
On 20 Dec TATACONSUM was trading at 889.45. The strike last trading price was 49.65, which was -15.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 35
On 19 Dec TATACONSUM was trading at 907.10. The strike last trading price was 65.4, 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 18 Dec TATACONSUM was trading at 909.35. The strike last trading price was 65.4, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 17 which increased total open position to 0
On 17 Dec TATACONSUM was trading at 904.90. The strike last trading price was 65.4, which was -14.15 lower than the previous day. The implied volatity was 24.52, the open interest changed by 16 which increased total open position to 34
On 16 Dec TATACONSUM was trading at 920.35. The strike last trading price was 79.55, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 13 Dec TATACONSUM was trading at 929.70. The strike last trading price was 79.55, which was -0.25 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 16
On 12 Dec TATACONSUM was trading at 921.25. The strike last trading price was 79.8, which was -23.35 lower than the previous day. The implied volatity was -, the open interest changed by 7 which increased total open position to 12
On 11 Dec TATACONSUM was trading at 935.05. The strike last trading price was 103.15, which was 10.25 higher than the previous day. The implied volatity was 44.73, the open interest changed by 1 which increased total open position to 5
On 10 Dec TATACONSUM was trading at 926.75. The strike last trading price was 92.9, which was -6.65 lower than the previous day. The implied volatity was 23.13, the open interest changed by 0 which decreased total open position to 3
On 9 Dec TATACONSUM was trading at 933.95. The strike last trading price was 99.55, which was -289.15 lower than the previous day. The implied volatity was 32.24, the open interest changed by 2 which increased total open position to 2
On 6 Dec TATACONSUM was trading at 974.45. The strike last trading price was 388.7, 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 388.7, 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 388.7, 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 388.7, 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 388.7, 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 388.7, 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 388.7, 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 388.7, 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 22 Nov TATACONSUM was trading at 945.20. The strike last trading price was 388.7, 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 840 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.06
Vega: 0.13
Theta: -0.35
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 889.45 | 0.95 | 0.00 | 32.50 | 448 | -40 | 324 |
| 19 Dec | 907.10 | 0.95 | 0.05 | 34.80 | 38 | -10 | 366 |
| 18 Dec | 909.35 | 0.9 | -0.40 | 33.64 | 148 | 19 | 381 |
| 17 Dec | 904.90 | 1.3 | 0.35 | 31.92 | 388 | 85 | 417 |
| 16 Dec | 920.35 | 0.95 | 0.15 | 33.77 | 124 | 19 | 341 |
| 13 Dec | 929.70 | 0.8 | -0.30 | 31.22 | 308 | -31 | 323 |
| 12 Dec | 921.25 | 1.1 | 0.10 | 30.21 | 182 | 109 | 354 |
| 11 Dec | 935.05 | 1 | -0.30 | 31.84 | 130 | 10 | 215 |
| 10 Dec | 926.75 | 1.3 | -0.55 | 31.22 | 233 | 77 | 205 |
| 9 Dec | 933.95 | 1.85 | -0.05 | 34.01 | 474 | 110 | 112 |
| 6 Dec | 974.45 | 1.9 | 0.00 | 0.00 | 0 | 0 | 0 |
| 5 Dec | 966.45 | 1.9 | 0.00 | 0.00 | 0 | 0 | 0 |
| 4 Dec | 961.20 | 1.9 | 0.00 | 0.00 | 0 | 0 | 0 |
| 3 Dec | 955.00 | 1.9 | 0.00 | 0.00 | 0 | 0 | 0 |
| 2 Dec | 957.00 | 1.9 | 0.00 | 0.00 | 0 | 2 | 0 |
| 29 Nov | 958.65 | 1.9 | -0.60 | 32.03 | 2 | 1 | 1 |
| 26 Nov | 963.55 | 2.5 | 0.00 | 0.00 | 0 | 0 | 0 |
| 25 Nov | 955.70 | 2.5 | -1.30 | 31.76 | 6 | 0 | 0 |
| 22 Nov | 945.20 | 3.8 | 31.34 | 2 | 1 | 1 | |
For Tata Consumer Product Ltd - strike price 840 expiring on 26DEC2024
Delta for 840 PE is -0.06
Historical price for 840 PE is as follows
On 20 Dec TATACONSUM was trading at 889.45. The strike last trading price was 0.95, which was 0.00 lower than the previous day. The implied volatity was 32.50, the open interest changed by -40 which decreased total open position to 324
On 19 Dec TATACONSUM was trading at 907.10. The strike last trading price was 0.95, which was 0.05 higher than the previous day. The implied volatity was 34.80, the open interest changed by -10 which decreased total open position to 366
On 18 Dec TATACONSUM was trading at 909.35. The strike last trading price was 0.9, which was -0.40 lower than the previous day. The implied volatity was 33.64, the open interest changed by 19 which increased total open position to 381
On 17 Dec TATACONSUM was trading at 904.90. The strike last trading price was 1.3, which was 0.35 higher than the previous day. The implied volatity was 31.92, the open interest changed by 85 which increased total open position to 417
On 16 Dec TATACONSUM was trading at 920.35. The strike last trading price was 0.95, which was 0.15 higher than the previous day. The implied volatity was 33.77, the open interest changed by 19 which increased total open position to 341
On 13 Dec TATACONSUM was trading at 929.70. The strike last trading price was 0.8, which was -0.30 lower than the previous day. The implied volatity was 31.22, the open interest changed by -31 which decreased total open position to 323
On 12 Dec TATACONSUM was trading at 921.25. The strike last trading price was 1.1, which was 0.10 higher than the previous day. The implied volatity was 30.21, the open interest changed by 109 which increased total open position to 354
On 11 Dec TATACONSUM was trading at 935.05. The strike last trading price was 1, which was -0.30 lower than the previous day. The implied volatity was 31.84, the open interest changed by 10 which increased total open position to 215
On 10 Dec TATACONSUM was trading at 926.75. The strike last trading price was 1.3, which was -0.55 lower than the previous day. The implied volatity was 31.22, the open interest changed by 77 which increased total open position to 205
On 9 Dec TATACONSUM was trading at 933.95. The strike last trading price was 1.85, which was -0.05 lower than the previous day. The implied volatity was 34.01, the open interest changed by 110 which increased total open position to 112
On 6 Dec TATACONSUM was trading at 974.45. The strike last trading price was 1.9, 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 1.9, 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 1.9, 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 3 Dec TATACONSUM was trading at 955.00. The strike last trading price was 1.9, 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 2 Dec TATACONSUM was trading at 957.00. The strike last trading price was 1.9, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 29 Nov TATACONSUM was trading at 958.65. The strike last trading price was 1.9, which was -0.60 lower than the previous day. The implied volatity was 32.03, the open interest changed by 1 which increased total open position to 1
On 26 Nov TATACONSUM was trading at 963.55. The strike last trading price was 2.5, 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 25 Nov TATACONSUM was trading at 955.70. The strike last trading price was 2.5, which was -1.30 lower than the previous day. The implied volatity was 31.76, the open interest changed by 0 which decreased total open position to 0
On 22 Nov TATACONSUM was trading at 945.20. The strike last trading price was 3.8, which was lower than the previous day. The implied volatity was 31.34, the open interest changed by 1 which increased total open position to 1
