TATACONSUM
Tata Consumer Product Ltd
Historical option data for TATACONSUM
21 Nov 2024 04:12 PM IST
| TATACONSUM 28NOV2024 840 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 911.70 | 373.7 | 0.00 | - | 0 | 0 | 0 | |||
|
|
||||||||||
| 18 Nov | 930.75 | 373.7 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 925.00 | 373.7 | - | 0 | 0 | 0 | ||||
For Tata Consumer Product Ltd - strike price 840 expiring on 28NOV2024
Delta for 840 CE is -
Historical price for 840 CE is as follows
On 21 Nov TATACONSUM was trading at 911.70. The strike last trading price was 373.7, 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 18 Nov TATACONSUM was trading at 930.75. The strike last trading price was 373.7, 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 14 Nov TATACONSUM was trading at 925.00. The strike last trading price was 373.7, 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 28NOV2024 840 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.03
Vega: 0.10
Theta: -0.23
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 911.70 | 0.6 | 0.10 | 34.47 | 73.973 | 39.52 | 50.667 |
| 18 Nov | 930.75 | 0.5 | -0.70 | 33.40 | 25.333 | 1.013 | 13.173 |
| 14 Nov | 925.00 | 1.2 | 33.14 | 13.173 | 5.067 | 5.067 | |
For Tata Consumer Product Ltd - strike price 840 expiring on 28NOV2024
Delta for 840 PE is -0.03
Historical price for 840 PE is as follows
On 21 Nov TATACONSUM was trading at 911.70. The strike last trading price was 0.6, which was 0.10 higher than the previous day. The implied volatity was 34.47, the open interest changed by 39 which increased total open position to 50
On 18 Nov TATACONSUM was trading at 930.75. The strike last trading price was 0.5, which was -0.70 lower than the previous day. The implied volatity was 33.40, the open interest changed by 1 which increased total open position to 13
On 14 Nov TATACONSUM was trading at 925.00. The strike last trading price was 1.2, which was lower than the previous day. The implied volatity was 33.14, the open interest changed by 5 which increased total open position to 5
