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[--[65.84.65.76]--]
TATACONSUM
Tata Consumer Product Ltd

907.95 7.00 (0.78%)

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Historical option data for TATACONSUM

27 Dec 2024 04:12 PM IST
TATACONSUM 30JAN2025 840 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
27 Dec 907.95 182.85 0.00 - 0 0 0
26 Dec 900.95 182.85 0.00 - 0 0 0
24 Dec 907.30 182.85 0.00 - 0 0 0
23 Dec 902.75 182.85 0.00 - 0 0 0
20 Dec 889.45 182.85 0.00 - 0 0 0
19 Dec 907.10 182.85 0.00 - 0 0 0
18 Dec 909.35 182.85 0.00 - 0 0 0
17 Dec 904.90 182.85 0.00 - 0 0 0
12 Dec 921.25 182.85 182.85 - 0 0 0
21 Nov 911.70 0 0.00 - 0 0 0
20 Nov 917.15 0 0.00 - 0 0 0
19 Nov 917.15 0 0.00 - 0 0 0
18 Nov 930.75 0 0.00 - 0 0 0
14 Nov 925.00 0 - 0 0 0


For Tata Consumer Product Ltd - strike price 840 expiring on 30JAN2025

Delta for 840 CE is -

Historical price for 840 CE is as follows

On 27 Dec TATACONSUM was trading at 907.95. The strike last trading price was 182.85, 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 182.85, 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 182.85, 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 182.85, 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 182.85, 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 182.85, 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 182.85, 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 182.85, 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 182.85, which was 182.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 21 Nov TATACONSUM was trading at 911.70. The strike last trading price was 0, 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 Nov TATACONSUM was trading at 917.15. The strike last trading price was 0, 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 Nov TATACONSUM was trading at 917.15. The strike last trading price was 0, 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 0, 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 0, 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 840 PE
Delta: -0.12
Vega: 0.55
Theta: -0.17
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
27 Dec 907.95 4.05 -1.55 24.52 102 58 63
26 Dec 900.95 5.6 0.40 25.28 5 3 3
24 Dec 907.30 5.2 0.00 7.12 0 0 0
23 Dec 902.75 5.2 0.00 6.67 0 0 0
20 Dec 889.45 5.2 0.00 6.05 0 0 0
19 Dec 907.10 5.2 0.00 6.98 0 0 0
18 Dec 909.35 5.2 0.00 7.11 0 0 0
17 Dec 904.90 5.2 0.00 6.68 0 0 0
12 Dec 921.25 5.2 0.00 7.53 0 0 0
21 Nov 911.70 5.2 5.20 6.72 0 0 0
20 Nov 917.15 0 0.00 6.57 0 0 0
19 Nov 917.15 0 0.00 6.57 0 0 0
18 Nov 930.75 0 0.00 7.40 0 0 0
14 Nov 925.00 0 6.73 0 0 0


For Tata Consumer Product Ltd - strike price 840 expiring on 30JAN2025

Delta for 840 PE is -0.12

Historical price for 840 PE is as follows

On 27 Dec TATACONSUM was trading at 907.95. The strike last trading price was 4.05, which was -1.55 lower than the previous day. The implied volatity was 24.52, the open interest changed by 58 which increased total open position to 63


On 26 Dec TATACONSUM was trading at 900.95. The strike last trading price was 5.6, which was 0.40 higher than the previous day. The implied volatity was 25.28, the open interest changed by 3 which increased total open position to 3


On 24 Dec TATACONSUM was trading at 907.30. The strike last trading price was 5.2, which was 0.00 lower than the previous day. The implied volatity was 7.12, 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 5.2, which was 0.00 lower than the previous day. The implied volatity was 6.67, 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 5.2, which was 0.00 lower than the previous day. The implied volatity was 6.05, 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 5.2, which was 0.00 lower than the previous day. The implied volatity was 6.98, 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 5.2, which was 0.00 lower than the previous day. The implied volatity was 7.11, 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 5.2, which was 0.00 lower than the previous day. The implied volatity was 6.68, 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 5.2, which was 0.00 lower than the previous day. The implied volatity was 7.53, the open interest changed by 0 which decreased total open position to 0


On 21 Nov TATACONSUM was trading at 911.70. The strike last trading price was 5.2, which was 5.20 higher than the previous day. The implied volatity was 6.72, the open interest changed by 0 which decreased total open position to 0


On 20 Nov TATACONSUM was trading at 917.15. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 6.57, the open interest changed by 0 which decreased total open position to 0


On 19 Nov TATACONSUM was trading at 917.15. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 6.57, 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 0, which was 0.00 lower than the previous day. The implied volatity was 7.40, 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 0, which was lower than the previous day. The implied volatity was 6.73, the open interest changed by 0 which decreased total open position to 0