TATACONSUM
Tata Consumer Product Ltd
Historical option data for TATACONSUM
20 Dec 2024 04:12 PM IST
| TATACONSUM 26DEC2024 850 CE | ||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 889.45 | 43.05 | -14.55 | - | 33 | 1 | 44 | |||
| 19 Dec | 907.10 | 57.6 | -4.85 | - | 31 | 2 | 42 | |||
| 18 Dec | 909.35 | 62.45 | 4.95 | 28.13 | 21 | 3 | 40 | |||
| 17 Dec | 904.90 | 57.5 | -13.70 | 32.77 | 27 | 20 | 37 | |||
| 16 Dec | 920.35 | 71.2 | -8.20 | - | 9 | 7 | 16 | |||
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| 13 Dec | 929.70 | 79.4 | -85.20 | - | 9 | 8 | 8 | |||
| 12 Dec | 921.25 | 164.6 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Dec | 935.05 | 164.6 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Dec | 926.75 | 164.6 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Dec | 933.95 | 164.6 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Dec | 974.45 | 164.6 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Dec | 966.45 | 164.6 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Dec | 961.20 | 164.6 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Dec | 955.00 | 164.6 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Dec | 957.00 | 164.6 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Nov | 958.65 | 164.6 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Nov | 941.05 | 164.6 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Nov | 960.05 | 164.6 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Nov | 963.55 | 164.6 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Nov | 955.70 | 164.6 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 945.20 | 164.6 | - | 0 | 0 | 0 | ||||
For Tata Consumer Product Ltd - strike price 850 expiring on 26DEC2024
Delta for 850 CE is -
Historical price for 850 CE is as follows
On 20 Dec TATACONSUM was trading at 889.45. The strike last trading price was 43.05, which was -14.55 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 44
On 19 Dec TATACONSUM was trading at 907.10. The strike last trading price was 57.6, which was -4.85 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 42
On 18 Dec TATACONSUM was trading at 909.35. The strike last trading price was 62.45, which was 4.95 higher than the previous day. The implied volatity was 28.13, the open interest changed by 3 which increased total open position to 40
On 17 Dec TATACONSUM was trading at 904.90. The strike last trading price was 57.5, which was -13.70 lower than the previous day. The implied volatity was 32.77, the open interest changed by 20 which increased total open position to 37
On 16 Dec TATACONSUM was trading at 920.35. The strike last trading price was 71.2, which was -8.20 lower than the previous day. The implied volatity was -, the open interest changed by 7 which increased total open position to 16
On 13 Dec TATACONSUM was trading at 929.70. The strike last trading price was 79.4, which was -85.20 lower than the previous day. The implied volatity was -, the open interest changed by 8 which increased total open position to 8
On 12 Dec TATACONSUM was trading at 921.25. The strike last trading price was 164.6, 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 11 Dec TATACONSUM was trading at 935.05. The strike last trading price was 164.6, 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 164.6, 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 164.6, 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 6 Dec TATACONSUM was trading at 974.45. The strike last trading price was 164.6, 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 164.6, 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 164.6, 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 164.6, 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 164.6, 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 164.6, 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 28 Nov TATACONSUM was trading at 941.05. The strike last trading price was 164.6, 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 27 Nov TATACONSUM was trading at 960.05. The strike last trading price was 164.6, 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 164.6, 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 164.6, 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 164.6, 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 850 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.09
Vega: 0.18
Theta: -0.45
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 889.45 | 1.45 | 0.05 | 30.74 | 839 | 61 | 1,063 |
| 19 Dec | 907.10 | 1.4 | 0.00 | 33.71 | 339 | -10 | 1,002 |
| 18 Dec | 909.35 | 1.4 | -0.55 | 32.76 | 387 | -21 | 1,012 |
| 17 Dec | 904.90 | 1.95 | 0.60 | 30.93 | 376 | 1 | 1,033 |
| 16 Dec | 920.35 | 1.35 | 0.30 | 32.65 | 416 | 10 | 1,034 |
| 13 Dec | 929.70 | 1.05 | -0.50 | 29.83 | 370 | 16 | 1,024 |
| 12 Dec | 921.25 | 1.55 | 0.10 | 29.34 | 572 | -20 | 1,009 |
| 11 Dec | 935.05 | 1.45 | -0.15 | 31.35 | 298 | 59 | 1,029 |
| 10 Dec | 926.75 | 1.6 | -0.80 | 29.71 | 342 | 12 | 974 |
| 9 Dec | 933.95 | 2.4 | 1.55 | 33.13 | 1,709 | 787 | 954 |
| 6 Dec | 974.45 | 0.85 | -0.10 | 32.83 | 51 | 20 | 166 |
| 5 Dec | 966.45 | 0.95 | -0.25 | 30.88 | 56 | 0 | 148 |
| 4 Dec | 961.20 | 1.2 | -0.30 | 30.46 | 77 | -9 | 150 |
| 3 Dec | 955.00 | 1.5 | -0.15 | 30.34 | 51 | -13 | 156 |
| 2 Dec | 957.00 | 1.65 | -0.45 | 30.40 | 129 | 38 | 173 |
| 29 Nov | 958.65 | 2.1 | -1.55 | 30.89 | 224 | 37 | 135 |
| 28 Nov | 941.05 | 3.65 | 1.15 | 31.96 | 98 | 49 | 97 |
| 27 Nov | 960.05 | 2.5 | 0.00 | 31.56 | 3 | -1 | 47 |
| 26 Nov | 963.55 | 2.5 | -0.75 | 31.57 | 41 | 0 | 48 |
| 25 Nov | 955.70 | 3.25 | -0.95 | 31.89 | 462 | 49 | 49 |
| 22 Nov | 945.20 | 4.2 | 29.90 | 325 | 95 | 95 | |
For Tata Consumer Product Ltd - strike price 850 expiring on 26DEC2024
Delta for 850 PE is -0.09
Historical price for 850 PE is as follows
On 20 Dec TATACONSUM was trading at 889.45. The strike last trading price was 1.45, which was 0.05 higher than the previous day. The implied volatity was 30.74, the open interest changed by 61 which increased total open position to 1063
On 19 Dec TATACONSUM was trading at 907.10. The strike last trading price was 1.4, which was 0.00 lower than the previous day. The implied volatity was 33.71, the open interest changed by -10 which decreased total open position to 1002
On 18 Dec TATACONSUM was trading at 909.35. The strike last trading price was 1.4, which was -0.55 lower than the previous day. The implied volatity was 32.76, the open interest changed by -21 which decreased total open position to 1012
On 17 Dec TATACONSUM was trading at 904.90. The strike last trading price was 1.95, which was 0.60 higher than the previous day. The implied volatity was 30.93, the open interest changed by 1 which increased total open position to 1033
On 16 Dec TATACONSUM was trading at 920.35. The strike last trading price was 1.35, which was 0.30 higher than the previous day. The implied volatity was 32.65, the open interest changed by 10 which increased total open position to 1034
On 13 Dec TATACONSUM was trading at 929.70. The strike last trading price was 1.05, which was -0.50 lower than the previous day. The implied volatity was 29.83, the open interest changed by 16 which increased total open position to 1024
On 12 Dec TATACONSUM was trading at 921.25. The strike last trading price was 1.55, which was 0.10 higher than the previous day. The implied volatity was 29.34, the open interest changed by -20 which decreased total open position to 1009
On 11 Dec TATACONSUM was trading at 935.05. The strike last trading price was 1.45, which was -0.15 lower than the previous day. The implied volatity was 31.35, the open interest changed by 59 which increased total open position to 1029
On 10 Dec TATACONSUM was trading at 926.75. The strike last trading price was 1.6, which was -0.80 lower than the previous day. The implied volatity was 29.71, the open interest changed by 12 which increased total open position to 974
On 9 Dec TATACONSUM was trading at 933.95. The strike last trading price was 2.4, which was 1.55 higher than the previous day. The implied volatity was 33.13, the open interest changed by 787 which increased total open position to 954
On 6 Dec TATACONSUM was trading at 974.45. The strike last trading price was 0.85, which was -0.10 lower than the previous day. The implied volatity was 32.83, the open interest changed by 20 which increased total open position to 166
On 5 Dec TATACONSUM was trading at 966.45. The strike last trading price was 0.95, which was -0.25 lower than the previous day. The implied volatity was 30.88, the open interest changed by 0 which decreased total open position to 148
On 4 Dec TATACONSUM was trading at 961.20. The strike last trading price was 1.2, which was -0.30 lower than the previous day. The implied volatity was 30.46, the open interest changed by -9 which decreased total open position to 150
On 3 Dec TATACONSUM was trading at 955.00. The strike last trading price was 1.5, which was -0.15 lower than the previous day. The implied volatity was 30.34, the open interest changed by -13 which decreased total open position to 156
On 2 Dec TATACONSUM was trading at 957.00. The strike last trading price was 1.65, which was -0.45 lower than the previous day. The implied volatity was 30.40, the open interest changed by 38 which increased total open position to 173
On 29 Nov TATACONSUM was trading at 958.65. The strike last trading price was 2.1, which was -1.55 lower than the previous day. The implied volatity was 30.89, the open interest changed by 37 which increased total open position to 135
On 28 Nov TATACONSUM was trading at 941.05. The strike last trading price was 3.65, which was 1.15 higher than the previous day. The implied volatity was 31.96, the open interest changed by 49 which increased total open position to 97
On 27 Nov TATACONSUM was trading at 960.05. The strike last trading price was 2.5, which was 0.00 lower than the previous day. The implied volatity was 31.56, the open interest changed by -1 which decreased total open position to 47
On 26 Nov TATACONSUM was trading at 963.55. The strike last trading price was 2.5, which was -0.75 lower than the previous day. The implied volatity was 31.57, the open interest changed by 0 which decreased total open position to 48
On 25 Nov TATACONSUM was trading at 955.70. The strike last trading price was 3.25, which was -0.95 lower than the previous day. The implied volatity was 31.89, the open interest changed by 49 which increased total open position to 49
On 22 Nov TATACONSUM was trading at 945.20. The strike last trading price was 4.2, which was lower than the previous day. The implied volatity was 29.90, the open interest changed by 95 which increased total open position to 95
