TATACONSUM
Tata Consumer Product Ltd
Historical option data for TATACONSUM
14 Nov 2024 04:12 PM IST
| TATACONSUM 28NOV2024 850 CE | ||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 925.00 | 374.15 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 952.75 | 374.15 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 975.95 | 374.15 | 0.00 | 0.00 | 0 | 0 | 0 | |||
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| 8 Nov | 992.95 | 374.15 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 7 Nov | 984.85 | 374.15 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Nov | 1007.05 | 374.15 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Nov | 1000.75 | 374.15 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 994.60 | 374.15 | - | 0 | 0 | 0 | ||||
For Tata Consumer Product Ltd - strike price 850 expiring on 28NOV2024
Delta for 850 CE is -
Historical price for 850 CE is as follows
On 14 Nov TATACONSUM was trading at 925.00. The strike last trading price was 374.15, 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 13 Nov TATACONSUM was trading at 952.75. The strike last trading price was 374.15, 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 Nov TATACONSUM was trading at 975.95. The strike last trading price was 374.15, 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 8 Nov TATACONSUM was trading at 992.95. The strike last trading price was 374.15, 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 7 Nov TATACONSUM was trading at 984.85. The strike last trading price was 374.15, 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 6 Nov TATACONSUM was trading at 1007.05. The strike last trading price was 374.15, 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 Nov TATACONSUM was trading at 1000.75. The strike last trading price was 374.15, 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 Nov TATACONSUM was trading at 994.60. The strike last trading price was 374.15, 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 850 PE | |||||||
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Delta: -0.05
Vega: 0.18
Theta: -0.17
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 925.00 | 1.05 | 0.50 | 29.21 | 414.453 | 48.64 | 404.32 |
| 13 Nov | 952.75 | 0.55 | -0.35 | 30.17 | 32.427 | 0 | 354.667 |
| 11 Nov | 975.95 | 0.9 | 0.40 | 36.12 | 1.013 | 0 | 354.667 |
| 8 Nov | 992.95 | 0.5 | -0.15 | 33.13 | 11.147 | 0 | 358.72 |
| 7 Nov | 984.85 | 0.65 | 0.00 | 32.63 | 123.627 | 96.267 | 358.72 |
| 6 Nov | 1007.05 | 0.65 | -0.30 | 35.28 | 14.187 | -1.013 | 262.453 |
| 5 Nov | 1000.75 | 0.95 | -0.55 | 35.68 | 29.387 | 14.187 | 262.453 |
| 4 Nov | 994.60 | 1.5 | 36.65 | 307.04 | 218.88 | 218.88 | |
For Tata Consumer Product Ltd - strike price 850 expiring on 28NOV2024
Delta for 850 PE is -0.05
Historical price for 850 PE is as follows
On 14 Nov TATACONSUM was trading at 925.00. The strike last trading price was 1.05, which was 0.50 higher than the previous day. The implied volatity was 29.21, the open interest changed by 48 which increased total open position to 399
On 13 Nov TATACONSUM was trading at 952.75. The strike last trading price was 0.55, which was -0.35 lower than the previous day. The implied volatity was 30.17, the open interest changed by 0 which decreased total open position to 350
On 11 Nov TATACONSUM was trading at 975.95. The strike last trading price was 0.9, which was 0.40 higher than the previous day. The implied volatity was 36.12, the open interest changed by 0 which decreased total open position to 350
On 8 Nov TATACONSUM was trading at 992.95. The strike last trading price was 0.5, which was -0.15 lower than the previous day. The implied volatity was 33.13, the open interest changed by 0 which decreased total open position to 354
On 7 Nov TATACONSUM was trading at 984.85. The strike last trading price was 0.65, which was 0.00 lower than the previous day. The implied volatity was 32.63, the open interest changed by 95 which increased total open position to 354
On 6 Nov TATACONSUM was trading at 1007.05. The strike last trading price was 0.65, which was -0.30 lower than the previous day. The implied volatity was 35.28, the open interest changed by -1 which decreased total open position to 259
On 5 Nov TATACONSUM was trading at 1000.75. The strike last trading price was 0.95, which was -0.55 lower than the previous day. The implied volatity was 35.68, the open interest changed by 14 which increased total open position to 259
On 4 Nov TATACONSUM was trading at 994.60. The strike last trading price was 1.5, which was lower than the previous day. The implied volatity was 36.65, the open interest changed by 216 which increased total open position to 216
