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

925 -27.75 (-2.91%)

Back to Option Chain


Historical option data for TATACONSUM

14 Nov 2024 04:12 PM IST
TATACONSUM 28NOV2024 850 CE
Delta: -
Vega: -
Theta: -
Gamma: -
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
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
Delta: -0.05
Vega: 0.18
Theta: -0.17
Gamma: 0.00
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