TATACONSUM
Tata Consumer Product Ltd
Historical option data for TATACONSUM
27 Dec 2024 04:12 PM IST
| TATACONSUM 30JAN2025 850 CE | ||||||||||
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Delta: 0.87
Vega: 0.60
Theta: -0.40
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 27 Dec | 907.95 | 69.2 | -42.20 | 22.72 | 3 | 2 | 2 | |||
| 26 Dec | 900.95 | 111.4 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Dec | 907.30 | 111.4 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Dec | 902.75 | 111.4 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Dec | 889.45 | 111.4 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Dec | 907.10 | 111.4 | 0.00 | - | 0 | 0 | 0 | |||
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| 18 Dec | 909.35 | 111.4 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Dec | 904.90 | 111.4 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Dec | 921.25 | 111.4 | - | 0 | 0 | 0 | ||||
For Tata Consumer Product Ltd - strike price 850 expiring on 30JAN2025
Delta for 850 CE is 0.87
Historical price for 850 CE is as follows
On 27 Dec TATACONSUM was trading at 907.95. The strike last trading price was 69.2, which was -42.20 lower than the previous day. The implied volatity was 22.72, the open interest changed by 2 which increased total open position to 2
On 26 Dec TATACONSUM was trading at 900.95. The strike last trading price was 111.4, 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 111.4, 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 111.4, 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 111.4, 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 111.4, 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 111.4, 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 111.4, 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 111.4, 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 850 PE | |||||||
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Delta: -0.15
Vega: 0.64
Theta: -0.19
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 27 Dec | 907.95 | 5.3 | -1.95 | 24.14 | 369 | 45 | 332 |
| 26 Dec | 900.95 | 7.25 | -0.25 | 25.01 | 311 | 142 | 286 |
| 24 Dec | 907.30 | 7.5 | -1.95 | 25.97 | 116 | 53 | 142 |
| 23 Dec | 902.75 | 9.45 | -4.75 | 27.03 | 102 | 37 | 88 |
| 20 Dec | 889.45 | 14.2 | 4.90 | 29.94 | 95 | 46 | 50 |
| 19 Dec | 907.10 | 9.3 | -0.40 | 27.31 | 5 | 4 | 4 |
| 18 Dec | 909.35 | 9.7 | 0.00 | 6.30 | 0 | 0 | 0 |
| 17 Dec | 904.90 | 9.7 | 0.00 | 5.70 | 0 | 0 | 0 |
| 12 Dec | 921.25 | 9.7 | 7.02 | 0 | 0 | 0 | |
For Tata Consumer Product Ltd - strike price 850 expiring on 30JAN2025
Delta for 850 PE is -0.15
Historical price for 850 PE is as follows
On 27 Dec TATACONSUM was trading at 907.95. The strike last trading price was 5.3, which was -1.95 lower than the previous day. The implied volatity was 24.14, the open interest changed by 45 which increased total open position to 332
On 26 Dec TATACONSUM was trading at 900.95. The strike last trading price was 7.25, which was -0.25 lower than the previous day. The implied volatity was 25.01, the open interest changed by 142 which increased total open position to 286
On 24 Dec TATACONSUM was trading at 907.30. The strike last trading price was 7.5, which was -1.95 lower than the previous day. The implied volatity was 25.97, the open interest changed by 53 which increased total open position to 142
On 23 Dec TATACONSUM was trading at 902.75. The strike last trading price was 9.45, which was -4.75 lower than the previous day. The implied volatity was 27.03, the open interest changed by 37 which increased total open position to 88
On 20 Dec TATACONSUM was trading at 889.45. The strike last trading price was 14.2, which was 4.90 higher than the previous day. The implied volatity was 29.94, the open interest changed by 46 which increased total open position to 50
On 19 Dec TATACONSUM was trading at 907.10. The strike last trading price was 9.3, which was -0.40 lower than the previous day. The implied volatity was 27.31, the open interest changed by 4 which increased total open position to 4
On 18 Dec TATACONSUM was trading at 909.35. The strike last trading price was 9.7, which was 0.00 lower than the previous day. The implied volatity was 6.30, 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 9.7, which was 0.00 lower than the previous day. The implied volatity was 5.70, 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 9.7, which was lower than the previous day. The implied volatity was 7.02, the open interest changed by 0 which decreased total open position to 0
