TATACONSUM
Tata Consumer Product Ltd
Historical option data for TATACONSUM
20 Dec 2024 04:12 PM IST
| TATACONSUM 26DEC2024 860 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 | 34.35 | -13.20 | - | 67 | 6 | 40 | |||
| 19 Dec | 907.10 | 47.55 | -3.20 | - | 6 | -1 | 31 | |||
| 18 Dec | 909.35 | 50.75 | 3.65 | - | 13 | 11 | 31 | |||
| 17 Dec | 904.90 | 47.1 | -22.75 | 26.72 | 14 | 10 | 17 | |||
| 16 Dec | 920.35 | 69.85 | 0.00 | 0.00 | 0 | 3 | 0 | |||
| 13 Dec | 929.70 | 69.85 | -7.75 | - | 4 | 2 | 6 | |||
| 12 Dec | 921.25 | 77.6 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 935.05 | 77.6 | 0.00 | 0.00 | 0 | 4 | 0 | |||
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| 10 Dec | 926.75 | 77.6 | -291.50 | 35.51 | 4 | 2 | 2 | |||
| 9 Dec | 933.95 | 369.1 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Dec | 974.45 | 369.1 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Dec | 966.45 | 369.1 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Dec | 961.20 | 369.1 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Dec | 955.00 | 369.1 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Dec | 957.00 | 369.1 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Nov | 958.65 | 369.1 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Nov | 941.05 | 369.1 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Nov | 960.05 | 369.1 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Nov | 963.55 | 369.1 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Nov | 955.70 | 369.1 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 945.20 | 369.1 | - | 0 | 0 | 0 | ||||
For Tata Consumer Product Ltd - strike price 860 expiring on 26DEC2024
Delta for 860 CE is -
Historical price for 860 CE is as follows
On 20 Dec TATACONSUM was trading at 889.45. The strike last trading price was 34.35, which was -13.20 lower than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 40
On 19 Dec TATACONSUM was trading at 907.10. The strike last trading price was 47.55, which was -3.20 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 31
On 18 Dec TATACONSUM was trading at 909.35. The strike last trading price was 50.75, which was 3.65 higher than the previous day. The implied volatity was -, the open interest changed by 11 which increased total open position to 31
On 17 Dec TATACONSUM was trading at 904.90. The strike last trading price was 47.1, which was -22.75 lower than the previous day. The implied volatity was 26.72, the open interest changed by 10 which increased total open position to 17
On 16 Dec TATACONSUM was trading at 920.35. The strike last trading price was 69.85, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 13 Dec TATACONSUM was trading at 929.70. The strike last trading price was 69.85, which was -7.75 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 6
On 12 Dec TATACONSUM was trading at 921.25. The strike last trading price was 77.6, 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 11 Dec TATACONSUM was trading at 935.05. The strike last trading price was 77.6, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 10 Dec TATACONSUM was trading at 926.75. The strike last trading price was 77.6, which was -291.50 lower than the previous day. The implied volatity was 35.51, the open interest changed by 2 which increased total open position to 2
On 9 Dec TATACONSUM was trading at 933.95. The strike last trading price was 369.1, 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 369.1, 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 369.1, 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 369.1, 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 369.1, 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 369.1, 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 369.1, 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 369.1, 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 369.1, 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 369.1, 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 369.1, 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 369.1, 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 860 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.13
Vega: 0.24
Theta: -0.54
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 889.45 | 2.15 | 0.20 | 28.66 | 981 | -17 | 402 |
| 19 Dec | 907.10 | 1.95 | 0.15 | 31.77 | 516 | -17 | 416 |
| 18 Dec | 909.35 | 1.8 | -0.75 | 30.39 | 204 | -21 | 434 |
| 17 Dec | 904.90 | 2.55 | 0.90 | 28.78 | 395 | 96 | 461 |
| 16 Dec | 920.35 | 1.65 | 0.35 | 30.37 | 261 | -2 | 369 |
| 13 Dec | 929.70 | 1.3 | -0.55 | 28.02 | 447 | -110 | 373 |
| 12 Dec | 921.25 | 1.85 | 0.20 | 27.32 | 435 | 44 | 485 |
| 11 Dec | 935.05 | 1.65 | -0.50 | 29.23 | 259 | -8 | 443 |
| 10 Dec | 926.75 | 2.15 | -0.65 | 28.76 | 252 | -26 | 452 |
| 9 Dec | 933.95 | 2.8 | 1.90 | 31.35 | 1,301 | 267 | 479 |
| 6 Dec | 974.45 | 0.9 | -0.15 | 30.89 | 74 | 9 | 213 |
| 5 Dec | 966.45 | 1.05 | -0.65 | 29.16 | 104 | 3 | 205 |
| 4 Dec | 961.20 | 1.7 | 0.00 | 0.00 | 0 | 0 | 0 |
| 3 Dec | 955.00 | 1.7 | -0.30 | 28.74 | 29 | 1 | 203 |
| 2 Dec | 957.00 | 2 | -0.50 | 29.31 | 58 | 1 | 202 |
| 29 Nov | 958.65 | 2.5 | -1.65 | 29.83 | 311 | -52 | 205 |
| 28 Nov | 941.05 | 4.15 | 1.30 | 30.58 | 55 | 5 | 254 |
| 27 Nov | 960.05 | 2.85 | -2.20 | 30.28 | 33 | 8 | 249 |
| 26 Nov | 963.55 | 5.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 25 Nov | 955.70 | 5.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 22 Nov | 945.20 | 5.05 | 29.16 | 803 | 242 | 242 | |
For Tata Consumer Product Ltd - strike price 860 expiring on 26DEC2024
Delta for 860 PE is -0.13
Historical price for 860 PE is as follows
On 20 Dec TATACONSUM was trading at 889.45. The strike last trading price was 2.15, which was 0.20 higher than the previous day. The implied volatity was 28.66, the open interest changed by -17 which decreased total open position to 402
On 19 Dec TATACONSUM was trading at 907.10. The strike last trading price was 1.95, which was 0.15 higher than the previous day. The implied volatity was 31.77, the open interest changed by -17 which decreased total open position to 416
On 18 Dec TATACONSUM was trading at 909.35. The strike last trading price was 1.8, which was -0.75 lower than the previous day. The implied volatity was 30.39, the open interest changed by -21 which decreased total open position to 434
On 17 Dec TATACONSUM was trading at 904.90. The strike last trading price was 2.55, which was 0.90 higher than the previous day. The implied volatity was 28.78, the open interest changed by 96 which increased total open position to 461
On 16 Dec TATACONSUM was trading at 920.35. The strike last trading price was 1.65, which was 0.35 higher than the previous day. The implied volatity was 30.37, the open interest changed by -2 which decreased total open position to 369
On 13 Dec TATACONSUM was trading at 929.70. The strike last trading price was 1.3, which was -0.55 lower than the previous day. The implied volatity was 28.02, the open interest changed by -110 which decreased total open position to 373
On 12 Dec TATACONSUM was trading at 921.25. The strike last trading price was 1.85, which was 0.20 higher than the previous day. The implied volatity was 27.32, the open interest changed by 44 which increased total open position to 485
On 11 Dec TATACONSUM was trading at 935.05. The strike last trading price was 1.65, which was -0.50 lower than the previous day. The implied volatity was 29.23, the open interest changed by -8 which decreased total open position to 443
On 10 Dec TATACONSUM was trading at 926.75. The strike last trading price was 2.15, which was -0.65 lower than the previous day. The implied volatity was 28.76, the open interest changed by -26 which decreased total open position to 452
On 9 Dec TATACONSUM was trading at 933.95. The strike last trading price was 2.8, which was 1.90 higher than the previous day. The implied volatity was 31.35, the open interest changed by 267 which increased total open position to 479
On 6 Dec TATACONSUM was trading at 974.45. The strike last trading price was 0.9, which was -0.15 lower than the previous day. The implied volatity was 30.89, the open interest changed by 9 which increased total open position to 213
On 5 Dec TATACONSUM was trading at 966.45. The strike last trading price was 1.05, which was -0.65 lower than the previous day. The implied volatity was 29.16, the open interest changed by 3 which increased total open position to 205
On 4 Dec TATACONSUM was trading at 961.20. The strike last trading price was 1.7, 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 3 Dec TATACONSUM was trading at 955.00. The strike last trading price was 1.7, which was -0.30 lower than the previous day. The implied volatity was 28.74, the open interest changed by 1 which increased total open position to 203
On 2 Dec TATACONSUM was trading at 957.00. The strike last trading price was 2, which was -0.50 lower than the previous day. The implied volatity was 29.31, the open interest changed by 1 which increased total open position to 202
On 29 Nov TATACONSUM was trading at 958.65. The strike last trading price was 2.5, which was -1.65 lower than the previous day. The implied volatity was 29.83, the open interest changed by -52 which decreased total open position to 205
On 28 Nov TATACONSUM was trading at 941.05. The strike last trading price was 4.15, which was 1.30 higher than the previous day. The implied volatity was 30.58, the open interest changed by 5 which increased total open position to 254
On 27 Nov TATACONSUM was trading at 960.05. The strike last trading price was 2.85, which was -2.20 lower than the previous day. The implied volatity was 30.28, the open interest changed by 8 which increased total open position to 249
On 26 Nov TATACONSUM was trading at 963.55. The strike last trading price was 5.05, 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 25 Nov TATACONSUM was trading at 955.70. The strike last trading price was 5.05, 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 22 Nov TATACONSUM was trading at 945.20. The strike last trading price was 5.05, which was lower than the previous day. The implied volatity was 29.16, the open interest changed by 242 which increased total open position to 242
