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

911.7 -5.45 (-0.59%)

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Historical option data for TATACONSUM

21 Nov 2024 04:12 PM IST
TATACONSUM 28NOV2024 860 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
21 Nov 911.70 354.15 0.00 - 0 0 0
20 Nov 917.15 354.15 0.00 - 0 0 0
19 Nov 917.15 354.15 0.00 - 0 0 0
18 Nov 930.75 354.15 0.00 - 0 0 0
14 Nov 925.00 354.15 0.00 - 0 0 0
13 Nov 952.75 354.15 0.00 - 0 0 0
11 Nov 975.95 354.15 0.00 - 0 0 0
8 Nov 992.95 354.15 0.00 - 0 0 0
7 Nov 984.85 354.15 0.00 - 0 0 0
6 Nov 1007.05 354.15 0.00 - 0 0 0
5 Nov 1000.75 354.15 0.00 - 0 0 0
4 Nov 994.60 354.15 - 0 0 0


For Tata Consumer Product Ltd - strike price 860 expiring on 28NOV2024

Delta for 860 CE is -

Historical price for 860 CE is as follows

On 21 Nov TATACONSUM was trading at 911.70. The strike last trading price was 354.15, 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 20 Nov TATACONSUM was trading at 917.15. The strike last trading price was 354.15, 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 19 Nov TATACONSUM was trading at 917.15. The strike last trading price was 354.15, 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 18 Nov TATACONSUM was trading at 930.75. The strike last trading price was 354.15, 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 14 Nov TATACONSUM was trading at 925.00. The strike last trading price was 354.15, 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 354.15, 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 354.15, 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 8 Nov TATACONSUM was trading at 992.95. The strike last trading price was 354.15, 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 7 Nov TATACONSUM was trading at 984.85. The strike last trading price was 354.15, 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 6 Nov TATACONSUM was trading at 1007.05. The strike last trading price was 354.15, 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 5 Nov TATACONSUM was trading at 1000.75. The strike last trading price was 354.15, 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 354.15, 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 860 PE
Delta: -0.07
Vega: 0.17
Theta: -0.36
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Nov 911.70 1.25 -0.25 31.02 546.187 -20.267 222.933
20 Nov 917.15 1.5 0.00 30.33 68.907 29.387 244.213
19 Nov 917.15 1.5 0.50 30.33 68.907 30.4 244.213
18 Nov 930.75 1 -0.50 30.90 249.28 58.773 213.813
14 Nov 925.00 1.5 1.25 28.36 248.267 157.067 157.067
13 Nov 952.75 0.25 0.00 14.45 0 0 0
11 Nov 975.95 0.25 0.00 16.16 0 0 0
8 Nov 992.95 0.25 0.00 16.46 0 0 0
7 Nov 984.85 0.25 0.00 15.66 0 0 0
6 Nov 1007.05 0.25 0.00 16.87 0 0 0
5 Nov 1000.75 0.25 0.00 16.36 0 0 0
4 Nov 994.60 0.25 15.54 0 0 0


For Tata Consumer Product Ltd - strike price 860 expiring on 28NOV2024

Delta for 860 PE is -0.07

Historical price for 860 PE is as follows

On 21 Nov TATACONSUM was trading at 911.70. The strike last trading price was 1.25, which was -0.25 lower than the previous day. The implied volatity was 31.02, the open interest changed by -20 which decreased total open position to 220


On 20 Nov TATACONSUM was trading at 917.15. The strike last trading price was 1.5, which was 0.00 lower than the previous day. The implied volatity was 30.33, the open interest changed by 29 which increased total open position to 241


On 19 Nov TATACONSUM was trading at 917.15. The strike last trading price was 1.5, which was 0.50 higher than the previous day. The implied volatity was 30.33, the open interest changed by 30 which increased total open position to 241


On 18 Nov TATACONSUM was trading at 930.75. The strike last trading price was 1, which was -0.50 lower than the previous day. The implied volatity was 30.90, the open interest changed by 58 which increased total open position to 211


On 14 Nov TATACONSUM was trading at 925.00. The strike last trading price was 1.5, which was 1.25 higher than the previous day. The implied volatity was 28.36, the open interest changed by 155 which increased total open position to 155


On 13 Nov TATACONSUM was trading at 952.75. The strike last trading price was 0.25, which was 0.00 lower than the previous day. The implied volatity was 14.45, 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 0.25, which was 0.00 lower than the previous day. The implied volatity was 16.16, 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 0.25, which was 0.00 lower than the previous day. The implied volatity was 16.46, 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 0.25, which was 0.00 lower than the previous day. The implied volatity was 15.66, 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 0.25, which was 0.00 lower than the previous day. The implied volatity was 16.87, 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 0.25, which was 0.00 lower than the previous day. The implied volatity was 16.36, 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 0.25, which was lower than the previous day. The implied volatity was 15.54, the open interest changed by 0 which decreased total open position to 0