TATACONSUM
Tata Consumer Product Ltd
Historical option data for TATACONSUM
14 Nov 2024 04:12 PM IST
| TATACONSUM 28NOV2024 860 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 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 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: 0.23
Theta: -0.22
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 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 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
