TATACONSUM
Tata Consumer Product Ltd
Historical option data for TATACONSUM
27 Dec 2024 04:12 PM IST
| TATACONSUM 30JAN2025 860 CE | ||||||||||
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Delta: 0.84
Vega: 0.67
Theta: -0.40
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 27 Dec | 907.95 | 60 | -1.50 | 21.29 | 40 | 32 | 39 | |||
| 26 Dec | 900.95 | 61.5 | 3.70 | 29.35 | 3 | 2 | 6 | |||
| 24 Dec | 907.30 | 57.8 | 0.00 | 0.00 | 0 | 3 | 0 | |||
| 23 Dec | 902.75 | 57.8 | -30.70 | 23.12 | 3 | 2 | 3 | |||
| 20 Dec | 889.45 | 88.5 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 19 Dec | 907.10 | 88.5 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 18 Dec | 909.35 | 88.5 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 17 Dec | 904.90 | 88.5 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Dec | 921.25 | 88.5 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 10 Dec | 926.75 | 88.5 | -30.35 | 26.24 | 1 | 0 | 1 | |||
| 6 Dec | 974.45 | 118.85 | -46.60 | - | 1 | 0 | 0 | |||
| 5 Dec | 966.45 | 165.45 | 165.45 | - | 0 | 0 | 0 | |||
| 28 Nov | 941.05 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Nov | 955.70 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 945.20 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Nov | 911.70 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Nov | 917.15 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 917.15 | 0 | 0.00 | - | 0 | 0 | 0 | |||
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| 18 Nov | 930.75 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 925.00 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 952.75 | 0 | - | 0 | 0 | 0 | ||||
For Tata Consumer Product Ltd - strike price 860 expiring on 30JAN2025
Delta for 860 CE is 0.84
Historical price for 860 CE is as follows
On 27 Dec TATACONSUM was trading at 907.95. The strike last trading price was 60, which was -1.50 lower than the previous day. The implied volatity was 21.29, the open interest changed by 32 which increased total open position to 39
On 26 Dec TATACONSUM was trading at 900.95. The strike last trading price was 61.5, which was 3.70 higher than the previous day. The implied volatity was 29.35, the open interest changed by 2 which increased total open position to 6
On 24 Dec TATACONSUM was trading at 907.30. The strike last trading price was 57.8, 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 23 Dec TATACONSUM was trading at 902.75. The strike last trading price was 57.8, which was -30.70 lower than the previous day. The implied volatity was 23.12, the open interest changed by 2 which increased total open position to 3
On 20 Dec TATACONSUM was trading at 889.45. The strike last trading price was 88.5, 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 19 Dec TATACONSUM was trading at 907.10. The strike last trading price was 88.5, 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 18 Dec TATACONSUM was trading at 909.35. The strike last trading price was 88.5, 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 17 Dec TATACONSUM was trading at 904.90. The strike last trading price was 88.5, 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 12 Dec TATACONSUM was trading at 921.25. The strike last trading price was 88.5, 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 10 Dec TATACONSUM was trading at 926.75. The strike last trading price was 88.5, which was -30.35 lower than the previous day. The implied volatity was 26.24, the open interest changed by 0 which decreased total open position to 1
On 6 Dec TATACONSUM was trading at 974.45. The strike last trading price was 118.85, which was -46.60 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 165.45, which was 165.45 higher 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 0, 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 0, 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 0, 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 21 Nov TATACONSUM was trading at 911.70. The strike last trading price was 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 860 PE | |||||||
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Delta: -0.18
Vega: 0.73
Theta: -0.20
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 27 Dec | 907.95 | 6.55 | -2.70 | 23.32 | 189 | 87 | 141 |
| 26 Dec | 900.95 | 9.25 | 0.25 | 24.70 | 27 | 8 | 54 |
| 24 Dec | 907.30 | 9 | -2.70 | 25.15 | 23 | 2 | 45 |
| 23 Dec | 902.75 | 11.7 | -4.45 | 26.77 | 39 | 9 | 42 |
| 20 Dec | 889.45 | 16.15 | 4.60 | 28.90 | 18 | -8 | 32 |
| 19 Dec | 907.10 | 11.55 | 1.15 | 27.21 | 31 | 10 | 41 |
| 18 Dec | 909.35 | 10.4 | -1.55 | 26.19 | 42 | 28 | 31 |
| 17 Dec | 904.90 | 11.95 | 2.95 | 26.16 | 1 | 0 | 2 |
| 12 Dec | 921.25 | 9 | 7.40 | 26.19 | 1 | 0 | 2 |
| 10 Dec | 926.75 | 1.6 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Dec | 974.45 | 1.6 | -14.30 | 21.97 | 1 | 0 | 1 |
| 5 Dec | 966.45 | 15.9 | 15.90 | 40.01 | 2 | 1 | 1 |
| 28 Nov | 941.05 | 0 | 0.00 | 6.80 | 0 | 0 | 0 |
| 25 Nov | 955.70 | 0 | 0.00 | 7.97 | 0 | 0 | 0 |
| 22 Nov | 945.20 | 0 | 0.00 | 7.07 | 0 | 0 | 0 |
| 21 Nov | 911.70 | 0 | 0.00 | 4.73 | 0 | 0 | 0 |
| 20 Nov | 917.15 | 0 | 0.00 | 5.21 | 0 | 0 | 0 |
| 19 Nov | 917.15 | 0 | 0.00 | 5.21 | 0 | 0 | 0 |
| 18 Nov | 930.75 | 0 | 0.00 | 6.11 | 0 | 0 | 0 |
| 14 Nov | 925.00 | 0 | 0.00 | 5.44 | 0 | 0 | 0 |
| 13 Nov | 952.75 | 0 | 7.13 | 0 | 0 | 0 | |
For Tata Consumer Product Ltd - strike price 860 expiring on 30JAN2025
Delta for 860 PE is -0.18
Historical price for 860 PE is as follows
On 27 Dec TATACONSUM was trading at 907.95. The strike last trading price was 6.55, which was -2.70 lower than the previous day. The implied volatity was 23.32, the open interest changed by 87 which increased total open position to 141
On 26 Dec TATACONSUM was trading at 900.95. The strike last trading price was 9.25, which was 0.25 higher than the previous day. The implied volatity was 24.70, the open interest changed by 8 which increased total open position to 54
On 24 Dec TATACONSUM was trading at 907.30. The strike last trading price was 9, which was -2.70 lower than the previous day. The implied volatity was 25.15, the open interest changed by 2 which increased total open position to 45
On 23 Dec TATACONSUM was trading at 902.75. The strike last trading price was 11.7, which was -4.45 lower than the previous day. The implied volatity was 26.77, the open interest changed by 9 which increased total open position to 42
On 20 Dec TATACONSUM was trading at 889.45. The strike last trading price was 16.15, which was 4.60 higher than the previous day. The implied volatity was 28.90, the open interest changed by -8 which decreased total open position to 32
On 19 Dec TATACONSUM was trading at 907.10. The strike last trading price was 11.55, which was 1.15 higher than the previous day. The implied volatity was 27.21, the open interest changed by 10 which increased total open position to 41
On 18 Dec TATACONSUM was trading at 909.35. The strike last trading price was 10.4, which was -1.55 lower than the previous day. The implied volatity was 26.19, the open interest changed by 28 which increased total open position to 31
On 17 Dec TATACONSUM was trading at 904.90. The strike last trading price was 11.95, which was 2.95 higher than the previous day. The implied volatity was 26.16, the open interest changed by 0 which decreased total open position to 2
On 12 Dec TATACONSUM was trading at 921.25. The strike last trading price was 9, which was 7.40 higher than the previous day. The implied volatity was 26.19, the open interest changed by 0 which decreased total open position to 2
On 10 Dec TATACONSUM was trading at 926.75. The strike last trading price was 1.6, 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 6 Dec TATACONSUM was trading at 974.45. The strike last trading price was 1.6, which was -14.30 lower than the previous day. The implied volatity was 21.97, the open interest changed by 0 which decreased total open position to 1
On 5 Dec TATACONSUM was trading at 966.45. The strike last trading price was 15.9, which was 15.90 higher than the previous day. The implied volatity was 40.01, the open interest changed by 1 which increased total open position to 1
On 28 Nov TATACONSUM was trading at 941.05. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 6.80, 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 0, which was 0.00 lower than the previous day. The implied volatity was 7.97, 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 0, which was 0.00 lower than the previous day. The implied volatity was 7.07, the open interest changed by 0 which decreased total open position to 0
On 21 Nov TATACONSUM was trading at 911.70. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 4.73, 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 0, which was 0.00 lower than the previous day. The implied volatity was 5.21, 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 0, which was 0.00 lower than the previous day. The implied volatity was 5.21, 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 0, which was 0.00 lower than the previous day. The implied volatity was 6.11, 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 0, which was 0.00 lower than the previous day. The implied volatity was 5.44, 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 0, which was lower than the previous day. The implied volatity was 7.13, the open interest changed by 0 which decreased total open position to 0
