TATACONSUM
Tata Consumer Product Ltd
Historical option data for TATACONSUM
17 Dec 2024 04:12 PM IST
| TATACONSUM 26DEC2024 870 CE | ||||||||||
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Delta: 0.80
Vega: 0.40
Theta: -0.86
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 17 Dec | 904.90 | 40.1 | -13.40 | 30.79 | 4 | 1 | 13 | |||
| 16 Dec | 920.35 | 53.5 | -3.80 | 24.10 | 2 | 1 | 11 | |||
| 13 Dec | 929.70 | 57.3 | -7.55 | - | 9 | 3 | 9 | |||
| 12 Dec | 921.25 | 64.85 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 935.05 | 64.85 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 10 Dec | 926.75 | 64.85 | -3.65 | 24.32 | 1 | 0 | 5 | |||
| 9 Dec | 933.95 | 68.5 | -77.90 | 17.26 | 13 | 4 | 4 | |||
| 6 Dec | 974.45 | 146.4 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Dec | 966.45 | 146.4 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Dec | 961.20 | 146.4 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Dec | 955.00 | 146.4 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Dec | 957.00 | 146.4 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Nov | 958.65 | 146.4 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Nov | 941.05 | 146.4 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Nov | 960.05 | 146.4 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Nov | 963.55 | 146.4 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Nov | 955.70 | 146.4 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 945.20 | 146.4 | - | 0 | 0 | 0 | ||||
For Tata Consumer Product Ltd - strike price 870 expiring on 26DEC2024
Delta for 870 CE is 0.80
Historical price for 870 CE is as follows
On 17 Dec TATACONSUM was trading at 904.90. The strike last trading price was 40.1, which was -13.40 lower than the previous day. The implied volatity was 30.79, the open interest changed by 1 which increased total open position to 13
On 16 Dec TATACONSUM was trading at 920.35. The strike last trading price was 53.5, which was -3.80 lower than the previous day. The implied volatity was 24.10, the open interest changed by 1 which increased total open position to 11
On 13 Dec TATACONSUM was trading at 929.70. The strike last trading price was 57.3, which was -7.55 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 9
On 12 Dec TATACONSUM was trading at 921.25. The strike last trading price was 64.85, 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 64.85, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 10 Dec TATACONSUM was trading at 926.75. The strike last trading price was 64.85, which was -3.65 lower than the previous day. The implied volatity was 24.32, the open interest changed by 0 which decreased total open position to 5
On 9 Dec TATACONSUM was trading at 933.95. The strike last trading price was 68.5, which was -77.90 lower than the previous day. The implied volatity was 17.26, the open interest changed by 4 which increased total open position to 4
On 6 Dec TATACONSUM was trading at 974.45. The strike last trading price was 146.4, 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 5 Dec TATACONSUM was trading at 966.45. The strike last trading price was 146.4, 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 4 Dec TATACONSUM was trading at 961.20. The strike last trading price was 146.4, 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 3 Dec TATACONSUM was trading at 955.00. The strike last trading price was 146.4, 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 2 Dec TATACONSUM was trading at 957.00. The strike last trading price was 146.4, 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 29 Nov TATACONSUM was trading at 958.65. The strike last trading price was 146.4, 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 28 Nov TATACONSUM was trading at 941.05. The strike last trading price was 146.4, 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 27 Nov TATACONSUM was trading at 960.05. The strike last trading price was 146.4, 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 26 Nov TATACONSUM was trading at 963.55. The strike last trading price was 146.4, 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 25 Nov TATACONSUM was trading at 955.70. The strike last trading price was 146.4, 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 22 Nov TATACONSUM was trading at 945.20. The strike last trading price was 146.4, 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 26DEC2024 870 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.17
Vega: 0.36
Theta: -0.51
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 17 Dec | 904.90 | 3.65 | 1.45 | 27.35 | 879 | 97 | 347 |
| 16 Dec | 920.35 | 2.2 | 0.50 | 28.63 | 306 | 3 | 251 |
| 13 Dec | 929.70 | 1.7 | -0.80 | 26.48 | 796 | -29 | 252 |
| 12 Dec | 921.25 | 2.5 | 0.35 | 26.08 | 340 | 95 | 281 |
| 11 Dec | 935.05 | 2.15 | -0.55 | 27.97 | 168 | -9 | 186 |
| 10 Dec | 926.75 | 2.7 | -0.85 | 27.30 | 181 | -23 | 195 |
| 9 Dec | 933.95 | 3.55 | 2.50 | 30.23 | 707 | 117 | 217 |
| 6 Dec | 974.45 | 1.05 | -0.25 | 29.43 | 2 | -1 | 101 |
| 5 Dec | 966.45 | 1.3 | -0.45 | 28.03 | 104 | 67 | 103 |
| 4 Dec | 961.20 | 1.75 | -0.30 | 27.99 | 40 | 10 | 41 |
| 3 Dec | 955.00 | 2.05 | -2.15 | 27.55 | 46 | 30 | 30 |
| 2 Dec | 957.00 | 4.2 | 0.00 | 10.64 | 0 | 0 | 0 |
| 29 Nov | 958.65 | 4.2 | 0.00 | 10.41 | 0 | 0 | 0 |
| 28 Nov | 941.05 | 4.2 | 0.00 | 9.21 | 0 | 0 | 0 |
| 27 Nov | 960.05 | 4.2 | 0.00 | 10.45 | 0 | 0 | 0 |
| 26 Nov | 963.55 | 4.2 | 0.00 | 10.54 | 0 | 0 | 0 |
| 25 Nov | 955.70 | 4.2 | 0.00 | 9.73 | 0 | 0 | 0 |
| 22 Nov | 945.20 | 4.2 | 7.80 | 0 | 0 | 0 | |
For Tata Consumer Product Ltd - strike price 870 expiring on 26DEC2024
Delta for 870 PE is -0.17
Historical price for 870 PE is as follows
On 17 Dec TATACONSUM was trading at 904.90. The strike last trading price was 3.65, which was 1.45 higher than the previous day. The implied volatity was 27.35, the open interest changed by 97 which increased total open position to 347
On 16 Dec TATACONSUM was trading at 920.35. The strike last trading price was 2.2, which was 0.50 higher than the previous day. The implied volatity was 28.63, the open interest changed by 3 which increased total open position to 251
On 13 Dec TATACONSUM was trading at 929.70. The strike last trading price was 1.7, which was -0.80 lower than the previous day. The implied volatity was 26.48, the open interest changed by -29 which decreased total open position to 252
On 12 Dec TATACONSUM was trading at 921.25. The strike last trading price was 2.5, which was 0.35 higher than the previous day. The implied volatity was 26.08, the open interest changed by 95 which increased total open position to 281
On 11 Dec TATACONSUM was trading at 935.05. The strike last trading price was 2.15, which was -0.55 lower than the previous day. The implied volatity was 27.97, the open interest changed by -9 which decreased total open position to 186
On 10 Dec TATACONSUM was trading at 926.75. The strike last trading price was 2.7, which was -0.85 lower than the previous day. The implied volatity was 27.30, the open interest changed by -23 which decreased total open position to 195
On 9 Dec TATACONSUM was trading at 933.95. The strike last trading price was 3.55, which was 2.50 higher than the previous day. The implied volatity was 30.23, the open interest changed by 117 which increased total open position to 217
On 6 Dec TATACONSUM was trading at 974.45. The strike last trading price was 1.05, which was -0.25 lower than the previous day. The implied volatity was 29.43, the open interest changed by -1 which decreased total open position to 101
On 5 Dec TATACONSUM was trading at 966.45. The strike last trading price was 1.3, which was -0.45 lower than the previous day. The implied volatity was 28.03, the open interest changed by 67 which increased total open position to 103
On 4 Dec TATACONSUM was trading at 961.20. The strike last trading price was 1.75, which was -0.30 lower than the previous day. The implied volatity was 27.99, the open interest changed by 10 which increased total open position to 41
On 3 Dec TATACONSUM was trading at 955.00. The strike last trading price was 2.05, which was -2.15 lower than the previous day. The implied volatity was 27.55, the open interest changed by 30 which increased total open position to 30
On 2 Dec TATACONSUM was trading at 957.00. The strike last trading price was 4.2, which was 0.00 lower than the previous day. The implied volatity was 10.64, 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 4.2, which was 0.00 lower than the previous day. The implied volatity was 10.41, 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 4.2, which was 0.00 lower than the previous day. The implied volatity was 9.21, 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 4.2, which was 0.00 lower than the previous day. The implied volatity was 10.45, 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 4.2, which was 0.00 lower than the previous day. The implied volatity was 10.54, 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 4.2, which was 0.00 lower than the previous day. The implied volatity was 9.73, 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 4.2, which was lower than the previous day. The implied volatity was 7.80, the open interest changed by 0 which decreased total open position to 0
