TATACONSUM
Tata Consumer Product Ltd
Historical option data for TATACONSUM
20 Dec 2024 04:12 PM IST
| TATACONSUM 26DEC2024 880 CE | ||||||||||
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Delta: 0.85
Vega: 0.27
Theta: -0.51
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 889.45 | 17.15 | -12.95 | 13.73 | 617 | 36 | 98 | |||
| 19 Dec | 907.10 | 30.1 | -2.60 | 19.64 | 63 | 14 | 62 | |||
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| 18 Dec | 909.35 | 32.7 | 1.60 | 17.38 | 35 | 18 | 48 | |||
| 17 Dec | 904.90 | 31.1 | -12.35 | 27.51 | 46 | 12 | 29 | |||
| 16 Dec | 920.35 | 43.45 | -7.60 | 20.06 | 1 | 0 | 16 | |||
| 13 Dec | 929.70 | 51.05 | 7.55 | - | 18 | 8 | 15 | |||
| 12 Dec | 921.25 | 43.5 | -15.90 | - | 11 | -4 | 5 | |||
| 11 Dec | 935.05 | 59.4 | 0.00 | 0.00 | 0 | 2 | 0 | |||
| 10 Dec | 926.75 | 59.4 | -1.25 | 32.37 | 3 | 1 | 8 | |||
| 9 Dec | 933.95 | 60.65 | -17.80 | 23.89 | 3 | 1 | 8 | |||
| 6 Dec | 974.45 | 78.45 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Dec | 966.45 | 78.45 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 4 Dec | 961.20 | 78.45 | -2.45 | - | 1 | 0 | 6 | |||
| 3 Dec | 955.00 | 80.9 | 0.00 | 0.00 | 0 | 6 | 0 | |||
| 2 Dec | 957.00 | 80.9 | -268.65 | - | 12 | 6 | 6 | |||
| 29 Nov | 958.65 | 349.55 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Nov | 941.05 | 349.55 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Nov | 960.05 | 349.55 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Nov | 963.55 | 349.55 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Nov | 955.70 | 349.55 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 945.20 | 349.55 | 349.55 | - | 0 | 0 | 0 | |||
| 28 Oct | 975.90 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 973.05 | 0 | - | 0 | 0 | 0 | ||||
For Tata Consumer Product Ltd - strike price 880 expiring on 26DEC2024
Delta for 880 CE is 0.85
Historical price for 880 CE is as follows
On 20 Dec TATACONSUM was trading at 889.45. The strike last trading price was 17.15, which was -12.95 lower than the previous day. The implied volatity was 13.73, the open interest changed by 36 which increased total open position to 98
On 19 Dec TATACONSUM was trading at 907.10. The strike last trading price was 30.1, which was -2.60 lower than the previous day. The implied volatity was 19.64, the open interest changed by 14 which increased total open position to 62
On 18 Dec TATACONSUM was trading at 909.35. The strike last trading price was 32.7, which was 1.60 higher than the previous day. The implied volatity was 17.38, the open interest changed by 18 which increased total open position to 48
On 17 Dec TATACONSUM was trading at 904.90. The strike last trading price was 31.1, which was -12.35 lower than the previous day. The implied volatity was 27.51, the open interest changed by 12 which increased total open position to 29
On 16 Dec TATACONSUM was trading at 920.35. The strike last trading price was 43.45, which was -7.60 lower than the previous day. The implied volatity was 20.06, the open interest changed by 0 which decreased total open position to 16
On 13 Dec TATACONSUM was trading at 929.70. The strike last trading price was 51.05, which was 7.55 higher than the previous day. The implied volatity was -, the open interest changed by 8 which increased total open position to 15
On 12 Dec TATACONSUM was trading at 921.25. The strike last trading price was 43.5, which was -15.90 lower than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 5
On 11 Dec TATACONSUM was trading at 935.05. The strike last trading price was 59.4, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 10 Dec TATACONSUM was trading at 926.75. The strike last trading price was 59.4, which was -1.25 lower than the previous day. The implied volatity was 32.37, the open interest changed by 1 which increased total open position to 8
On 9 Dec TATACONSUM was trading at 933.95. The strike last trading price was 60.65, which was -17.80 lower than the previous day. The implied volatity was 23.89, the open interest changed by 1 which increased total open position to 8
On 6 Dec TATACONSUM was trading at 974.45. The strike last trading price was 78.45, 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 5 Dec TATACONSUM was trading at 966.45. The strike last trading price was 78.45, 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 4 Dec TATACONSUM was trading at 961.20. The strike last trading price was 78.45, which was -2.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 3 Dec TATACONSUM was trading at 955.00. The strike last trading price was 80.9, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 6 which increased total open position to 0
On 2 Dec TATACONSUM was trading at 957.00. The strike last trading price was 80.9, which was -268.65 lower than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 6
On 29 Nov TATACONSUM was trading at 958.65. The strike last trading price was 349.55, 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 349.55, 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 349.55, 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 349.55, 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 349.55, 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 349.55, which was 349.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 28 Oct TATACONSUM was trading at 975.90. 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 which decreased total open position to
On 25 Oct TATACONSUM was trading at 973.05. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| TATACONSUM 26DEC2024 880 PE | |||||||
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Delta: -0.29
Vega: 0.39
Theta: -0.79
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 889.45 | 5.6 | 1.70 | 26.24 | 2,058 | -7 | 519 |
| 19 Dec | 907.10 | 3.9 | 0.15 | 27.85 | 990 | 16 | 528 |
| 18 Dec | 909.35 | 3.75 | -1.75 | 27.28 | 817 | 51 | 512 |
| 17 Dec | 904.90 | 5.5 | 2.65 | 26.54 | 528 | 84 | 465 |
| 16 Dec | 920.35 | 2.85 | 0.65 | 26.54 | 277 | 28 | 382 |
| 13 Dec | 929.70 | 2.2 | -1.30 | 24.77 | 729 | 19 | 362 |
| 12 Dec | 921.25 | 3.5 | 0.65 | 25.10 | 1,095 | 98 | 343 |
| 11 Dec | 935.05 | 2.85 | -0.80 | 26.80 | 352 | -19 | 238 |
| 10 Dec | 926.75 | 3.65 | -0.85 | 26.37 | 387 | 36 | 256 |
| 9 Dec | 933.95 | 4.5 | 3.30 | 29.09 | 796 | 98 | 219 |
| 6 Dec | 974.45 | 1.2 | -0.50 | 27.85 | 47 | -16 | 126 |
| 5 Dec | 966.45 | 1.7 | -0.50 | 27.20 | 81 | 24 | 143 |
| 4 Dec | 961.20 | 2.2 | -0.40 | 27.02 | 75 | -26 | 118 |
| 3 Dec | 955.00 | 2.6 | -0.45 | 26.60 | 102 | 9 | 145 |
| 2 Dec | 957.00 | 3.05 | -0.60 | 27.51 | 94 | 41 | 136 |
| 29 Nov | 958.65 | 3.65 | -2.35 | 27.86 | 300 | 85 | 94 |
| 28 Nov | 941.05 | 6 | 5.75 | 28.74 | 11 | 8 | 8 |
| 27 Nov | 960.05 | 0.25 | 0.00 | 9.50 | 0 | 0 | 0 |
| 26 Nov | 963.55 | 0.25 | 0.00 | 9.58 | 0 | 0 | 0 |
| 25 Nov | 955.70 | 0.25 | 0.00 | 8.21 | 0 | 0 | 0 |
| 22 Nov | 945.20 | 0.25 | 0.00 | 6.90 | 0 | 0 | 0 |
| 28 Oct | 975.90 | 0.25 | 0.25 | - | 0 | 0 | 0 |
| 25 Oct | 973.05 | 0 | - | 0 | 0 | 0 | |
For Tata Consumer Product Ltd - strike price 880 expiring on 26DEC2024
Delta for 880 PE is -0.29
Historical price for 880 PE is as follows
On 20 Dec TATACONSUM was trading at 889.45. The strike last trading price was 5.6, which was 1.70 higher than the previous day. The implied volatity was 26.24, the open interest changed by -7 which decreased total open position to 519
On 19 Dec TATACONSUM was trading at 907.10. The strike last trading price was 3.9, which was 0.15 higher than the previous day. The implied volatity was 27.85, the open interest changed by 16 which increased total open position to 528
On 18 Dec TATACONSUM was trading at 909.35. The strike last trading price was 3.75, which was -1.75 lower than the previous day. The implied volatity was 27.28, the open interest changed by 51 which increased total open position to 512
On 17 Dec TATACONSUM was trading at 904.90. The strike last trading price was 5.5, which was 2.65 higher than the previous day. The implied volatity was 26.54, the open interest changed by 84 which increased total open position to 465
On 16 Dec TATACONSUM was trading at 920.35. The strike last trading price was 2.85, which was 0.65 higher than the previous day. The implied volatity was 26.54, the open interest changed by 28 which increased total open position to 382
On 13 Dec TATACONSUM was trading at 929.70. The strike last trading price was 2.2, which was -1.30 lower than the previous day. The implied volatity was 24.77, the open interest changed by 19 which increased total open position to 362
On 12 Dec TATACONSUM was trading at 921.25. The strike last trading price was 3.5, which was 0.65 higher than the previous day. The implied volatity was 25.10, the open interest changed by 98 which increased total open position to 343
On 11 Dec TATACONSUM was trading at 935.05. The strike last trading price was 2.85, which was -0.80 lower than the previous day. The implied volatity was 26.80, the open interest changed by -19 which decreased total open position to 238
On 10 Dec TATACONSUM was trading at 926.75. The strike last trading price was 3.65, which was -0.85 lower than the previous day. The implied volatity was 26.37, the open interest changed by 36 which increased total open position to 256
On 9 Dec TATACONSUM was trading at 933.95. The strike last trading price was 4.5, which was 3.30 higher than the previous day. The implied volatity was 29.09, the open interest changed by 98 which increased total open position to 219
On 6 Dec TATACONSUM was trading at 974.45. The strike last trading price was 1.2, which was -0.50 lower than the previous day. The implied volatity was 27.85, the open interest changed by -16 which decreased total open position to 126
On 5 Dec TATACONSUM was trading at 966.45. The strike last trading price was 1.7, which was -0.50 lower than the previous day. The implied volatity was 27.20, the open interest changed by 24 which increased total open position to 143
On 4 Dec TATACONSUM was trading at 961.20. The strike last trading price was 2.2, which was -0.40 lower than the previous day. The implied volatity was 27.02, the open interest changed by -26 which decreased total open position to 118
On 3 Dec TATACONSUM was trading at 955.00. The strike last trading price was 2.6, which was -0.45 lower than the previous day. The implied volatity was 26.60, the open interest changed by 9 which increased total open position to 145
On 2 Dec TATACONSUM was trading at 957.00. The strike last trading price was 3.05, which was -0.60 lower than the previous day. The implied volatity was 27.51, the open interest changed by 41 which increased total open position to 136
On 29 Nov TATACONSUM was trading at 958.65. The strike last trading price was 3.65, which was -2.35 lower than the previous day. The implied volatity was 27.86, the open interest changed by 85 which increased total open position to 94
On 28 Nov TATACONSUM was trading at 941.05. The strike last trading price was 6, which was 5.75 higher than the previous day. The implied volatity was 28.74, the open interest changed by 8 which increased total open position to 8
On 27 Nov TATACONSUM was trading at 960.05. The strike last trading price was 0.25, which was 0.00 lower than the previous day. The implied volatity was 9.50, 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 0.25, which was 0.00 lower than the previous day. The implied volatity was 9.58, 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 0.25, which was 0.00 lower than the previous day. The implied volatity was 8.21, 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 0.25, which was 0.00 lower than the previous day. The implied volatity was 6.90, the open interest changed by 0 which decreased total open position to 0
On 28 Oct TATACONSUM was trading at 975.90. The strike last trading price was 0.25, which was 0.25 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct TATACONSUM was trading at 973.05. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
