TATACONSUM
Tata Consumer Product Ltd
Historical option data for TATACONSUM
27 Dec 2024 04:12 PM IST
| TATACONSUM 30JAN2025 880 CE | ||||||||||
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Delta: 0.76
Vega: 0.85
Theta: -0.41
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 27 Dec | 907.95 | 42.5 | 1.60 | 18.79 | 50 | 14 | 32 | |||
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| 26 Dec | 900.95 | 40.9 | -3.80 | 22.02 | 21 | 12 | 17 | |||
| 24 Dec | 907.30 | 44.7 | -104.05 | 21.34 | 5 | 2 | 2 | |||
| 23 Dec | 902.75 | 148.75 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Dec | 889.45 | 148.75 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Dec | 907.10 | 148.75 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Dec | 909.35 | 148.75 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Dec | 904.90 | 148.75 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Dec | 921.25 | 148.75 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Dec | 926.75 | 148.75 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Dec | 966.45 | 148.75 | 148.75 | - | 0 | 0 | 0 | |||
| 28 Nov | 941.05 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Nov | 963.55 | 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 | |||
| 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 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 967.55 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 975.95 | 0 | - | 0 | 0 | 0 | ||||
For Tata Consumer Product Ltd - strike price 880 expiring on 30JAN2025
Delta for 880 CE is 0.76
Historical price for 880 CE is as follows
On 27 Dec TATACONSUM was trading at 907.95. The strike last trading price was 42.5, which was 1.60 higher than the previous day. The implied volatity was 18.79, the open interest changed by 14 which increased total open position to 32
On 26 Dec TATACONSUM was trading at 900.95. The strike last trading price was 40.9, which was -3.80 lower than the previous day. The implied volatity was 22.02, the open interest changed by 12 which increased total open position to 17
On 24 Dec TATACONSUM was trading at 907.30. The strike last trading price was 44.7, which was -104.05 lower than the previous day. The implied volatity was 21.34, the open interest changed by 2 which increased total open position to 2
On 23 Dec TATACONSUM was trading at 902.75. The strike last trading price was 148.75, 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 Dec TATACONSUM was trading at 889.45. The strike last trading price was 148.75, 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 Dec TATACONSUM was trading at 907.10. The strike last trading price was 148.75, 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 Dec TATACONSUM was trading at 909.35. The strike last trading price was 148.75, 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 17 Dec TATACONSUM was trading at 904.90. The strike last trading price was 148.75, 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 12 Dec TATACONSUM was trading at 921.25. The strike last trading price was 148.75, 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 10 Dec TATACONSUM was trading at 926.75. The strike last trading price was 148.75, 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 148.75, which was 148.75 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 26 Nov TATACONSUM was trading at 963.55. 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 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 12 Nov TATACONSUM was trading at 967.55. 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 11 Nov TATACONSUM was trading at 975.95. 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 880 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.27
Vega: 0.92
Theta: -0.23
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 27 Dec | 907.95 | 10.7 | -3.20 | 22.46 | 362 | 133 | 282 |
| 26 Dec | 900.95 | 13.9 | 0.65 | 23.43 | 194 | 40 | 145 |
| 24 Dec | 907.30 | 13.25 | -3.75 | 23.82 | 116 | 11 | 105 |
| 23 Dec | 902.75 | 17 | -3.80 | 25.83 | 111 | 21 | 98 |
| 20 Dec | 889.45 | 20.8 | 3.60 | 26.68 | 168 | 72 | 76 |
| 19 Dec | 907.10 | 17.2 | 6.85 | 26.98 | 9 | 2 | 2 |
| 18 Dec | 909.35 | 10.35 | 0.00 | 3.63 | 0 | 0 | 0 |
| 17 Dec | 904.90 | 10.35 | 0.00 | 3.11 | 0 | 0 | 0 |
| 12 Dec | 921.25 | 10.35 | 0.00 | 4.57 | 0 | 0 | 0 |
| 10 Dec | 926.75 | 10.35 | 0.00 | 5.04 | 0 | 0 | 0 |
| 5 Dec | 966.45 | 10.35 | 0.00 | 7.39 | 0 | 0 | 0 |
| 28 Nov | 941.05 | 10.35 | 0.00 | 5.86 | 0 | 0 | 0 |
| 26 Nov | 963.55 | 10.35 | 0.00 | 6.92 | 0 | 0 | 0 |
| 25 Nov | 955.70 | 10.35 | 0.00 | 6.39 | 0 | 0 | 0 |
| 22 Nov | 945.20 | 10.35 | 10.35 | 5.54 | 0 | 0 | 0 |
| 21 Nov | 911.70 | 0 | 0.00 | 3.34 | 0 | 0 | 0 |
| 20 Nov | 917.15 | 0 | 0.00 | 3.85 | 0 | 0 | 0 |
| 19 Nov | 917.15 | 0 | 0.00 | 3.85 | 0 | 0 | 0 |
| 18 Nov | 930.75 | 0 | 0.00 | 4.80 | 0 | 0 | 0 |
| 14 Nov | 925.00 | 0 | 0.00 | 4.14 | 0 | 0 | 0 |
| 13 Nov | 952.75 | 0 | 0.00 | 5.89 | 0 | 0 | 0 |
| 12 Nov | 967.55 | 0 | 0.00 | 6.77 | 0 | 0 | 0 |
| 11 Nov | 975.95 | 0 | 7.10 | 0 | 0 | 0 | |
For Tata Consumer Product Ltd - strike price 880 expiring on 30JAN2025
Delta for 880 PE is -0.27
Historical price for 880 PE is as follows
On 27 Dec TATACONSUM was trading at 907.95. The strike last trading price was 10.7, which was -3.20 lower than the previous day. The implied volatity was 22.46, the open interest changed by 133 which increased total open position to 282
On 26 Dec TATACONSUM was trading at 900.95. The strike last trading price was 13.9, which was 0.65 higher than the previous day. The implied volatity was 23.43, the open interest changed by 40 which increased total open position to 145
On 24 Dec TATACONSUM was trading at 907.30. The strike last trading price was 13.25, which was -3.75 lower than the previous day. The implied volatity was 23.82, the open interest changed by 11 which increased total open position to 105
On 23 Dec TATACONSUM was trading at 902.75. The strike last trading price was 17, which was -3.80 lower than the previous day. The implied volatity was 25.83, the open interest changed by 21 which increased total open position to 98
On 20 Dec TATACONSUM was trading at 889.45. The strike last trading price was 20.8, which was 3.60 higher than the previous day. The implied volatity was 26.68, the open interest changed by 72 which increased total open position to 76
On 19 Dec TATACONSUM was trading at 907.10. The strike last trading price was 17.2, which was 6.85 higher than the previous day. The implied volatity was 26.98, the open interest changed by 2 which increased total open position to 2
On 18 Dec TATACONSUM was trading at 909.35. The strike last trading price was 10.35, which was 0.00 lower than the previous day. The implied volatity was 3.63, 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 10.35, which was 0.00 lower than the previous day. The implied volatity was 3.11, 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 10.35, which was 0.00 lower than the previous day. The implied volatity was 4.57, 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 10.35, which was 0.00 lower than the previous day. The implied volatity was 5.04, 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 10.35, which was 0.00 lower than the previous day. The implied volatity was 7.39, 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 10.35, which was 0.00 lower than the previous day. The implied volatity was 5.86, 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 10.35, which was 0.00 lower than the previous day. The implied volatity was 6.92, 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 10.35, which was 0.00 lower than the previous day. The implied volatity was 6.39, 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 10.35, which was 10.35 higher than the previous day. The implied volatity was 5.54, 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 3.34, 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 3.85, 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 3.85, 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 4.80, 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 4.14, 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 0.00 lower than the previous day. The implied volatity was 5.89, the open interest changed by 0 which decreased total open position to 0
On 12 Nov TATACONSUM was trading at 967.55. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 6.77, 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, which was lower than the previous day. The implied volatity was 7.10, the open interest changed by 0 which decreased total open position to 0
