TATACONSUM
Tata Consumer Product Ltd
Historical option data for TATACONSUM
21 Nov 2024 04:12 PM IST
| TATACONSUM 28NOV2024 880 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.94
Vega: 0.14
Theta: -0.41
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 911.70 | 35.75 | -7.45 | 18.10 | 26.347 | 12.16 | 19.253 | |||
| 20 Nov | 917.15 | 43.2 | 0.00 | 28.44 | 4.053 | 3.04 | 4.053 | |||
| 19 Nov | 917.15 | 43.2 | -17.10 | 28.44 | 4.053 | 0 | 4.053 | |||
| 18 Nov | 930.75 | 60.3 | 9.80 | 39.93 | 3.04 | 1.013 | 3.04 | |||
| 14 Nov | 925.00 | 50.5 | -284.20 | - | 2.027 | 1.013 | 1.013 | |||
| 13 Nov | 952.75 | 334.7 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 975.95 | 334.7 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 992.95 | 334.7 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 984.85 | 334.7 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 1007.05 | 334.7 | 0.00 | - | 0 | 0 | 0 | |||
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| 5 Nov | 1000.75 | 334.7 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 994.60 | 334.7 | - | 0 | 0 | 0 | ||||
For Tata Consumer Product Ltd - strike price 880 expiring on 28NOV2024
Delta for 880 CE is 0.94
Historical price for 880 CE is as follows
On 21 Nov TATACONSUM was trading at 911.70. The strike last trading price was 35.75, which was -7.45 lower than the previous day. The implied volatity was 18.10, the open interest changed by 12 which increased total open position to 19
On 20 Nov TATACONSUM was trading at 917.15. The strike last trading price was 43.2, which was 0.00 lower than the previous day. The implied volatity was 28.44, the open interest changed by 3 which increased total open position to 4
On 19 Nov TATACONSUM was trading at 917.15. The strike last trading price was 43.2, which was -17.10 lower than the previous day. The implied volatity was 28.44, the open interest changed by 0 which decreased total open position to 4
On 18 Nov TATACONSUM was trading at 930.75. The strike last trading price was 60.3, which was 9.80 higher than the previous day. The implied volatity was 39.93, the open interest changed by 1 which increased total open position to 3
On 14 Nov TATACONSUM was trading at 925.00. The strike last trading price was 50.5, which was -284.20 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
On 13 Nov TATACONSUM was trading at 952.75. The strike last trading price was 334.7, 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 334.7, 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 334.7, 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 334.7, 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 334.7, 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 334.7, 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 334.7, 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 880 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.15
Vega: 0.29
Theta: -0.54
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 911.70 | 2.7 | -0.35 | 27.58 | 632.32 | 93.227 | 208.747 |
| 20 Nov | 917.15 | 3.05 | 0.00 | 27.46 | 278.667 | 1.013 | 123.627 |
| 19 Nov | 917.15 | 3.05 | 1.10 | 27.46 | 278.667 | 9.12 | 123.627 |
| 18 Nov | 930.75 | 1.95 | -0.80 | 28.13 | 550.24 | -25.333 | 112.48 |
| 14 Nov | 925.00 | 2.75 | 1.15 | 26.01 | 381.013 | 111.467 | 141.867 |
| 13 Nov | 952.75 | 1.6 | 1.20 | 28.25 | 72.96 | 31.413 | 31.413 |
| 11 Nov | 975.95 | 0.4 | 0.00 | 14.20 | 0 | 0 | 0 |
| 8 Nov | 992.95 | 0.4 | 0.00 | 14.66 | 0 | 0 | 0 |
| 7 Nov | 984.85 | 0.4 | 0.00 | 12.94 | 0 | 0 | 0 |
| 6 Nov | 1007.05 | 0.4 | 0.00 | 15.23 | 0 | 0 | 0 |
| 5 Nov | 1000.75 | 0.4 | 0.00 | 14.56 | 0 | 0 | 0 |
| 4 Nov | 994.60 | 0.4 | 13.22 | 0 | 0 | 0 | |
For Tata Consumer Product Ltd - strike price 880 expiring on 28NOV2024
Delta for 880 PE is -0.15
Historical price for 880 PE is as follows
On 21 Nov TATACONSUM was trading at 911.70. The strike last trading price was 2.7, which was -0.35 lower than the previous day. The implied volatity was 27.58, the open interest changed by 92 which increased total open position to 206
On 20 Nov TATACONSUM was trading at 917.15. The strike last trading price was 3.05, which was 0.00 lower than the previous day. The implied volatity was 27.46, the open interest changed by 1 which increased total open position to 122
On 19 Nov TATACONSUM was trading at 917.15. The strike last trading price was 3.05, which was 1.10 higher than the previous day. The implied volatity was 27.46, the open interest changed by 9 which increased total open position to 122
On 18 Nov TATACONSUM was trading at 930.75. The strike last trading price was 1.95, which was -0.80 lower than the previous day. The implied volatity was 28.13, the open interest changed by -25 which decreased total open position to 111
On 14 Nov TATACONSUM was trading at 925.00. The strike last trading price was 2.75, which was 1.15 higher than the previous day. The implied volatity was 26.01, the open interest changed by 110 which increased total open position to 140
On 13 Nov TATACONSUM was trading at 952.75. The strike last trading price was 1.6, which was 1.20 higher than the previous day. The implied volatity was 28.25, the open interest changed by 31 which increased total open position to 31
On 11 Nov TATACONSUM was trading at 975.95. The strike last trading price was 0.4, which was 0.00 lower than the previous day. The implied volatity was 14.20, 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 0.4, which was 0.00 lower than the previous day. The implied volatity was 14.66, 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 0.4, which was 0.00 lower than the previous day. The implied volatity was 12.94, 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 0.4, which was 0.00 lower than the previous day. The implied volatity was 15.23, 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 0.4, which was 0.00 lower than the previous day. The implied volatity was 14.56, 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 0.4, which was lower than the previous day. The implied volatity was 13.22, the open interest changed by 0 which decreased total open position to 0
