TATACONSUM
Tata Consumer Product Ltd
Historical option data for TATACONSUM
20 Dec 2024 04:12 PM IST
| TATACONSUM 26DEC2024 890 CE | ||||||||||
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Delta: 0.62
Vega: 0.44
Theta: -0.77
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 889.45 | 11.1 | -10.20 | 17.08 | 1,642 | 98 | 170 | |||
| 19 Dec | 907.10 | 21.3 | -3.70 | 18.20 | 340 | 18 | 73 | |||
| 18 Dec | 909.35 | 25 | 1.95 | 20.18 | 88 | 18 | 54 | |||
| 17 Dec | 904.90 | 23.05 | -14.30 | 25.28 | 68 | 14 | 35 | |||
| 16 Dec | 920.35 | 37.35 | -1.65 | 27.20 | 16 | 3 | 21 | |||
| 13 Dec | 929.70 | 39 | 0.00 | - | 20 | 6 | 18 | |||
| 12 Dec | 921.25 | 39 | -16.30 | 21.45 | 15 | 6 | 14 | |||
| 11 Dec | 935.05 | 55.3 | 3.15 | 32.31 | 3 | 0 | 9 | |||
| 10 Dec | 926.75 | 52.15 | 0.15 | 32.72 | 4 | 0 | 8 | |||
| 9 Dec | 933.95 | 52 | -31.40 | 23.84 | 4 | 0 | 8 | |||
| 6 Dec | 974.45 | 83.4 | 5.35 | - | 1 | 0 | 7 | |||
| 5 Dec | 966.45 | 78.05 | 7.55 | - | 3 | 2 | 6 | |||
| 4 Dec | 961.20 | 70.5 | 1.10 | - | 1 | 0 | 5 | |||
| 3 Dec | 955.00 | 69.4 | -7.40 | - | 1 | 0 | 4 | |||
| 2 Dec | 957.00 | 76.8 | -2.45 | 28.38 | 3 | 2 | 3 | |||
| 29 Nov | 958.65 | 79.25 | -49.65 | 25.65 | 12 | 3 | 3 | |||
| 28 Nov | 941.05 | 128.9 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Nov | 960.05 | 128.9 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Nov | 963.55 | 128.9 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Nov | 955.70 | 128.9 | 0.00 | - | 0 | 0 | 0 | |||
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| 22 Nov | 945.20 | 128.9 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Nov | 911.70 | 128.9 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 930.75 | 128.9 | - | 0 | 0 | 0 | ||||
For Tata Consumer Product Ltd - strike price 890 expiring on 26DEC2024
Delta for 890 CE is 0.62
Historical price for 890 CE is as follows
On 20 Dec TATACONSUM was trading at 889.45. The strike last trading price was 11.1, which was -10.20 lower than the previous day. The implied volatity was 17.08, the open interest changed by 98 which increased total open position to 170
On 19 Dec TATACONSUM was trading at 907.10. The strike last trading price was 21.3, which was -3.70 lower than the previous day. The implied volatity was 18.20, the open interest changed by 18 which increased total open position to 73
On 18 Dec TATACONSUM was trading at 909.35. The strike last trading price was 25, which was 1.95 higher than the previous day. The implied volatity was 20.18, the open interest changed by 18 which increased total open position to 54
On 17 Dec TATACONSUM was trading at 904.90. The strike last trading price was 23.05, which was -14.30 lower than the previous day. The implied volatity was 25.28, the open interest changed by 14 which increased total open position to 35
On 16 Dec TATACONSUM was trading at 920.35. The strike last trading price was 37.35, which was -1.65 lower than the previous day. The implied volatity was 27.20, the open interest changed by 3 which increased total open position to 21
On 13 Dec TATACONSUM was trading at 929.70. The strike last trading price was 39, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 18
On 12 Dec TATACONSUM was trading at 921.25. The strike last trading price was 39, which was -16.30 lower than the previous day. The implied volatity was 21.45, the open interest changed by 6 which increased total open position to 14
On 11 Dec TATACONSUM was trading at 935.05. The strike last trading price was 55.3, which was 3.15 higher than the previous day. The implied volatity was 32.31, the open interest changed by 0 which decreased total open position to 9
On 10 Dec TATACONSUM was trading at 926.75. The strike last trading price was 52.15, which was 0.15 higher than the previous day. The implied volatity was 32.72, the open interest changed by 0 which decreased total open position to 8
On 9 Dec TATACONSUM was trading at 933.95. The strike last trading price was 52, which was -31.40 lower than the previous day. The implied volatity was 23.84, the open interest changed by 0 which decreased total open position to 8
On 6 Dec TATACONSUM was trading at 974.45. The strike last trading price was 83.4, which was 5.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 5 Dec TATACONSUM was trading at 966.45. The strike last trading price was 78.05, which was 7.55 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 6
On 4 Dec TATACONSUM was trading at 961.20. The strike last trading price was 70.5, which was 1.10 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 3 Dec TATACONSUM was trading at 955.00. The strike last trading price was 69.4, which was -7.40 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 2 Dec TATACONSUM was trading at 957.00. The strike last trading price was 76.8, which was -2.45 lower than the previous day. The implied volatity was 28.38, the open interest changed by 2 which increased total open position to 3
On 29 Nov TATACONSUM was trading at 958.65. The strike last trading price was 79.25, which was -49.65 lower than the previous day. The implied volatity was 25.65, the open interest changed by 3 which increased total open position to 3
On 28 Nov TATACONSUM was trading at 941.05. The strike last trading price was 128.9, 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 128.9, 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 128.9, 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 128.9, 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 128.9, 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 128.9, 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 128.9, 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 890 PE | |||||||
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Delta: -0.42
Vega: 0.45
Theta: -0.90
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 889.45 | 9.5 | 3.40 | 26.82 | 2,756 | 0 | 496 |
| 19 Dec | 907.10 | 6.1 | 0.40 | 27.09 | 1,799 | -26 | 500 |
| 18 Dec | 909.35 | 5.7 | -2.40 | 26.36 | 928 | -4 | 530 |
| 17 Dec | 904.90 | 8.1 | 3.85 | 25.75 | 746 | 125 | 539 |
| 16 Dec | 920.35 | 4.25 | 1.20 | 25.64 | 376 | -8 | 415 |
| 13 Dec | 929.70 | 3.05 | -1.90 | 23.47 | 841 | -40 | 409 |
| 12 Dec | 921.25 | 4.95 | 1.10 | 24.27 | 777 | 91 | 451 |
| 11 Dec | 935.05 | 3.85 | -0.95 | 25.77 | 511 | -50 | 366 |
| 10 Dec | 926.75 | 4.8 | -0.95 | 25.22 | 483 | 33 | 420 |
| 9 Dec | 933.95 | 5.75 | 4.25 | 28.03 | 1,224 | 171 | 387 |
| 6 Dec | 974.45 | 1.5 | -0.60 | 26.60 | 132 | 32 | 216 |
| 5 Dec | 966.45 | 2.1 | -0.55 | 26.00 | 231 | 12 | 185 |
| 4 Dec | 961.20 | 2.65 | -0.65 | 25.64 | 62 | -8 | 173 |
| 3 Dec | 955.00 | 3.3 | -0.45 | 25.72 | 137 | 21 | 183 |
| 2 Dec | 957.00 | 3.75 | -0.75 | 26.26 | 116 | 34 | 163 |
| 29 Nov | 958.65 | 4.5 | -2.95 | 27.02 | 194 | 27 | 131 |
| 28 Nov | 941.05 | 7.45 | 2.60 | 28.16 | 29 | -13 | 104 |
| 27 Nov | 960.05 | 4.85 | 0.05 | 27.35 | 41 | 6 | 117 |
| 26 Nov | 963.55 | 4.8 | -1.35 | 27.44 | 57 | 17 | 110 |
| 25 Nov | 955.70 | 6.15 | -2.65 | 27.41 | 138 | 65 | 92 |
| 22 Nov | 945.20 | 8.8 | -6.75 | 27.01 | 12 | 6 | 33 |
| 21 Nov | 911.70 | 15.55 | -0.10 | 25.95 | 30 | 21 | 23 |
| 18 Nov | 930.75 | 15.65 | 30.48 | 2 | 1 | 1 | |
For Tata Consumer Product Ltd - strike price 890 expiring on 26DEC2024
Delta for 890 PE is -0.42
Historical price for 890 PE is as follows
On 20 Dec TATACONSUM was trading at 889.45. The strike last trading price was 9.5, which was 3.40 higher than the previous day. The implied volatity was 26.82, the open interest changed by 0 which decreased total open position to 496
On 19 Dec TATACONSUM was trading at 907.10. The strike last trading price was 6.1, which was 0.40 higher than the previous day. The implied volatity was 27.09, the open interest changed by -26 which decreased total open position to 500
On 18 Dec TATACONSUM was trading at 909.35. The strike last trading price was 5.7, which was -2.40 lower than the previous day. The implied volatity was 26.36, the open interest changed by -4 which decreased total open position to 530
On 17 Dec TATACONSUM was trading at 904.90. The strike last trading price was 8.1, which was 3.85 higher than the previous day. The implied volatity was 25.75, the open interest changed by 125 which increased total open position to 539
On 16 Dec TATACONSUM was trading at 920.35. The strike last trading price was 4.25, which was 1.20 higher than the previous day. The implied volatity was 25.64, the open interest changed by -8 which decreased total open position to 415
On 13 Dec TATACONSUM was trading at 929.70. The strike last trading price was 3.05, which was -1.90 lower than the previous day. The implied volatity was 23.47, the open interest changed by -40 which decreased total open position to 409
On 12 Dec TATACONSUM was trading at 921.25. The strike last trading price was 4.95, which was 1.10 higher than the previous day. The implied volatity was 24.27, the open interest changed by 91 which increased total open position to 451
On 11 Dec TATACONSUM was trading at 935.05. The strike last trading price was 3.85, which was -0.95 lower than the previous day. The implied volatity was 25.77, the open interest changed by -50 which decreased total open position to 366
On 10 Dec TATACONSUM was trading at 926.75. The strike last trading price was 4.8, which was -0.95 lower than the previous day. The implied volatity was 25.22, the open interest changed by 33 which increased total open position to 420
On 9 Dec TATACONSUM was trading at 933.95. The strike last trading price was 5.75, which was 4.25 higher than the previous day. The implied volatity was 28.03, the open interest changed by 171 which increased total open position to 387
On 6 Dec TATACONSUM was trading at 974.45. The strike last trading price was 1.5, which was -0.60 lower than the previous day. The implied volatity was 26.60, the open interest changed by 32 which increased total open position to 216
On 5 Dec TATACONSUM was trading at 966.45. The strike last trading price was 2.1, which was -0.55 lower than the previous day. The implied volatity was 26.00, the open interest changed by 12 which increased total open position to 185
On 4 Dec TATACONSUM was trading at 961.20. The strike last trading price was 2.65, which was -0.65 lower than the previous day. The implied volatity was 25.64, the open interest changed by -8 which decreased total open position to 173
On 3 Dec TATACONSUM was trading at 955.00. The strike last trading price was 3.3, which was -0.45 lower than the previous day. The implied volatity was 25.72, the open interest changed by 21 which increased total open position to 183
On 2 Dec TATACONSUM was trading at 957.00. The strike last trading price was 3.75, which was -0.75 lower than the previous day. The implied volatity was 26.26, the open interest changed by 34 which increased total open position to 163
On 29 Nov TATACONSUM was trading at 958.65. The strike last trading price was 4.5, which was -2.95 lower than the previous day. The implied volatity was 27.02, the open interest changed by 27 which increased total open position to 131
On 28 Nov TATACONSUM was trading at 941.05. The strike last trading price was 7.45, which was 2.60 higher than the previous day. The implied volatity was 28.16, the open interest changed by -13 which decreased total open position to 104
On 27 Nov TATACONSUM was trading at 960.05. The strike last trading price was 4.85, which was 0.05 higher than the previous day. The implied volatity was 27.35, the open interest changed by 6 which increased total open position to 117
On 26 Nov TATACONSUM was trading at 963.55. The strike last trading price was 4.8, which was -1.35 lower than the previous day. The implied volatity was 27.44, the open interest changed by 17 which increased total open position to 110
On 25 Nov TATACONSUM was trading at 955.70. The strike last trading price was 6.15, which was -2.65 lower than the previous day. The implied volatity was 27.41, the open interest changed by 65 which increased total open position to 92
On 22 Nov TATACONSUM was trading at 945.20. The strike last trading price was 8.8, which was -6.75 lower than the previous day. The implied volatity was 27.01, the open interest changed by 6 which increased total open position to 33
On 21 Nov TATACONSUM was trading at 911.70. The strike last trading price was 15.55, which was -0.10 lower than the previous day. The implied volatity was 25.95, the open interest changed by 21 which increased total open position to 23
On 18 Nov TATACONSUM was trading at 930.75. The strike last trading price was 15.65, which was lower than the previous day. The implied volatity was 30.48, the open interest changed by 1 which increased total open position to 1
