TATACONSUM
Tata Consumer Product Ltd
Historical option data for TATACONSUM
21 Nov 2024 04:12 PM IST
| TATACONSUM 28NOV2024 890 CE | ||||||||||
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Delta: 0.82
Vega: 0.33
Theta: -0.72
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 911.70 | 27.95 | -14.65 | 22.24 | 69.92 | 17.227 | 38.507 | |||
| 20 Nov | 917.15 | 42.6 | 0.00 | 44.02 | 5.067 | 4.053 | 20.267 | |||
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| 19 Nov | 917.15 | 42.6 | -6.00 | 44.02 | 5.067 | 3.04 | 20.267 | |||
| 18 Nov | 930.75 | 48.6 | 7.10 | 30.76 | 12.16 | 6.08 | 16.213 | |||
| 14 Nov | 925.00 | 41.5 | -293.15 | - | 14.187 | 10.133 | 10.133 | |||
| 13 Nov | 952.75 | 334.65 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 967.55 | 334.65 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 975.95 | 334.65 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 992.95 | 334.65 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 984.85 | 334.65 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 1007.05 | 334.65 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 1000.75 | 334.65 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 994.60 | 334.65 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 1022.70 | 334.65 | - | 0 | 0 | 0 | ||||
For Tata Consumer Product Ltd - strike price 890 expiring on 28NOV2024
Delta for 890 CE is 0.82
Historical price for 890 CE is as follows
On 21 Nov TATACONSUM was trading at 911.70. The strike last trading price was 27.95, which was -14.65 lower than the previous day. The implied volatity was 22.24, the open interest changed by 17 which increased total open position to 38
On 20 Nov TATACONSUM was trading at 917.15. The strike last trading price was 42.6, which was 0.00 lower than the previous day. The implied volatity was 44.02, the open interest changed by 4 which increased total open position to 20
On 19 Nov TATACONSUM was trading at 917.15. The strike last trading price was 42.6, which was -6.00 lower than the previous day. The implied volatity was 44.02, the open interest changed by 3 which increased total open position to 20
On 18 Nov TATACONSUM was trading at 930.75. The strike last trading price was 48.6, which was 7.10 higher than the previous day. The implied volatity was 30.76, the open interest changed by 6 which increased total open position to 16
On 14 Nov TATACONSUM was trading at 925.00. The strike last trading price was 41.5, which was -293.15 lower than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 10
On 13 Nov TATACONSUM was trading at 952.75. The strike last trading price was 334.65, 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 334.65, 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 334.65, 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 334.65, 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 334.65, 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 334.65, 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 334.65, 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 334.65, 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 30 Oct TATACONSUM was trading at 1022.70. The strike last trading price was 334.65, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| TATACONSUM 28NOV2024 890 PE | |||||||
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Delta: -0.21
Vega: 0.37
Theta: -0.63
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 911.70 | 4.05 | -0.55 | 25.98 | 964.693 | 12.16 | 347.573 |
| 20 Nov | 917.15 | 4.6 | 0.00 | 26.60 | 678.933 | 9.12 | 335.413 |
| 19 Nov | 917.15 | 4.6 | 1.80 | 26.60 | 678.933 | 9.12 | 335.413 |
| 18 Nov | 930.75 | 2.8 | -1.15 | 26.92 | 1,008.267 | 7.093 | 331.36 |
| 14 Nov | 925.00 | 3.95 | 1.70 | 25.32 | 849.173 | 49.653 | 321.227 |
| 13 Nov | 952.75 | 2.25 | 0.75 | 27.25 | 187.467 | 40.533 | 272.587 |
| 12 Nov | 967.55 | 1.5 | 0.05 | 27.50 | 25.333 | 14.187 | 237.12 |
| 11 Nov | 975.95 | 1.45 | 0.20 | 28.88 | 7.093 | 3.04 | 219.893 |
| 8 Nov | 992.95 | 1.25 | -0.60 | 29.23 | 42.56 | 19.253 | 215.84 |
| 7 Nov | 984.85 | 1.85 | 0.65 | 29.70 | 24.32 | 10.133 | 195.573 |
| 6 Nov | 1007.05 | 1.2 | -0.95 | 30.05 | 134.773 | 12.16 | 184.427 |
| 5 Nov | 1000.75 | 2.15 | -0.80 | 32.23 | 95.253 | 14.187 | 172.267 |
| 4 Nov | 994.60 | 2.95 | 0.85 | 32.93 | 344.533 | 148.96 | 158.08 |
| 30 Oct | 1022.70 | 2.1 | - | 16.213 | 7.093 | 7.093 | |
For Tata Consumer Product Ltd - strike price 890 expiring on 28NOV2024
Delta for 890 PE is -0.21
Historical price for 890 PE is as follows
On 21 Nov TATACONSUM was trading at 911.70. The strike last trading price was 4.05, which was -0.55 lower than the previous day. The implied volatity was 25.98, the open interest changed by 12 which increased total open position to 343
On 20 Nov TATACONSUM was trading at 917.15. The strike last trading price was 4.6, which was 0.00 lower than the previous day. The implied volatity was 26.60, the open interest changed by 9 which increased total open position to 331
On 19 Nov TATACONSUM was trading at 917.15. The strike last trading price was 4.6, which was 1.80 higher than the previous day. The implied volatity was 26.60, the open interest changed by 9 which increased total open position to 331
On 18 Nov TATACONSUM was trading at 930.75. The strike last trading price was 2.8, which was -1.15 lower than the previous day. The implied volatity was 26.92, the open interest changed by 7 which increased total open position to 327
On 14 Nov TATACONSUM was trading at 925.00. The strike last trading price was 3.95, which was 1.70 higher than the previous day. The implied volatity was 25.32, the open interest changed by 49 which increased total open position to 317
On 13 Nov TATACONSUM was trading at 952.75. The strike last trading price was 2.25, which was 0.75 higher than the previous day. The implied volatity was 27.25, the open interest changed by 40 which increased total open position to 269
On 12 Nov TATACONSUM was trading at 967.55. The strike last trading price was 1.5, which was 0.05 higher than the previous day. The implied volatity was 27.50, the open interest changed by 14 which increased total open position to 234
On 11 Nov TATACONSUM was trading at 975.95. The strike last trading price was 1.45, which was 0.20 higher than the previous day. The implied volatity was 28.88, the open interest changed by 3 which increased total open position to 217
On 8 Nov TATACONSUM was trading at 992.95. The strike last trading price was 1.25, which was -0.60 lower than the previous day. The implied volatity was 29.23, the open interest changed by 19 which increased total open position to 213
On 7 Nov TATACONSUM was trading at 984.85. The strike last trading price was 1.85, which was 0.65 higher than the previous day. The implied volatity was 29.70, the open interest changed by 10 which increased total open position to 193
On 6 Nov TATACONSUM was trading at 1007.05. The strike last trading price was 1.2, which was -0.95 lower than the previous day. The implied volatity was 30.05, the open interest changed by 12 which increased total open position to 182
On 5 Nov TATACONSUM was trading at 1000.75. The strike last trading price was 2.15, which was -0.80 lower than the previous day. The implied volatity was 32.23, the open interest changed by 14 which increased total open position to 170
On 4 Nov TATACONSUM was trading at 994.60. The strike last trading price was 2.95, which was 0.85 higher than the previous day. The implied volatity was 32.93, the open interest changed by 147 which increased total open position to 156
On 30 Oct TATACONSUM was trading at 1022.70. The strike last trading price was 2.1, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
