TATACONSUM
Tata Consumer Product Ltd
Historical option data for TATACONSUM
20 Dec 2024 04:12 PM IST
| TATACONSUM 26DEC2024 900 CE | ||||||||||
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Delta: 0.43
Vega: 0.45
Theta: -0.80
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 889.45 | 6.6 | -8.05 | 18.50 | 4,364 | 261 | 827 | |||
| 19 Dec | 907.10 | 14.65 | -3.30 | 19.39 | 3,585 | 64 | 566 | |||
| 18 Dec | 909.35 | 17.95 | 1.40 | 20.63 | 1,682 | -16 | 506 | |||
| 17 Dec | 904.90 | 16.55 | -11.80 | 24.44 | 1,331 | 297 | 523 | |||
| 16 Dec | 920.35 | 28.35 | -6.85 | 24.03 | 293 | 42 | 228 | |||
| 13 Dec | 929.70 | 35.2 | 3.85 | 19.44 | 607 | -30 | 186 | |||
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| 12 Dec | 921.25 | 31.35 | -10.75 | 21.68 | 227 | 25 | 217 | |||
| 11 Dec | 935.05 | 42.1 | 3.10 | 21.97 | 161 | -2 | 195 | |||
| 10 Dec | 926.75 | 39 | -4.75 | 23.11 | 78 | 13 | 196 | |||
| 9 Dec | 933.95 | 43.75 | -35.50 | 23.60 | 291 | 72 | 180 | |||
| 6 Dec | 974.45 | 79.25 | 7.75 | - | 15 | -4 | 109 | |||
| 5 Dec | 966.45 | 71.5 | 6.00 | 17.53 | 20 | -5 | 114 | |||
| 4 Dec | 961.20 | 65.5 | 2.50 | - | 59 | -29 | 119 | |||
| 3 Dec | 955.00 | 63 | -3.85 | 18.46 | 10 | 7 | 149 | |||
| 2 Dec | 957.00 | 66.85 | -1.65 | 25.52 | 64 | 31 | 142 | |||
| 29 Nov | 958.65 | 68.5 | 9.00 | 21.49 | 39 | 11 | 108 | |||
| 28 Nov | 941.05 | 59.5 | -13.05 | 24.36 | 85 | 68 | 94 | |||
| 27 Nov | 960.05 | 72.55 | -5.45 | 23.65 | 9 | 0 | 25 | |||
| 26 Nov | 963.55 | 78 | 7.65 | 28.57 | 19 | -12 | 22 | |||
| 25 Nov | 955.70 | 70.35 | 10.75 | 26.22 | 16 | 5 | 33 | |||
| 22 Nov | 945.20 | 59.6 | 20.80 | 23.60 | 14 | -4 | 24 | |||
| 21 Nov | 911.70 | 38.8 | -11.15 | 23.59 | 36 | 17 | 24 | |||
| 20 Nov | 917.15 | 49.95 | 0.00 | 30.46 | 6 | -1 | 6 | |||
| 19 Nov | 917.15 | 49.95 | 1.95 | 30.46 | 6 | -2 | 6 | |||
| 18 Nov | 930.75 | 48 | -0.05 | 18.12 | 8 | 2 | 6 | |||
| 14 Nov | 925.00 | 48.05 | 48.05 | 17.96 | 2 | 1 | 3 | |||
| 29 Oct | 992.05 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 975.90 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 973.05 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 996.45 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 998.25 | 0 | - | 0 | 0 | 0 | ||||
For Tata Consumer Product Ltd - strike price 900 expiring on 26DEC2024
Delta for 900 CE is 0.43
Historical price for 900 CE is as follows
On 20 Dec TATACONSUM was trading at 889.45. The strike last trading price was 6.6, which was -8.05 lower than the previous day. The implied volatity was 18.50, the open interest changed by 261 which increased total open position to 827
On 19 Dec TATACONSUM was trading at 907.10. The strike last trading price was 14.65, which was -3.30 lower than the previous day. The implied volatity was 19.39, the open interest changed by 64 which increased total open position to 566
On 18 Dec TATACONSUM was trading at 909.35. The strike last trading price was 17.95, which was 1.40 higher than the previous day. The implied volatity was 20.63, the open interest changed by -16 which decreased total open position to 506
On 17 Dec TATACONSUM was trading at 904.90. The strike last trading price was 16.55, which was -11.80 lower than the previous day. The implied volatity was 24.44, the open interest changed by 297 which increased total open position to 523
On 16 Dec TATACONSUM was trading at 920.35. The strike last trading price was 28.35, which was -6.85 lower than the previous day. The implied volatity was 24.03, the open interest changed by 42 which increased total open position to 228
On 13 Dec TATACONSUM was trading at 929.70. The strike last trading price was 35.2, which was 3.85 higher than the previous day. The implied volatity was 19.44, the open interest changed by -30 which decreased total open position to 186
On 12 Dec TATACONSUM was trading at 921.25. The strike last trading price was 31.35, which was -10.75 lower than the previous day. The implied volatity was 21.68, the open interest changed by 25 which increased total open position to 217
On 11 Dec TATACONSUM was trading at 935.05. The strike last trading price was 42.1, which was 3.10 higher than the previous day. The implied volatity was 21.97, the open interest changed by -2 which decreased total open position to 195
On 10 Dec TATACONSUM was trading at 926.75. The strike last trading price was 39, which was -4.75 lower than the previous day. The implied volatity was 23.11, the open interest changed by 13 which increased total open position to 196
On 9 Dec TATACONSUM was trading at 933.95. The strike last trading price was 43.75, which was -35.50 lower than the previous day. The implied volatity was 23.60, the open interest changed by 72 which increased total open position to 180
On 6 Dec TATACONSUM was trading at 974.45. The strike last trading price was 79.25, which was 7.75 higher than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 109
On 5 Dec TATACONSUM was trading at 966.45. The strike last trading price was 71.5, which was 6.00 higher than the previous day. The implied volatity was 17.53, the open interest changed by -5 which decreased total open position to 114
On 4 Dec TATACONSUM was trading at 961.20. The strike last trading price was 65.5, which was 2.50 higher than the previous day. The implied volatity was -, the open interest changed by -29 which decreased total open position to 119
On 3 Dec TATACONSUM was trading at 955.00. The strike last trading price was 63, which was -3.85 lower than the previous day. The implied volatity was 18.46, the open interest changed by 7 which increased total open position to 149
On 2 Dec TATACONSUM was trading at 957.00. The strike last trading price was 66.85, which was -1.65 lower than the previous day. The implied volatity was 25.52, the open interest changed by 31 which increased total open position to 142
On 29 Nov TATACONSUM was trading at 958.65. The strike last trading price was 68.5, which was 9.00 higher than the previous day. The implied volatity was 21.49, the open interest changed by 11 which increased total open position to 108
On 28 Nov TATACONSUM was trading at 941.05. The strike last trading price was 59.5, which was -13.05 lower than the previous day. The implied volatity was 24.36, the open interest changed by 68 which increased total open position to 94
On 27 Nov TATACONSUM was trading at 960.05. The strike last trading price was 72.55, which was -5.45 lower than the previous day. The implied volatity was 23.65, the open interest changed by 0 which decreased total open position to 25
On 26 Nov TATACONSUM was trading at 963.55. The strike last trading price was 78, which was 7.65 higher than the previous day. The implied volatity was 28.57, the open interest changed by -12 which decreased total open position to 22
On 25 Nov TATACONSUM was trading at 955.70. The strike last trading price was 70.35, which was 10.75 higher than the previous day. The implied volatity was 26.22, the open interest changed by 5 which increased total open position to 33
On 22 Nov TATACONSUM was trading at 945.20. The strike last trading price was 59.6, which was 20.80 higher than the previous day. The implied volatity was 23.60, the open interest changed by -4 which decreased total open position to 24
On 21 Nov TATACONSUM was trading at 911.70. The strike last trading price was 38.8, which was -11.15 lower than the previous day. The implied volatity was 23.59, the open interest changed by 17 which increased total open position to 24
On 20 Nov TATACONSUM was trading at 917.15. The strike last trading price was 49.95, which was 0.00 lower than the previous day. The implied volatity was 30.46, the open interest changed by -1 which decreased total open position to 6
On 19 Nov TATACONSUM was trading at 917.15. The strike last trading price was 49.95, which was 1.95 higher than the previous day. The implied volatity was 30.46, the open interest changed by -2 which decreased total open position to 6
On 18 Nov TATACONSUM was trading at 930.75. The strike last trading price was 48, which was -0.05 lower than the previous day. The implied volatity was 18.12, the open interest changed by 2 which increased total open position to 6
On 14 Nov TATACONSUM was trading at 925.00. The strike last trading price was 48.05, which was 48.05 higher than the previous day. The implied volatity was 17.96, the open interest changed by 1 which increased total open position to 3
On 29 Oct TATACONSUM was trading at 992.05. 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 which decreased total open position to
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 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct TATACONSUM was trading at 996.45. 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 22 Oct TATACONSUM was trading at 998.25. 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 900 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.54
Vega: 0.45
Theta: -0.94
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 889.45 | 15.15 | 5.85 | 28.38 | 4,165 | -419 | 716 |
| 19 Dec | 907.10 | 9.3 | 0.75 | 26.48 | 3,416 | 141 | 1,143 |
| 18 Dec | 909.35 | 8.55 | -3.25 | 25.61 | 1,537 | -77 | 1,007 |
| 17 Dec | 904.90 | 11.8 | 5.70 | 25.28 | 1,565 | 259 | 1,094 |
| 16 Dec | 920.35 | 6.1 | 1.85 | 24.46 | 1,104 | 93 | 837 |
| 13 Dec | 929.70 | 4.25 | -2.75 | 22.17 | 1,823 | -246 | 743 |
| 12 Dec | 921.25 | 7 | 1.75 | 23.56 | 1,724 | 226 | 980 |
| 11 Dec | 935.05 | 5.25 | -1.30 | 24.85 | 967 | -40 | 755 |
| 10 Dec | 926.75 | 6.55 | -0.85 | 24.46 | 920 | 123 | 799 |
| 9 Dec | 933.95 | 7.4 | 5.60 | 27.07 | 2,858 | 248 | 677 |
| 6 Dec | 974.45 | 1.8 | -1.10 | 25.29 | 366 | -41 | 430 |
| 5 Dec | 966.45 | 2.9 | -0.55 | 25.53 | 496 | -9 | 472 |
| 4 Dec | 961.20 | 3.45 | -0.65 | 24.87 | 294 | -34 | 484 |
| 3 Dec | 955.00 | 4.1 | -0.65 | 24.62 | 431 | 23 | 513 |
| 2 Dec | 957.00 | 4.75 | -0.80 | 25.43 | 421 | 73 | 490 |
| 29 Nov | 958.65 | 5.55 | -3.35 | 26.18 | 492 | 83 | 415 |
| 28 Nov | 941.05 | 8.9 | 3.10 | 27.18 | 608 | 133 | 331 |
| 27 Nov | 960.05 | 5.8 | -0.25 | 26.35 | 167 | 27 | 199 |
| 26 Nov | 963.55 | 6.05 | -1.15 | 26.87 | 119 | 24 | 172 |
| 25 Nov | 955.70 | 7.2 | -3.60 | 26.30 | 170 | 72 | 148 |
| 22 Nov | 945.20 | 10.8 | -9.10 | 26.58 | 129 | 43 | 119 |
| 21 Nov | 911.70 | 19.9 | 4.90 | 26.60 | 93 | 44 | 76 |
| 20 Nov | 917.15 | 15 | 0.00 | 22.84 | 38 | 31 | 30 |
| 19 Nov | 917.15 | 15 | -1.00 | 22.84 | 38 | 29 | 30 |
| 18 Nov | 930.75 | 16 | 15.60 | 27.78 | 1 | 0 | 0 |
| 14 Nov | 925.00 | 0.4 | 0.00 | 3.69 | 0 | 0 | 0 |
| 29 Oct | 992.05 | 0.4 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 975.90 | 0.4 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 973.05 | 0.4 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 996.45 | 0.4 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 998.25 | 0.4 | - | 0 | 0 | 0 | |
For Tata Consumer Product Ltd - strike price 900 expiring on 26DEC2024
Delta for 900 PE is -0.54
Historical price for 900 PE is as follows
On 20 Dec TATACONSUM was trading at 889.45. The strike last trading price was 15.15, which was 5.85 higher than the previous day. The implied volatity was 28.38, the open interest changed by -419 which decreased total open position to 716
On 19 Dec TATACONSUM was trading at 907.10. The strike last trading price was 9.3, which was 0.75 higher than the previous day. The implied volatity was 26.48, the open interest changed by 141 which increased total open position to 1143
On 18 Dec TATACONSUM was trading at 909.35. The strike last trading price was 8.55, which was -3.25 lower than the previous day. The implied volatity was 25.61, the open interest changed by -77 which decreased total open position to 1007
On 17 Dec TATACONSUM was trading at 904.90. The strike last trading price was 11.8, which was 5.70 higher than the previous day. The implied volatity was 25.28, the open interest changed by 259 which increased total open position to 1094
On 16 Dec TATACONSUM was trading at 920.35. The strike last trading price was 6.1, which was 1.85 higher than the previous day. The implied volatity was 24.46, the open interest changed by 93 which increased total open position to 837
On 13 Dec TATACONSUM was trading at 929.70. The strike last trading price was 4.25, which was -2.75 lower than the previous day. The implied volatity was 22.17, the open interest changed by -246 which decreased total open position to 743
On 12 Dec TATACONSUM was trading at 921.25. The strike last trading price was 7, which was 1.75 higher than the previous day. The implied volatity was 23.56, the open interest changed by 226 which increased total open position to 980
On 11 Dec TATACONSUM was trading at 935.05. The strike last trading price was 5.25, which was -1.30 lower than the previous day. The implied volatity was 24.85, the open interest changed by -40 which decreased total open position to 755
On 10 Dec TATACONSUM was trading at 926.75. The strike last trading price was 6.55, which was -0.85 lower than the previous day. The implied volatity was 24.46, the open interest changed by 123 which increased total open position to 799
On 9 Dec TATACONSUM was trading at 933.95. The strike last trading price was 7.4, which was 5.60 higher than the previous day. The implied volatity was 27.07, the open interest changed by 248 which increased total open position to 677
On 6 Dec TATACONSUM was trading at 974.45. The strike last trading price was 1.8, which was -1.10 lower than the previous day. The implied volatity was 25.29, the open interest changed by -41 which decreased total open position to 430
On 5 Dec TATACONSUM was trading at 966.45. The strike last trading price was 2.9, which was -0.55 lower than the previous day. The implied volatity was 25.53, the open interest changed by -9 which decreased total open position to 472
On 4 Dec TATACONSUM was trading at 961.20. The strike last trading price was 3.45, which was -0.65 lower than the previous day. The implied volatity was 24.87, the open interest changed by -34 which decreased total open position to 484
On 3 Dec TATACONSUM was trading at 955.00. The strike last trading price was 4.1, which was -0.65 lower than the previous day. The implied volatity was 24.62, the open interest changed by 23 which increased total open position to 513
On 2 Dec TATACONSUM was trading at 957.00. The strike last trading price was 4.75, which was -0.80 lower than the previous day. The implied volatity was 25.43, the open interest changed by 73 which increased total open position to 490
On 29 Nov TATACONSUM was trading at 958.65. The strike last trading price was 5.55, which was -3.35 lower than the previous day. The implied volatity was 26.18, the open interest changed by 83 which increased total open position to 415
On 28 Nov TATACONSUM was trading at 941.05. The strike last trading price was 8.9, which was 3.10 higher than the previous day. The implied volatity was 27.18, the open interest changed by 133 which increased total open position to 331
On 27 Nov TATACONSUM was trading at 960.05. The strike last trading price was 5.8, which was -0.25 lower than the previous day. The implied volatity was 26.35, the open interest changed by 27 which increased total open position to 199
On 26 Nov TATACONSUM was trading at 963.55. The strike last trading price was 6.05, which was -1.15 lower than the previous day. The implied volatity was 26.87, the open interest changed by 24 which increased total open position to 172
On 25 Nov TATACONSUM was trading at 955.70. The strike last trading price was 7.2, which was -3.60 lower than the previous day. The implied volatity was 26.30, the open interest changed by 72 which increased total open position to 148
On 22 Nov TATACONSUM was trading at 945.20. The strike last trading price was 10.8, which was -9.10 lower than the previous day. The implied volatity was 26.58, the open interest changed by 43 which increased total open position to 119
On 21 Nov TATACONSUM was trading at 911.70. The strike last trading price was 19.9, which was 4.90 higher than the previous day. The implied volatity was 26.60, the open interest changed by 44 which increased total open position to 76
On 20 Nov TATACONSUM was trading at 917.15. The strike last trading price was 15, which was 0.00 lower than the previous day. The implied volatity was 22.84, the open interest changed by 31 which increased total open position to 30
On 19 Nov TATACONSUM was trading at 917.15. The strike last trading price was 15, which was -1.00 lower than the previous day. The implied volatity was 22.84, the open interest changed by 29 which increased total open position to 30
On 18 Nov TATACONSUM was trading at 930.75. The strike last trading price was 16, which was 15.60 higher than the previous day. The implied volatity was 27.78, 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 0.4, which was 0.00 lower than the previous day. The implied volatity was 3.69, the open interest changed by 0 which decreased total open position to 0
On 29 Oct TATACONSUM was trading at 992.05. The strike last trading price was 0.4, 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 28 Oct TATACONSUM was trading at 975.90. The strike last trading price was 0.4, 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 0.4, 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 24 Oct TATACONSUM was trading at 996.45. The strike last trading price was 0.4, 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 22 Oct TATACONSUM was trading at 998.25. The strike last trading price was 0.4, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
