TATACONSUM
Tata Consumer Product Ltd
Historical option data for TATACONSUM
21 Nov 2024 04:12 PM IST
| TATACONSUM 28NOV2024 900 CE | ||||||||||
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Delta: 0.70
Vega: 0.44
Theta: -0.90
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 21 Nov | 911.70 | 20.8 | -4.20 | 23.26 | 837.013 | 40.533 | 156.053 | |||
| 20 Nov | 917.15 | 25 | 0.00 | 22.27 | 77.013 | 5.067 | 111.467 | |||
| 19 Nov | 917.15 | 25 | -12.70 | 22.27 | 77.013 | 1.013 | 111.467 | |||
| 18 Nov | 930.75 | 37.7 | 0.15 | 23.74 | 459.04 | 58.773 | 110.453 | |||
| 14 Nov | 925.00 | 37.55 | -23.45 | 20.87 | 77.013 | 42.56 | 54.72 | |||
| 13 Nov | 952.75 | 61 | -32.00 | 27.26 | 6.08 | 2.027 | 12.16 | |||
| 12 Nov | 967.55 | 93 | 0.00 | 0.00 | 0 | -1.013 | 0 | |||
| 11 Nov | 975.95 | 93 | -2.50 | 49.83 | 3.04 | 0 | 11.147 | |||
| 8 Nov | 992.95 | 95.5 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 7 Nov | 984.85 | 95.5 | -9.50 | 33.27 | 1.013 | 0 | 11.147 | |||
| 6 Nov | 1007.05 | 105 | 0.00 | 0.00 | 0 | 1.013 | 0 | |||
| 5 Nov | 1000.75 | 105 | -23.00 | - | 4.053 | 1.013 | 11.147 | |||
| 4 Nov | 994.60 | 128 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 1 Nov | 1004.10 | 128 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 31 Oct | 1002.55 | 128 | 0.00 | - | 0 | -3.04 | 0 | |||
| 30 Oct | 1022.70 | 128 | 26.05 | - | 8.107 | -3.04 | 10.133 | |||
| 29 Oct | 992.05 | 101.95 | 11.30 | - | 3.04 | 0 | 13.173 | |||
| 28 Oct | 975.90 | 90.65 | -1.35 | - | 55.733 | 9.12 | 13.173 | |||
| 25 Oct | 973.05 | 92 | -17.00 | - | 1.013 | 0 | 4.053 | |||
| 24 Oct | 996.45 | 109 | -1.00 | - | 3.04 | 1.013 | 2.027 | |||
| 23 Oct | 1014.55 | 110 | 0.00 | - | 0 | 1.013 | 0 | |||
| 22 Oct | 998.25 | 110 | 110.00 | - | 1.013 | 0 | 0 | |||
| 21 Oct | 1017.05 | 0 | - | 0 | 0 | 0 | ||||
For Tata Consumer Product Ltd - strike price 900 expiring on 28NOV2024
Delta for 900 CE is 0.70
Historical price for 900 CE is as follows
On 21 Nov TATACONSUM was trading at 911.70. The strike last trading price was 20.8, which was -4.20 lower than the previous day. The implied volatity was 23.26, the open interest changed by 40 which increased total open position to 154
On 20 Nov TATACONSUM was trading at 917.15. The strike last trading price was 25, which was 0.00 lower than the previous day. The implied volatity was 22.27, the open interest changed by 5 which increased total open position to 110
On 19 Nov TATACONSUM was trading at 917.15. The strike last trading price was 25, which was -12.70 lower than the previous day. The implied volatity was 22.27, the open interest changed by 1 which increased total open position to 110
On 18 Nov TATACONSUM was trading at 930.75. The strike last trading price was 37.7, which was 0.15 higher than the previous day. The implied volatity was 23.74, the open interest changed by 58 which increased total open position to 109
On 14 Nov TATACONSUM was trading at 925.00. The strike last trading price was 37.55, which was -23.45 lower than the previous day. The implied volatity was 20.87, the open interest changed by 42 which increased total open position to 54
On 13 Nov TATACONSUM was trading at 952.75. The strike last trading price was 61, which was -32.00 lower than the previous day. The implied volatity was 27.26, the open interest changed by 2 which increased total open position to 12
On 12 Nov TATACONSUM was trading at 967.55. The strike last trading price was 93, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 11 Nov TATACONSUM was trading at 975.95. The strike last trading price was 93, which was -2.50 lower than the previous day. The implied volatity was 49.83, the open interest changed by 0 which decreased total open position to 11
On 8 Nov TATACONSUM was trading at 992.95. The strike last trading price was 95.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 95.5, which was -9.50 lower than the previous day. The implied volatity was 33.27, the open interest changed by 0 which decreased total open position to 11
On 6 Nov TATACONSUM was trading at 1007.05. The strike last trading price was 105, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 5 Nov TATACONSUM was trading at 1000.75. The strike last trading price was 105, which was -23.00 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 11
On 4 Nov TATACONSUM was trading at 994.60. The strike last trading price was 128, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 1 Nov TATACONSUM was trading at 1004.10. The strike last trading price was 128, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 31 Oct TATACONSUM was trading at 1002.55. The strike last trading price was 128, 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 30 Oct TATACONSUM was trading at 1022.70. The strike last trading price was 128, which was 26.05 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct TATACONSUM was trading at 992.05. The strike last trading price was 101.95, which was 11.30 higher 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 90.65, which was -1.35 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 92, which was -17.00 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 109, which was -1.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct TATACONSUM was trading at 1014.55. The strike last trading price was 110, 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 110, which was 110.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 21 Oct TATACONSUM was trading at 1017.05. 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 28NOV2024 900 PE | |||||||
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Delta: -0.31
Vega: 0.45
Theta: -0.73
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 911.70 | 6.5 | -0.40 | 25.35 | 1,964.853 | 51.68 | 1,064 |
| 20 Nov | 917.15 | 6.9 | 0.00 | 25.95 | 992.053 | 0 | 984.96 |
| 19 Nov | 917.15 | 6.9 | 2.85 | 25.95 | 992.053 | -27.36 | 984.96 |
| 18 Nov | 930.75 | 4.05 | -1.40 | 25.80 | 1,714.56 | 32.427 | 1,052.853 |
| 14 Nov | 925.00 | 5.45 | 2.50 | 24.35 | 2,005.387 | 122.613 | 1,021.44 |
| 13 Nov | 952.75 | 2.95 | 0.85 | 26.33 | 1,441.973 | 439.787 | 904.907 |
| 12 Nov | 967.55 | 2.1 | 0.20 | 26.80 | 596.853 | 4.053 | 491.467 |
| 11 Nov | 975.95 | 1.9 | -0.05 | 27.91 | 490.453 | 122.613 | 500.587 |
| 8 Nov | 992.95 | 1.95 | -0.35 | 29.59 | 159.093 | 29.387 | 368.853 |
| 7 Nov | 984.85 | 2.3 | 0.65 | 28.70 | 206.72 | 30.4 | 337.44 |
| 6 Nov | 1007.05 | 1.65 | -1.00 | 29.62 | 202.667 | 26.347 | 308.053 |
| 5 Nov | 1000.75 | 2.65 | -1.00 | 31.39 | 215.84 | -25.333 | 283.733 |
| 4 Nov | 994.60 | 3.65 | -0.35 | 32.25 | 670.827 | 81.067 | 313.12 |
| 1 Nov | 1004.10 | 4 | 0.35 | 33.44 | 32.427 | 10.133 | 232.053 |
| 31 Oct | 1002.55 | 3.65 | 1.15 | - | 81.067 | 26.347 | 219.893 |
| 30 Oct | 1022.70 | 2.5 | -1.80 | - | 202.667 | -13.173 | 194.56 |
| 29 Oct | 992.05 | 4.3 | -1.85 | - | 221.92 | 29.387 | 208.747 |
| 28 Oct | 975.90 | 6.15 | -1.35 | - | 126.667 | 25.333 | 178.347 |
| 25 Oct | 973.05 | 7.5 | 2.25 | - | 224.96 | 64.853 | 153.013 |
| 24 Oct | 996.45 | 5.25 | 2.75 | - | 79.04 | 31.413 | 83.093 |
| 23 Oct | 1014.55 | 2.5 | -3.00 | - | 16.213 | -3.04 | 51.68 |
| 22 Oct | 998.25 | 5.5 | 1.30 | - | 69.92 | 27.36 | 52.693 |
| 21 Oct | 1017.05 | 4.2 | - | 56.747 | 24.32 | 24.32 | |
For Tata Consumer Product Ltd - strike price 900 expiring on 28NOV2024
Delta for 900 PE is -0.31
Historical price for 900 PE is as follows
On 21 Nov TATACONSUM was trading at 911.70. The strike last trading price was 6.5, which was -0.40 lower than the previous day. The implied volatity was 25.35, the open interest changed by 51 which increased total open position to 1050
On 20 Nov TATACONSUM was trading at 917.15. The strike last trading price was 6.9, which was 0.00 lower than the previous day. The implied volatity was 25.95, the open interest changed by 0 which decreased total open position to 972
On 19 Nov TATACONSUM was trading at 917.15. The strike last trading price was 6.9, which was 2.85 higher than the previous day. The implied volatity was 25.95, the open interest changed by -27 which decreased total open position to 972
On 18 Nov TATACONSUM was trading at 930.75. The strike last trading price was 4.05, which was -1.40 lower than the previous day. The implied volatity was 25.80, the open interest changed by 32 which increased total open position to 1039
On 14 Nov TATACONSUM was trading at 925.00. The strike last trading price was 5.45, which was 2.50 higher than the previous day. The implied volatity was 24.35, the open interest changed by 121 which increased total open position to 1008
On 13 Nov TATACONSUM was trading at 952.75. The strike last trading price was 2.95, which was 0.85 higher than the previous day. The implied volatity was 26.33, the open interest changed by 434 which increased total open position to 893
On 12 Nov TATACONSUM was trading at 967.55. The strike last trading price was 2.1, which was 0.20 higher than the previous day. The implied volatity was 26.80, the open interest changed by 4 which increased total open position to 485
On 11 Nov TATACONSUM was trading at 975.95. The strike last trading price was 1.9, which was -0.05 lower than the previous day. The implied volatity was 27.91, the open interest changed by 121 which increased total open position to 494
On 8 Nov TATACONSUM was trading at 992.95. The strike last trading price was 1.95, which was -0.35 lower than the previous day. The implied volatity was 29.59, the open interest changed by 29 which increased total open position to 364
On 7 Nov TATACONSUM was trading at 984.85. The strike last trading price was 2.3, which was 0.65 higher than the previous day. The implied volatity was 28.70, the open interest changed by 30 which increased total open position to 333
On 6 Nov TATACONSUM was trading at 1007.05. The strike last trading price was 1.65, which was -1.00 lower than the previous day. The implied volatity was 29.62, the open interest changed by 26 which increased total open position to 304
On 5 Nov TATACONSUM was trading at 1000.75. The strike last trading price was 2.65, which was -1.00 lower than the previous day. The implied volatity was 31.39, the open interest changed by -25 which decreased total open position to 280
On 4 Nov TATACONSUM was trading at 994.60. The strike last trading price was 3.65, which was -0.35 lower than the previous day. The implied volatity was 32.25, the open interest changed by 80 which increased total open position to 309
On 1 Nov TATACONSUM was trading at 1004.10. The strike last trading price was 4, which was 0.35 higher than the previous day. The implied volatity was 33.44, the open interest changed by 10 which increased total open position to 229
On 31 Oct TATACONSUM was trading at 1002.55. The strike last trading price was 3.65, which was 1.15 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct TATACONSUM was trading at 1022.70. The strike last trading price was 2.5, which was -1.80 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct TATACONSUM was trading at 992.05. The strike last trading price was 4.3, which was -1.85 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 6.15, which was -1.35 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 7.5, which was 2.25 higher 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 5.25, which was 2.75 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct TATACONSUM was trading at 1014.55. The strike last trading price was 2.5, which was -3.00 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 5.5, which was 1.30 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 21 Oct TATACONSUM was trading at 1017.05. The strike last trading price was 4.2, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
