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[--[65.84.65.76]--]
TATACONSUM
Tata Consumer Product Ltd

925 -27.75 (-2.91%)

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Historical option data for TATACONSUM

14 Nov 2024 04:12 PM IST
TATACONSUM 28NOV2024 900 CE
Delta: 0.82
Vega: 0.47
Theta: -0.55
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
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 0.82

Historical price for 900 CE is as follows

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
Delta: -0.21
Vega: 0.53
Theta: -0.40
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
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 -0.21

Historical price for 900 PE is as follows

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