TATACONSUM
Tata Consumer Product Ltd
Historical option data for TATACONSUM
20 Dec 2024 04:12 PM IST
| TATACONSUM 26DEC2024 910 CE | ||||||||||
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Delta: 0.27
Vega: 0.38
Theta: -0.72
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 889.45 | 3.85 | -5.65 | 21.04 | 4,875 | 11 | 679 | |||
| 19 Dec | 907.10 | 9.5 | -2.65 | 20.18 | 5,723 | 99 | 670 | |||
| 18 Dec | 909.35 | 12.15 | 0.40 | 20.82 | 3,176 | -7 | 569 | |||
| 17 Dec | 904.90 | 11.75 | -9.35 | 24.69 | 2,326 | 399 | 570 | |||
| 16 Dec | 920.35 | 21.1 | -6.00 | 23.16 | 457 | 15 | 170 | |||
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| 13 Dec | 929.70 | 27.1 | 2.90 | 18.94 | 1,417 | 8 | 153 | |||
| 12 Dec | 921.25 | 24.2 | -9.50 | 21.31 | 513 | 54 | 145 | |||
| 11 Dec | 935.05 | 33.7 | 2.85 | 20.98 | 86 | 2 | 91 | |||
| 10 Dec | 926.75 | 30.85 | -5.40 | 21.78 | 148 | 58 | 89 | |||
| 9 Dec | 933.95 | 36.25 | -21.80 | 23.61 | 49 | 22 | 31 | |||
| 6 Dec | 974.45 | 58.05 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Dec | 966.45 | 58.05 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 4 Dec | 961.20 | 58.05 | 5.05 | 19.77 | 2 | 1 | 9 | |||
| 3 Dec | 955.00 | 53 | -7.00 | 15.89 | 1 | 0 | 7 | |||
| 2 Dec | 957.00 | 60 | 0.00 | 0.00 | 0 | 6 | 0 | |||
| 29 Nov | 958.65 | 60 | 0.95 | 21.57 | 7 | 4 | 5 | |||
| 28 Nov | 941.05 | 59.05 | -3.75 | 33.32 | 1 | 0 | 2 | |||
| 27 Nov | 960.05 | 62.8 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 26 Nov | 963.55 | 62.8 | 17.65 | 15.99 | 2 | 0 | 2 | |||
| 25 Nov | 955.70 | 45.15 | 0.00 | 0.00 | 0 | 2 | 0 | |||
| 22 Nov | 945.20 | 45.15 | 11.85 | 15.10 | 1 | 0 | 2 | |||
| 21 Nov | 911.70 | 33.3 | -78.95 | 24.15 | 2 | 1 | 1 | |||
| 20 Nov | 917.15 | 112.25 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 917.15 | 112.25 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 930.75 | 112.25 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 925.00 | 112.25 | - | 0 | 0 | 0 | ||||
For Tata Consumer Product Ltd - strike price 910 expiring on 26DEC2024
Delta for 910 CE is 0.27
Historical price for 910 CE is as follows
On 20 Dec TATACONSUM was trading at 889.45. The strike last trading price was 3.85, which was -5.65 lower than the previous day. The implied volatity was 21.04, the open interest changed by 11 which increased total open position to 679
On 19 Dec TATACONSUM was trading at 907.10. The strike last trading price was 9.5, which was -2.65 lower than the previous day. The implied volatity was 20.18, the open interest changed by 99 which increased total open position to 670
On 18 Dec TATACONSUM was trading at 909.35. The strike last trading price was 12.15, which was 0.40 higher than the previous day. The implied volatity was 20.82, the open interest changed by -7 which decreased total open position to 569
On 17 Dec TATACONSUM was trading at 904.90. The strike last trading price was 11.75, which was -9.35 lower than the previous day. The implied volatity was 24.69, the open interest changed by 399 which increased total open position to 570
On 16 Dec TATACONSUM was trading at 920.35. The strike last trading price was 21.1, which was -6.00 lower than the previous day. The implied volatity was 23.16, the open interest changed by 15 which increased total open position to 170
On 13 Dec TATACONSUM was trading at 929.70. The strike last trading price was 27.1, which was 2.90 higher than the previous day. The implied volatity was 18.94, the open interest changed by 8 which increased total open position to 153
On 12 Dec TATACONSUM was trading at 921.25. The strike last trading price was 24.2, which was -9.50 lower than the previous day. The implied volatity was 21.31, the open interest changed by 54 which increased total open position to 145
On 11 Dec TATACONSUM was trading at 935.05. The strike last trading price was 33.7, which was 2.85 higher than the previous day. The implied volatity was 20.98, the open interest changed by 2 which increased total open position to 91
On 10 Dec TATACONSUM was trading at 926.75. The strike last trading price was 30.85, which was -5.40 lower than the previous day. The implied volatity was 21.78, the open interest changed by 58 which increased total open position to 89
On 9 Dec TATACONSUM was trading at 933.95. The strike last trading price was 36.25, which was -21.80 lower than the previous day. The implied volatity was 23.61, the open interest changed by 22 which increased total open position to 31
On 6 Dec TATACONSUM was trading at 974.45. The strike last trading price was 58.05, 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 5 Dec TATACONSUM was trading at 966.45. The strike last trading price was 58.05, 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 4 Dec TATACONSUM was trading at 961.20. The strike last trading price was 58.05, which was 5.05 higher than the previous day. The implied volatity was 19.77, the open interest changed by 1 which increased total open position to 9
On 3 Dec TATACONSUM was trading at 955.00. The strike last trading price was 53, which was -7.00 lower than the previous day. The implied volatity was 15.89, the open interest changed by 0 which decreased total open position to 7
On 2 Dec TATACONSUM was trading at 957.00. The strike last trading price was 60, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 6 which increased total open position to 0
On 29 Nov TATACONSUM was trading at 958.65. The strike last trading price was 60, which was 0.95 higher than the previous day. The implied volatity was 21.57, the open interest changed by 4 which increased total open position to 5
On 28 Nov TATACONSUM was trading at 941.05. The strike last trading price was 59.05, which was -3.75 lower than the previous day. The implied volatity was 33.32, the open interest changed by 0 which decreased total open position to 2
On 27 Nov TATACONSUM was trading at 960.05. The strike last trading price was 62.8, 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 26 Nov TATACONSUM was trading at 963.55. The strike last trading price was 62.8, which was 17.65 higher than the previous day. The implied volatity was 15.99, the open interest changed by 0 which decreased total open position to 2
On 25 Nov TATACONSUM was trading at 955.70. The strike last trading price was 45.15, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 22 Nov TATACONSUM was trading at 945.20. The strike last trading price was 45.15, which was 11.85 higher than the previous day. The implied volatity was 15.10, the open interest changed by 0 which decreased total open position to 2
On 21 Nov TATACONSUM was trading at 911.70. The strike last trading price was 33.3, which was -78.95 lower than the previous day. The implied volatity was 24.15, the open interest changed by 1 which increased total open position to 1
On 20 Nov TATACONSUM was trading at 917.15. The strike last trading price was 112.25, 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 19 Nov TATACONSUM was trading at 917.15. The strike last trading price was 112.25, 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 112.25, 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 14 Nov TATACONSUM was trading at 925.00. The strike last trading price was 112.25, 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 910 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.65
Vega: 0.43
Theta: -0.91
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 889.45 | 22.15 | 8.00 | 30.40 | 2,711 | -266 | 314 |
| 19 Dec | 907.10 | 14.15 | 1.10 | 26.95 | 3,720 | 54 | 583 |
| 18 Dec | 909.35 | 13.05 | -3.90 | 26.04 | 1,497 | -1 | 532 |
| 17 Dec | 904.90 | 16.95 | 8.00 | 25.47 | 1,779 | 43 | 534 |
| 16 Dec | 920.35 | 8.95 | 2.45 | 23.76 | 1,006 | -7 | 490 |
| 13 Dec | 929.70 | 6.5 | -3.20 | 21.83 | 1,961 | -102 | 494 |
| 12 Dec | 921.25 | 9.7 | 2.45 | 22.80 | 2,198 | 257 | 598 |
| 11 Dec | 935.05 | 7.25 | -1.50 | 24.15 | 557 | -24 | 341 |
| 10 Dec | 926.75 | 8.75 | -0.90 | 23.56 | 598 | 69 | 368 |
| 9 Dec | 933.95 | 9.65 | 7.30 | 26.33 | 1,530 | 166 | 299 |
| 6 Dec | 974.45 | 2.35 | -1.25 | 24.21 | 218 | -8 | 133 |
| 5 Dec | 966.45 | 3.6 | -1.00 | 24.31 | 447 | 41 | 142 |
| 4 Dec | 961.20 | 4.6 | -0.75 | 24.26 | 208 | 4 | 100 |
| 3 Dec | 955.00 | 5.35 | -0.60 | 23.91 | 135 | 10 | 96 |
| 2 Dec | 957.00 | 5.95 | -0.90 | 24.50 | 190 | 12 | 86 |
| 29 Nov | 958.65 | 6.85 | -4.15 | 25.35 | 307 | -15 | 74 |
| 28 Nov | 941.05 | 11 | 0.70 | 26.64 | 119 | 30 | 87 |
| 27 Nov | 960.05 | 10.3 | 0.00 | 0.00 | 0 | 0 | 0 |
| 26 Nov | 963.55 | 10.3 | -2.30 | 30.06 | 1 | 0 | 57 |
| 25 Nov | 955.70 | 12.6 | 0.00 | 0.00 | 0 | 7 | 0 |
| 22 Nov | 945.20 | 12.6 | -10.85 | 25.55 | 73 | 43 | 55 |
| 21 Nov | 911.70 | 23.45 | -0.55 | 26.00 | 15 | 7 | 12 |
| 20 Nov | 917.15 | 24 | 0.00 | 27.46 | 8 | 5 | 3 |
| 19 Nov | 917.15 | 24 | 14.40 | 27.46 | 8 | 3 | 3 |
| 18 Nov | 930.75 | 9.6 | 0.00 | 2.87 | 0 | 0 | 0 |
| 14 Nov | 925.00 | 9.6 | 2.63 | 0 | 0 | 0 | |
For Tata Consumer Product Ltd - strike price 910 expiring on 26DEC2024
Delta for 910 PE is -0.65
Historical price for 910 PE is as follows
On 20 Dec TATACONSUM was trading at 889.45. The strike last trading price was 22.15, which was 8.00 higher than the previous day. The implied volatity was 30.40, the open interest changed by -266 which decreased total open position to 314
On 19 Dec TATACONSUM was trading at 907.10. The strike last trading price was 14.15, which was 1.10 higher than the previous day. The implied volatity was 26.95, the open interest changed by 54 which increased total open position to 583
On 18 Dec TATACONSUM was trading at 909.35. The strike last trading price was 13.05, which was -3.90 lower than the previous day. The implied volatity was 26.04, the open interest changed by -1 which decreased total open position to 532
On 17 Dec TATACONSUM was trading at 904.90. The strike last trading price was 16.95, which was 8.00 higher than the previous day. The implied volatity was 25.47, the open interest changed by 43 which increased total open position to 534
On 16 Dec TATACONSUM was trading at 920.35. The strike last trading price was 8.95, which was 2.45 higher than the previous day. The implied volatity was 23.76, the open interest changed by -7 which decreased total open position to 490
On 13 Dec TATACONSUM was trading at 929.70. The strike last trading price was 6.5, which was -3.20 lower than the previous day. The implied volatity was 21.83, the open interest changed by -102 which decreased total open position to 494
On 12 Dec TATACONSUM was trading at 921.25. The strike last trading price was 9.7, which was 2.45 higher than the previous day. The implied volatity was 22.80, the open interest changed by 257 which increased total open position to 598
On 11 Dec TATACONSUM was trading at 935.05. The strike last trading price was 7.25, which was -1.50 lower than the previous day. The implied volatity was 24.15, the open interest changed by -24 which decreased total open position to 341
On 10 Dec TATACONSUM was trading at 926.75. The strike last trading price was 8.75, which was -0.90 lower than the previous day. The implied volatity was 23.56, the open interest changed by 69 which increased total open position to 368
On 9 Dec TATACONSUM was trading at 933.95. The strike last trading price was 9.65, which was 7.30 higher than the previous day. The implied volatity was 26.33, the open interest changed by 166 which increased total open position to 299
On 6 Dec TATACONSUM was trading at 974.45. The strike last trading price was 2.35, which was -1.25 lower than the previous day. The implied volatity was 24.21, the open interest changed by -8 which decreased total open position to 133
On 5 Dec TATACONSUM was trading at 966.45. The strike last trading price was 3.6, which was -1.00 lower than the previous day. The implied volatity was 24.31, the open interest changed by 41 which increased total open position to 142
On 4 Dec TATACONSUM was trading at 961.20. The strike last trading price was 4.6, which was -0.75 lower than the previous day. The implied volatity was 24.26, the open interest changed by 4 which increased total open position to 100
On 3 Dec TATACONSUM was trading at 955.00. The strike last trading price was 5.35, which was -0.60 lower than the previous day. The implied volatity was 23.91, the open interest changed by 10 which increased total open position to 96
On 2 Dec TATACONSUM was trading at 957.00. The strike last trading price was 5.95, which was -0.90 lower than the previous day. The implied volatity was 24.50, the open interest changed by 12 which increased total open position to 86
On 29 Nov TATACONSUM was trading at 958.65. The strike last trading price was 6.85, which was -4.15 lower than the previous day. The implied volatity was 25.35, the open interest changed by -15 which decreased total open position to 74
On 28 Nov TATACONSUM was trading at 941.05. The strike last trading price was 11, which was 0.70 higher than the previous day. The implied volatity was 26.64, the open interest changed by 30 which increased total open position to 87
On 27 Nov TATACONSUM was trading at 960.05. The strike last trading price was 10.3, 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 26 Nov TATACONSUM was trading at 963.55. The strike last trading price was 10.3, which was -2.30 lower than the previous day. The implied volatity was 30.06, the open interest changed by 0 which decreased total open position to 57
On 25 Nov TATACONSUM was trading at 955.70. The strike last trading price was 12.6, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 7 which increased total open position to 0
On 22 Nov TATACONSUM was trading at 945.20. The strike last trading price was 12.6, which was -10.85 lower than the previous day. The implied volatity was 25.55, the open interest changed by 43 which increased total open position to 55
On 21 Nov TATACONSUM was trading at 911.70. The strike last trading price was 23.45, which was -0.55 lower than the previous day. The implied volatity was 26.00, the open interest changed by 7 which increased total open position to 12
On 20 Nov TATACONSUM was trading at 917.15. The strike last trading price was 24, which was 0.00 lower than the previous day. The implied volatity was 27.46, the open interest changed by 5 which increased total open position to 3
On 19 Nov TATACONSUM was trading at 917.15. The strike last trading price was 24, which was 14.40 higher than the previous day. The implied volatity was 27.46, the open interest changed by 3 which increased total open position to 3
On 18 Nov TATACONSUM was trading at 930.75. The strike last trading price was 9.6, which was 0.00 lower than the previous day. The implied volatity was 2.87, 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 9.6, which was lower than the previous day. The implied volatity was 2.63, the open interest changed by 0 which decreased total open position to 0
