TATACONSUM
Tata Consumer Product Ltd
Historical option data for TATACONSUM
14 Nov 2024 04:12 PM IST
| TATACONSUM 28NOV2024 910 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.75
Vega: 0.57
Theta: -0.59
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 925.00 | 29.25 | -17.95 | 19.84 | 198.613 | 55.733 | 65.867 | |||
| 13 Nov | 952.75 | 47.2 | -20.95 | - | 2.027 | 1.013 | 9.12 | |||
| 12 Nov | 967.55 | 68.15 | -12.05 | 35.27 | 1.013 | 0 | 7.093 | |||
| 11 Nov | 975.95 | 80.2 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 8 Nov | 992.95 | 80.2 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 7 Nov | 984.85 | 80.2 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Nov | 1007.05 | 80.2 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Nov | 1000.75 | 80.2 | 0.00 | 0.00 | 0 | 7.093 | 0 | |||
| 4 Nov | 994.60 | 80.2 | -234.80 | - | 7.093 | 5.067 | 5.067 | |||
| 1 Nov | 1004.10 | 315 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 1002.55 | 315 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 1022.70 | 315 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 992.05 | 315 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 975.90 | 315 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 973.05 | 315 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 996.45 | 315 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 1014.55 | 315 | 0.00 | - | 0 | 0 | 0 | |||
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| 22 Oct | 998.25 | 315 | 315.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 1017.05 | 0 | - | 0 | 0 | 0 | ||||
For Tata Consumer Product Ltd - strike price 910 expiring on 28NOV2024
Delta for 910 CE is 0.75
Historical price for 910 CE is as follows
On 14 Nov TATACONSUM was trading at 925.00. The strike last trading price was 29.25, which was -17.95 lower than the previous day. The implied volatity was 19.84, the open interest changed by 55 which increased total open position to 65
On 13 Nov TATACONSUM was trading at 952.75. The strike last trading price was 47.2, which was -20.95 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 9
On 12 Nov TATACONSUM was trading at 967.55. The strike last trading price was 68.15, which was -12.05 lower than the previous day. The implied volatity was 35.27, the open interest changed by 0 which decreased total open position to 7
On 11 Nov TATACONSUM was trading at 975.95. The strike last trading price was 80.2, 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 8 Nov TATACONSUM was trading at 992.95. The strike last trading price was 80.2, 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 80.2, 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 6 Nov TATACONSUM was trading at 1007.05. The strike last trading price was 80.2, 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 Nov TATACONSUM was trading at 1000.75. The strike last trading price was 80.2, 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 4 Nov TATACONSUM was trading at 994.60. The strike last trading price was 80.2, which was -234.80 lower than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 5
On 1 Nov TATACONSUM was trading at 1004.10. The strike last trading price was 315, 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 31 Oct TATACONSUM was trading at 1002.55. The strike last trading price was 315, 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 315, 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 29 Oct TATACONSUM was trading at 992.05. The strike last trading price was 315, 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 315, 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 315, 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 315, 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 23 Oct TATACONSUM was trading at 1014.55. The strike last trading price was 315, 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 315, which was 315.00 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 910 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.28
Vega: 0.61
Theta: -0.45
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 925.00 | 7.75 | 3.90 | 23.84 | 984.96 | 21.28 | 159.093 |
| 13 Nov | 952.75 | 3.85 | 1.05 | 24.71 | 408.373 | 44.587 | 137.813 |
| 12 Nov | 967.55 | 2.8 | 0.30 | 25.79 | 179.36 | 69.92 | 97.28 |
| 11 Nov | 975.95 | 2.5 | 0.15 | 26.96 | 48.64 | 9.12 | 39.52 |
| 8 Nov | 992.95 | 2.35 | -0.55 | 28.33 | 38.507 | -8.107 | 32.427 |
| 7 Nov | 984.85 | 2.9 | 0.90 | 27.79 | 32.427 | 6.08 | 42.56 |
| 6 Nov | 1007.05 | 2 | -1.00 | 28.65 | 16.213 | -2.027 | 37.493 |
| 5 Nov | 1000.75 | 3 | -1.40 | 29.91 | 74.987 | -1.013 | 41.547 |
| 4 Nov | 994.60 | 4.4 | -2.50 | 31.36 | 85.12 | 45.6 | 46.613 |
| 1 Nov | 1004.10 | 6.9 | 0.00 | 0.00 | 0 | 0 | 0 |
| 31 Oct | 1002.55 | 6.9 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 1022.70 | 6.9 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 992.05 | 6.9 | 0.00 | - | 0 | 1.013 | 0 |
| 28 Oct | 975.90 | 6.9 | 6.75 | - | 1.013 | 0 | 0 |
| 25 Oct | 973.05 | 0.15 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 996.45 | 0.15 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 1014.55 | 0.15 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 998.25 | 0.15 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 1017.05 | 0.15 | - | 0 | 0 | 0 | |
For Tata Consumer Product Ltd - strike price 910 expiring on 28NOV2024
Delta for 910 PE is -0.28
Historical price for 910 PE is as follows
On 14 Nov TATACONSUM was trading at 925.00. The strike last trading price was 7.75, which was 3.90 higher than the previous day. The implied volatity was 23.84, the open interest changed by 21 which increased total open position to 157
On 13 Nov TATACONSUM was trading at 952.75. The strike last trading price was 3.85, which was 1.05 higher than the previous day. The implied volatity was 24.71, the open interest changed by 44 which increased total open position to 136
On 12 Nov TATACONSUM was trading at 967.55. The strike last trading price was 2.8, which was 0.30 higher than the previous day. The implied volatity was 25.79, the open interest changed by 69 which increased total open position to 96
On 11 Nov TATACONSUM was trading at 975.95. The strike last trading price was 2.5, which was 0.15 higher than the previous day. The implied volatity was 26.96, the open interest changed by 9 which increased total open position to 39
On 8 Nov TATACONSUM was trading at 992.95. The strike last trading price was 2.35, which was -0.55 lower than the previous day. The implied volatity was 28.33, the open interest changed by -8 which decreased total open position to 32
On 7 Nov TATACONSUM was trading at 984.85. The strike last trading price was 2.9, which was 0.90 higher than the previous day. The implied volatity was 27.79, the open interest changed by 6 which increased total open position to 42
On 6 Nov TATACONSUM was trading at 1007.05. The strike last trading price was 2, which was -1.00 lower than the previous day. The implied volatity was 28.65, the open interest changed by -2 which decreased total open position to 37
On 5 Nov TATACONSUM was trading at 1000.75. The strike last trading price was 3, which was -1.40 lower than the previous day. The implied volatity was 29.91, the open interest changed by -1 which decreased total open position to 41
On 4 Nov TATACONSUM was trading at 994.60. The strike last trading price was 4.4, which was -2.50 lower than the previous day. The implied volatity was 31.36, the open interest changed by 45 which increased total open position to 46
On 1 Nov TATACONSUM was trading at 1004.10. The strike last trading price was 6.9, 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 6.9, 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 6.9, 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 29 Oct TATACONSUM was trading at 992.05. The strike last trading price was 6.9, 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 6.9, which was 6.75 higher 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 0.15, 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 0.15, 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 23 Oct TATACONSUM was trading at 1014.55. The strike last trading price was 0.15, 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 0.15, 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 21 Oct TATACONSUM was trading at 1017.05. The strike last trading price was 0.15, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
