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

945.2 33.50 (3.67%)

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Historical option data for TATACONSUM

22 Nov 2024 04:12 PM IST
TATACONSUM 28NOV2024 910 CE
Delta: 0.95
Vega: 0.13
Theta: -0.44
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
22 Nov 945.20 35 20.90 18.20 517.813 -58.773 200.64
21 Nov 911.70 14.1 -4.00 22.43 1,976 113.493 257.387
20 Nov 917.15 18.1 0.00 21.93 539.093 40.533 143.893
19 Nov 917.15 18.1 -11.15 21.93 539.093 40.533 143.893
18 Nov 930.75 29.25 0.00 22.48 1,224.107 37.493 103.36
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
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 0.95

Historical price for 910 CE is as follows

On 22 Nov TATACONSUM was trading at 945.20. The strike last trading price was 35, which was 20.90 higher than the previous day. The implied volatity was 18.20, the open interest changed by -58 which decreased total open position to 198


On 21 Nov TATACONSUM was trading at 911.70. The strike last trading price was 14.1, which was -4.00 lower than the previous day. The implied volatity was 22.43, the open interest changed by 112 which increased total open position to 254


On 20 Nov TATACONSUM was trading at 917.15. The strike last trading price was 18.1, which was 0.00 lower than the previous day. The implied volatity was 21.93, the open interest changed by 40 which increased total open position to 142


On 19 Nov TATACONSUM was trading at 917.15. The strike last trading price was 18.1, which was -11.15 lower than the previous day. The implied volatity was 21.93, the open interest changed by 40 which increased total open position to 142


On 18 Nov TATACONSUM was trading at 930.75. The strike last trading price was 29.25, which was 0.00 lower than the previous day. The implied volatity was 22.48, the open interest changed by 37 which increased total open position to 102


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: -0.13
Vega: 0.26
Theta: -0.53
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
22 Nov 945.20 2.15 -7.55 26.42 1,313.28 122.613 283.733
21 Nov 911.70 9.7 -0.05 24.13 1,598.027 -5.067 159.093
20 Nov 917.15 9.75 0.00 24.75 1,338.613 -17.227 165.173
19 Nov 917.15 9.75 4.00 24.75 1,338.613 -16.213 165.173
18 Nov 930.75 5.75 -2.00 24.54 1,833.12 27.36 185.44
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 -0.13

Historical price for 910 PE is as follows

On 22 Nov TATACONSUM was trading at 945.20. The strike last trading price was 2.15, which was -7.55 lower than the previous day. The implied volatity was 26.42, the open interest changed by 121 which increased total open position to 280


On 21 Nov TATACONSUM was trading at 911.70. The strike last trading price was 9.7, which was -0.05 lower than the previous day. The implied volatity was 24.13, the open interest changed by -5 which decreased total open position to 157


On 20 Nov TATACONSUM was trading at 917.15. The strike last trading price was 9.75, which was 0.00 lower than the previous day. The implied volatity was 24.75, the open interest changed by -17 which decreased total open position to 163


On 19 Nov TATACONSUM was trading at 917.15. The strike last trading price was 9.75, which was 4.00 higher than the previous day. The implied volatity was 24.75, the open interest changed by -16 which decreased total open position to 163


On 18 Nov TATACONSUM was trading at 930.75. The strike last trading price was 5.75, which was -2.00 lower than the previous day. The implied volatity was 24.54, the open interest changed by 27 which increased total open position to 183


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