TATACONSUM
Tata Consumer Product Ltd
Historical option data for TATACONSUM
27 Dec 2024 04:12 PM IST
| TATACONSUM 30JAN2025 910 CE | ||||||||||
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Delta: 0.55
Vega: 1.09
Theta: -0.43
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 27 Dec | 907.95 | 23.25 | 1.20 | 18.60 | 1,023 | 244 | 569 | |||
| 26 Dec | 900.95 | 22.05 | -5.10 | 20.41 | 395 | 178 | 323 | |||
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| 24 Dec | 907.30 | 27.15 | 0.80 | 21.81 | 377 | 66 | 143 | |||
| 23 Dec | 902.75 | 26.35 | 0.35 | 22.81 | 114 | 17 | 77 | |||
| 20 Dec | 889.45 | 26 | -8.10 | 23.86 | 119 | 23 | 61 | |||
| 19 Dec | 907.10 | 34.1 | -0.50 | 24.75 | 52 | 19 | 35 | |||
| 18 Dec | 909.35 | 34.6 | 2.25 | 23.43 | 18 | 10 | 16 | |||
| 17 Dec | 904.90 | 32.35 | -36.05 | 24.33 | 12 | 5 | 5 | |||
| 16 Dec | 920.35 | 68.4 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Dec | 929.70 | 68.4 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Dec | 921.25 | 68.4 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Dec | 935.05 | 68.4 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Dec | 926.75 | 68.4 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Dec | 933.95 | 68.4 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Dec | 966.45 | 68.4 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Dec | 955.00 | 68.4 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Dec | 957.00 | 68.4 | - | 0 | 0 | 0 | ||||
For Tata Consumer Product Ltd - strike price 910 expiring on 30JAN2025
Delta for 910 CE is 0.55
Historical price for 910 CE is as follows
On 27 Dec TATACONSUM was trading at 907.95. The strike last trading price was 23.25, which was 1.20 higher than the previous day. The implied volatity was 18.60, the open interest changed by 244 which increased total open position to 569
On 26 Dec TATACONSUM was trading at 900.95. The strike last trading price was 22.05, which was -5.10 lower than the previous day. The implied volatity was 20.41, the open interest changed by 178 which increased total open position to 323
On 24 Dec TATACONSUM was trading at 907.30. The strike last trading price was 27.15, which was 0.80 higher than the previous day. The implied volatity was 21.81, the open interest changed by 66 which increased total open position to 143
On 23 Dec TATACONSUM was trading at 902.75. The strike last trading price was 26.35, which was 0.35 higher than the previous day. The implied volatity was 22.81, the open interest changed by 17 which increased total open position to 77
On 20 Dec TATACONSUM was trading at 889.45. The strike last trading price was 26, which was -8.10 lower than the previous day. The implied volatity was 23.86, the open interest changed by 23 which increased total open position to 61
On 19 Dec TATACONSUM was trading at 907.10. The strike last trading price was 34.1, which was -0.50 lower than the previous day. The implied volatity was 24.75, the open interest changed by 19 which increased total open position to 35
On 18 Dec TATACONSUM was trading at 909.35. The strike last trading price was 34.6, which was 2.25 higher than the previous day. The implied volatity was 23.43, the open interest changed by 10 which increased total open position to 16
On 17 Dec TATACONSUM was trading at 904.90. The strike last trading price was 32.35, which was -36.05 lower than the previous day. The implied volatity was 24.33, the open interest changed by 5 which increased total open position to 5
On 16 Dec TATACONSUM was trading at 920.35. The strike last trading price was 68.4, 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 13 Dec TATACONSUM was trading at 929.70. The strike last trading price was 68.4, 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 12 Dec TATACONSUM was trading at 921.25. The strike last trading price was 68.4, 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 11 Dec TATACONSUM was trading at 935.05. The strike last trading price was 68.4, 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 10 Dec TATACONSUM was trading at 926.75. The strike last trading price was 68.4, 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 9 Dec TATACONSUM was trading at 933.95. The strike last trading price was 68.4, 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 5 Dec TATACONSUM was trading at 966.45. The strike last trading price was 68.4, 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 3 Dec TATACONSUM was trading at 955.00. The strike last trading price was 68.4, 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 2 Dec TATACONSUM was trading at 957.00. The strike last trading price was 68.4, 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 30JAN2025 910 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.45
Vega: 1.10
Theta: -0.23
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 27 Dec | 907.95 | 21.2 | -4.60 | 21.60 | 800 | 367 | 593 |
| 26 Dec | 900.95 | 25.8 | 1.45 | 22.60 | 327 | 180 | 226 |
| 24 Dec | 907.30 | 24.35 | -9.25 | 23.01 | 71 | 45 | 46 |
| 23 Dec | 902.75 | 33.6 | 7.65 | 28.92 | 1 | 0 | 0 |
| 20 Dec | 889.45 | 25.95 | 0.00 | - | 0 | 0 | 0 |
| 19 Dec | 907.10 | 25.95 | 0.00 | 0.76 | 0 | 0 | 0 |
| 18 Dec | 909.35 | 25.95 | 0.00 | 1.06 | 0 | 0 | 0 |
| 17 Dec | 904.90 | 25.95 | 0.00 | 0.43 | 0 | 0 | 0 |
| 16 Dec | 920.35 | 25.95 | 0.00 | 1.89 | 0 | 0 | 0 |
| 13 Dec | 929.70 | 25.95 | 0.00 | 2.64 | 0 | 0 | 0 |
| 12 Dec | 921.25 | 25.95 | 0.00 | 2.06 | 0 | 0 | 0 |
| 11 Dec | 935.05 | 25.95 | 0.00 | 3.17 | 0 | 0 | 0 |
| 10 Dec | 926.75 | 25.95 | 0.00 | 2.62 | 0 | 0 | 0 |
| 9 Dec | 933.95 | 25.95 | 0.00 | 3.02 | 0 | 0 | 0 |
| 5 Dec | 966.45 | 25.95 | 0.00 | 5.40 | 0 | 0 | 0 |
| 3 Dec | 955.00 | 25.95 | 0.00 | 4.49 | 0 | 0 | 0 |
| 2 Dec | 957.00 | 25.95 | 4.48 | 0 | 0 | 0 | |
For Tata Consumer Product Ltd - strike price 910 expiring on 30JAN2025
Delta for 910 PE is -0.45
Historical price for 910 PE is as follows
On 27 Dec TATACONSUM was trading at 907.95. The strike last trading price was 21.2, which was -4.60 lower than the previous day. The implied volatity was 21.60, the open interest changed by 367 which increased total open position to 593
On 26 Dec TATACONSUM was trading at 900.95. The strike last trading price was 25.8, which was 1.45 higher than the previous day. The implied volatity was 22.60, the open interest changed by 180 which increased total open position to 226
On 24 Dec TATACONSUM was trading at 907.30. The strike last trading price was 24.35, which was -9.25 lower than the previous day. The implied volatity was 23.01, the open interest changed by 45 which increased total open position to 46
On 23 Dec TATACONSUM was trading at 902.75. The strike last trading price was 33.6, which was 7.65 higher than the previous day. The implied volatity was 28.92, the open interest changed by 0 which decreased total open position to 0
On 20 Dec TATACONSUM was trading at 889.45. The strike last trading price was 25.95, 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 Dec TATACONSUM was trading at 907.10. The strike last trading price was 25.95, which was 0.00 lower than the previous day. The implied volatity was 0.76, the open interest changed by 0 which decreased total open position to 0
On 18 Dec TATACONSUM was trading at 909.35. The strike last trading price was 25.95, which was 0.00 lower than the previous day. The implied volatity was 1.06, the open interest changed by 0 which decreased total open position to 0
On 17 Dec TATACONSUM was trading at 904.90. The strike last trading price was 25.95, which was 0.00 lower than the previous day. The implied volatity was 0.43, the open interest changed by 0 which decreased total open position to 0
On 16 Dec TATACONSUM was trading at 920.35. The strike last trading price was 25.95, which was 0.00 lower than the previous day. The implied volatity was 1.89, the open interest changed by 0 which decreased total open position to 0
On 13 Dec TATACONSUM was trading at 929.70. The strike last trading price was 25.95, which was 0.00 lower than the previous day. The implied volatity was 2.64, the open interest changed by 0 which decreased total open position to 0
On 12 Dec TATACONSUM was trading at 921.25. The strike last trading price was 25.95, which was 0.00 lower than the previous day. The implied volatity was 2.06, the open interest changed by 0 which decreased total open position to 0
On 11 Dec TATACONSUM was trading at 935.05. The strike last trading price was 25.95, which was 0.00 lower than the previous day. The implied volatity was 3.17, the open interest changed by 0 which decreased total open position to 0
On 10 Dec TATACONSUM was trading at 926.75. The strike last trading price was 25.95, which was 0.00 lower than the previous day. The implied volatity was 2.62, the open interest changed by 0 which decreased total open position to 0
On 9 Dec TATACONSUM was trading at 933.95. The strike last trading price was 25.95, which was 0.00 lower than the previous day. The implied volatity was 3.02, 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 25.95, which was 0.00 lower than the previous day. The implied volatity was 5.40, the open interest changed by 0 which decreased total open position to 0
On 3 Dec TATACONSUM was trading at 955.00. The strike last trading price was 25.95, which was 0.00 lower than the previous day. The implied volatity was 4.49, the open interest changed by 0 which decreased total open position to 0
On 2 Dec TATACONSUM was trading at 957.00. The strike last trading price was 25.95, which was lower than the previous day. The implied volatity was 4.48, the open interest changed by 0 which decreased total open position to 0
