TATACONSUM
Tata Consumer Product Ltd
Historical option data for TATACONSUM
20 Dec 2024 04:12 PM IST
| TATACONSUM 26DEC2024 920 CE | ||||||||||
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Delta: 0.18
Vega: 0.30
Theta: -0.59
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 889.45 | 2.4 | -3.60 | 22.06 | 6,227 | -397 | 1,583 | |||
| 19 Dec | 907.10 | 6 | -2.10 | 21.21 | 8,870 | 442 | 1,984 | |||
| 18 Dec | 909.35 | 8.1 | 0.05 | 21.68 | 4,446 | -105 | 1,541 | |||
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| 17 Dec | 904.90 | 8.05 | -7.20 | 24.94 | 4,670 | 691 | 1,647 | |||
| 16 Dec | 920.35 | 15.25 | -5.05 | 23.00 | 2,841 | 387 | 952 | |||
| 13 Dec | 929.70 | 20.3 | 2.15 | 19.10 | 5,065 | -269 | 565 | |||
| 12 Dec | 921.25 | 18.15 | -8.75 | 21.21 | 3,154 | 620 | 845 | |||
| 11 Dec | 935.05 | 26.9 | 2.75 | 21.47 | 574 | -47 | 225 | |||
| 10 Dec | 926.75 | 24.15 | -4.90 | 21.60 | 639 | 89 | 270 | |||
| 9 Dec | 933.95 | 29.05 | -30.15 | 23.05 | 545 | 151 | 180 | |||
| 6 Dec | 974.45 | 59.2 | 10.15 | - | 31 | -5 | 29 | |||
| 5 Dec | 966.45 | 49.05 | 2.00 | - | 2 | 0 | 36 | |||
| 4 Dec | 961.20 | 47.05 | -0.60 | 14.55 | 7 | -5 | 36 | |||
| 3 Dec | 955.00 | 47.65 | -2.70 | 21.77 | 2 | 1 | 42 | |||
| 2 Dec | 957.00 | 50.35 | -0.65 | 24.55 | 11 | -5 | 42 | |||
| 29 Nov | 958.65 | 51 | 5.85 | 20.27 | 15 | 3 | 47 | |||
| 28 Nov | 941.05 | 45.15 | -5.95 | 24.78 | 21 | 7 | 43 | |||
| 27 Nov | 960.05 | 51.1 | -3.10 | 15.89 | 2 | -1 | 35 | |||
| 26 Nov | 963.55 | 54.2 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 25 Nov | 955.70 | 54.2 | 9.85 | 25.04 | 13 | -8 | 36 | |||
| 22 Nov | 945.20 | 44.35 | 17.00 | 22.64 | 35 | -6 | 38 | |||
| 21 Nov | 911.70 | 27.35 | -7.05 | 23.24 | 50 | 39 | 42 | |||
| 20 Nov | 917.15 | 34.4 | 0.00 | 26.54 | 1 | 1 | 2 | |||
| 19 Nov | 917.15 | 34.4 | 4.40 | 26.54 | 1 | 0 | 2 | |||
| 18 Nov | 930.75 | 30 | -6.00 | 14.44 | 1 | 0 | 1 | |||
| 14 Nov | 925.00 | 36 | 36.00 | 19.37 | 2 | 1 | 1 | |||
| 31 Oct | 1002.55 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 992.05 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 975.90 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 973.05 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 996.45 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 1014.55 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 998.25 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 1017.05 | 0 | - | 0 | 0 | 0 | ||||
For Tata Consumer Product Ltd - strike price 920 expiring on 26DEC2024
Delta for 920 CE is 0.18
Historical price for 920 CE is as follows
On 20 Dec TATACONSUM was trading at 889.45. The strike last trading price was 2.4, which was -3.60 lower than the previous day. The implied volatity was 22.06, the open interest changed by -397 which decreased total open position to 1583
On 19 Dec TATACONSUM was trading at 907.10. The strike last trading price was 6, which was -2.10 lower than the previous day. The implied volatity was 21.21, the open interest changed by 442 which increased total open position to 1984
On 18 Dec TATACONSUM was trading at 909.35. The strike last trading price was 8.1, which was 0.05 higher than the previous day. The implied volatity was 21.68, the open interest changed by -105 which decreased total open position to 1541
On 17 Dec TATACONSUM was trading at 904.90. The strike last trading price was 8.05, which was -7.20 lower than the previous day. The implied volatity was 24.94, the open interest changed by 691 which increased total open position to 1647
On 16 Dec TATACONSUM was trading at 920.35. The strike last trading price was 15.25, which was -5.05 lower than the previous day. The implied volatity was 23.00, the open interest changed by 387 which increased total open position to 952
On 13 Dec TATACONSUM was trading at 929.70. The strike last trading price was 20.3, which was 2.15 higher than the previous day. The implied volatity was 19.10, the open interest changed by -269 which decreased total open position to 565
On 12 Dec TATACONSUM was trading at 921.25. The strike last trading price was 18.15, which was -8.75 lower than the previous day. The implied volatity was 21.21, the open interest changed by 620 which increased total open position to 845
On 11 Dec TATACONSUM was trading at 935.05. The strike last trading price was 26.9, which was 2.75 higher than the previous day. The implied volatity was 21.47, the open interest changed by -47 which decreased total open position to 225
On 10 Dec TATACONSUM was trading at 926.75. The strike last trading price was 24.15, which was -4.90 lower than the previous day. The implied volatity was 21.60, the open interest changed by 89 which increased total open position to 270
On 9 Dec TATACONSUM was trading at 933.95. The strike last trading price was 29.05, which was -30.15 lower than the previous day. The implied volatity was 23.05, the open interest changed by 151 which increased total open position to 180
On 6 Dec TATACONSUM was trading at 974.45. The strike last trading price was 59.2, which was 10.15 higher than the previous day. The implied volatity was -, the open interest changed by -5 which decreased total open position to 29
On 5 Dec TATACONSUM was trading at 966.45. The strike last trading price was 49.05, which was 2.00 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 36
On 4 Dec TATACONSUM was trading at 961.20. The strike last trading price was 47.05, which was -0.60 lower than the previous day. The implied volatity was 14.55, the open interest changed by -5 which decreased total open position to 36
On 3 Dec TATACONSUM was trading at 955.00. The strike last trading price was 47.65, which was -2.70 lower than the previous day. The implied volatity was 21.77, the open interest changed by 1 which increased total open position to 42
On 2 Dec TATACONSUM was trading at 957.00. The strike last trading price was 50.35, which was -0.65 lower than the previous day. The implied volatity was 24.55, the open interest changed by -5 which decreased total open position to 42
On 29 Nov TATACONSUM was trading at 958.65. The strike last trading price was 51, which was 5.85 higher than the previous day. The implied volatity was 20.27, the open interest changed by 3 which increased total open position to 47
On 28 Nov TATACONSUM was trading at 941.05. The strike last trading price was 45.15, which was -5.95 lower than the previous day. The implied volatity was 24.78, the open interest changed by 7 which increased total open position to 43
On 27 Nov TATACONSUM was trading at 960.05. The strike last trading price was 51.1, which was -3.10 lower than the previous day. The implied volatity was 15.89, the open interest changed by -1 which decreased total open position to 35
On 26 Nov TATACONSUM was trading at 963.55. The strike last trading price was 54.2, 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 25 Nov TATACONSUM was trading at 955.70. The strike last trading price was 54.2, which was 9.85 higher than the previous day. The implied volatity was 25.04, the open interest changed by -8 which decreased total open position to 36
On 22 Nov TATACONSUM was trading at 945.20. The strike last trading price was 44.35, which was 17.00 higher than the previous day. The implied volatity was 22.64, the open interest changed by -6 which decreased total open position to 38
On 21 Nov TATACONSUM was trading at 911.70. The strike last trading price was 27.35, which was -7.05 lower than the previous day. The implied volatity was 23.24, the open interest changed by 39 which increased total open position to 42
On 20 Nov TATACONSUM was trading at 917.15. The strike last trading price was 34.4, which was 0.00 lower than the previous day. The implied volatity was 26.54, the open interest changed by 1 which increased total open position to 2
On 19 Nov TATACONSUM was trading at 917.15. The strike last trading price was 34.4, which was 4.40 higher than the previous day. The implied volatity was 26.54, the open interest changed by 0 which decreased total open position to 2
On 18 Nov TATACONSUM was trading at 930.75. The strike last trading price was 30, which was -6.00 lower than the previous day. The implied volatity was 14.44, the open interest changed by 0 which decreased total open position to 1
On 14 Nov TATACONSUM was trading at 925.00. The strike last trading price was 36, which was 36.00 higher than the previous day. The implied volatity was 19.37, the open interest changed by 1 which increased total open position to 1
On 31 Oct TATACONSUM was trading at 1002.55. The strike last trading price was 0, 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 0, 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 0, 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 0, 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, 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, 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, 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, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| TATACONSUM 26DEC2024 920 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.71
Vega: 0.39
Theta: -0.98
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 889.45 | 31.25 | 10.70 | 35.64 | 1,226 | -20 | 465 |
| 19 Dec | 907.10 | 20.55 | 1.70 | 28.23 | 1,882 | 27 | 483 |
| 18 Dec | 909.35 | 18.85 | -4.45 | 26.77 | 1,229 | -59 | 456 |
| 17 Dec | 904.90 | 23.3 | 10.45 | 25.92 | 1,527 | -147 | 514 |
| 16 Dec | 920.35 | 12.85 | 3.55 | 23.20 | 1,551 | 50 | 663 |
| 13 Dec | 929.70 | 9.3 | -4.55 | 21.05 | 2,481 | -70 | 624 |
| 12 Dec | 921.25 | 13.85 | 3.95 | 22.93 | 3,098 | 229 | 696 |
| 11 Dec | 935.05 | 9.9 | -2.35 | 23.49 | 872 | 18 | 463 |
| 10 Dec | 926.75 | 12.25 | -0.40 | 23.54 | 951 | 41 | 446 |
| 9 Dec | 933.95 | 12.65 | 9.50 | 25.85 | 2,230 | 229 | 406 |
| 6 Dec | 974.45 | 3.15 | -1.55 | 23.54 | 356 | 0 | 178 |
| 5 Dec | 966.45 | 4.7 | -1.25 | 23.46 | 673 | -22 | 181 |
| 4 Dec | 961.20 | 5.95 | -1.00 | 23.44 | 384 | 5 | 203 |
| 3 Dec | 955.00 | 6.95 | -0.55 | 23.20 | 329 | -6 | 196 |
| 2 Dec | 957.00 | 7.5 | -1.25 | 23.63 | 426 | 23 | 203 |
| 29 Nov | 958.65 | 8.75 | -4.60 | 24.92 | 428 | 33 | 174 |
| 28 Nov | 941.05 | 13.35 | 4.35 | 25.92 | 254 | 81 | 142 |
| 27 Nov | 960.05 | 9 | 0.40 | 25.15 | 18 | 8 | 60 |
| 26 Nov | 963.55 | 8.6 | -2.30 | 24.90 | 33 | 4 | 51 |
| 25 Nov | 955.70 | 10.9 | -4.80 | 25.13 | 41 | 46 | 46 |
| 22 Nov | 945.20 | 15.7 | 15.05 | 25.48 | 37 | 27 | 27 |
| 21 Nov | 911.70 | 0.65 | 0.00 | 0.21 | 0 | 0 | 0 |
| 20 Nov | 917.15 | 0.65 | 0.00 | 0.78 | 0 | 0 | 0 |
| 19 Nov | 917.15 | 0.65 | 0.00 | 0.78 | 0 | 0 | 0 |
| 18 Nov | 930.75 | 0.65 | 0.00 | 2.19 | 0 | 0 | 0 |
| 14 Nov | 925.00 | 0.65 | 0.00 | 1.91 | 0 | 0 | 0 |
| 31 Oct | 1002.55 | 0.65 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 992.05 | 0.65 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 975.90 | 0.65 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 973.05 | 0.65 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 996.45 | 0.65 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 1014.55 | 0.65 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 998.25 | 0.65 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 1017.05 | 0.65 | - | 0 | 0 | 0 | |
For Tata Consumer Product Ltd - strike price 920 expiring on 26DEC2024
Delta for 920 PE is -0.71
Historical price for 920 PE is as follows
On 20 Dec TATACONSUM was trading at 889.45. The strike last trading price was 31.25, which was 10.70 higher than the previous day. The implied volatity was 35.64, the open interest changed by -20 which decreased total open position to 465
On 19 Dec TATACONSUM was trading at 907.10. The strike last trading price was 20.55, which was 1.70 higher than the previous day. The implied volatity was 28.23, the open interest changed by 27 which increased total open position to 483
On 18 Dec TATACONSUM was trading at 909.35. The strike last trading price was 18.85, which was -4.45 lower than the previous day. The implied volatity was 26.77, the open interest changed by -59 which decreased total open position to 456
On 17 Dec TATACONSUM was trading at 904.90. The strike last trading price was 23.3, which was 10.45 higher than the previous day. The implied volatity was 25.92, the open interest changed by -147 which decreased total open position to 514
On 16 Dec TATACONSUM was trading at 920.35. The strike last trading price was 12.85, which was 3.55 higher than the previous day. The implied volatity was 23.20, the open interest changed by 50 which increased total open position to 663
On 13 Dec TATACONSUM was trading at 929.70. The strike last trading price was 9.3, which was -4.55 lower than the previous day. The implied volatity was 21.05, the open interest changed by -70 which decreased total open position to 624
On 12 Dec TATACONSUM was trading at 921.25. The strike last trading price was 13.85, which was 3.95 higher than the previous day. The implied volatity was 22.93, the open interest changed by 229 which increased total open position to 696
On 11 Dec TATACONSUM was trading at 935.05. The strike last trading price was 9.9, which was -2.35 lower than the previous day. The implied volatity was 23.49, the open interest changed by 18 which increased total open position to 463
On 10 Dec TATACONSUM was trading at 926.75. The strike last trading price was 12.25, which was -0.40 lower than the previous day. The implied volatity was 23.54, the open interest changed by 41 which increased total open position to 446
On 9 Dec TATACONSUM was trading at 933.95. The strike last trading price was 12.65, which was 9.50 higher than the previous day. The implied volatity was 25.85, the open interest changed by 229 which increased total open position to 406
On 6 Dec TATACONSUM was trading at 974.45. The strike last trading price was 3.15, which was -1.55 lower than the previous day. The implied volatity was 23.54, the open interest changed by 0 which decreased total open position to 178
On 5 Dec TATACONSUM was trading at 966.45. The strike last trading price was 4.7, which was -1.25 lower than the previous day. The implied volatity was 23.46, the open interest changed by -22 which decreased total open position to 181
On 4 Dec TATACONSUM was trading at 961.20. The strike last trading price was 5.95, which was -1.00 lower than the previous day. The implied volatity was 23.44, the open interest changed by 5 which increased total open position to 203
On 3 Dec TATACONSUM was trading at 955.00. The strike last trading price was 6.95, which was -0.55 lower than the previous day. The implied volatity was 23.20, the open interest changed by -6 which decreased total open position to 196
On 2 Dec TATACONSUM was trading at 957.00. The strike last trading price was 7.5, which was -1.25 lower than the previous day. The implied volatity was 23.63, the open interest changed by 23 which increased total open position to 203
On 29 Nov TATACONSUM was trading at 958.65. The strike last trading price was 8.75, which was -4.60 lower than the previous day. The implied volatity was 24.92, the open interest changed by 33 which increased total open position to 174
On 28 Nov TATACONSUM was trading at 941.05. The strike last trading price was 13.35, which was 4.35 higher than the previous day. The implied volatity was 25.92, the open interest changed by 81 which increased total open position to 142
On 27 Nov TATACONSUM was trading at 960.05. The strike last trading price was 9, which was 0.40 higher than the previous day. The implied volatity was 25.15, the open interest changed by 8 which increased total open position to 60
On 26 Nov TATACONSUM was trading at 963.55. The strike last trading price was 8.6, which was -2.30 lower than the previous day. The implied volatity was 24.90, the open interest changed by 4 which increased total open position to 51
On 25 Nov TATACONSUM was trading at 955.70. The strike last trading price was 10.9, which was -4.80 lower than the previous day. The implied volatity was 25.13, the open interest changed by 46 which increased total open position to 46
On 22 Nov TATACONSUM was trading at 945.20. The strike last trading price was 15.7, which was 15.05 higher than the previous day. The implied volatity was 25.48, the open interest changed by 27 which increased total open position to 27
On 21 Nov TATACONSUM was trading at 911.70. The strike last trading price was 0.65, which was 0.00 lower than the previous day. The implied volatity was 0.21, the open interest changed by 0 which decreased total open position to 0
On 20 Nov TATACONSUM was trading at 917.15. The strike last trading price was 0.65, which was 0.00 lower than the previous day. The implied volatity was 0.78, 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 0.65, which was 0.00 lower than the previous day. The implied volatity was 0.78, 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 0.65, which was 0.00 lower than the previous day. The implied volatity was 2.19, 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 0.65, which was 0.00 lower than the previous day. The implied volatity was 1.91, 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 0.65, 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 0.65, 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 0.65, 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 0.65, 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 0.65, 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 0.65, 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 0.65, 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 0.65, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
