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

925 -27.75 (-2.91%)

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Historical option data for TATACONSUM

14 Nov 2024 04:12 PM IST
TATACONSUM 28NOV2024 920 CE
Delta: 0.66
Vega: 0.67
Theta: -0.63
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
14 Nov 925.00 22.3 -17.60 19.78 839.04 156.053 170.24
13 Nov 952.75 39.9 -15.05 17.55 12.16 6.08 12.16
12 Nov 967.55 54.95 -7.15 25.21 2.027 0 4.053
11 Nov 975.95 62.1 -12.90 19.09 2.027 -1.013 3.04
8 Nov 992.95 75 0.00 0.00 0 1.013 0
7 Nov 984.85 75 -3.65 26.35 1.013 0 3.04
6 Nov 1007.05 78.65 0.00 0.00 0 0 0
5 Nov 1000.75 78.65 0.00 0.00 0 2.027 0
4 Nov 994.60 78.65 -19.65 - 2.027 1.013 2.027
1 Nov 1004.10 98.3 0.00 0.00 0 0 0
31 Oct 1002.55 98.3 -9.20 - 1.013 0 1.013
30 Oct 1022.70 107.5 26.50 - 1.013 0 1.013
29 Oct 992.05 81 0.00 - 0 0 0
28 Oct 975.90 81 0.00 - 0 1.013 0
25 Oct 973.05 81 -215.05 - 1.013 0 0
24 Oct 996.45 296.05 0.00 - 0 0 0
23 Oct 1014.55 296.05 0.00 - 0 0 0
22 Oct 998.25 296.05 0.00 - 0 0 0
21 Oct 1017.05 296.05 - 0 0 0


For Tata Consumer Product Ltd - strike price 920 expiring on 28NOV2024

Delta for 920 CE is 0.66

Historical price for 920 CE is as follows

On 14 Nov TATACONSUM was trading at 925.00. The strike last trading price was 22.3, which was -17.60 lower than the previous day. The implied volatity was 19.78, the open interest changed by 154 which increased total open position to 168


On 13 Nov TATACONSUM was trading at 952.75. The strike last trading price was 39.9, which was -15.05 lower than the previous day. The implied volatity was 17.55, the open interest changed by 6 which increased total open position to 12


On 12 Nov TATACONSUM was trading at 967.55. The strike last trading price was 54.95, which was -7.15 lower than the previous day. The implied volatity was 25.21, the open interest changed by 0 which decreased total open position to 4


On 11 Nov TATACONSUM was trading at 975.95. The strike last trading price was 62.1, which was -12.90 lower than the previous day. The implied volatity was 19.09, the open interest changed by -1 which decreased total open position to 3


On 8 Nov TATACONSUM was trading at 992.95. The strike last trading price was 75, 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 7 Nov TATACONSUM was trading at 984.85. The strike last trading price was 75, which was -3.65 lower than the previous day. The implied volatity was 26.35, the open interest changed by 0 which decreased total open position to 3


On 6 Nov TATACONSUM was trading at 1007.05. The strike last trading price was 78.65, 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 78.65, 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 4 Nov TATACONSUM was trading at 994.60. The strike last trading price was 78.65, which was -19.65 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 2


On 1 Nov TATACONSUM was trading at 1004.10. The strike last trading price was 98.3, 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 31 Oct TATACONSUM was trading at 1002.55. The strike last trading price was 98.3, which was -9.20 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 107.5, which was 26.50 higher 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 81, 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 81, 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 81, which was -215.05 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 296.05, 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 296.05, 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 296.05, 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 296.05, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


TATACONSUM 28NOV2024 920 PE
Delta: -0.36
Vega: 0.68
Theta: -0.47
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
14 Nov 925.00 10.55 5.30 23.00 2,095.573 114.507 336.427
13 Nov 952.75 5.25 1.50 24.13 684 -53.707 221.92
12 Nov 967.55 3.75 0.50 24.82 427.627 49.653 276.64
11 Nov 975.95 3.25 0.30 25.92 262.453 14.187 231.04
8 Nov 992.95 2.95 -0.55 27.34 248.267 41.547 214.827
7 Nov 984.85 3.5 1.20 26.52 165.173 30.4 171.253
6 Nov 1007.05 2.3 -1.65 27.06 180.373 -39.52 141.867
5 Nov 1000.75 3.95 -1.50 29.58 184.427 -7.093 187.467
4 Nov 994.60 5.45 -0.60 30.73 264.48 10.133 200.64
1 Nov 1004.10 6.05 1.00 32.48 9.12 2.027 190.507
31 Oct 1002.55 5.05 1.45 - 113.493 -15.2 187.467
30 Oct 1022.70 3.6 -2.45 - 104.373 -42.56 202.667
29 Oct 992.05 6.05 -2.55 - 67.893 21.28 246.24
28 Oct 975.90 8.6 -1.95 - 150.987 1.013 224.96
25 Oct 973.05 10.55 3.45 - 152 -29.387 223.947
24 Oct 996.45 7.1 2.70 - 263.467 132.747 249.28
23 Oct 1014.55 4.4 -3.15 - 74.987 21.28 116.533
22 Oct 998.25 7.55 1.55 - 78.027 28.373 95.253
21 Oct 1017.05 6 - 295.893 66.88 66.88


For Tata Consumer Product Ltd - strike price 920 expiring on 28NOV2024

Delta for 920 PE is -0.36

Historical price for 920 PE is as follows

On 14 Nov TATACONSUM was trading at 925.00. The strike last trading price was 10.55, which was 5.30 higher than the previous day. The implied volatity was 23.00, the open interest changed by 113 which increased total open position to 332


On 13 Nov TATACONSUM was trading at 952.75. The strike last trading price was 5.25, which was 1.50 higher than the previous day. The implied volatity was 24.13, the open interest changed by -53 which decreased total open position to 219


On 12 Nov TATACONSUM was trading at 967.55. The strike last trading price was 3.75, which was 0.50 higher than the previous day. The implied volatity was 24.82, the open interest changed by 49 which increased total open position to 273


On 11 Nov TATACONSUM was trading at 975.95. The strike last trading price was 3.25, which was 0.30 higher than the previous day. The implied volatity was 25.92, the open interest changed by 14 which increased total open position to 228


On 8 Nov TATACONSUM was trading at 992.95. The strike last trading price was 2.95, which was -0.55 lower than the previous day. The implied volatity was 27.34, the open interest changed by 41 which increased total open position to 212


On 7 Nov TATACONSUM was trading at 984.85. The strike last trading price was 3.5, which was 1.20 higher than the previous day. The implied volatity was 26.52, the open interest changed by 30 which increased total open position to 169


On 6 Nov TATACONSUM was trading at 1007.05. The strike last trading price was 2.3, which was -1.65 lower than the previous day. The implied volatity was 27.06, the open interest changed by -39 which decreased total open position to 140


On 5 Nov TATACONSUM was trading at 1000.75. The strike last trading price was 3.95, which was -1.50 lower than the previous day. The implied volatity was 29.58, the open interest changed by -7 which decreased total open position to 185


On 4 Nov TATACONSUM was trading at 994.60. The strike last trading price was 5.45, which was -0.60 lower than the previous day. The implied volatity was 30.73, the open interest changed by 10 which increased total open position to 198


On 1 Nov TATACONSUM was trading at 1004.10. The strike last trading price was 6.05, which was 1.00 higher than the previous day. The implied volatity was 32.48, the open interest changed by 2 which increased total open position to 188


On 31 Oct TATACONSUM was trading at 1002.55. The strike last trading price was 5.05, which was 1.45 higher 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 3.6, which was -2.45 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 6.05, which was -2.55 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 8.6, which was -1.95 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 10.55, which was 3.45 higher 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 7.1, which was 2.70 higher 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 4.4, which was -3.15 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 7.55, which was 1.55 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 6, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to