TATACONSUM
Tata Consumer Product Ltd
Historical option data for TATACONSUM
21 Nov 2024 04:12 PM IST
| TATACONSUM 28NOV2024 920 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.44
Vega: 0.50
Theta: -0.90
Gamma: 0.01
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 911.70 | 9.05 | -3.25 | 22.26 | 2,733.973 | 238.133 | 563.413 | |||
| 20 Nov | 917.15 | 12.3 | 0.00 | 21.47 | 1,192.693 | 105.387 | 329.333 | |||
| 19 Nov | 917.15 | 12.3 | -9.70 | 21.47 | 1,192.693 | 109.44 | 329.333 | |||
| 18 Nov | 930.75 | 22 | -0.30 | 22.14 | 3,837.493 | 45.6 | 216.853 | |||
| 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 0.44
Historical price for 920 CE is as follows
On 21 Nov TATACONSUM was trading at 911.70. The strike last trading price was 9.05, which was -3.25 lower than the previous day. The implied volatity was 22.26, the open interest changed by 235 which increased total open position to 556
On 20 Nov TATACONSUM was trading at 917.15. The strike last trading price was 12.3, which was 0.00 lower than the previous day. The implied volatity was 21.47, the open interest changed by 104 which increased total open position to 325
On 19 Nov TATACONSUM was trading at 917.15. The strike last trading price was 12.3, which was -9.70 lower than the previous day. The implied volatity was 21.47, the open interest changed by 108 which increased total open position to 325
On 18 Nov TATACONSUM was trading at 930.75. The strike last trading price was 22, which was -0.30 lower than the previous day. The implied volatity was 22.14, the open interest changed by 45 which increased total open position to 214
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: -0.56
Vega: 0.50
Theta: -0.71
Gamma: 0.01
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 911.70 | 14.6 | 0.80 | 23.88 | 2,014.507 | 84.107 | 410.4 |
| 20 Nov | 917.15 | 13.8 | 0.00 | 23.93 | 1,368 | -30.4 | 332.373 |
| 19 Nov | 917.15 | 13.8 | 5.30 | 23.93 | 1,368 | -24.32 | 332.373 |
| 18 Nov | 930.75 | 8.5 | -2.05 | 23.96 | 2,921.44 | 26.347 | 353.653 |
| 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 -0.56
Historical price for 920 PE is as follows
On 21 Nov TATACONSUM was trading at 911.70. The strike last trading price was 14.6, which was 0.80 higher than the previous day. The implied volatity was 23.88, the open interest changed by 83 which increased total open position to 405
On 20 Nov TATACONSUM was trading at 917.15. The strike last trading price was 13.8, which was 0.00 lower than the previous day. The implied volatity was 23.93, the open interest changed by -30 which decreased total open position to 328
On 19 Nov TATACONSUM was trading at 917.15. The strike last trading price was 13.8, which was 5.30 higher than the previous day. The implied volatity was 23.93, the open interest changed by -24 which decreased total open position to 328
On 18 Nov TATACONSUM was trading at 930.75. The strike last trading price was 8.5, which was -2.05 lower than the previous day. The implied volatity was 23.96, the open interest changed by 26 which increased total open position to 349
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
