TATACONSUM
Tata Consumer Product Ltd
Historical option data for TATACONSUM
27 Dec 2024 04:12 PM IST
| TATACONSUM 30JAN2025 920 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.48
Vega: 1.10
Theta: -0.41
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 27 Dec | 907.95 | 18.35 | 0.30 | 18.57 | 1,137 | 201 | 1,025 | |||
| 26 Dec | 900.95 | 18.05 | -4.85 | 20.77 | 1,077 | 314 | 823 | |||
| 24 Dec | 907.30 | 22.9 | 1.15 | 22.26 | 858 | 92 | 505 | |||
| 23 Dec | 902.75 | 21.75 | 0.00 | 22.73 | 419 | 79 | 413 | |||
| 20 Dec | 889.45 | 21.75 | -7.25 | 23.84 | 535 | 77 | 333 | |||
| 19 Dec | 907.10 | 29 | -1.65 | 24.59 | 367 | 69 | 255 | |||
| 18 Dec | 909.35 | 30.65 | 2.65 | 24.72 | 387 | 15 | 186 | |||
| 17 Dec | 904.90 | 28 | -5.60 | 24.63 | 271 | 152 | 171 | |||
| 16 Dec | 920.35 | 33.6 | -4.50 | 21.55 | 63 | 4 | 19 | |||
| 13 Dec | 929.70 | 38.1 | 1.95 | 19.77 | 14 | 7 | 14 | |||
| 12 Dec | 921.25 | 36.15 | -81.60 | 21.28 | 10 | 4 | 4 | |||
| 11 Dec | 935.05 | 117.75 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Dec | 926.75 | 117.75 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Dec | 933.95 | 117.75 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Dec | 966.45 | 117.75 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Dec | 955.00 | 117.75 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Dec | 957.00 | 117.75 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Nov | 941.05 | 117.75 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Nov | 963.55 | 117.75 | 0.00 | - | 0 | 0 | 0 | |||
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| 25 Nov | 955.70 | 117.75 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 945.20 | 117.75 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Nov | 911.70 | 117.75 | 117.75 | - | 0 | 0 | 0 | |||
| 20 Nov | 917.15 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 917.15 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 930.75 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 925.00 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 952.75 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 967.55 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 975.95 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 992.95 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 984.85 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 1007.05 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 1000.75 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 994.60 | 0 | - | 0 | 0 | 0 | ||||
For Tata Consumer Product Ltd - strike price 920 expiring on 30JAN2025
Delta for 920 CE is 0.48
Historical price for 920 CE is as follows
On 27 Dec TATACONSUM was trading at 907.95. The strike last trading price was 18.35, which was 0.30 higher than the previous day. The implied volatity was 18.57, the open interest changed by 201 which increased total open position to 1025
On 26 Dec TATACONSUM was trading at 900.95. The strike last trading price was 18.05, which was -4.85 lower than the previous day. The implied volatity was 20.77, the open interest changed by 314 which increased total open position to 823
On 24 Dec TATACONSUM was trading at 907.30. The strike last trading price was 22.9, which was 1.15 higher than the previous day. The implied volatity was 22.26, the open interest changed by 92 which increased total open position to 505
On 23 Dec TATACONSUM was trading at 902.75. The strike last trading price was 21.75, which was 0.00 lower than the previous day. The implied volatity was 22.73, the open interest changed by 79 which increased total open position to 413
On 20 Dec TATACONSUM was trading at 889.45. The strike last trading price was 21.75, which was -7.25 lower than the previous day. The implied volatity was 23.84, the open interest changed by 77 which increased total open position to 333
On 19 Dec TATACONSUM was trading at 907.10. The strike last trading price was 29, which was -1.65 lower than the previous day. The implied volatity was 24.59, the open interest changed by 69 which increased total open position to 255
On 18 Dec TATACONSUM was trading at 909.35. The strike last trading price was 30.65, which was 2.65 higher than the previous day. The implied volatity was 24.72, the open interest changed by 15 which increased total open position to 186
On 17 Dec TATACONSUM was trading at 904.90. The strike last trading price was 28, which was -5.60 lower than the previous day. The implied volatity was 24.63, the open interest changed by 152 which increased total open position to 171
On 16 Dec TATACONSUM was trading at 920.35. The strike last trading price was 33.6, which was -4.50 lower than the previous day. The implied volatity was 21.55, the open interest changed by 4 which increased total open position to 19
On 13 Dec TATACONSUM was trading at 929.70. The strike last trading price was 38.1, which was 1.95 higher than the previous day. The implied volatity was 19.77, the open interest changed by 7 which increased total open position to 14
On 12 Dec TATACONSUM was trading at 921.25. The strike last trading price was 36.15, which was -81.60 lower than the previous day. The implied volatity was 21.28, the open interest changed by 4 which increased total open position to 4
On 11 Dec TATACONSUM was trading at 935.05. The strike last trading price was 117.75, 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 117.75, 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 117.75, 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 117.75, 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 117.75, 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 117.75, 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 28 Nov TATACONSUM was trading at 941.05. The strike last trading price was 117.75, 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 26 Nov TATACONSUM was trading at 963.55. The strike last trading price was 117.75, 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 25 Nov TATACONSUM was trading at 955.70. The strike last trading price was 117.75, 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 22 Nov TATACONSUM was trading at 945.20. The strike last trading price was 117.75, 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 21 Nov TATACONSUM was trading at 911.70. The strike last trading price was 117.75, which was 117.75 higher than the previous day. The implied volatity was -, 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, 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 Nov TATACONSUM was trading at 917.15. 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 0 which decreased total open position to 0
On 18 Nov TATACONSUM was trading at 930.75. 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 0 which decreased total open position to 0
On 14 Nov TATACONSUM was trading at 925.00. 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 0 which decreased total open position to 0
On 13 Nov TATACONSUM was trading at 952.75. 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 0 which decreased total open position to 0
On 12 Nov TATACONSUM was trading at 967.55. 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 0 which decreased total open position to 0
On 11 Nov TATACONSUM was trading at 975.95. 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 0 which decreased total open position to 0
On 8 Nov TATACONSUM was trading at 992.95. 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 0 which decreased total open position to 0
On 7 Nov TATACONSUM was trading at 984.85. 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 0 which decreased total open position to 0
On 6 Nov TATACONSUM was trading at 1007.05. 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 0 which decreased total open position to 0
On 5 Nov TATACONSUM was trading at 1000.75. 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 0 which decreased total open position to 0
On 4 Nov TATACONSUM was trading at 994.60. The strike last trading price was 0, 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 920 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.52
Vega: 1.10
Theta: -0.22
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 27 Dec | 907.95 | 26.35 | -5.65 | 21.68 | 414 | 153 | 414 |
| 26 Dec | 900.95 | 32 | 2.15 | 23.25 | 174 | 130 | 260 |
| 24 Dec | 907.30 | 29.85 | -4.95 | 23.33 | 200 | 70 | 130 |
| 23 Dec | 902.75 | 34.8 | -11.20 | 25.31 | 90 | 28 | 60 |
| 20 Dec | 889.45 | 46 | 10.65 | 31.42 | 31 | 14 | 33 |
| 19 Dec | 907.10 | 35.35 | 4.60 | 27.75 | 11 | 6 | 18 |
| 18 Dec | 909.35 | 30.75 | 0.20 | 24.97 | 3 | 1 | 12 |
| 17 Dec | 904.90 | 30.55 | 4.65 | 21.76 | 8 | 1 | 8 |
| 16 Dec | 920.35 | 25.9 | 3.90 | 24.65 | 1 | 0 | 6 |
| 13 Dec | 929.70 | 22 | -5.40 | 23.64 | 2 | 0 | 5 |
| 12 Dec | 921.25 | 27.4 | 6.00 | 25.82 | 1 | 0 | 4 |
| 11 Dec | 935.05 | 21.4 | 2.75 | 24.43 | 21 | 4 | 4 |
| 10 Dec | 926.75 | 18.65 | 0.00 | 1.83 | 0 | 0 | 0 |
| 9 Dec | 933.95 | 18.65 | 0.00 | 2.22 | 0 | 0 | 0 |
| 5 Dec | 966.45 | 18.65 | 0.00 | 4.53 | 0 | 0 | 0 |
| 3 Dec | 955.00 | 18.65 | 0.00 | 3.80 | 0 | 0 | 0 |
| 2 Dec | 957.00 | 18.65 | 0.00 | 3.80 | 0 | 0 | 0 |
| 28 Nov | 941.05 | 18.65 | 0.00 | 3.04 | 0 | 0 | 0 |
| 26 Nov | 963.55 | 18.65 | 0.00 | 4.21 | 0 | 0 | 0 |
| 25 Nov | 955.70 | 18.65 | 0.00 | 3.69 | 0 | 0 | 0 |
| 22 Nov | 945.20 | 18.65 | 0.00 | 2.83 | 0 | 0 | 0 |
| 21 Nov | 911.70 | 18.65 | 0.00 | 0.54 | 0 | 0 | 0 |
| 20 Nov | 917.15 | 18.65 | 0.00 | 1.18 | 0 | 0 | 0 |
| 19 Nov | 917.15 | 18.65 | 0.00 | 1.18 | 0 | 0 | 0 |
| 18 Nov | 930.75 | 18.65 | 0.00 | 2.12 | 0 | 0 | 0 |
| 14 Nov | 925.00 | 18.65 | 0.00 | 1.49 | 0 | 0 | 0 |
| 13 Nov | 952.75 | 18.65 | 0.00 | 3.38 | 0 | 0 | 0 |
| 12 Nov | 967.55 | 18.65 | 0.00 | 4.33 | 0 | 0 | 0 |
| 11 Nov | 975.95 | 18.65 | 0.00 | 4.70 | 0 | 0 | 0 |
| 8 Nov | 992.95 | 18.65 | 18.65 | 5.40 | 0 | 0 | 0 |
| 7 Nov | 984.85 | 0 | 0.00 | 5.29 | 0 | 0 | 0 |
| 6 Nov | 1007.05 | 0 | 0.00 | 6.44 | 0 | 0 | 0 |
| 5 Nov | 1000.75 | 0 | 0.00 | 6.07 | 0 | 0 | 0 |
| 4 Nov | 994.60 | 0 | 5.65 | 0 | 0 | 0 | |
For Tata Consumer Product Ltd - strike price 920 expiring on 30JAN2025
Delta for 920 PE is -0.52
Historical price for 920 PE is as follows
On 27 Dec TATACONSUM was trading at 907.95. The strike last trading price was 26.35, which was -5.65 lower than the previous day. The implied volatity was 21.68, the open interest changed by 153 which increased total open position to 414
On 26 Dec TATACONSUM was trading at 900.95. The strike last trading price was 32, which was 2.15 higher than the previous day. The implied volatity was 23.25, the open interest changed by 130 which increased total open position to 260
On 24 Dec TATACONSUM was trading at 907.30. The strike last trading price was 29.85, which was -4.95 lower than the previous day. The implied volatity was 23.33, the open interest changed by 70 which increased total open position to 130
On 23 Dec TATACONSUM was trading at 902.75. The strike last trading price was 34.8, which was -11.20 lower than the previous day. The implied volatity was 25.31, the open interest changed by 28 which increased total open position to 60
On 20 Dec TATACONSUM was trading at 889.45. The strike last trading price was 46, which was 10.65 higher than the previous day. The implied volatity was 31.42, the open interest changed by 14 which increased total open position to 33
On 19 Dec TATACONSUM was trading at 907.10. The strike last trading price was 35.35, which was 4.60 higher than the previous day. The implied volatity was 27.75, the open interest changed by 6 which increased total open position to 18
On 18 Dec TATACONSUM was trading at 909.35. The strike last trading price was 30.75, which was 0.20 higher than the previous day. The implied volatity was 24.97, the open interest changed by 1 which increased total open position to 12
On 17 Dec TATACONSUM was trading at 904.90. The strike last trading price was 30.55, which was 4.65 higher than the previous day. The implied volatity was 21.76, the open interest changed by 1 which increased total open position to 8
On 16 Dec TATACONSUM was trading at 920.35. The strike last trading price was 25.9, which was 3.90 higher than the previous day. The implied volatity was 24.65, the open interest changed by 0 which decreased total open position to 6
On 13 Dec TATACONSUM was trading at 929.70. The strike last trading price was 22, which was -5.40 lower than the previous day. The implied volatity was 23.64, the open interest changed by 0 which decreased total open position to 5
On 12 Dec TATACONSUM was trading at 921.25. The strike last trading price was 27.4, which was 6.00 higher than the previous day. The implied volatity was 25.82, the open interest changed by 0 which decreased total open position to 4
On 11 Dec TATACONSUM was trading at 935.05. The strike last trading price was 21.4, which was 2.75 higher than the previous day. The implied volatity was 24.43, the open interest changed by 4 which increased total open position to 4
On 10 Dec TATACONSUM was trading at 926.75. The strike last trading price was 18.65, which was 0.00 lower than the previous day. The implied volatity was 1.83, 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 18.65, which was 0.00 lower than the previous day. The implied volatity was 2.22, 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 18.65, which was 0.00 lower than the previous day. The implied volatity was 4.53, 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 18.65, which was 0.00 lower than the previous day. The implied volatity was 3.80, 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 18.65, which was 0.00 lower than the previous day. The implied volatity was 3.80, the open interest changed by 0 which decreased total open position to 0
On 28 Nov TATACONSUM was trading at 941.05. The strike last trading price was 18.65, which was 0.00 lower than the previous day. The implied volatity was 3.04, the open interest changed by 0 which decreased total open position to 0
On 26 Nov TATACONSUM was trading at 963.55. The strike last trading price was 18.65, which was 0.00 lower than the previous day. The implied volatity was 4.21, 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 18.65, which was 0.00 lower than the previous day. The implied volatity was 3.69, the open interest changed by 0 which decreased total open position to 0
On 22 Nov TATACONSUM was trading at 945.20. The strike last trading price was 18.65, which was 0.00 lower than the previous day. The implied volatity was 2.83, the open interest changed by 0 which decreased total open position to 0
On 21 Nov TATACONSUM was trading at 911.70. The strike last trading price was 18.65, which was 0.00 lower than the previous day. The implied volatity was 0.54, 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 18.65, which was 0.00 lower than the previous day. The implied volatity was 1.18, 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 18.65, which was 0.00 lower than the previous day. The implied volatity was 1.18, 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 18.65, which was 0.00 lower than the previous day. The implied volatity was 2.12, 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 18.65, which was 0.00 lower than the previous day. The implied volatity was 1.49, the open interest changed by 0 which decreased total open position to 0
On 13 Nov TATACONSUM was trading at 952.75. The strike last trading price was 18.65, which was 0.00 lower than the previous day. The implied volatity was 3.38, the open interest changed by 0 which decreased total open position to 0
On 12 Nov TATACONSUM was trading at 967.55. The strike last trading price was 18.65, which was 0.00 lower than the previous day. The implied volatity was 4.33, the open interest changed by 0 which decreased total open position to 0
On 11 Nov TATACONSUM was trading at 975.95. The strike last trading price was 18.65, which was 0.00 lower than the previous day. The implied volatity was 4.70, 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 18.65, which was 18.65 higher than the previous day. The implied volatity was 5.40, 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 0, which was 0.00 lower than the previous day. The implied volatity was 5.29, 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 0, which was 0.00 lower than the previous day. The implied volatity was 6.44, 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 0, which was 0.00 lower than the previous day. The implied volatity was 6.07, the open interest changed by 0 which decreased total open position to 0
On 4 Nov TATACONSUM was trading at 994.60. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 5.65, the open interest changed by 0 which decreased total open position to 0
