TATACONSUM
Tata Consumer Product Ltd
Historical option data for TATACONSUM
20 Dec 2024 04:12 PM IST
| TATACONSUM 26DEC2024 930 CE | ||||||||||
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Delta: 0.12
Vega: 0.23
Theta: -0.50
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 20 Dec | 889.45 | 1.65 | -2.15 | 24.53 | 4,592 | 266 | 1,707 | |||
| 19 Dec | 907.10 | 3.8 | -1.40 | 22.50 | 4,571 | -129 | 1,445 | |||
| 18 Dec | 909.35 | 5.2 | -0.35 | 22.40 | 2,491 | -58 | 1,578 | |||
| 17 Dec | 904.90 | 5.55 | -4.95 | 25.68 | 3,001 | 64 | 1,638 | |||
| 16 Dec | 920.35 | 10.5 | -4.10 | 22.81 | 3,296 | 441 | 1,573 | |||
| 13 Dec | 929.70 | 14.6 | 1.35 | 19.20 | 4,643 | -293 | 1,135 | |||
| 12 Dec | 921.25 | 13.25 | -7.45 | 21.28 | 3,086 | 632 | 1,440 | |||
| 11 Dec | 935.05 | 20.7 | 2.35 | 21.46 | 2,760 | -386 | 807 | |||
| 10 Dec | 926.75 | 18.35 | -4.60 | 21.44 | 2,095 | 476 | 1,194 | |||
| 9 Dec | 933.95 | 22.95 | -28.10 | 22.95 | 2,549 | 568 | 719 | |||
| 6 Dec | 974.45 | 51.05 | 7.00 | 14.98 | 11 | 0 | 152 | |||
| 5 Dec | 966.45 | 44.05 | 2.65 | 17.19 | 15 | -4 | 152 | |||
| 4 Dec | 961.20 | 41.4 | 2.40 | 19.69 | 37 | 2 | 156 | |||
| 3 Dec | 955.00 | 39 | -3.60 | 20.26 | 62 | 3 | 154 | |||
| 2 Dec | 957.00 | 42.6 | -1.15 | 23.89 | 251 | -15 | 151 | |||
| 29 Nov | 958.65 | 43.75 | 5.50 | 20.83 | 62 | 25 | 165 | |||
| 28 Nov | 941.05 | 38.25 | -8.90 | 24.37 | 44 | 3 | 140 | |||
| 27 Nov | 960.05 | 47.15 | -6.85 | 21.57 | 9 | -7 | 138 | |||
| 26 Nov | 963.55 | 54 | 6.00 | 26.86 | 65 | -6 | 100 | |||
| 25 Nov | 955.70 | 48 | 12.00 | 25.81 | 15 | 64 | 112 | |||
| 22 Nov | 945.20 | 36 | 14.00 | 20.82 | 195 | 48 | 96 | |||
| 21 Nov | 911.70 | 22 | -3.95 | 22.62 | 32 | -13 | 47 | |||
| 20 Nov | 917.15 | 25.95 | 0.00 | 23.48 | 63 | 46 | 59 | |||
| 19 Nov | 917.15 | 25.95 | -5.10 | 23.48 | 63 | 45 | 59 | |||
| 18 Nov | 930.75 | 31.05 | 0.70 | 20.81 | 15 | 10 | 13 | |||
| 14 Nov | 925.00 | 30.35 | 19.53 | 5 | 2 | 2 | ||||
For Tata Consumer Product Ltd - strike price 930 expiring on 26DEC2024
Delta for 930 CE is 0.12
Historical price for 930 CE is as follows
On 20 Dec TATACONSUM was trading at 889.45. The strike last trading price was 1.65, which was -2.15 lower than the previous day. The implied volatity was 24.53, the open interest changed by 266 which increased total open position to 1707
On 19 Dec TATACONSUM was trading at 907.10. The strike last trading price was 3.8, which was -1.40 lower than the previous day. The implied volatity was 22.50, the open interest changed by -129 which decreased total open position to 1445
On 18 Dec TATACONSUM was trading at 909.35. The strike last trading price was 5.2, which was -0.35 lower than the previous day. The implied volatity was 22.40, the open interest changed by -58 which decreased total open position to 1578
On 17 Dec TATACONSUM was trading at 904.90. The strike last trading price was 5.55, which was -4.95 lower than the previous day. The implied volatity was 25.68, the open interest changed by 64 which increased total open position to 1638
On 16 Dec TATACONSUM was trading at 920.35. The strike last trading price was 10.5, which was -4.10 lower than the previous day. The implied volatity was 22.81, the open interest changed by 441 which increased total open position to 1573
On 13 Dec TATACONSUM was trading at 929.70. The strike last trading price was 14.6, which was 1.35 higher than the previous day. The implied volatity was 19.20, the open interest changed by -293 which decreased total open position to 1135
On 12 Dec TATACONSUM was trading at 921.25. The strike last trading price was 13.25, which was -7.45 lower than the previous day. The implied volatity was 21.28, the open interest changed by 632 which increased total open position to 1440
On 11 Dec TATACONSUM was trading at 935.05. The strike last trading price was 20.7, which was 2.35 higher than the previous day. The implied volatity was 21.46, the open interest changed by -386 which decreased total open position to 807
On 10 Dec TATACONSUM was trading at 926.75. The strike last trading price was 18.35, which was -4.60 lower than the previous day. The implied volatity was 21.44, the open interest changed by 476 which increased total open position to 1194
On 9 Dec TATACONSUM was trading at 933.95. The strike last trading price was 22.95, which was -28.10 lower than the previous day. The implied volatity was 22.95, the open interest changed by 568 which increased total open position to 719
On 6 Dec TATACONSUM was trading at 974.45. The strike last trading price was 51.05, which was 7.00 higher than the previous day. The implied volatity was 14.98, the open interest changed by 0 which decreased total open position to 152
On 5 Dec TATACONSUM was trading at 966.45. The strike last trading price was 44.05, which was 2.65 higher than the previous day. The implied volatity was 17.19, the open interest changed by -4 which decreased total open position to 152
On 4 Dec TATACONSUM was trading at 961.20. The strike last trading price was 41.4, which was 2.40 higher than the previous day. The implied volatity was 19.69, the open interest changed by 2 which increased total open position to 156
On 3 Dec TATACONSUM was trading at 955.00. The strike last trading price was 39, which was -3.60 lower than the previous day. The implied volatity was 20.26, the open interest changed by 3 which increased total open position to 154
On 2 Dec TATACONSUM was trading at 957.00. The strike last trading price was 42.6, which was -1.15 lower than the previous day. The implied volatity was 23.89, the open interest changed by -15 which decreased total open position to 151
On 29 Nov TATACONSUM was trading at 958.65. The strike last trading price was 43.75, which was 5.50 higher than the previous day. The implied volatity was 20.83, the open interest changed by 25 which increased total open position to 165
On 28 Nov TATACONSUM was trading at 941.05. The strike last trading price was 38.25, which was -8.90 lower than the previous day. The implied volatity was 24.37, the open interest changed by 3 which increased total open position to 140
On 27 Nov TATACONSUM was trading at 960.05. The strike last trading price was 47.15, which was -6.85 lower than the previous day. The implied volatity was 21.57, the open interest changed by -7 which decreased total open position to 138
On 26 Nov TATACONSUM was trading at 963.55. The strike last trading price was 54, which was 6.00 higher than the previous day. The implied volatity was 26.86, the open interest changed by -6 which decreased total open position to 100
On 25 Nov TATACONSUM was trading at 955.70. The strike last trading price was 48, which was 12.00 higher than the previous day. The implied volatity was 25.81, the open interest changed by 64 which increased total open position to 112
On 22 Nov TATACONSUM was trading at 945.20. The strike last trading price was 36, which was 14.00 higher than the previous day. The implied volatity was 20.82, the open interest changed by 48 which increased total open position to 96
On 21 Nov TATACONSUM was trading at 911.70. The strike last trading price was 22, which was -3.95 lower than the previous day. The implied volatity was 22.62, the open interest changed by -13 which decreased total open position to 47
On 20 Nov TATACONSUM was trading at 917.15. The strike last trading price was 25.95, which was 0.00 lower than the previous day. The implied volatity was 23.48, the open interest changed by 46 which increased total open position to 59
On 19 Nov TATACONSUM was trading at 917.15. The strike last trading price was 25.95, which was -5.10 lower than the previous day. The implied volatity was 23.48, the open interest changed by 45 which increased total open position to 59
On 18 Nov TATACONSUM was trading at 930.75. The strike last trading price was 31.05, which was 0.70 higher than the previous day. The implied volatity was 20.81, the open interest changed by 10 which increased total open position to 13
On 14 Nov TATACONSUM was trading at 925.00. The strike last trading price was 30.35, which was lower than the previous day. The implied volatity was 19.53, the open interest changed by 2 which increased total open position to 2
| TATACONSUM 26DEC2024 930 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.77
Vega: 0.35
Theta: -0.93
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 889.45 | 39.9 | 11.60 | 38.62 | 437 | -69 | 397 |
| 19 Dec | 907.10 | 28.3 | 2.30 | 30.43 | 573 | -57 | 467 |
| 18 Dec | 909.35 | 26 | -4.85 | 28.20 | 329 | -64 | 525 |
| 17 Dec | 904.90 | 30.85 | 12.55 | 26.95 | 787 | -103 | 590 |
| 16 Dec | 920.35 | 18.3 | 4.85 | 23.39 | 1,083 | 52 | 694 |
| 13 Dec | 929.70 | 13.45 | -5.35 | 20.86 | 1,233 | -37 | 647 |
| 12 Dec | 921.25 | 18.8 | 5.10 | 22.83 | 2,026 | -5 | 691 |
| 11 Dec | 935.05 | 13.7 | -2.70 | 23.38 | 1,500 | -53 | 685 |
| 10 Dec | 926.75 | 16.4 | -0.05 | 23.28 | 1,675 | 115 | 735 |
| 9 Dec | 933.95 | 16.45 | 12.25 | 25.52 | 4,353 | 450 | 617 |
| 6 Dec | 974.45 | 4.2 | -2.40 | 22.58 | 421 | -40 | 167 |
| 5 Dec | 966.45 | 6.6 | -1.00 | 23.32 | 759 | -39 | 207 |
| 4 Dec | 961.20 | 7.6 | -1.40 | 22.51 | 332 | 0 | 250 |
| 3 Dec | 955.00 | 9 | -0.55 | 22.52 | 429 | 25 | 251 |
| 2 Dec | 957.00 | 9.55 | -1.35 | 22.90 | 364 | 22 | 223 |
| 29 Nov | 958.65 | 10.9 | -9.80 | 24.28 | 414 | 57 | 201 |
| 28 Nov | 941.05 | 20.7 | 9.50 | 29.85 | 220 | 58 | 141 |
| 27 Nov | 960.05 | 11.2 | 0.20 | 24.63 | 35 | 3 | 82 |
| 26 Nov | 963.55 | 11 | -1.60 | 24.72 | 55 | 5 | 81 |
| 25 Nov | 955.70 | 12.6 | -6.70 | 24.75 | 56 | 59 | 75 |
| 22 Nov | 945.20 | 19.3 | -13.50 | 25.41 | 58 | 42 | 58 |
| 21 Nov | 911.70 | 32.8 | 2.10 | 25.45 | 4 | 1 | 15 |
| 20 Nov | 917.15 | 30.7 | 0.00 | 25.01 | 21 | 11 | 13 |
| 19 Nov | 917.15 | 30.7 | 10.90 | 25.01 | 21 | 10 | 13 |
| 18 Nov | 930.75 | 19.8 | 6.05 | 21.13 | 3 | 0 | 0 |
| 14 Nov | 925.00 | 13.75 | 1.10 | 0 | 0 | 0 | |
For Tata Consumer Product Ltd - strike price 930 expiring on 26DEC2024
Delta for 930 PE is -0.77
Historical price for 930 PE is as follows
On 20 Dec TATACONSUM was trading at 889.45. The strike last trading price was 39.9, which was 11.60 higher than the previous day. The implied volatity was 38.62, the open interest changed by -69 which decreased total open position to 397
On 19 Dec TATACONSUM was trading at 907.10. The strike last trading price was 28.3, which was 2.30 higher than the previous day. The implied volatity was 30.43, the open interest changed by -57 which decreased total open position to 467
On 18 Dec TATACONSUM was trading at 909.35. The strike last trading price was 26, which was -4.85 lower than the previous day. The implied volatity was 28.20, the open interest changed by -64 which decreased total open position to 525
On 17 Dec TATACONSUM was trading at 904.90. The strike last trading price was 30.85, which was 12.55 higher than the previous day. The implied volatity was 26.95, the open interest changed by -103 which decreased total open position to 590
On 16 Dec TATACONSUM was trading at 920.35. The strike last trading price was 18.3, which was 4.85 higher than the previous day. The implied volatity was 23.39, the open interest changed by 52 which increased total open position to 694
On 13 Dec TATACONSUM was trading at 929.70. The strike last trading price was 13.45, which was -5.35 lower than the previous day. The implied volatity was 20.86, the open interest changed by -37 which decreased total open position to 647
On 12 Dec TATACONSUM was trading at 921.25. The strike last trading price was 18.8, which was 5.10 higher than the previous day. The implied volatity was 22.83, the open interest changed by -5 which decreased total open position to 691
On 11 Dec TATACONSUM was trading at 935.05. The strike last trading price was 13.7, which was -2.70 lower than the previous day. The implied volatity was 23.38, the open interest changed by -53 which decreased total open position to 685
On 10 Dec TATACONSUM was trading at 926.75. The strike last trading price was 16.4, which was -0.05 lower than the previous day. The implied volatity was 23.28, the open interest changed by 115 which increased total open position to 735
On 9 Dec TATACONSUM was trading at 933.95. The strike last trading price was 16.45, which was 12.25 higher than the previous day. The implied volatity was 25.52, the open interest changed by 450 which increased total open position to 617
On 6 Dec TATACONSUM was trading at 974.45. The strike last trading price was 4.2, which was -2.40 lower than the previous day. The implied volatity was 22.58, the open interest changed by -40 which decreased total open position to 167
On 5 Dec TATACONSUM was trading at 966.45. The strike last trading price was 6.6, which was -1.00 lower than the previous day. The implied volatity was 23.32, the open interest changed by -39 which decreased total open position to 207
On 4 Dec TATACONSUM was trading at 961.20. The strike last trading price was 7.6, which was -1.40 lower than the previous day. The implied volatity was 22.51, the open interest changed by 0 which decreased total open position to 250
On 3 Dec TATACONSUM was trading at 955.00. The strike last trading price was 9, which was -0.55 lower than the previous day. The implied volatity was 22.52, the open interest changed by 25 which increased total open position to 251
On 2 Dec TATACONSUM was trading at 957.00. The strike last trading price was 9.55, which was -1.35 lower than the previous day. The implied volatity was 22.90, the open interest changed by 22 which increased total open position to 223
On 29 Nov TATACONSUM was trading at 958.65. The strike last trading price was 10.9, which was -9.80 lower than the previous day. The implied volatity was 24.28, the open interest changed by 57 which increased total open position to 201
On 28 Nov TATACONSUM was trading at 941.05. The strike last trading price was 20.7, which was 9.50 higher than the previous day. The implied volatity was 29.85, the open interest changed by 58 which increased total open position to 141
On 27 Nov TATACONSUM was trading at 960.05. The strike last trading price was 11.2, which was 0.20 higher than the previous day. The implied volatity was 24.63, the open interest changed by 3 which increased total open position to 82
On 26 Nov TATACONSUM was trading at 963.55. The strike last trading price was 11, which was -1.60 lower than the previous day. The implied volatity was 24.72, the open interest changed by 5 which increased total open position to 81
On 25 Nov TATACONSUM was trading at 955.70. The strike last trading price was 12.6, which was -6.70 lower than the previous day. The implied volatity was 24.75, the open interest changed by 59 which increased total open position to 75
On 22 Nov TATACONSUM was trading at 945.20. The strike last trading price was 19.3, which was -13.50 lower than the previous day. The implied volatity was 25.41, the open interest changed by 42 which increased total open position to 58
On 21 Nov TATACONSUM was trading at 911.70. The strike last trading price was 32.8, which was 2.10 higher than the previous day. The implied volatity was 25.45, the open interest changed by 1 which increased total open position to 15
On 20 Nov TATACONSUM was trading at 917.15. The strike last trading price was 30.7, which was 0.00 lower than the previous day. The implied volatity was 25.01, the open interest changed by 11 which increased total open position to 13
On 19 Nov TATACONSUM was trading at 917.15. The strike last trading price was 30.7, which was 10.90 higher than the previous day. The implied volatity was 25.01, the open interest changed by 10 which increased total open position to 13
On 18 Nov TATACONSUM was trading at 930.75. The strike last trading price was 19.8, which was 6.05 higher than the previous day. The implied volatity was 21.13, 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 13.75, which was lower than the previous day. The implied volatity was 1.10, the open interest changed by 0 which decreased total open position to 0
