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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 930 CE
Delta: 0.55
Vega: 0.72
Theta: -0.64
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
14 Nov 925.00 16.35 -16.95 19.69 1,786.507 88.16 308.053
13 Nov 952.75 33.3 -25.20 20.53 273.6 213.813 219.893
12 Nov 967.55 58.5 7.55 43.16 1.013 0 7.093
11 Nov 975.95 50.95 -19.80 - 5.067 3.04 6.08
8 Nov 992.95 70.75 4.20 25.13 4.053 0 4.053
7 Nov 984.85 66.55 -1.65 26.51 2.027 0 2.027
6 Nov 1007.05 68.2 0.00 0.00 0 0 0
5 Nov 1000.75 68.2 0.00 0.00 0 2.027 0
4 Nov 994.60 68.2 -227.15 - 2.027 0 0
1 Nov 1004.10 295.35 0.00 - 0 0 0
31 Oct 1002.55 295.35 0.00 - 0 0 0
30 Oct 1022.70 295.35 0.00 - 0 0 0
29 Oct 992.05 295.35 0.00 - 0 0 0
28 Oct 975.90 295.35 0.00 - 0 0 0
25 Oct 973.05 295.35 0.00 - 0 0 0
24 Oct 996.45 295.35 0.00 - 0 0 0
23 Oct 1014.55 295.35 0.00 - 0 0 0
22 Oct 998.25 295.35 295.35 - 0 0 0
21 Oct 1017.05 0 - 0 0 0


For Tata Consumer Product Ltd - strike price 930 expiring on 28NOV2024

Delta for 930 CE is 0.55

Historical price for 930 CE is as follows

On 14 Nov TATACONSUM was trading at 925.00. The strike last trading price was 16.35, which was -16.95 lower than the previous day. The implied volatity was 19.69, the open interest changed by 87 which increased total open position to 304


On 13 Nov TATACONSUM was trading at 952.75. The strike last trading price was 33.3, which was -25.20 lower than the previous day. The implied volatity was 20.53, the open interest changed by 211 which increased total open position to 217


On 12 Nov TATACONSUM was trading at 967.55. The strike last trading price was 58.5, which was 7.55 higher than the previous day. The implied volatity was 43.16, the open interest changed by 0 which decreased total open position to 7


On 11 Nov TATACONSUM was trading at 975.95. The strike last trading price was 50.95, which was -19.80 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 6


On 8 Nov TATACONSUM was trading at 992.95. The strike last trading price was 70.75, which was 4.20 higher than the previous day. The implied volatity was 25.13, the open interest changed by 0 which decreased total open position to 4


On 7 Nov TATACONSUM was trading at 984.85. The strike last trading price was 66.55, which was -1.65 lower than the previous day. The implied volatity was 26.51, the open interest changed by 0 which decreased total open position to 2


On 6 Nov TATACONSUM was trading at 1007.05. The strike last trading price was 68.2, 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 5 Nov TATACONSUM was trading at 1000.75. The strike last trading price was 68.2, 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 68.2, which was -227.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 1 Nov TATACONSUM was trading at 1004.10. The strike last trading price was 295.35, 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 31 Oct TATACONSUM was trading at 1002.55. The strike last trading price was 295.35, 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 30 Oct TATACONSUM was trading at 1022.70. The strike last trading price was 295.35, 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 295.35, 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 295.35, 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 295.35, 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 295.35, 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 295.35, 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 295.35, which was 295.35 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 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


TATACONSUM 28NOV2024 930 PE
Delta: -0.45
Vega: 0.72
Theta: -0.46
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
14 Nov 925.00 14.45 7.35 22.55 3,316.64 262.453 456
13 Nov 952.75 7.1 1.95 23.19 643.467 -45.6 194.56
12 Nov 967.55 5.15 0.85 24.09 484.373 65.867 239.147
11 Nov 975.95 4.3 0.55 25.01 276.64 17.227 174.293
8 Nov 992.95 3.75 -0.70 26.42 168.213 33.44 156.053
7 Nov 984.85 4.45 1.45 25.64 87.147 24.32 120.587
6 Nov 1007.05 3 -1.90 26.41 112.48 9.12 95.253
5 Nov 1000.75 4.9 -1.50 28.84 111.467 17.227 84.107
4 Nov 994.60 6.4 6.15 29.58 88.16 65.867 65.867
1 Nov 1004.10 0.25 0.00 8.17 0 0 0
31 Oct 1002.55 0.25 0.00 - 0 0 0
30 Oct 1022.70 0.25 0.00 - 0 0 0
29 Oct 992.05 0.25 0.00 - 0 0 0
28 Oct 975.90 0.25 0.00 - 0 0 0
25 Oct 973.05 0.25 0.00 - 0 0 0
24 Oct 996.45 0.25 0.00 - 0 0 0
23 Oct 1014.55 0.25 0.00 - 0 0 0
22 Oct 998.25 0.25 0.00 - 0 0 0
21 Oct 1017.05 0.25 - 0 0 0


For Tata Consumer Product Ltd - strike price 930 expiring on 28NOV2024

Delta for 930 PE is -0.45

Historical price for 930 PE is as follows

On 14 Nov TATACONSUM was trading at 925.00. The strike last trading price was 14.45, which was 7.35 higher than the previous day. The implied volatity was 22.55, the open interest changed by 259 which increased total open position to 450


On 13 Nov TATACONSUM was trading at 952.75. The strike last trading price was 7.1, which was 1.95 higher than the previous day. The implied volatity was 23.19, the open interest changed by -45 which decreased total open position to 192


On 12 Nov TATACONSUM was trading at 967.55. The strike last trading price was 5.15, which was 0.85 higher than the previous day. The implied volatity was 24.09, the open interest changed by 65 which increased total open position to 236


On 11 Nov TATACONSUM was trading at 975.95. The strike last trading price was 4.3, which was 0.55 higher than the previous day. The implied volatity was 25.01, the open interest changed by 17 which increased total open position to 172


On 8 Nov TATACONSUM was trading at 992.95. The strike last trading price was 3.75, which was -0.70 lower than the previous day. The implied volatity was 26.42, the open interest changed by 33 which increased total open position to 154


On 7 Nov TATACONSUM was trading at 984.85. The strike last trading price was 4.45, which was 1.45 higher than the previous day. The implied volatity was 25.64, the open interest changed by 24 which increased total open position to 119


On 6 Nov TATACONSUM was trading at 1007.05. The strike last trading price was 3, which was -1.90 lower than the previous day. The implied volatity was 26.41, the open interest changed by 9 which increased total open position to 94


On 5 Nov TATACONSUM was trading at 1000.75. The strike last trading price was 4.9, which was -1.50 lower than the previous day. The implied volatity was 28.84, the open interest changed by 17 which increased total open position to 83


On 4 Nov TATACONSUM was trading at 994.60. The strike last trading price was 6.4, which was 6.15 higher than the previous day. The implied volatity was 29.58, the open interest changed by 65 which increased total open position to 65


On 1 Nov TATACONSUM was trading at 1004.10. The strike last trading price was 0.25, which was 0.00 lower than the previous day. The implied volatity was 8.17, 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 0.25, 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 30 Oct TATACONSUM was trading at 1022.70. The strike last trading price was 0.25, 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 0.25, 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 0.25, 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 0.25, 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 0.25, 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 0.25, 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 0.25, 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 0.25, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to