TATACONSUM
Tata Consumer Product Ltd
Historical option data for TATACONSUM
14 Nov 2024 04:12 PM IST
| TATACONSUM 28NOV2024 930 CE | ||||||||||
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Delta: 0.55
Vega: 0.72
Theta: -0.64
Gamma: 0.01
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| 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 | |||
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| 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 | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.45
Vega: 0.72
Theta: -0.46
Gamma: 0.01
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| 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
