TATACONSUM
Tata Consumer Product Ltd
Historical option data for TATACONSUM
27 Dec 2024 04:12 PM IST
| TATACONSUM 30JAN2025 930 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.40
Vega: 1.07
Theta: -0.40
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 27 Dec | 907.95 | 14.7 | 0.30 | 19.01 | 398 | 84 | 224 | |||
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| 26 Dec | 900.95 | 14.4 | -3.50 | 20.86 | 239 | 66 | 141 | |||
| 24 Dec | 907.30 | 17.9 | -1.50 | 21.51 | 184 | 47 | 77 | |||
| 23 Dec | 902.75 | 19.4 | 2.45 | 24.13 | 64 | 24 | 30 | |||
| 20 Dec | 889.45 | 16.95 | -39.75 | 22.88 | 8 | 5 | 5 | |||
| 19 Dec | 907.10 | 56.7 | 0.00 | 1.20 | 0 | 0 | 0 | |||
| 18 Dec | 909.35 | 56.7 | 0.00 | 0.91 | 0 | 0 | 0 | |||
| 17 Dec | 904.90 | 56.7 | 0.00 | 1.55 | 0 | 0 | 0 | |||
| 16 Dec | 920.35 | 56.7 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Dec | 929.70 | 56.7 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Dec | 921.25 | 56.7 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Dec | 935.05 | 56.7 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Dec | 926.75 | 56.7 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Dec | 933.95 | 56.7 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Dec | 966.45 | 56.7 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Dec | 955.00 | 56.7 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Dec | 957.00 | 56.7 | - | 0 | 0 | 0 | ||||
For Tata Consumer Product Ltd - strike price 930 expiring on 30JAN2025
Delta for 930 CE is 0.40
Historical price for 930 CE is as follows
On 27 Dec TATACONSUM was trading at 907.95. The strike last trading price was 14.7, which was 0.30 higher than the previous day. The implied volatity was 19.01, the open interest changed by 84 which increased total open position to 224
On 26 Dec TATACONSUM was trading at 900.95. The strike last trading price was 14.4, which was -3.50 lower than the previous day. The implied volatity was 20.86, the open interest changed by 66 which increased total open position to 141
On 24 Dec TATACONSUM was trading at 907.30. The strike last trading price was 17.9, which was -1.50 lower than the previous day. The implied volatity was 21.51, the open interest changed by 47 which increased total open position to 77
On 23 Dec TATACONSUM was trading at 902.75. The strike last trading price was 19.4, which was 2.45 higher than the previous day. The implied volatity was 24.13, the open interest changed by 24 which increased total open position to 30
On 20 Dec TATACONSUM was trading at 889.45. The strike last trading price was 16.95, which was -39.75 lower than the previous day. The implied volatity was 22.88, the open interest changed by 5 which increased total open position to 5
On 19 Dec TATACONSUM was trading at 907.10. The strike last trading price was 56.7, which was 0.00 lower than the previous day. The implied volatity was 1.20, the open interest changed by 0 which decreased total open position to 0
On 18 Dec TATACONSUM was trading at 909.35. The strike last trading price was 56.7, which was 0.00 lower than the previous day. The implied volatity was 0.91, the open interest changed by 0 which decreased total open position to 0
On 17 Dec TATACONSUM was trading at 904.90. The strike last trading price was 56.7, which was 0.00 lower than the previous day. The implied volatity was 1.55, the open interest changed by 0 which decreased total open position to 0
On 16 Dec TATACONSUM was trading at 920.35. The strike last trading price was 56.7, 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 Dec TATACONSUM was trading at 929.70. The strike last trading price was 56.7, 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 Dec TATACONSUM was trading at 921.25. The strike last trading price was 56.7, 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 Dec TATACONSUM was trading at 935.05. The strike last trading price was 56.7, 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 56.7, 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 56.7, 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 56.7, 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 56.7, 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 56.7, 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 930 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.58
Vega: 1.08
Theta: -0.20
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 27 Dec | 907.95 | 32.35 | -5.10 | 21.96 | 106 | 53 | 72 |
| 26 Dec | 900.95 | 37.45 | 2.70 | 22.68 | 20 | 7 | 16 |
| 24 Dec | 907.30 | 34.75 | -9.65 | 22.60 | 6 | 1 | 8 |
| 23 Dec | 902.75 | 44.4 | -5.60 | 28.57 | 6 | 0 | 6 |
| 20 Dec | 889.45 | 50 | 16.00 | 29.72 | 6 | 4 | 4 |
| 19 Dec | 907.10 | 34 | 0.00 | - | 0 | 0 | 0 |
| 18 Dec | 909.35 | 34 | 0.00 | - | 0 | 0 | 0 |
| 17 Dec | 904.90 | 34 | 0.00 | - | 0 | 0 | 0 |
| 16 Dec | 920.35 | 34 | 0.00 | 0.17 | 0 | 0 | 0 |
| 13 Dec | 929.70 | 34 | 0.00 | 1.15 | 0 | 0 | 0 |
| 12 Dec | 921.25 | 34 | 0.00 | 0.45 | 0 | 0 | 0 |
| 11 Dec | 935.05 | 34 | 0.00 | 1.65 | 0 | 0 | 0 |
| 10 Dec | 926.75 | 34 | 0.00 | 1.07 | 0 | 0 | 0 |
| 9 Dec | 933.95 | 34 | 0.00 | 1.54 | 0 | 0 | 0 |
| 5 Dec | 966.45 | 34 | 0.00 | 3.79 | 0 | 0 | 0 |
| 3 Dec | 955.00 | 34 | 0.00 | 3.06 | 0 | 0 | 0 |
| 2 Dec | 957.00 | 34 | 3.20 | 0 | 0 | 0 | |
For Tata Consumer Product Ltd - strike price 930 expiring on 30JAN2025
Delta for 930 PE is -0.58
Historical price for 930 PE is as follows
On 27 Dec TATACONSUM was trading at 907.95. The strike last trading price was 32.35, which was -5.10 lower than the previous day. The implied volatity was 21.96, the open interest changed by 53 which increased total open position to 72
On 26 Dec TATACONSUM was trading at 900.95. The strike last trading price was 37.45, which was 2.70 higher than the previous day. The implied volatity was 22.68, the open interest changed by 7 which increased total open position to 16
On 24 Dec TATACONSUM was trading at 907.30. The strike last trading price was 34.75, which was -9.65 lower than the previous day. The implied volatity was 22.60, the open interest changed by 1 which increased total open position to 8
On 23 Dec TATACONSUM was trading at 902.75. The strike last trading price was 44.4, which was -5.60 lower than the previous day. The implied volatity was 28.57, the open interest changed by 0 which decreased total open position to 6
On 20 Dec TATACONSUM was trading at 889.45. The strike last trading price was 50, which was 16.00 higher than the previous day. The implied volatity was 29.72, the open interest changed by 4 which increased total open position to 4
On 19 Dec TATACONSUM was trading at 907.10. The strike last trading price was 34, 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 Dec TATACONSUM was trading at 909.35. The strike last trading price was 34, 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 17 Dec TATACONSUM was trading at 904.90. The strike last trading price was 34, 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 16 Dec TATACONSUM was trading at 920.35. The strike last trading price was 34, which was 0.00 lower than the previous day. The implied volatity was 0.17, the open interest changed by 0 which decreased total open position to 0
On 13 Dec TATACONSUM was trading at 929.70. The strike last trading price was 34, which was 0.00 lower than the previous day. The implied volatity was 1.15, the open interest changed by 0 which decreased total open position to 0
On 12 Dec TATACONSUM was trading at 921.25. The strike last trading price was 34, which was 0.00 lower than the previous day. The implied volatity was 0.45, the open interest changed by 0 which decreased total open position to 0
On 11 Dec TATACONSUM was trading at 935.05. The strike last trading price was 34, which was 0.00 lower than the previous day. The implied volatity was 1.65, 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 34, which was 0.00 lower than the previous day. The implied volatity was 1.07, 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 34, which was 0.00 lower than the previous day. The implied volatity was 1.54, 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 34, which was 0.00 lower than the previous day. The implied volatity was 3.79, 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 34, which was 0.00 lower than the previous day. The implied volatity was 3.06, 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 34, which was lower than the previous day. The implied volatity was 3.20, the open interest changed by 0 which decreased total open position to 0
