TATACONSUM
Tata Consumer Product Ltd
Historical option data for TATACONSUM
20 Dec 2024 04:12 PM IST
| TATACONSUM 26DEC2024 940 CE | ||||||||||
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Delta: 0.08
Vega: 0.17
Theta: -0.39
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 889.45 | 1.05 | -1.45 | 26.16 | 3,074 | -129 | 2,794 | |||
| 19 Dec | 907.10 | 2.5 | -1.00 | 24.10 | 3,663 | -81 | 2,933 | |||
| 18 Dec | 909.35 | 3.5 | -0.40 | 23.79 | 2,066 | 27 | 3,018 | |||
| 17 Dec | 904.90 | 3.9 | -3.25 | 26.75 | 2,691 | 275 | 2,992 | |||
| 16 Dec | 920.35 | 7.15 | -2.85 | 23.15 | 2,839 | 73 | 2,738 | |||
| 13 Dec | 929.70 | 10 | 0.40 | 19.20 | 3,924 | -236 | 2,668 | |||
| 12 Dec | 921.25 | 9.6 | -5.95 | 21.72 | 4,312 | 985 | 2,910 | |||
| 11 Dec | 935.05 | 15.55 | 1.75 | 21.56 | 5,733 | -3 | 1,933 | |||
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| 10 Dec | 926.75 | 13.8 | -4.00 | 21.68 | 3,627 | 354 | 1,939 | |||
| 9 Dec | 933.95 | 17.8 | -25.20 | 22.99 | 6,659 | 1,207 | 1,535 | |||
| 6 Dec | 974.45 | 43 | 6.65 | 16.17 | 163 | -28 | 328 | |||
| 5 Dec | 966.45 | 36.35 | 3.55 | 17.81 | 692 | 26 | 357 | |||
| 4 Dec | 961.20 | 32.8 | 0.60 | 18.12 | 483 | -1 | 330 | |||
| 3 Dec | 955.00 | 32.2 | -3.65 | 20.48 | 238 | 27 | 331 | |||
| 2 Dec | 957.00 | 35.85 | -1.20 | 23.79 | 261 | 43 | 307 | |||
| 29 Nov | 958.65 | 37.05 | 5.60 | 21.18 | 643 | -22 | 269 | |||
| 28 Nov | 941.05 | 31.45 | -9.35 | 23.52 | 351 | 101 | 292 | |||
| 27 Nov | 960.05 | 40.8 | -4.65 | 22.31 | 70 | -3 | 191 | |||
| 26 Nov | 963.55 | 45.45 | 5.45 | 24.98 | 44 | 2 | 195 | |||
| 25 Nov | 955.70 | 40 | 8.95 | 24.23 | 144 | 28 | 193 | |||
| 22 Nov | 945.20 | 31.05 | 12.55 | 21.70 | 394 | 42 | 207 | |||
| 21 Nov | 911.70 | 18.5 | 1.70 | 23.13 | 500 | 76 | 166 | |||
| 20 Nov | 917.15 | 16.8 | 0.00 | 19.18 | 91 | 57 | 91 | |||
| 19 Nov | 917.15 | 16.8 | -11.70 | 19.18 | 91 | 58 | 91 | |||
| 18 Nov | 930.75 | 28.5 | 2.50 | 23.05 | 79 | 22 | 32 | |||
| 14 Nov | 925.00 | 26 | -265.45 | 20.20 | 13 | 9 | 9 | |||
| 13 Nov | 952.75 | 291.45 | 291.45 | - | 0 | 0 | 0 | |||
| 31 Oct | 1002.55 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 1022.70 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 992.05 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 975.90 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 973.05 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 996.45 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 1014.55 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 998.25 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 1017.05 | 0 | - | 0 | 0 | 0 | ||||
For Tata Consumer Product Ltd - strike price 940 expiring on 26DEC2024
Delta for 940 CE is 0.08
Historical price for 940 CE is as follows
On 20 Dec TATACONSUM was trading at 889.45. The strike last trading price was 1.05, which was -1.45 lower than the previous day. The implied volatity was 26.16, the open interest changed by -129 which decreased total open position to 2794
On 19 Dec TATACONSUM was trading at 907.10. The strike last trading price was 2.5, which was -1.00 lower than the previous day. The implied volatity was 24.10, the open interest changed by -81 which decreased total open position to 2933
On 18 Dec TATACONSUM was trading at 909.35. The strike last trading price was 3.5, which was -0.40 lower than the previous day. The implied volatity was 23.79, the open interest changed by 27 which increased total open position to 3018
On 17 Dec TATACONSUM was trading at 904.90. The strike last trading price was 3.9, which was -3.25 lower than the previous day. The implied volatity was 26.75, the open interest changed by 275 which increased total open position to 2992
On 16 Dec TATACONSUM was trading at 920.35. The strike last trading price was 7.15, which was -2.85 lower than the previous day. The implied volatity was 23.15, the open interest changed by 73 which increased total open position to 2738
On 13 Dec TATACONSUM was trading at 929.70. The strike last trading price was 10, which was 0.40 higher than the previous day. The implied volatity was 19.20, the open interest changed by -236 which decreased total open position to 2668
On 12 Dec TATACONSUM was trading at 921.25. The strike last trading price was 9.6, which was -5.95 lower than the previous day. The implied volatity was 21.72, the open interest changed by 985 which increased total open position to 2910
On 11 Dec TATACONSUM was trading at 935.05. The strike last trading price was 15.55, which was 1.75 higher than the previous day. The implied volatity was 21.56, the open interest changed by -3 which decreased total open position to 1933
On 10 Dec TATACONSUM was trading at 926.75. The strike last trading price was 13.8, which was -4.00 lower than the previous day. The implied volatity was 21.68, the open interest changed by 354 which increased total open position to 1939
On 9 Dec TATACONSUM was trading at 933.95. The strike last trading price was 17.8, which was -25.20 lower than the previous day. The implied volatity was 22.99, the open interest changed by 1207 which increased total open position to 1535
On 6 Dec TATACONSUM was trading at 974.45. The strike last trading price was 43, which was 6.65 higher than the previous day. The implied volatity was 16.17, the open interest changed by -28 which decreased total open position to 328
On 5 Dec TATACONSUM was trading at 966.45. The strike last trading price was 36.35, which was 3.55 higher than the previous day. The implied volatity was 17.81, the open interest changed by 26 which increased total open position to 357
On 4 Dec TATACONSUM was trading at 961.20. The strike last trading price was 32.8, which was 0.60 higher than the previous day. The implied volatity was 18.12, the open interest changed by -1 which decreased total open position to 330
On 3 Dec TATACONSUM was trading at 955.00. The strike last trading price was 32.2, which was -3.65 lower than the previous day. The implied volatity was 20.48, the open interest changed by 27 which increased total open position to 331
On 2 Dec TATACONSUM was trading at 957.00. The strike last trading price was 35.85, which was -1.20 lower than the previous day. The implied volatity was 23.79, the open interest changed by 43 which increased total open position to 307
On 29 Nov TATACONSUM was trading at 958.65. The strike last trading price was 37.05, which was 5.60 higher than the previous day. The implied volatity was 21.18, the open interest changed by -22 which decreased total open position to 269
On 28 Nov TATACONSUM was trading at 941.05. The strike last trading price was 31.45, which was -9.35 lower than the previous day. The implied volatity was 23.52, the open interest changed by 101 which increased total open position to 292
On 27 Nov TATACONSUM was trading at 960.05. The strike last trading price was 40.8, which was -4.65 lower than the previous day. The implied volatity was 22.31, the open interest changed by -3 which decreased total open position to 191
On 26 Nov TATACONSUM was trading at 963.55. The strike last trading price was 45.45, which was 5.45 higher than the previous day. The implied volatity was 24.98, the open interest changed by 2 which increased total open position to 195
On 25 Nov TATACONSUM was trading at 955.70. The strike last trading price was 40, which was 8.95 higher than the previous day. The implied volatity was 24.23, the open interest changed by 28 which increased total open position to 193
On 22 Nov TATACONSUM was trading at 945.20. The strike last trading price was 31.05, which was 12.55 higher than the previous day. The implied volatity was 21.70, the open interest changed by 42 which increased total open position to 207
On 21 Nov TATACONSUM was trading at 911.70. The strike last trading price was 18.5, which was 1.70 higher than the previous day. The implied volatity was 23.13, the open interest changed by 76 which increased total open position to 166
On 20 Nov TATACONSUM was trading at 917.15. The strike last trading price was 16.8, which was 0.00 lower than the previous day. The implied volatity was 19.18, the open interest changed by 57 which increased total open position to 91
On 19 Nov TATACONSUM was trading at 917.15. The strike last trading price was 16.8, which was -11.70 lower than the previous day. The implied volatity was 19.18, the open interest changed by 58 which increased total open position to 91
On 18 Nov TATACONSUM was trading at 930.75. The strike last trading price was 28.5, which was 2.50 higher than the previous day. The implied volatity was 23.05, the open interest changed by 22 which increased total open position to 32
On 14 Nov TATACONSUM was trading at 925.00. The strike last trading price was 26, which was -265.45 lower than the previous day. The implied volatity was 20.20, the open interest changed by 9 which increased total open position to 9
On 13 Nov TATACONSUM was trading at 952.75. The strike last trading price was 291.45, which was 291.45 higher 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 0, 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, 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, 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, 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, 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, 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, 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, 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, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| TATACONSUM 26DEC2024 940 PE | |||||||
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Delta: -0.80
Vega: 0.32
Theta: -0.92
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 889.45 | 49.2 | 13.00 | 42.53 | 800 | -122 | 982 |
| 19 Dec | 907.10 | 36.2 | 2.10 | 31.37 | 225 | -25 | 1,107 |
| 18 Dec | 909.35 | 34.1 | -5.00 | 30.07 | 92 | -32 | 1,134 |
| 17 Dec | 904.90 | 39.1 | 14.60 | 28.06 | 459 | -111 | 1,180 |
| 16 Dec | 920.35 | 24.5 | 5.55 | 23.00 | 514 | -1 | 1,294 |
| 13 Dec | 929.70 | 18.95 | -6.20 | 21.08 | 703 | -131 | 1,297 |
| 12 Dec | 921.25 | 25.15 | 6.60 | 23.40 | 630 | -60 | 1,463 |
| 11 Dec | 935.05 | 18.55 | -2.85 | 23.49 | 1,776 | 130 | 1,522 |
| 10 Dec | 926.75 | 21.4 | 0.10 | 23.00 | 1,364 | 163 | 1,405 |
| 9 Dec | 933.95 | 21.3 | 15.55 | 25.57 | 6,092 | 636 | 1,253 |
| 6 Dec | 974.45 | 5.75 | -3.00 | 22.17 | 531 | 44 | 619 |
| 5 Dec | 966.45 | 8.75 | -1.50 | 22.79 | 911 | -29 | 574 |
| 4 Dec | 961.20 | 10.25 | -1.55 | 22.26 | 625 | -32 | 603 |
| 3 Dec | 955.00 | 11.8 | -0.50 | 22.11 | 480 | 18 | 635 |
| 2 Dec | 957.00 | 12.3 | -1.30 | 22.40 | 625 | 8 | 616 |
| 29 Nov | 958.65 | 13.6 | -6.60 | 23.75 | 792 | 18 | 611 |
| 28 Nov | 941.05 | 20.2 | 6.10 | 25.23 | 727 | 123 | 588 |
| 27 Nov | 960.05 | 14.1 | 0.15 | 24.39 | 79 | 0 | 467 |
| 26 Nov | 963.55 | 13.95 | -2.85 | 24.62 | 163 | 28 | 467 |
| 25 Nov | 955.70 | 16.8 | -6.60 | 24.57 | 126 | 36 | 439 |
| 22 Nov | 945.20 | 23.4 | -15.25 | 25.32 | 201 | 14 | 417 |
| 21 Nov | 911.70 | 38.65 | 2.70 | 25.50 | 435 | 254 | 404 |
| 20 Nov | 917.15 | 35.95 | 0.00 | 24.77 | 145 | 62 | 152 |
| 19 Nov | 917.15 | 35.95 | 8.45 | 24.77 | 145 | 64 | 152 |
| 18 Nov | 930.75 | 27.5 | -5.10 | 23.67 | 34 | 23 | 88 |
| 14 Nov | 925.00 | 32.6 | 13.15 | 26.37 | 85 | 50 | 64 |
| 13 Nov | 952.75 | 19.45 | 18.40 | 23.53 | 15 | 12 | 12 |
| 31 Oct | 1002.55 | 1.05 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 1022.70 | 1.05 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 992.05 | 1.05 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 975.90 | 1.05 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 973.05 | 1.05 | 1.05 | - | 0 | 0 | 0 |
| 24 Oct | 996.45 | 0 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 1014.55 | 0 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 998.25 | 0 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 1017.05 | 0 | - | 0 | 0 | 0 | |
For Tata Consumer Product Ltd - strike price 940 expiring on 26DEC2024
Delta for 940 PE is -0.80
Historical price for 940 PE is as follows
On 20 Dec TATACONSUM was trading at 889.45. The strike last trading price was 49.2, which was 13.00 higher than the previous day. The implied volatity was 42.53, the open interest changed by -122 which decreased total open position to 982
On 19 Dec TATACONSUM was trading at 907.10. The strike last trading price was 36.2, which was 2.10 higher than the previous day. The implied volatity was 31.37, the open interest changed by -25 which decreased total open position to 1107
On 18 Dec TATACONSUM was trading at 909.35. The strike last trading price was 34.1, which was -5.00 lower than the previous day. The implied volatity was 30.07, the open interest changed by -32 which decreased total open position to 1134
On 17 Dec TATACONSUM was trading at 904.90. The strike last trading price was 39.1, which was 14.60 higher than the previous day. The implied volatity was 28.06, the open interest changed by -111 which decreased total open position to 1180
On 16 Dec TATACONSUM was trading at 920.35. The strike last trading price was 24.5, which was 5.55 higher than the previous day. The implied volatity was 23.00, the open interest changed by -1 which decreased total open position to 1294
On 13 Dec TATACONSUM was trading at 929.70. The strike last trading price was 18.95, which was -6.20 lower than the previous day. The implied volatity was 21.08, the open interest changed by -131 which decreased total open position to 1297
On 12 Dec TATACONSUM was trading at 921.25. The strike last trading price was 25.15, which was 6.60 higher than the previous day. The implied volatity was 23.40, the open interest changed by -60 which decreased total open position to 1463
On 11 Dec TATACONSUM was trading at 935.05. The strike last trading price was 18.55, which was -2.85 lower than the previous day. The implied volatity was 23.49, the open interest changed by 130 which increased total open position to 1522
On 10 Dec TATACONSUM was trading at 926.75. The strike last trading price was 21.4, which was 0.10 higher than the previous day. The implied volatity was 23.00, the open interest changed by 163 which increased total open position to 1405
On 9 Dec TATACONSUM was trading at 933.95. The strike last trading price was 21.3, which was 15.55 higher than the previous day. The implied volatity was 25.57, the open interest changed by 636 which increased total open position to 1253
On 6 Dec TATACONSUM was trading at 974.45. The strike last trading price was 5.75, which was -3.00 lower than the previous day. The implied volatity was 22.17, the open interest changed by 44 which increased total open position to 619
On 5 Dec TATACONSUM was trading at 966.45. The strike last trading price was 8.75, which was -1.50 lower than the previous day. The implied volatity was 22.79, the open interest changed by -29 which decreased total open position to 574
On 4 Dec TATACONSUM was trading at 961.20. The strike last trading price was 10.25, which was -1.55 lower than the previous day. The implied volatity was 22.26, the open interest changed by -32 which decreased total open position to 603
On 3 Dec TATACONSUM was trading at 955.00. The strike last trading price was 11.8, which was -0.50 lower than the previous day. The implied volatity was 22.11, the open interest changed by 18 which increased total open position to 635
On 2 Dec TATACONSUM was trading at 957.00. The strike last trading price was 12.3, which was -1.30 lower than the previous day. The implied volatity was 22.40, the open interest changed by 8 which increased total open position to 616
On 29 Nov TATACONSUM was trading at 958.65. The strike last trading price was 13.6, which was -6.60 lower than the previous day. The implied volatity was 23.75, the open interest changed by 18 which increased total open position to 611
On 28 Nov TATACONSUM was trading at 941.05. The strike last trading price was 20.2, which was 6.10 higher than the previous day. The implied volatity was 25.23, the open interest changed by 123 which increased total open position to 588
On 27 Nov TATACONSUM was trading at 960.05. The strike last trading price was 14.1, which was 0.15 higher than the previous day. The implied volatity was 24.39, the open interest changed by 0 which decreased total open position to 467
On 26 Nov TATACONSUM was trading at 963.55. The strike last trading price was 13.95, which was -2.85 lower than the previous day. The implied volatity was 24.62, the open interest changed by 28 which increased total open position to 467
On 25 Nov TATACONSUM was trading at 955.70. The strike last trading price was 16.8, which was -6.60 lower than the previous day. The implied volatity was 24.57, the open interest changed by 36 which increased total open position to 439
On 22 Nov TATACONSUM was trading at 945.20. The strike last trading price was 23.4, which was -15.25 lower than the previous day. The implied volatity was 25.32, the open interest changed by 14 which increased total open position to 417
On 21 Nov TATACONSUM was trading at 911.70. The strike last trading price was 38.65, which was 2.70 higher than the previous day. The implied volatity was 25.50, the open interest changed by 254 which increased total open position to 404
On 20 Nov TATACONSUM was trading at 917.15. The strike last trading price was 35.95, which was 0.00 lower than the previous day. The implied volatity was 24.77, the open interest changed by 62 which increased total open position to 152
On 19 Nov TATACONSUM was trading at 917.15. The strike last trading price was 35.95, which was 8.45 higher than the previous day. The implied volatity was 24.77, the open interest changed by 64 which increased total open position to 152
On 18 Nov TATACONSUM was trading at 930.75. The strike last trading price was 27.5, which was -5.10 lower than the previous day. The implied volatity was 23.67, the open interest changed by 23 which increased total open position to 88
On 14 Nov TATACONSUM was trading at 925.00. The strike last trading price was 32.6, which was 13.15 higher than the previous day. The implied volatity was 26.37, the open interest changed by 50 which increased total open position to 64
On 13 Nov TATACONSUM was trading at 952.75. The strike last trading price was 19.45, which was 18.40 higher than the previous day. The implied volatity was 23.53, the open interest changed by 12 which increased total open position to 12
On 31 Oct TATACONSUM was trading at 1002.55. The strike last trading price was 1.05, 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 1.05, 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 1.05, 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 1.05, 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 1.05, which was 1.05 higher 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, 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, 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, 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, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
