TATACONSUM
Tata Consumer Product Ltd
Historical option data for TATACONSUM
14 Nov 2024 04:12 PM IST
| TATACONSUM 28NOV2024 940 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.44
Vega: 0.72
Theta: -0.61
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 925.00 | 11.45 | -14.50 | 19.54 | 2,493.813 | 228 | 324.267 | |||
| 13 Nov | 952.75 | 25.95 | -9.05 | 20.16 | 329.333 | 77.013 | 96.267 | |||
| 12 Nov | 967.55 | 35 | -12.70 | 18.13 | 10.133 | 6.08 | 18.24 | |||
| 11 Nov | 975.95 | 47.7 | -13.25 | 25.45 | 3.04 | 1.013 | 12.16 | |||
| 8 Nov | 992.95 | 60.95 | 5.75 | 22.65 | 10.133 | -1.013 | 11.147 | |||
| 7 Nov | 984.85 | 55.2 | -15.80 | 20.96 | 11.147 | 7.093 | 12.16 | |||
| 6 Nov | 1007.05 | 71 | 0.00 | 0.00 | 0 | -1.013 | 0 | |||
| 5 Nov | 1000.75 | 71 | 5.00 | 26.92 | 1.013 | 0 | 6.08 | |||
| 4 Nov | 994.60 | 66 | 10.35 | 25.02 | 8.107 | 2.027 | 5.067 | |||
| 1 Nov | 1004.10 | 55.65 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 31 Oct | 1002.55 | 55.65 | 0.00 | - | 0 | 0 | 0 | |||
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| 30 Oct | 1022.70 | 55.65 | 0.00 | - | 0 | 3.04 | 0 | |||
| 29 Oct | 992.05 | 55.65 | -221.30 | - | 4.053 | 3.04 | 3.04 | |||
| 28 Oct | 975.90 | 276.95 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 973.05 | 276.95 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 996.45 | 276.95 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 1014.55 | 276.95 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 998.25 | 276.95 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 1017.05 | 276.95 | - | 0 | 0 | 0 | ||||
For Tata Consumer Product Ltd - strike price 940 expiring on 28NOV2024
Delta for 940 CE is 0.44
Historical price for 940 CE is as follows
On 14 Nov TATACONSUM was trading at 925.00. The strike last trading price was 11.45, which was -14.50 lower than the previous day. The implied volatity was 19.54, the open interest changed by 225 which increased total open position to 320
On 13 Nov TATACONSUM was trading at 952.75. The strike last trading price was 25.95, which was -9.05 lower than the previous day. The implied volatity was 20.16, the open interest changed by 76 which increased total open position to 95
On 12 Nov TATACONSUM was trading at 967.55. The strike last trading price was 35, which was -12.70 lower than the previous day. The implied volatity was 18.13, the open interest changed by 6 which increased total open position to 18
On 11 Nov TATACONSUM was trading at 975.95. The strike last trading price was 47.7, which was -13.25 lower than the previous day. The implied volatity was 25.45, the open interest changed by 1 which increased total open position to 12
On 8 Nov TATACONSUM was trading at 992.95. The strike last trading price was 60.95, which was 5.75 higher than the previous day. The implied volatity was 22.65, the open interest changed by -1 which decreased total open position to 11
On 7 Nov TATACONSUM was trading at 984.85. The strike last trading price was 55.2, which was -15.80 lower than the previous day. The implied volatity was 20.96, the open interest changed by 7 which increased total open position to 12
On 6 Nov TATACONSUM was trading at 1007.05. The strike last trading price was 71, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 5 Nov TATACONSUM was trading at 1000.75. The strike last trading price was 71, which was 5.00 higher than the previous day. The implied volatity was 26.92, the open interest changed by 0 which decreased total open position to 6
On 4 Nov TATACONSUM was trading at 994.60. The strike last trading price was 66, which was 10.35 higher than the previous day. The implied volatity was 25.02, the open interest changed by 2 which increased total open position to 5
On 1 Nov TATACONSUM was trading at 1004.10. The strike last trading price was 55.65, 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 31 Oct TATACONSUM was trading at 1002.55. The strike last trading price was 55.65, 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 55.65, 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 55.65, which was -221.30 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 276.95, 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 276.95, 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 276.95, 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 276.95, 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 276.95, 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 276.95, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| TATACONSUM 28NOV2024 940 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.55
Vega: 0.72
Theta: -0.44
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 925.00 | 19.7 | 9.75 | 22.66 | 2,519.147 | 82.08 | 327.307 |
| 13 Nov | 952.75 | 9.95 | 2.90 | 22.82 | 863.36 | 2.027 | 243.2 |
| 12 Nov | 967.55 | 7.05 | 1.35 | 23.43 | 591.787 | 22.293 | 244.213 |
| 11 Nov | 975.95 | 5.7 | 0.95 | 24.14 | 528.96 | 57.76 | 222.933 |
| 8 Nov | 992.95 | 4.75 | -1.00 | 25.47 | 284.747 | 1.013 | 164.16 |
| 7 Nov | 984.85 | 5.75 | 2.00 | 24.91 | 436.747 | 24.32 | 162.133 |
| 6 Nov | 1007.05 | 3.75 | -2.25 | 25.46 | 355.68 | -44.587 | 133.76 |
| 5 Nov | 1000.75 | 6 | -2.10 | 27.94 | 382.027 | 30.4 | 178.347 |
| 4 Nov | 994.60 | 8.1 | 0.05 | 29.25 | 480.32 | 58.773 | 146.933 |
| 1 Nov | 1004.10 | 8.05 | 0.65 | 30.25 | 4.053 | 0 | 88.16 |
| 31 Oct | 1002.55 | 7.4 | 2.25 | - | 204.693 | -22.293 | 88.16 |
| 30 Oct | 1022.70 | 5.15 | -3.95 | - | 188.48 | 82.08 | 111.467 |
| 29 Oct | 992.05 | 9.1 | -6.10 | - | 51.68 | 19.253 | 29.387 |
| 28 Oct | 975.90 | 15.2 | 0.00 | - | 0 | 10.133 | 0 |
| 25 Oct | 973.05 | 15.2 | 13.60 | - | 11.147 | 9.12 | 9.12 |
| 24 Oct | 996.45 | 1.6 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 1014.55 | 1.6 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 998.25 | 1.6 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 1017.05 | 1.6 | - | 0 | 0 | 0 | |
For Tata Consumer Product Ltd - strike price 940 expiring on 28NOV2024
Delta for 940 PE is -0.55
Historical price for 940 PE is as follows
On 14 Nov TATACONSUM was trading at 925.00. The strike last trading price was 19.7, which was 9.75 higher than the previous day. The implied volatity was 22.66, the open interest changed by 81 which increased total open position to 323
On 13 Nov TATACONSUM was trading at 952.75. The strike last trading price was 9.95, which was 2.90 higher than the previous day. The implied volatity was 22.82, the open interest changed by 2 which increased total open position to 240
On 12 Nov TATACONSUM was trading at 967.55. The strike last trading price was 7.05, which was 1.35 higher than the previous day. The implied volatity was 23.43, the open interest changed by 22 which increased total open position to 241
On 11 Nov TATACONSUM was trading at 975.95. The strike last trading price was 5.7, which was 0.95 higher than the previous day. The implied volatity was 24.14, the open interest changed by 57 which increased total open position to 220
On 8 Nov TATACONSUM was trading at 992.95. The strike last trading price was 4.75, which was -1.00 lower than the previous day. The implied volatity was 25.47, the open interest changed by 1 which increased total open position to 162
On 7 Nov TATACONSUM was trading at 984.85. The strike last trading price was 5.75, which was 2.00 higher than the previous day. The implied volatity was 24.91, the open interest changed by 24 which increased total open position to 160
On 6 Nov TATACONSUM was trading at 1007.05. The strike last trading price was 3.75, which was -2.25 lower than the previous day. The implied volatity was 25.46, the open interest changed by -44 which decreased total open position to 132
On 5 Nov TATACONSUM was trading at 1000.75. The strike last trading price was 6, which was -2.10 lower than the previous day. The implied volatity was 27.94, the open interest changed by 30 which increased total open position to 176
On 4 Nov TATACONSUM was trading at 994.60. The strike last trading price was 8.1, which was 0.05 higher than the previous day. The implied volatity was 29.25, the open interest changed by 58 which increased total open position to 145
On 1 Nov TATACONSUM was trading at 1004.10. The strike last trading price was 8.05, which was 0.65 higher than the previous day. The implied volatity was 30.25, the open interest changed by 0 which decreased total open position to 87
On 31 Oct TATACONSUM was trading at 1002.55. The strike last trading price was 7.4, which was 2.25 higher 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 5.15, which was -3.95 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 9.1, which was -6.10 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 15.2, 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 15.2, which was 13.60 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 1.6, 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 1.6, 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 1.6, 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 1.6, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
