TATACONSUM
Tata Consumer Product Ltd
Historical option data for TATACONSUM
20 Dec 2024 04:12 PM IST
| TATACONSUM 26DEC2024 950 CE | ||||||||||
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Delta: 0.06
Vega: 0.14
Theta: -0.38
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 889.45 | 0.95 | -0.95 | 29.78 | 3,514 | -750 | 3,595 | |||
| 19 Dec | 907.10 | 1.9 | -0.85 | 26.62 | 4,245 | -706 | 4,344 | |||
| 18 Dec | 909.35 | 2.75 | -0.35 | 26.37 | 2,227 | -230 | 5,049 | |||
| 17 Dec | 904.90 | 3.1 | -2.10 | 28.92 | 3,258 | 448 | 5,287 | |||
| 16 Dec | 920.35 | 5.2 | -1.85 | 24.51 | 4,369 | -230 | 4,842 | |||
| 13 Dec | 929.70 | 7.05 | -0.10 | 20.04 | 6,595 | -766 | 5,090 | |||
| 12 Dec | 921.25 | 7.15 | -4.50 | 22.69 | 5,806 | 759 | 5,871 | |||
| 11 Dec | 935.05 | 11.65 | 1.75 | 22.06 | 13,920 | 2,584 | 5,116 | |||
| 10 Dec | 926.75 | 9.9 | -3.55 | 21.58 | 2,892 | 333 | 2,530 | |||
| 9 Dec | 933.95 | 13.45 | -21.35 | 22.98 | 6,768 | 1,708 | 2,204 | |||
| 6 Dec | 974.45 | 34.8 | 5.45 | 16.91 | 832 | -41 | 498 | |||
| 5 Dec | 966.45 | 29.35 | 3.20 | 18.17 | 2,052 | -23 | 538 | |||
| 4 Dec | 961.20 | 26.15 | 0.40 | 18.26 | 1,320 | 70 | 558 | |||
| 3 Dec | 955.00 | 25.75 | -3.35 | 20.22 | 1,239 | 113 | 493 | |||
| 2 Dec | 957.00 | 29.1 | -1.55 | 23.02 | 917 | 16 | 392 | |||
| 29 Nov | 958.65 | 30.65 | 3.60 | 21.11 | 891 | 89 | 377 | |||
| 28 Nov | 941.05 | 27.05 | -7.95 | 24.44 | 646 | 175 | 292 | |||
| 27 Nov | 960.05 | 35 | -1.55 | 22.87 | 66 | 18 | 117 | |||
| 26 Nov | 963.55 | 36.55 | 3.45 | 22.47 | 105 | 16 | 98 | |||
| 25 Nov | 955.70 | 33.1 | 8.80 | 23.31 | 204 | 81 | 81 | |||
| 22 Nov | 945.20 | 24.3 | -57.85 | 20.39 | 68 | 26 | 26 | |||
| 21 Nov | 911.70 | 82.15 | 0.00 | 2.70 | 0 | 0 | 0 | |||
| 20 Nov | 917.15 | 82.15 | 0.00 | 2.19 | 0 | 0 | 0 | |||
| 19 Nov | 917.15 | 82.15 | 0.00 | 2.19 | 0 | 0 | 0 | |||
| 18 Nov | 930.75 | 82.15 | 0.00 | 0.84 | 0 | 0 | 0 | |||
| 14 Nov | 925.00 | 82.15 | 0.00 | 0.89 | 0 | 0 | 0 | |||
| 13 Nov | 952.75 | 82.15 | 0.00 | - | 0 | 0 | 0 | |||
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| 4 Nov | 994.60 | 82.15 | - | 0 | 0 | 0 | ||||
For Tata Consumer Product Ltd - strike price 950 expiring on 26DEC2024
Delta for 950 CE is 0.06
Historical price for 950 CE is as follows
On 20 Dec TATACONSUM was trading at 889.45. The strike last trading price was 0.95, which was -0.95 lower than the previous day. The implied volatity was 29.78, the open interest changed by -750 which decreased total open position to 3595
On 19 Dec TATACONSUM was trading at 907.10. The strike last trading price was 1.9, which was -0.85 lower than the previous day. The implied volatity was 26.62, the open interest changed by -706 which decreased total open position to 4344
On 18 Dec TATACONSUM was trading at 909.35. The strike last trading price was 2.75, which was -0.35 lower than the previous day. The implied volatity was 26.37, the open interest changed by -230 which decreased total open position to 5049
On 17 Dec TATACONSUM was trading at 904.90. The strike last trading price was 3.1, which was -2.10 lower than the previous day. The implied volatity was 28.92, the open interest changed by 448 which increased total open position to 5287
On 16 Dec TATACONSUM was trading at 920.35. The strike last trading price was 5.2, which was -1.85 lower than the previous day. The implied volatity was 24.51, the open interest changed by -230 which decreased total open position to 4842
On 13 Dec TATACONSUM was trading at 929.70. The strike last trading price was 7.05, which was -0.10 lower than the previous day. The implied volatity was 20.04, the open interest changed by -766 which decreased total open position to 5090
On 12 Dec TATACONSUM was trading at 921.25. The strike last trading price was 7.15, which was -4.50 lower than the previous day. The implied volatity was 22.69, the open interest changed by 759 which increased total open position to 5871
On 11 Dec TATACONSUM was trading at 935.05. The strike last trading price was 11.65, which was 1.75 higher than the previous day. The implied volatity was 22.06, the open interest changed by 2584 which increased total open position to 5116
On 10 Dec TATACONSUM was trading at 926.75. The strike last trading price was 9.9, which was -3.55 lower than the previous day. The implied volatity was 21.58, the open interest changed by 333 which increased total open position to 2530
On 9 Dec TATACONSUM was trading at 933.95. The strike last trading price was 13.45, which was -21.35 lower than the previous day. The implied volatity was 22.98, the open interest changed by 1708 which increased total open position to 2204
On 6 Dec TATACONSUM was trading at 974.45. The strike last trading price was 34.8, which was 5.45 higher than the previous day. The implied volatity was 16.91, the open interest changed by -41 which decreased total open position to 498
On 5 Dec TATACONSUM was trading at 966.45. The strike last trading price was 29.35, which was 3.20 higher than the previous day. The implied volatity was 18.17, the open interest changed by -23 which decreased total open position to 538
On 4 Dec TATACONSUM was trading at 961.20. The strike last trading price was 26.15, which was 0.40 higher than the previous day. The implied volatity was 18.26, the open interest changed by 70 which increased total open position to 558
On 3 Dec TATACONSUM was trading at 955.00. The strike last trading price was 25.75, which was -3.35 lower than the previous day. The implied volatity was 20.22, the open interest changed by 113 which increased total open position to 493
On 2 Dec TATACONSUM was trading at 957.00. The strike last trading price was 29.1, which was -1.55 lower than the previous day. The implied volatity was 23.02, the open interest changed by 16 which increased total open position to 392
On 29 Nov TATACONSUM was trading at 958.65. The strike last trading price was 30.65, which was 3.60 higher than the previous day. The implied volatity was 21.11, the open interest changed by 89 which increased total open position to 377
On 28 Nov TATACONSUM was trading at 941.05. The strike last trading price was 27.05, which was -7.95 lower than the previous day. The implied volatity was 24.44, the open interest changed by 175 which increased total open position to 292
On 27 Nov TATACONSUM was trading at 960.05. The strike last trading price was 35, which was -1.55 lower than the previous day. The implied volatity was 22.87, the open interest changed by 18 which increased total open position to 117
On 26 Nov TATACONSUM was trading at 963.55. The strike last trading price was 36.55, which was 3.45 higher than the previous day. The implied volatity was 22.47, the open interest changed by 16 which increased total open position to 98
On 25 Nov TATACONSUM was trading at 955.70. The strike last trading price was 33.1, which was 8.80 higher than the previous day. The implied volatity was 23.31, the open interest changed by 81 which increased total open position to 81
On 22 Nov TATACONSUM was trading at 945.20. The strike last trading price was 24.3, which was -57.85 lower than the previous day. The implied volatity was 20.39, the open interest changed by 26 which increased total open position to 26
On 21 Nov TATACONSUM was trading at 911.70. The strike last trading price was 82.15, which was 0.00 lower than the previous day. The implied volatity was 2.70, the open interest changed by 0 which decreased total open position to 0
On 20 Nov TATACONSUM was trading at 917.15. The strike last trading price was 82.15, which was 0.00 lower than the previous day. The implied volatity was 2.19, the open interest changed by 0 which decreased total open position to 0
On 19 Nov TATACONSUM was trading at 917.15. The strike last trading price was 82.15, which was 0.00 lower than the previous day. The implied volatity was 2.19, the open interest changed by 0 which decreased total open position to 0
On 18 Nov TATACONSUM was trading at 930.75. The strike last trading price was 82.15, which was 0.00 lower than the previous day. The implied volatity was 0.84, the open interest changed by 0 which decreased total open position to 0
On 14 Nov TATACONSUM was trading at 925.00. The strike last trading price was 82.15, which was 0.00 lower than the previous day. The implied volatity was 0.89, the open interest changed by 0 which decreased total open position to 0
On 13 Nov TATACONSUM was trading at 952.75. The strike last trading price was 82.15, 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 4 Nov TATACONSUM was trading at 994.60. The strike last trading price was 82.15, 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 26DEC2024 950 PE | |||||||
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Delta: -0.82
Vega: 0.30
Theta: -0.99
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 889.45 | 59.2 | 12.90 | 48.15 | 344 | -82 | 948 |
| 19 Dec | 907.10 | 46.3 | 2.90 | 37.14 | 164 | -38 | 1,030 |
| 18 Dec | 909.35 | 43.4 | -2.40 | 33.72 | 94 | -9 | 1,067 |
| 17 Dec | 904.90 | 45.8 | 13.25 | 21.82 | 109 | -42 | 1,077 |
| 16 Dec | 920.35 | 32.55 | 6.70 | 24.40 | 171 | -17 | 1,120 |
| 13 Dec | 929.70 | 25.85 | -6.25 | 21.91 | 242 | -73 | 1,138 |
| 12 Dec | 921.25 | 32.1 | 7.85 | 23.64 | 513 | -175 | 1,210 |
| 11 Dec | 935.05 | 24.25 | -3.70 | 23.56 | 938 | 43 | 1,385 |
| 10 Dec | 926.75 | 27.95 | 1.10 | 23.64 | 654 | 60 | 1,342 |
| 9 Dec | 933.95 | 26.85 | 19.15 | 25.53 | 4,007 | 878 | 1,283 |
| 6 Dec | 974.45 | 7.7 | -3.80 | 21.34 | 595 | 4 | 408 |
| 5 Dec | 966.45 | 11.5 | -2.20 | 22.31 | 1,464 | -66 | 405 |
| 4 Dec | 961.20 | 13.7 | -1.60 | 22.19 | 912 | 19 | 469 |
| 3 Dec | 955.00 | 15.3 | -0.20 | 21.76 | 1,014 | 47 | 453 |
| 2 Dec | 957.00 | 15.5 | -1.60 | 21.73 | 882 | -18 | 410 |
| 29 Nov | 958.65 | 17.1 | -7.40 | 23.48 | 753 | 59 | 424 |
| 28 Nov | 941.05 | 24.5 | 7.05 | 24.93 | 954 | 182 | 362 |
| 27 Nov | 960.05 | 17.45 | 0.10 | 24.07 | 170 | 42 | 179 |
| 26 Nov | 963.55 | 17.35 | -2.00 | 24.44 | 80 | 35 | 139 |
| 25 Nov | 955.70 | 19.35 | 0.30 | 23.20 | 121 | 103 | 103 |
| 22 Nov | 945.20 | 19.05 | 0.00 | 0.22 | 0 | 0 | 0 |
| 21 Nov | 911.70 | 19.05 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 917.15 | 19.05 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 917.15 | 19.05 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 930.75 | 19.05 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 925.00 | 19.05 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 952.75 | 19.05 | 0.00 | 1.44 | 0 | 0 | 0 |
| 4 Nov | 994.60 | 19.05 | 4.19 | 0 | 0 | 0 | |
For Tata Consumer Product Ltd - strike price 950 expiring on 26DEC2024
Delta for 950 PE is -0.82
Historical price for 950 PE is as follows
On 20 Dec TATACONSUM was trading at 889.45. The strike last trading price was 59.2, which was 12.90 higher than the previous day. The implied volatity was 48.15, the open interest changed by -82 which decreased total open position to 948
On 19 Dec TATACONSUM was trading at 907.10. The strike last trading price was 46.3, which was 2.90 higher than the previous day. The implied volatity was 37.14, the open interest changed by -38 which decreased total open position to 1030
On 18 Dec TATACONSUM was trading at 909.35. The strike last trading price was 43.4, which was -2.40 lower than the previous day. The implied volatity was 33.72, the open interest changed by -9 which decreased total open position to 1067
On 17 Dec TATACONSUM was trading at 904.90. The strike last trading price was 45.8, which was 13.25 higher than the previous day. The implied volatity was 21.82, the open interest changed by -42 which decreased total open position to 1077
On 16 Dec TATACONSUM was trading at 920.35. The strike last trading price was 32.55, which was 6.70 higher than the previous day. The implied volatity was 24.40, the open interest changed by -17 which decreased total open position to 1120
On 13 Dec TATACONSUM was trading at 929.70. The strike last trading price was 25.85, which was -6.25 lower than the previous day. The implied volatity was 21.91, the open interest changed by -73 which decreased total open position to 1138
On 12 Dec TATACONSUM was trading at 921.25. The strike last trading price was 32.1, which was 7.85 higher than the previous day. The implied volatity was 23.64, the open interest changed by -175 which decreased total open position to 1210
On 11 Dec TATACONSUM was trading at 935.05. The strike last trading price was 24.25, which was -3.70 lower than the previous day. The implied volatity was 23.56, the open interest changed by 43 which increased total open position to 1385
On 10 Dec TATACONSUM was trading at 926.75. The strike last trading price was 27.95, which was 1.10 higher than the previous day. The implied volatity was 23.64, the open interest changed by 60 which increased total open position to 1342
On 9 Dec TATACONSUM was trading at 933.95. The strike last trading price was 26.85, which was 19.15 higher than the previous day. The implied volatity was 25.53, the open interest changed by 878 which increased total open position to 1283
On 6 Dec TATACONSUM was trading at 974.45. The strike last trading price was 7.7, which was -3.80 lower than the previous day. The implied volatity was 21.34, the open interest changed by 4 which increased total open position to 408
On 5 Dec TATACONSUM was trading at 966.45. The strike last trading price was 11.5, which was -2.20 lower than the previous day. The implied volatity was 22.31, the open interest changed by -66 which decreased total open position to 405
On 4 Dec TATACONSUM was trading at 961.20. The strike last trading price was 13.7, which was -1.60 lower than the previous day. The implied volatity was 22.19, the open interest changed by 19 which increased total open position to 469
On 3 Dec TATACONSUM was trading at 955.00. The strike last trading price was 15.3, which was -0.20 lower than the previous day. The implied volatity was 21.76, the open interest changed by 47 which increased total open position to 453
On 2 Dec TATACONSUM was trading at 957.00. The strike last trading price was 15.5, which was -1.60 lower than the previous day. The implied volatity was 21.73, the open interest changed by -18 which decreased total open position to 410
On 29 Nov TATACONSUM was trading at 958.65. The strike last trading price was 17.1, which was -7.40 lower than the previous day. The implied volatity was 23.48, the open interest changed by 59 which increased total open position to 424
On 28 Nov TATACONSUM was trading at 941.05. The strike last trading price was 24.5, which was 7.05 higher than the previous day. The implied volatity was 24.93, the open interest changed by 182 which increased total open position to 362
On 27 Nov TATACONSUM was trading at 960.05. The strike last trading price was 17.45, which was 0.10 higher than the previous day. The implied volatity was 24.07, the open interest changed by 42 which increased total open position to 179
On 26 Nov TATACONSUM was trading at 963.55. The strike last trading price was 17.35, which was -2.00 lower than the previous day. The implied volatity was 24.44, the open interest changed by 35 which increased total open position to 139
On 25 Nov TATACONSUM was trading at 955.70. The strike last trading price was 19.35, which was 0.30 higher than the previous day. The implied volatity was 23.20, the open interest changed by 103 which increased total open position to 103
On 22 Nov TATACONSUM was trading at 945.20. The strike last trading price was 19.05, which was 0.00 lower than the previous day. The implied volatity was 0.22, the open interest changed by 0 which decreased total open position to 0
On 21 Nov TATACONSUM was trading at 911.70. The strike last trading price was 19.05, 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 20 Nov TATACONSUM was trading at 917.15. The strike last trading price was 19.05, 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 19 Nov TATACONSUM was trading at 917.15. The strike last trading price was 19.05, 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 Nov TATACONSUM was trading at 930.75. The strike last trading price was 19.05, 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 14 Nov TATACONSUM was trading at 925.00. The strike last trading price was 19.05, 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 Nov TATACONSUM was trading at 952.75. The strike last trading price was 19.05, which was 0.00 lower than the previous day. The implied volatity was 1.44, the open interest changed by 0 which decreased total open position to 0
On 4 Nov TATACONSUM was trading at 994.60. The strike last trading price was 19.05, which was lower than the previous day. The implied volatity was 4.19, the open interest changed by 0 which decreased total open position to 0
