TATACONSUM
Tata Consumer Product Ltd
Historical option data for TATACONSUM
21 Nov 2024 04:12 PM IST
| TATACONSUM 28NOV2024 950 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.14
Vega: 0.28
Theta: -0.53
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 911.70 | 2.2 | -1.05 | 24.59 | 2,686.347 | 67.893 | 789.387 | |||
| 20 Nov | 917.15 | 3.25 | 0.00 | 22.52 | 2,026.667 | 102.347 | 721.493 | |||
| 19 Nov | 917.15 | 3.25 | -3.85 | 22.52 | 2,026.667 | 102.347 | 721.493 | |||
| 18 Nov | 930.75 | 7.1 | -0.60 | 21.63 | 2,923.467 | 18.24 | 637.387 | |||
| 14 Nov | 925.00 | 7.7 | -11.60 | 19.49 | 2,674.187 | 395.2 | 620.16 | |||
| 13 Nov | 952.75 | 19.3 | -9.15 | 19.55 | 1,235.253 | 123.627 | 224.96 | |||
| 12 Nov | 967.55 | 28.45 | -9.40 | 19.59 | 220.907 | 39.52 | 99.307 | |||
| 11 Nov | 975.95 | 37.85 | -14.30 | 21.85 | 43.573 | 15.2 | 55.733 | |||
| 8 Nov | 992.95 | 52.15 | 3.85 | 21.91 | 21.28 | 5.067 | 39.52 | |||
| 7 Nov | 984.85 | 48.3 | -14.50 | 22.95 | 20.267 | 0 | 33.44 | |||
| 6 Nov | 1007.05 | 62.8 | 1.10 | 21.35 | 1.013 | 0 | 33.44 | |||
| 5 Nov | 1000.75 | 61.7 | 6.65 | 25.09 | 31.413 | 8.107 | 33.44 | |||
| 4 Nov | 994.60 | 55.05 | -28.55 | 20.58 | 11.147 | 0 | 24.32 | |||
| 1 Nov | 1004.10 | 83.6 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 31 Oct | 1002.55 | 83.6 | 0.00 | - | 0 | -1.013 | 0 | |||
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| 30 Oct | 1022.70 | 83.6 | 25.35 | - | 4.053 | -1.013 | 24.32 | |||
| 29 Oct | 992.05 | 58.25 | 7.60 | - | 27.36 | 10.133 | 23.307 | |||
| 28 Oct | 975.90 | 50.65 | -225.10 | - | 23.307 | 12.16 | 12.16 | |||
| 25 Oct | 973.05 | 275.75 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 996.45 | 275.75 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 1014.55 | 275.75 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 998.25 | 275.75 | 275.75 | - | 0 | 0 | 0 | |||
| 21 Oct | 1017.05 | 0 | - | 0 | 0 | 0 | ||||
For Tata Consumer Product Ltd - strike price 950 expiring on 28NOV2024
Delta for 950 CE is 0.14
Historical price for 950 CE is as follows
On 21 Nov TATACONSUM was trading at 911.70. The strike last trading price was 2.2, which was -1.05 lower than the previous day. The implied volatity was 24.59, the open interest changed by 67 which increased total open position to 779
On 20 Nov TATACONSUM was trading at 917.15. The strike last trading price was 3.25, which was 0.00 lower than the previous day. The implied volatity was 22.52, the open interest changed by 101 which increased total open position to 712
On 19 Nov TATACONSUM was trading at 917.15. The strike last trading price was 3.25, which was -3.85 lower than the previous day. The implied volatity was 22.52, the open interest changed by 101 which increased total open position to 712
On 18 Nov TATACONSUM was trading at 930.75. The strike last trading price was 7.1, which was -0.60 lower than the previous day. The implied volatity was 21.63, the open interest changed by 18 which increased total open position to 629
On 14 Nov TATACONSUM was trading at 925.00. The strike last trading price was 7.7, which was -11.60 lower than the previous day. The implied volatity was 19.49, the open interest changed by 390 which increased total open position to 612
On 13 Nov TATACONSUM was trading at 952.75. The strike last trading price was 19.3, which was -9.15 lower than the previous day. The implied volatity was 19.55, the open interest changed by 122 which increased total open position to 222
On 12 Nov TATACONSUM was trading at 967.55. The strike last trading price was 28.45, which was -9.40 lower than the previous day. The implied volatity was 19.59, the open interest changed by 39 which increased total open position to 98
On 11 Nov TATACONSUM was trading at 975.95. The strike last trading price was 37.85, which was -14.30 lower than the previous day. The implied volatity was 21.85, the open interest changed by 15 which increased total open position to 55
On 8 Nov TATACONSUM was trading at 992.95. The strike last trading price was 52.15, which was 3.85 higher than the previous day. The implied volatity was 21.91, the open interest changed by 5 which increased total open position to 39
On 7 Nov TATACONSUM was trading at 984.85. The strike last trading price was 48.3, which was -14.50 lower than the previous day. The implied volatity was 22.95, the open interest changed by 0 which decreased total open position to 33
On 6 Nov TATACONSUM was trading at 1007.05. The strike last trading price was 62.8, which was 1.10 higher than the previous day. The implied volatity was 21.35, the open interest changed by 0 which decreased total open position to 33
On 5 Nov TATACONSUM was trading at 1000.75. The strike last trading price was 61.7, which was 6.65 higher than the previous day. The implied volatity was 25.09, the open interest changed by 8 which increased total open position to 33
On 4 Nov TATACONSUM was trading at 994.60. The strike last trading price was 55.05, which was -28.55 lower than the previous day. The implied volatity was 20.58, the open interest changed by 0 which decreased total open position to 24
On 1 Nov TATACONSUM was trading at 1004.10. The strike last trading price was 83.6, 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 83.6, 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 30 Oct TATACONSUM was trading at 1022.70. The strike last trading price was 83.6, which was 25.35 higher 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 58.25, which was 7.60 higher 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 50.65, which was -225.10 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 275.75, 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 275.75, 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 275.75, 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 275.75, which was 275.75 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 950 PE | |||||||
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Delta: -0.83
Vega: 0.32
Theta: -0.42
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 911.70 | 37.85 | 3.75 | 27.79 | 549.227 | -256.373 | 450.933 |
| 20 Nov | 917.15 | 34.1 | 0.00 | 24.62 | 751.893 | -11.147 | 709.333 |
| 19 Nov | 917.15 | 34.1 | 10.60 | 24.62 | 751.893 | -9.12 | 709.333 |
| 18 Nov | 930.75 | 23.5 | -2.05 | 23.40 | 752.907 | -2.027 | 718.453 |
| 14 Nov | 925.00 | 25.55 | 12.20 | 22.29 | 1,688.213 | -33.44 | 723.52 |
| 13 Nov | 952.75 | 13.35 | 3.65 | 22.14 | 1,295.04 | -4.053 | 761.013 |
| 12 Nov | 967.55 | 9.7 | 2.05 | 23.00 | 726.56 | -189.493 | 765.067 |
| 11 Nov | 975.95 | 7.65 | 1.45 | 23.45 | 407.36 | 19.253 | 951.52 |
| 8 Nov | 992.95 | 6.2 | -1.10 | 24.80 | 353.653 | 20.267 | 931.253 |
| 7 Nov | 984.85 | 7.3 | 2.60 | 24.04 | 737.707 | 254.347 | 909.973 |
| 6 Nov | 1007.05 | 4.7 | -2.90 | 24.51 | 439.787 | -19.253 | 655.627 |
| 5 Nov | 1000.75 | 7.6 | -2.30 | 27.44 | 604.96 | 68.907 | 675.893 |
| 4 Nov | 994.60 | 9.9 | -0.35 | 28.59 | 866.4 | 435.733 | 606.987 |
| 1 Nov | 1004.10 | 10.25 | 1.35 | 30.34 | 50.667 | 8.107 | 171.253 |
| 31 Oct | 1002.55 | 8.9 | 2.75 | - | 154.027 | 32.427 | 162.133 |
| 30 Oct | 1022.70 | 6.15 | -4.90 | - | 319.2 | 22.293 | 129.707 |
| 29 Oct | 992.05 | 11.05 | -4.30 | - | 134.773 | 15.2 | 104.373 |
| 28 Oct | 975.90 | 15.35 | -2.30 | - | 144.907 | 85.12 | 88.16 |
| 25 Oct | 973.05 | 17.65 | 17.25 | - | 4.053 | 3.04 | 3.04 |
| 24 Oct | 996.45 | 0.4 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 1014.55 | 0.4 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 998.25 | 0.4 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 1017.05 | 0.4 | - | 0 | 0 | 0 | |
For Tata Consumer Product Ltd - strike price 950 expiring on 28NOV2024
Delta for 950 PE is -0.83
Historical price for 950 PE is as follows
On 21 Nov TATACONSUM was trading at 911.70. The strike last trading price was 37.85, which was 3.75 higher than the previous day. The implied volatity was 27.79, the open interest changed by -253 which decreased total open position to 445
On 20 Nov TATACONSUM was trading at 917.15. The strike last trading price was 34.1, which was 0.00 lower than the previous day. The implied volatity was 24.62, the open interest changed by -11 which decreased total open position to 700
On 19 Nov TATACONSUM was trading at 917.15. The strike last trading price was 34.1, which was 10.60 higher than the previous day. The implied volatity was 24.62, the open interest changed by -9 which decreased total open position to 700
On 18 Nov TATACONSUM was trading at 930.75. The strike last trading price was 23.5, which was -2.05 lower than the previous day. The implied volatity was 23.40, the open interest changed by -2 which decreased total open position to 709
On 14 Nov TATACONSUM was trading at 925.00. The strike last trading price was 25.55, which was 12.20 higher than the previous day. The implied volatity was 22.29, the open interest changed by -33 which decreased total open position to 714
On 13 Nov TATACONSUM was trading at 952.75. The strike last trading price was 13.35, which was 3.65 higher than the previous day. The implied volatity was 22.14, the open interest changed by -4 which decreased total open position to 751
On 12 Nov TATACONSUM was trading at 967.55. The strike last trading price was 9.7, which was 2.05 higher than the previous day. The implied volatity was 23.00, the open interest changed by -187 which decreased total open position to 755
On 11 Nov TATACONSUM was trading at 975.95. The strike last trading price was 7.65, which was 1.45 higher than the previous day. The implied volatity was 23.45, the open interest changed by 19 which increased total open position to 939
On 8 Nov TATACONSUM was trading at 992.95. The strike last trading price was 6.2, which was -1.10 lower than the previous day. The implied volatity was 24.80, the open interest changed by 20 which increased total open position to 919
On 7 Nov TATACONSUM was trading at 984.85. The strike last trading price was 7.3, which was 2.60 higher than the previous day. The implied volatity was 24.04, the open interest changed by 251 which increased total open position to 898
On 6 Nov TATACONSUM was trading at 1007.05. The strike last trading price was 4.7, which was -2.90 lower than the previous day. The implied volatity was 24.51, the open interest changed by -19 which decreased total open position to 647
On 5 Nov TATACONSUM was trading at 1000.75. The strike last trading price was 7.6, which was -2.30 lower than the previous day. The implied volatity was 27.44, the open interest changed by 68 which increased total open position to 667
On 4 Nov TATACONSUM was trading at 994.60. The strike last trading price was 9.9, which was -0.35 lower than the previous day. The implied volatity was 28.59, the open interest changed by 430 which increased total open position to 599
On 1 Nov TATACONSUM was trading at 1004.10. The strike last trading price was 10.25, which was 1.35 higher than the previous day. The implied volatity was 30.34, the open interest changed by 8 which increased total open position to 169
On 31 Oct TATACONSUM was trading at 1002.55. The strike last trading price was 8.9, which was 2.75 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 6.15, which was -4.90 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 11.05, which was -4.30 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 15.35, which was -2.30 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 17.65, which was 17.25 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 0.4, 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 0.4, 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 0.4, 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 0.4, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
