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[--[65.84.65.76]--]
TATACONSUM
Tata Consumer Product Ltd

925 -27.75 (-2.91%)

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Historical option data for TATACONSUM

14 Nov 2024 04:12 PM IST
TATACONSUM 28NOV2024 950 CE
Delta: 0.33
Vega: 0.66
Theta: -0.55
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
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
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 0.33

Historical price for 950 CE is as follows

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
Delta: -0.64
Vega: 0.68
Theta: -0.37
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
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 -0.64

Historical price for 950 PE is as follows

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