TATACONSUM
Tata Consumer Product Ltd
Historical option data for TATACONSUM
27 Dec 2024 04:12 PM IST
| TATACONSUM 30JAN2025 950 CE | ||||||||||
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Delta: 0.28
Vega: 0.92
Theta: -0.33
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 27 Dec | 907.95 | 8.85 | -0.45 | 19.42 | 958 | 189 | 670 | |||
| 26 Dec | 900.95 | 9.3 | -2.45 | 21.57 | 408 | 87 | 480 | |||
| 24 Dec | 907.30 | 11.75 | -0.05 | 21.91 | 358 | 51 | 395 | |||
| 23 Dec | 902.75 | 11.8 | -1.10 | 22.95 | 478 | 84 | 344 | |||
| 20 Dec | 889.45 | 12.9 | -4.50 | 24.64 | 296 | 21 | 260 | |||
| 19 Dec | 907.10 | 17.4 | -0.60 | 24.70 | 177 | 16 | 239 | |||
| 18 Dec | 909.35 | 18 | 1.55 | 23.95 | 163 | 47 | 223 | |||
| 17 Dec | 904.90 | 16.45 | -5.55 | 24.37 | 135 | 44 | 176 | |||
| 16 Dec | 920.35 | 22 | -3.00 | 23.29 | 53 | 31 | 133 | |||
| 13 Dec | 929.70 | 25 | 2.05 | 21.55 | 63 | 31 | 102 | |||
| 12 Dec | 921.25 | 22.95 | -5.35 | 22.08 | 60 | 52 | 70 | |||
| 11 Dec | 935.05 | 28.3 | -0.70 | 21.37 | 19 | 16 | 18 | |||
| 10 Dec | 926.75 | 29 | -17.40 | 23.63 | 2 | 1 | 1 | |||
| 9 Dec | 933.95 | 46.4 | 0.00 | 0.20 | 0 | 0 | 0 | |||
| 5 Dec | 966.45 | 46.4 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Dec | 955.00 | 46.4 | 0.00 | - | 0 | 0 | 0 | |||
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| 2 Dec | 957.00 | 46.4 | - | 0 | 0 | 0 | ||||
For Tata Consumer Product Ltd - strike price 950 expiring on 30JAN2025
Delta for 950 CE is 0.28
Historical price for 950 CE is as follows
On 27 Dec TATACONSUM was trading at 907.95. The strike last trading price was 8.85, which was -0.45 lower than the previous day. The implied volatity was 19.42, the open interest changed by 189 which increased total open position to 670
On 26 Dec TATACONSUM was trading at 900.95. The strike last trading price was 9.3, which was -2.45 lower than the previous day. The implied volatity was 21.57, the open interest changed by 87 which increased total open position to 480
On 24 Dec TATACONSUM was trading at 907.30. The strike last trading price was 11.75, which was -0.05 lower than the previous day. The implied volatity was 21.91, the open interest changed by 51 which increased total open position to 395
On 23 Dec TATACONSUM was trading at 902.75. The strike last trading price was 11.8, which was -1.10 lower than the previous day. The implied volatity was 22.95, the open interest changed by 84 which increased total open position to 344
On 20 Dec TATACONSUM was trading at 889.45. The strike last trading price was 12.9, which was -4.50 lower than the previous day. The implied volatity was 24.64, the open interest changed by 21 which increased total open position to 260
On 19 Dec TATACONSUM was trading at 907.10. The strike last trading price was 17.4, which was -0.60 lower than the previous day. The implied volatity was 24.70, the open interest changed by 16 which increased total open position to 239
On 18 Dec TATACONSUM was trading at 909.35. The strike last trading price was 18, which was 1.55 higher than the previous day. The implied volatity was 23.95, the open interest changed by 47 which increased total open position to 223
On 17 Dec TATACONSUM was trading at 904.90. The strike last trading price was 16.45, which was -5.55 lower than the previous day. The implied volatity was 24.37, the open interest changed by 44 which increased total open position to 176
On 16 Dec TATACONSUM was trading at 920.35. The strike last trading price was 22, which was -3.00 lower than the previous day. The implied volatity was 23.29, the open interest changed by 31 which increased total open position to 133
On 13 Dec TATACONSUM was trading at 929.70. The strike last trading price was 25, which was 2.05 higher than the previous day. The implied volatity was 21.55, the open interest changed by 31 which increased total open position to 102
On 12 Dec TATACONSUM was trading at 921.25. The strike last trading price was 22.95, which was -5.35 lower than the previous day. The implied volatity was 22.08, the open interest changed by 52 which increased total open position to 70
On 11 Dec TATACONSUM was trading at 935.05. The strike last trading price was 28.3, which was -0.70 lower than the previous day. The implied volatity was 21.37, the open interest changed by 16 which increased total open position to 18
On 10 Dec TATACONSUM was trading at 926.75. The strike last trading price was 29, which was -17.40 lower than the previous day. The implied volatity was 23.63, the open interest changed by 1 which increased total open position to 1
On 9 Dec TATACONSUM was trading at 933.95. The strike last trading price was 46.4, which was 0.00 lower than the previous day. The implied volatity was 0.20, the open interest changed by 0 which decreased total open position to 0
On 5 Dec TATACONSUM was trading at 966.45. The strike last trading price was 46.4, 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 3 Dec TATACONSUM was trading at 955.00. The strike last trading price was 46.4, 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 2 Dec TATACONSUM was trading at 957.00. The strike last trading price was 46.4, 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 30JAN2025 950 PE | |||||||
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Delta: -0.69
Vega: 0.98
Theta: -0.15
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 27 Dec | 907.95 | 46.55 | -3.45 | 23.00 | 23 | 9 | 63 |
| 26 Dec | 900.95 | 50 | 0.00 | 21.31 | 23 | 14 | 54 |
| 24 Dec | 907.30 | 50 | -2.90 | 24.67 | 24 | 19 | 39 |
| 23 Dec | 902.75 | 52.9 | 9.90 | 24.28 | 19 | 17 | 19 |
| 20 Dec | 889.45 | 43 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Dec | 907.10 | 43 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Dec | 909.35 | 43 | 0.00 | 0.00 | 0 | 0 | 0 |
| 17 Dec | 904.90 | 43 | 0.00 | 0.00 | 0 | 2 | 0 |
| 16 Dec | 920.35 | 43 | -0.45 | 25.37 | 3 | 2 | 2 |
| 13 Dec | 929.70 | 43.45 | 0.00 | - | 0 | 0 | 0 |
| 12 Dec | 921.25 | 43.45 | 0.00 | - | 0 | 0 | 0 |
| 11 Dec | 935.05 | 43.45 | 0.00 | - | 0 | 0 | 0 |
| 10 Dec | 926.75 | 43.45 | 0.00 | - | 0 | 0 | 0 |
| 9 Dec | 933.95 | 43.45 | 0.00 | - | 0 | 0 | 0 |
| 5 Dec | 966.45 | 43.45 | 0.00 | 2.31 | 0 | 0 | 0 |
| 3 Dec | 955.00 | 43.45 | 0.00 | 1.58 | 0 | 0 | 0 |
| 2 Dec | 957.00 | 43.45 | 1.61 | 0 | 0 | 0 | |
For Tata Consumer Product Ltd - strike price 950 expiring on 30JAN2025
Delta for 950 PE is -0.69
Historical price for 950 PE is as follows
On 27 Dec TATACONSUM was trading at 907.95. The strike last trading price was 46.55, which was -3.45 lower than the previous day. The implied volatity was 23.00, the open interest changed by 9 which increased total open position to 63
On 26 Dec TATACONSUM was trading at 900.95. The strike last trading price was 50, which was 0.00 lower than the previous day. The implied volatity was 21.31, the open interest changed by 14 which increased total open position to 54
On 24 Dec TATACONSUM was trading at 907.30. The strike last trading price was 50, which was -2.90 lower than the previous day. The implied volatity was 24.67, the open interest changed by 19 which increased total open position to 39
On 23 Dec TATACONSUM was trading at 902.75. The strike last trading price was 52.9, which was 9.90 higher than the previous day. The implied volatity was 24.28, the open interest changed by 17 which increased total open position to 19
On 20 Dec TATACONSUM was trading at 889.45. The strike last trading price was 43, 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 19 Dec TATACONSUM was trading at 907.10. The strike last trading price was 43, 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 18 Dec TATACONSUM was trading at 909.35. The strike last trading price was 43, 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 17 Dec TATACONSUM was trading at 904.90. The strike last trading price was 43, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 16 Dec TATACONSUM was trading at 920.35. The strike last trading price was 43, which was -0.45 lower than the previous day. The implied volatity was 25.37, the open interest changed by 2 which increased total open position to 2
On 13 Dec TATACONSUM was trading at 929.70. The strike last trading price was 43.45, 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 12 Dec TATACONSUM was trading at 921.25. The strike last trading price was 43.45, 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 11 Dec TATACONSUM was trading at 935.05. The strike last trading price was 43.45, 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 10 Dec TATACONSUM was trading at 926.75. The strike last trading price was 43.45, 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 9 Dec TATACONSUM was trading at 933.95. The strike last trading price was 43.45, 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 5 Dec TATACONSUM was trading at 966.45. The strike last trading price was 43.45, which was 0.00 lower than the previous day. The implied volatity was 2.31, the open interest changed by 0 which decreased total open position to 0
On 3 Dec TATACONSUM was trading at 955.00. The strike last trading price was 43.45, which was 0.00 lower than the previous day. The implied volatity was 1.58, the open interest changed by 0 which decreased total open position to 0
On 2 Dec TATACONSUM was trading at 957.00. The strike last trading price was 43.45, which was lower than the previous day. The implied volatity was 1.61, the open interest changed by 0 which decreased total open position to 0
