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

889.45 -17.65 (-1.95%)

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Historical option data for TATACONSUM

20 Dec 2024 04:12 PM IST
TATACONSUM 26DEC2024 960 CE
Delta: 0.05
Vega: 0.12
Theta: -0.33
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
20 Dec 889.45 0.75 -0.70 32.24 1,369 -434 1,654
19 Dec 907.10 1.45 -0.55 28.86 1,670 -10 2,093
18 Dec 909.35 2 -0.30 28.01 1,479 -377 2,106
17 Dec 904.90 2.3 -1.45 30.26 1,807 -50 2,485
16 Dec 920.35 3.75 -1.15 25.70 1,913 240 2,533
13 Dec 929.70 4.9 -0.25 20.82 3,122 -155 2,302
12 Dec 921.25 5.15 -3.20 23.32 2,587 4 2,458
11 Dec 935.05 8.35 1.15 22.19 3,506 324 2,459
10 Dec 926.75 7.2 -3.05 22.00 2,535 153 2,128
9 Dec 933.95 10.25 -17.70 23.42 6,416 1,146 1,981
6 Dec 974.45 27.95 4.85 17.10 1,237 -62 837
5 Dec 966.45 23.1 2.70 18.34 3,216 -137 898
4 Dec 961.20 20.4 0.30 18.40 2,562 46 1,035
3 Dec 955.00 20.1 -3.10 19.99 1,693 192 990
2 Dec 957.00 23.2 -1.60 22.48 1,700 201 806
29 Nov 958.65 24.8 2.80 20.91 1,699 -24 607
28 Nov 941.05 22 -7.00 24.11 2,118 361 634
27 Nov 960.05 29 -1.80 22.61 537 121 277
26 Nov 963.55 30.8 2.70 22.58 595 -57 154
25 Nov 955.70 28.1 5.15 23.63 424 157 212
22 Nov 945.20 22.95 10.25 23.25 163 4 59
21 Nov 911.70 12.7 -0.30 23.96 30 -6 56
20 Nov 917.15 13 0.00 22.05 73 28 61
19 Nov 917.15 13 -5.25 22.05 73 27 61
18 Nov 930.75 18.25 0.60 21.72 41 7 34
14 Nov 925.00 17.65 -12.35 20.37 34 25 27
13 Nov 952.75 30 -242.35 21.38 2 1 1
6 Nov 1007.05 272.35 0.00 - 0 0 0
5 Nov 1000.75 272.35 0.00 - 0 0 0
4 Nov 994.60 272.35 272.35 - 0 0 0
1 Nov 1004.10 0 0.00 - 0 0 0
31 Oct 1002.55 0 0.00 - 0 0 0
30 Oct 1022.70 0 0.00 - 0 0 0
29 Oct 992.05 0 0.00 - 0 0 0
28 Oct 975.90 0 0.00 - 0 0 0
25 Oct 973.05 0 0.00 - 0 0 0
24 Oct 996.45 0 0.00 - 0 0 0
23 Oct 1014.55 0 0.00 - 0 0 0
22 Oct 998.25 0 0.00 - 0 0 0
21 Oct 1017.05 0 - 0 0 0


For Tata Consumer Product Ltd - strike price 960 expiring on 26DEC2024

Delta for 960 CE is 0.05

Historical price for 960 CE is as follows

On 20 Dec TATACONSUM was trading at 889.45. The strike last trading price was 0.75, which was -0.70 lower than the previous day. The implied volatity was 32.24, the open interest changed by -434 which decreased total open position to 1654


On 19 Dec TATACONSUM was trading at 907.10. The strike last trading price was 1.45, which was -0.55 lower than the previous day. The implied volatity was 28.86, the open interest changed by -10 which decreased total open position to 2093


On 18 Dec TATACONSUM was trading at 909.35. The strike last trading price was 2, which was -0.30 lower than the previous day. The implied volatity was 28.01, the open interest changed by -377 which decreased total open position to 2106


On 17 Dec TATACONSUM was trading at 904.90. The strike last trading price was 2.3, which was -1.45 lower than the previous day. The implied volatity was 30.26, the open interest changed by -50 which decreased total open position to 2485


On 16 Dec TATACONSUM was trading at 920.35. The strike last trading price was 3.75, which was -1.15 lower than the previous day. The implied volatity was 25.70, the open interest changed by 240 which increased total open position to 2533


On 13 Dec TATACONSUM was trading at 929.70. The strike last trading price was 4.9, which was -0.25 lower than the previous day. The implied volatity was 20.82, the open interest changed by -155 which decreased total open position to 2302


On 12 Dec TATACONSUM was trading at 921.25. The strike last trading price was 5.15, which was -3.20 lower than the previous day. The implied volatity was 23.32, the open interest changed by 4 which increased total open position to 2458


On 11 Dec TATACONSUM was trading at 935.05. The strike last trading price was 8.35, which was 1.15 higher than the previous day. The implied volatity was 22.19, the open interest changed by 324 which increased total open position to 2459


On 10 Dec TATACONSUM was trading at 926.75. The strike last trading price was 7.2, which was -3.05 lower than the previous day. The implied volatity was 22.00, the open interest changed by 153 which increased total open position to 2128


On 9 Dec TATACONSUM was trading at 933.95. The strike last trading price was 10.25, which was -17.70 lower than the previous day. The implied volatity was 23.42, the open interest changed by 1146 which increased total open position to 1981


On 6 Dec TATACONSUM was trading at 974.45. The strike last trading price was 27.95, which was 4.85 higher than the previous day. The implied volatity was 17.10, the open interest changed by -62 which decreased total open position to 837


On 5 Dec TATACONSUM was trading at 966.45. The strike last trading price was 23.1, which was 2.70 higher than the previous day. The implied volatity was 18.34, the open interest changed by -137 which decreased total open position to 898


On 4 Dec TATACONSUM was trading at 961.20. The strike last trading price was 20.4, which was 0.30 higher than the previous day. The implied volatity was 18.40, the open interest changed by 46 which increased total open position to 1035


On 3 Dec TATACONSUM was trading at 955.00. The strike last trading price was 20.1, which was -3.10 lower than the previous day. The implied volatity was 19.99, the open interest changed by 192 which increased total open position to 990


On 2 Dec TATACONSUM was trading at 957.00. The strike last trading price was 23.2, which was -1.60 lower than the previous day. The implied volatity was 22.48, the open interest changed by 201 which increased total open position to 806


On 29 Nov TATACONSUM was trading at 958.65. The strike last trading price was 24.8, which was 2.80 higher than the previous day. The implied volatity was 20.91, the open interest changed by -24 which decreased total open position to 607


On 28 Nov TATACONSUM was trading at 941.05. The strike last trading price was 22, which was -7.00 lower than the previous day. The implied volatity was 24.11, the open interest changed by 361 which increased total open position to 634


On 27 Nov TATACONSUM was trading at 960.05. The strike last trading price was 29, which was -1.80 lower than the previous day. The implied volatity was 22.61, the open interest changed by 121 which increased total open position to 277


On 26 Nov TATACONSUM was trading at 963.55. The strike last trading price was 30.8, which was 2.70 higher than the previous day. The implied volatity was 22.58, the open interest changed by -57 which decreased total open position to 154


On 25 Nov TATACONSUM was trading at 955.70. The strike last trading price was 28.1, which was 5.15 higher than the previous day. The implied volatity was 23.63, the open interest changed by 157 which increased total open position to 212


On 22 Nov TATACONSUM was trading at 945.20. The strike last trading price was 22.95, which was 10.25 higher than the previous day. The implied volatity was 23.25, the open interest changed by 4 which increased total open position to 59


On 21 Nov TATACONSUM was trading at 911.70. The strike last trading price was 12.7, which was -0.30 lower than the previous day. The implied volatity was 23.96, the open interest changed by -6 which decreased total open position to 56


On 20 Nov TATACONSUM was trading at 917.15. The strike last trading price was 13, which was 0.00 lower than the previous day. The implied volatity was 22.05, the open interest changed by 28 which increased total open position to 61


On 19 Nov TATACONSUM was trading at 917.15. The strike last trading price was 13, which was -5.25 lower than the previous day. The implied volatity was 22.05, the open interest changed by 27 which increased total open position to 61


On 18 Nov TATACONSUM was trading at 930.75. The strike last trading price was 18.25, which was 0.60 higher than the previous day. The implied volatity was 21.72, the open interest changed by 7 which increased total open position to 34


On 14 Nov TATACONSUM was trading at 925.00. The strike last trading price was 17.65, which was -12.35 lower than the previous day. The implied volatity was 20.37, the open interest changed by 25 which increased total open position to 27


On 13 Nov TATACONSUM was trading at 952.75. The strike last trading price was 30, which was -242.35 lower than the previous day. The implied volatity was 21.38, the open interest changed by 1 which increased total open position to 1


On 6 Nov TATACONSUM was trading at 1007.05. The strike last trading price was 272.35, 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 Nov TATACONSUM was trading at 1000.75. The strike last trading price was 272.35, 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 272.35, which was 272.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 1 Nov TATACONSUM was trading at 1004.10. The strike last trading price was 0, 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 31 Oct TATACONSUM was trading at 1002.55. The strike last trading price was 0, 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 0, 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 0, 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 28 Oct TATACONSUM was trading at 975.90. The strike last trading price was 0, 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 0, 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 0, 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, 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, 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, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


TATACONSUM 26DEC2024 960 PE
Delta: -0.86
Vega: 0.26
Theta: -0.83
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
20 Dec 889.45 68 13.15 49.13 141 -44 414
19 Dec 907.10 54.85 2.35 37.75 138 -55 459
18 Dec 909.35 52.5 -3.50 36.20 42 -10 515
17 Dec 904.90 56 15.25 26.42 24 -3 524
16 Dec 920.35 40.75 6.85 24.75 11 -3 527
13 Dec 929.70 33.9 -7.65 23.37 95 -56 530
12 Dec 921.25 41.55 10.60 27.05 74 -32 586
11 Dec 935.05 30.95 -4.05 23.87 169 -6 619
10 Dec 926.75 35 1.35 23.96 259 -43 625
9 Dec 933.95 33.65 23.05 26.19 1,607 -116 672
6 Dec 974.45 10.6 -4.65 21.33 675 24 787
5 Dec 966.45 15.25 -2.65 22.21 1,652 68 764
4 Dec 961.20 17.9 -1.70 22.13 760 78 697
3 Dec 955.00 19.6 -0.10 21.49 697 1 620
2 Dec 957.00 19.7 -1.55 21.40 962 144 622
29 Nov 958.65 21.25 -8.45 23.26 833 97 479
28 Nov 941.05 29.7 8.15 24.91 941 249 382
27 Nov 960.05 21.55 -2.90 23.92 214 26 132
26 Nov 963.55 24.45 -0.15 27.18 222 99 106
25 Nov 955.70 24.6 -28.40 24.23 7 3 6
22 Nov 945.20 53 0.00 0.00 0 2 0
21 Nov 911.70 53 5.00 26.39 2 0 1
20 Nov 917.15 48 0.00 0.00 0 0 0
19 Nov 917.15 48 0.00 0.00 0 1 0
18 Nov 930.75 48 46.40 31.63 1 0 0
14 Nov 925.00 1.6 0.00 - 0 0 0
13 Nov 952.75 1.6 0.00 0.45 0 0 0
6 Nov 1007.05 1.6 0.00 4.43 0 0 0
5 Nov 1000.75 1.6 0.00 4.01 0 0 0
4 Nov 994.60 1.6 0.00 3.67 0 0 0
1 Nov 1004.10 1.6 0.00 4.69 0 0 0
31 Oct 1002.55 1.6 0.00 - 0 0 0
30 Oct 1022.70 1.6 0.00 - 0 0 0
29 Oct 992.05 1.6 0.00 - 0 0 0
28 Oct 975.90 1.6 0.00 - 0 0 0
25 Oct 973.05 1.6 0.00 - 0 0 0
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 1.60 - 0 0 0
21 Oct 1017.05 0 - 0 0 0


For Tata Consumer Product Ltd - strike price 960 expiring on 26DEC2024

Delta for 960 PE is -0.86

Historical price for 960 PE is as follows

On 20 Dec TATACONSUM was trading at 889.45. The strike last trading price was 68, which was 13.15 higher than the previous day. The implied volatity was 49.13, the open interest changed by -44 which decreased total open position to 414


On 19 Dec TATACONSUM was trading at 907.10. The strike last trading price was 54.85, which was 2.35 higher than the previous day. The implied volatity was 37.75, the open interest changed by -55 which decreased total open position to 459


On 18 Dec TATACONSUM was trading at 909.35. The strike last trading price was 52.5, which was -3.50 lower than the previous day. The implied volatity was 36.20, the open interest changed by -10 which decreased total open position to 515


On 17 Dec TATACONSUM was trading at 904.90. The strike last trading price was 56, which was 15.25 higher than the previous day. The implied volatity was 26.42, the open interest changed by -3 which decreased total open position to 524


On 16 Dec TATACONSUM was trading at 920.35. The strike last trading price was 40.75, which was 6.85 higher than the previous day. The implied volatity was 24.75, the open interest changed by -3 which decreased total open position to 527


On 13 Dec TATACONSUM was trading at 929.70. The strike last trading price was 33.9, which was -7.65 lower than the previous day. The implied volatity was 23.37, the open interest changed by -56 which decreased total open position to 530


On 12 Dec TATACONSUM was trading at 921.25. The strike last trading price was 41.55, which was 10.60 higher than the previous day. The implied volatity was 27.05, the open interest changed by -32 which decreased total open position to 586


On 11 Dec TATACONSUM was trading at 935.05. The strike last trading price was 30.95, which was -4.05 lower than the previous day. The implied volatity was 23.87, the open interest changed by -6 which decreased total open position to 619


On 10 Dec TATACONSUM was trading at 926.75. The strike last trading price was 35, which was 1.35 higher than the previous day. The implied volatity was 23.96, the open interest changed by -43 which decreased total open position to 625


On 9 Dec TATACONSUM was trading at 933.95. The strike last trading price was 33.65, which was 23.05 higher than the previous day. The implied volatity was 26.19, the open interest changed by -116 which decreased total open position to 672


On 6 Dec TATACONSUM was trading at 974.45. The strike last trading price was 10.6, which was -4.65 lower than the previous day. The implied volatity was 21.33, the open interest changed by 24 which increased total open position to 787


On 5 Dec TATACONSUM was trading at 966.45. The strike last trading price was 15.25, which was -2.65 lower than the previous day. The implied volatity was 22.21, the open interest changed by 68 which increased total open position to 764


On 4 Dec TATACONSUM was trading at 961.20. The strike last trading price was 17.9, which was -1.70 lower than the previous day. The implied volatity was 22.13, the open interest changed by 78 which increased total open position to 697


On 3 Dec TATACONSUM was trading at 955.00. The strike last trading price was 19.6, which was -0.10 lower than the previous day. The implied volatity was 21.49, the open interest changed by 1 which increased total open position to 620


On 2 Dec TATACONSUM was trading at 957.00. The strike last trading price was 19.7, which was -1.55 lower than the previous day. The implied volatity was 21.40, the open interest changed by 144 which increased total open position to 622


On 29 Nov TATACONSUM was trading at 958.65. The strike last trading price was 21.25, which was -8.45 lower than the previous day. The implied volatity was 23.26, the open interest changed by 97 which increased total open position to 479


On 28 Nov TATACONSUM was trading at 941.05. The strike last trading price was 29.7, which was 8.15 higher than the previous day. The implied volatity was 24.91, the open interest changed by 249 which increased total open position to 382


On 27 Nov TATACONSUM was trading at 960.05. The strike last trading price was 21.55, which was -2.90 lower than the previous day. The implied volatity was 23.92, the open interest changed by 26 which increased total open position to 132


On 26 Nov TATACONSUM was trading at 963.55. The strike last trading price was 24.45, which was -0.15 lower than the previous day. The implied volatity was 27.18, the open interest changed by 99 which increased total open position to 106


On 25 Nov TATACONSUM was trading at 955.70. The strike last trading price was 24.6, which was -28.40 lower than the previous day. The implied volatity was 24.23, the open interest changed by 3 which increased total open position to 6


On 22 Nov TATACONSUM was trading at 945.20. The strike last trading price was 53, 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 21 Nov TATACONSUM was trading at 911.70. The strike last trading price was 53, which was 5.00 higher than the previous day. The implied volatity was 26.39, the open interest changed by 0 which decreased total open position to 1


On 20 Nov TATACONSUM was trading at 917.15. The strike last trading price was 48, 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 Nov TATACONSUM was trading at 917.15. The strike last trading price was 48, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0


On 18 Nov TATACONSUM was trading at 930.75. The strike last trading price was 48, which was 46.40 higher than the previous day. The implied volatity was 31.63, 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 1.6, 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 1.6, which was 0.00 lower than the previous day. The implied volatity was 0.45, the open interest changed by 0 which decreased total open position to 0


On 6 Nov TATACONSUM was trading at 1007.05. The strike last trading price was 1.6, which was 0.00 lower than the previous day. The implied volatity was 4.43, the open interest changed by 0 which decreased total open position to 0


On 5 Nov TATACONSUM was trading at 1000.75. The strike last trading price was 1.6, which was 0.00 lower than the previous day. The implied volatity was 4.01, 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 1.6, which was 0.00 lower than the previous day. The implied volatity was 3.67, the open interest changed by 0 which decreased total open position to 0


On 1 Nov TATACONSUM was trading at 1004.10. The strike last trading price was 1.6, which was 0.00 lower than the previous day. The implied volatity was 4.69, 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 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 30 Oct TATACONSUM was trading at 1022.70. 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 29 Oct TATACONSUM was trading at 992.05. 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 28 Oct TATACONSUM was trading at 975.90. 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 25 Oct TATACONSUM was trading at 973.05. 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 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 1.60 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