TATACONSUM
Tata Consumer Product Ltd
Historical option data for TATACONSUM
21 Nov 2024 04:12 PM IST
| TATACONSUM 28NOV2024 960 CE | ||||||||||
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Delta: 0.10
Vega: 0.22
Theta: -0.45
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 911.70 | 1.6 | -0.60 | 26.68 | 1,425.76 | -122.613 | 605.973 | |||
| 20 Nov | 917.15 | 2.2 | 0.00 | 23.75 | 1,967.893 | 90.187 | 725.547 | |||
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| 19 Nov | 917.15 | 2.2 | -2.35 | 23.75 | 1,967.893 | 87.147 | 725.547 | |||
| 18 Nov | 930.75 | 4.55 | -0.70 | 21.88 | 2,701.547 | 162.133 | 640.427 | |||
| 14 Nov | 925.00 | 5.25 | -8.80 | 19.98 | 2,181.707 | 226.987 | 481.333 | |||
| 13 Nov | 952.75 | 14.05 | -7.55 | 19.50 | 1,557.493 | 121.6 | 252.32 | |||
| 12 Nov | 967.55 | 21.6 | -8.75 | 19.12 | 584.693 | 56.747 | 134.773 | |||
| 11 Nov | 975.95 | 30.35 | -14.15 | 21.27 | 164.16 | 44.587 | 73.973 | |||
| 8 Nov | 992.95 | 44.5 | 4.15 | 22.31 | 11.147 | 2.027 | 29.387 | |||
| 7 Nov | 984.85 | 40.35 | -14.75 | 22.26 | 37.493 | -10.133 | 27.36 | |||
| 6 Nov | 1007.05 | 55.1 | 3.20 | 22.60 | 39.52 | 0 | 39.52 | |||
| 5 Nov | 1000.75 | 51.9 | 10.60 | 22.32 | 24.32 | -6.08 | 36.48 | |||
| 4 Nov | 994.60 | 41.3 | -15.50 | 9.89 | 37.493 | 0 | 42.56 | |||
| 1 Nov | 1004.10 | 56.8 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 31 Oct | 1002.55 | 56.8 | -18.90 | - | 9.12 | 0 | 42.56 | |||
| 30 Oct | 1022.70 | 75.7 | 23.70 | - | 32.427 | 2.027 | 48.64 | |||
| 29 Oct | 992.05 | 52 | 8.75 | - | 51.68 | 34.453 | 46.613 | |||
| 28 Oct | 975.90 | 43.25 | -214.85 | - | 25.333 | 11.147 | 11.147 | |||
| 25 Oct | 973.05 | 258.1 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 996.45 | 258.1 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 1014.55 | 258.1 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 998.25 | 258.1 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 1017.05 | 258.1 | - | 0 | 0 | 0 | ||||
For Tata Consumer Product Ltd - strike price 960 expiring on 28NOV2024
Delta for 960 CE is 0.10
Historical price for 960 CE is as follows
On 21 Nov TATACONSUM was trading at 911.70. The strike last trading price was 1.6, which was -0.60 lower than the previous day. The implied volatity was 26.68, the open interest changed by -121 which decreased total open position to 598
On 20 Nov TATACONSUM was trading at 917.15. The strike last trading price was 2.2, which was 0.00 lower than the previous day. The implied volatity was 23.75, the open interest changed by 89 which increased total open position to 716
On 19 Nov TATACONSUM was trading at 917.15. The strike last trading price was 2.2, which was -2.35 lower than the previous day. The implied volatity was 23.75, the open interest changed by 86 which increased total open position to 716
On 18 Nov TATACONSUM was trading at 930.75. The strike last trading price was 4.55, which was -0.70 lower than the previous day. The implied volatity was 21.88, the open interest changed by 160 which increased total open position to 632
On 14 Nov TATACONSUM was trading at 925.00. The strike last trading price was 5.25, which was -8.80 lower than the previous day. The implied volatity was 19.98, the open interest changed by 224 which increased total open position to 475
On 13 Nov TATACONSUM was trading at 952.75. The strike last trading price was 14.05, which was -7.55 lower than the previous day. The implied volatity was 19.50, the open interest changed by 120 which increased total open position to 249
On 12 Nov TATACONSUM was trading at 967.55. The strike last trading price was 21.6, which was -8.75 lower than the previous day. The implied volatity was 19.12, the open interest changed by 56 which increased total open position to 133
On 11 Nov TATACONSUM was trading at 975.95. The strike last trading price was 30.35, which was -14.15 lower than the previous day. The implied volatity was 21.27, the open interest changed by 44 which increased total open position to 73
On 8 Nov TATACONSUM was trading at 992.95. The strike last trading price was 44.5, which was 4.15 higher than the previous day. The implied volatity was 22.31, the open interest changed by 2 which increased total open position to 29
On 7 Nov TATACONSUM was trading at 984.85. The strike last trading price was 40.35, which was -14.75 lower than the previous day. The implied volatity was 22.26, the open interest changed by -10 which decreased total open position to 27
On 6 Nov TATACONSUM was trading at 1007.05. The strike last trading price was 55.1, which was 3.20 higher than the previous day. The implied volatity was 22.60, the open interest changed by 0 which decreased total open position to 39
On 5 Nov TATACONSUM was trading at 1000.75. The strike last trading price was 51.9, which was 10.60 higher than the previous day. The implied volatity was 22.32, the open interest changed by -6 which decreased total open position to 36
On 4 Nov TATACONSUM was trading at 994.60. The strike last trading price was 41.3, which was -15.50 lower than the previous day. The implied volatity was 9.89, the open interest changed by 0 which decreased total open position to 42
On 1 Nov TATACONSUM was trading at 1004.10. The strike last trading price was 56.8, 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 56.8, which was -18.90 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 75.7, which was 23.70 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 52, which was 8.75 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 43.25, which was -214.85 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 258.1, 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 258.1, 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 258.1, 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 258.1, 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 258.1, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| TATACONSUM 28NOV2024 960 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.86
Vega: 0.28
Theta: -0.41
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 911.70 | 47.5 | 3.30 | 31.53 | 31.413 | -14.187 | 182.4 |
| 20 Nov | 917.15 | 44.2 | 0.00 | 29.54 | 228 | -35.467 | 197.6 |
| 19 Nov | 917.15 | 44.2 | 13.20 | 29.54 | 228 | -34.453 | 197.6 |
| 18 Nov | 930.75 | 31 | -2.35 | 24.09 | 112.48 | -28.373 | 233.067 |
| 14 Nov | 925.00 | 33.35 | 14.90 | 23.61 | 983.947 | -175.307 | 261.44 |
| 13 Nov | 952.75 | 18.45 | 5.45 | 22.53 | 1,614.24 | -15.2 | 443.84 |
| 12 Nov | 967.55 | 13 | 3.00 | 22.48 | 915.04 | 88.16 | 454.987 |
| 11 Nov | 975.95 | 10 | 2.10 | 22.56 | 766.08 | 93.227 | 368.853 |
| 8 Nov | 992.95 | 7.9 | -1.45 | 23.94 | 383.04 | -5.067 | 276.64 |
| 7 Nov | 984.85 | 9.35 | 3.35 | 23.31 | 354.667 | 65.867 | 285.76 |
| 6 Nov | 1007.05 | 6 | -3.45 | 23.72 | 357.707 | -16.213 | 222.933 |
| 5 Nov | 1000.75 | 9.45 | -2.40 | 26.80 | 375.947 | 30.4 | 239.147 |
| 4 Nov | 994.60 | 11.85 | -0.35 | 27.69 | 483.36 | -19.253 | 208.747 |
| 1 Nov | 1004.10 | 12.2 | 0.60 | 29.66 | 28.373 | -2.027 | 228 |
| 31 Oct | 1002.55 | 11.6 | 4.05 | - | 343.52 | 57.76 | 231.04 |
| 30 Oct | 1022.70 | 7.55 | -5.95 | - | 306.027 | -21.28 | 179.36 |
| 29 Oct | 992.05 | 13.5 | -5.00 | - | 172.267 | 6.08 | 201.653 |
| 28 Oct | 975.90 | 18.5 | -3.75 | - | 369.867 | 55.733 | 195.573 |
| 25 Oct | 973.05 | 22.25 | 7.20 | - | 120.587 | 38.507 | 139.84 |
| 24 Oct | 996.45 | 15.05 | 5.05 | - | 99.307 | 32.427 | 101.333 |
| 23 Oct | 1014.55 | 10 | -5.15 | - | 22.293 | -2.027 | 65.867 |
| 22 Oct | 998.25 | 15.15 | 3.10 | - | 56.747 | 22.293 | 67.893 |
| 21 Oct | 1017.05 | 12.05 | - | 146.933 | 45.6 | 45.6 | |
For Tata Consumer Product Ltd - strike price 960 expiring on 28NOV2024
Delta for 960 PE is -0.86
Historical price for 960 PE is as follows
On 21 Nov TATACONSUM was trading at 911.70. The strike last trading price was 47.5, which was 3.30 higher than the previous day. The implied volatity was 31.53, the open interest changed by -14 which decreased total open position to 180
On 20 Nov TATACONSUM was trading at 917.15. The strike last trading price was 44.2, which was 0.00 lower than the previous day. The implied volatity was 29.54, the open interest changed by -35 which decreased total open position to 195
On 19 Nov TATACONSUM was trading at 917.15. The strike last trading price was 44.2, which was 13.20 higher than the previous day. The implied volatity was 29.54, the open interest changed by -34 which decreased total open position to 195
On 18 Nov TATACONSUM was trading at 930.75. The strike last trading price was 31, which was -2.35 lower than the previous day. The implied volatity was 24.09, the open interest changed by -28 which decreased total open position to 230
On 14 Nov TATACONSUM was trading at 925.00. The strike last trading price was 33.35, which was 14.90 higher than the previous day. The implied volatity was 23.61, the open interest changed by -173 which decreased total open position to 258
On 13 Nov TATACONSUM was trading at 952.75. The strike last trading price was 18.45, which was 5.45 higher than the previous day. The implied volatity was 22.53, the open interest changed by -15 which decreased total open position to 438
On 12 Nov TATACONSUM was trading at 967.55. The strike last trading price was 13, which was 3.00 higher than the previous day. The implied volatity was 22.48, the open interest changed by 87 which increased total open position to 449
On 11 Nov TATACONSUM was trading at 975.95. The strike last trading price was 10, which was 2.10 higher than the previous day. The implied volatity was 22.56, the open interest changed by 92 which increased total open position to 364
On 8 Nov TATACONSUM was trading at 992.95. The strike last trading price was 7.9, which was -1.45 lower than the previous day. The implied volatity was 23.94, the open interest changed by -5 which decreased total open position to 273
On 7 Nov TATACONSUM was trading at 984.85. The strike last trading price was 9.35, which was 3.35 higher than the previous day. The implied volatity was 23.31, the open interest changed by 65 which increased total open position to 282
On 6 Nov TATACONSUM was trading at 1007.05. The strike last trading price was 6, which was -3.45 lower than the previous day. The implied volatity was 23.72, the open interest changed by -16 which decreased total open position to 220
On 5 Nov TATACONSUM was trading at 1000.75. The strike last trading price was 9.45, which was -2.40 lower than the previous day. The implied volatity was 26.80, the open interest changed by 30 which increased total open position to 236
On 4 Nov TATACONSUM was trading at 994.60. The strike last trading price was 11.85, which was -0.35 lower than the previous day. The implied volatity was 27.69, the open interest changed by -19 which decreased total open position to 206
On 1 Nov TATACONSUM was trading at 1004.10. The strike last trading price was 12.2, which was 0.60 higher than the previous day. The implied volatity was 29.66, the open interest changed by -2 which decreased total open position to 225
On 31 Oct TATACONSUM was trading at 1002.55. The strike last trading price was 11.6, which was 4.05 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 7.55, which was -5.95 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 13.5, which was -5.00 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 18.5, which was -3.75 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 22.25, which was 7.20 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 15.05, which was 5.05 higher 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 10, which was -5.15 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 15.15, which was 3.10 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 12.05, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
