TATACONSUM
Tata Consumer Product Ltd
Historical option data for TATACONSUM
27 Dec 2024 04:12 PM IST
| TATACONSUM 30JAN2025 960 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.23
Vega: 0.83
Theta: -0.30
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 27 Dec | 907.95 | 7 | -0.20 | 19.93 | 312 | 99 | 256 | |||
| 26 Dec | 900.95 | 7.2 | -2.25 | 21.65 | 144 | 59 | 157 | |||
| 24 Dec | 907.30 | 9.45 | -0.05 | 22.14 | 59 | 21 | 98 | |||
| 23 Dec | 902.75 | 9.5 | -1.50 | 23.09 | 75 | 36 | 76 | |||
| 20 Dec | 889.45 | 11 | -2.90 | 25.17 | 19 | 7 | 36 | |||
| 19 Dec | 907.10 | 13.9 | -4.10 | 24.22 | 17 | 10 | 30 | |||
| 18 Dec | 909.35 | 18 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 17 Dec | 904.90 | 18 | 0.00 | 0.00 | 0 | 2 | 0 | |||
| 16 Dec | 920.35 | 18 | 0.00 | 22.96 | 4 | 1 | 19 | |||
| 13 Dec | 929.70 | 18 | -1.00 | 19.31 | 5 | 2 | 17 | |||
| 12 Dec | 921.25 | 19 | -3.00 | 21.91 | 8 | 2 | 12 | |||
| 11 Dec | 935.05 | 22 | 0.00 | 0.00 | 0 | 9 | 0 | |||
| 10 Dec | 926.75 | 22 | -19.40 | 21.37 | 11 | 8 | 9 | |||
| 9 Dec | 933.95 | 41.4 | -49.05 | 33.31 | 1 | 0 | 0 | |||
| 5 Dec | 966.45 | 90.45 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Dec | 955.00 | 90.45 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Dec | 957.00 | 90.45 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Nov | 941.05 | 90.45 | 0.00 | 0.41 | 0 | 0 | 0 | |||
| 26 Nov | 963.55 | 90.45 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Nov | 955.70 | 90.45 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 945.20 | 90.45 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Nov | 911.70 | 90.45 | 90.45 | 1.82 | 0 | 0 | 0 | |||
| 20 Nov | 917.15 | 0 | 0.00 | 1.66 | 0 | 0 | 0 | |||
| 19 Nov | 917.15 | 0 | 0.00 | 1.66 | 0 | 0 | 0 | |||
| 18 Nov | 930.75 | 0 | 0.00 | 0.65 | 0 | 0 | 0 | |||
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| 14 Nov | 925.00 | 0 | 0.00 | 1.26 | 0 | 0 | 0 | |||
| 13 Nov | 952.75 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 967.55 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 975.95 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 992.95 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 984.85 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 1007.05 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 1000.75 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 994.60 | 0 | - | 0 | 0 | 0 | ||||
For Tata Consumer Product Ltd - strike price 960 expiring on 30JAN2025
Delta for 960 CE is 0.23
Historical price for 960 CE is as follows
On 27 Dec TATACONSUM was trading at 907.95. The strike last trading price was 7, which was -0.20 lower than the previous day. The implied volatity was 19.93, the open interest changed by 99 which increased total open position to 256
On 26 Dec TATACONSUM was trading at 900.95. The strike last trading price was 7.2, which was -2.25 lower than the previous day. The implied volatity was 21.65, the open interest changed by 59 which increased total open position to 157
On 24 Dec TATACONSUM was trading at 907.30. The strike last trading price was 9.45, which was -0.05 lower than the previous day. The implied volatity was 22.14, the open interest changed by 21 which increased total open position to 98
On 23 Dec TATACONSUM was trading at 902.75. The strike last trading price was 9.5, which was -1.50 lower than the previous day. The implied volatity was 23.09, the open interest changed by 36 which increased total open position to 76
On 20 Dec TATACONSUM was trading at 889.45. The strike last trading price was 11, which was -2.90 lower than the previous day. The implied volatity was 25.17, the open interest changed by 7 which increased total open position to 36
On 19 Dec TATACONSUM was trading at 907.10. The strike last trading price was 13.9, which was -4.10 lower than the previous day. The implied volatity was 24.22, the open interest changed by 10 which increased total open position to 30
On 18 Dec TATACONSUM was trading at 909.35. The strike last trading price was 18, 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 18, 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 18, which was 0.00 lower than the previous day. The implied volatity was 22.96, the open interest changed by 1 which increased total open position to 19
On 13 Dec TATACONSUM was trading at 929.70. The strike last trading price was 18, which was -1.00 lower than the previous day. The implied volatity was 19.31, the open interest changed by 2 which increased total open position to 17
On 12 Dec TATACONSUM was trading at 921.25. The strike last trading price was 19, which was -3.00 lower than the previous day. The implied volatity was 21.91, the open interest changed by 2 which increased total open position to 12
On 11 Dec TATACONSUM was trading at 935.05. The strike last trading price was 22, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 9 which increased total open position to 0
On 10 Dec TATACONSUM was trading at 926.75. The strike last trading price was 22, which was -19.40 lower than the previous day. The implied volatity was 21.37, the open interest changed by 8 which increased total open position to 9
On 9 Dec TATACONSUM was trading at 933.95. The strike last trading price was 41.4, which was -49.05 lower than the previous day. The implied volatity was 33.31, 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 90.45, 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 3 Dec TATACONSUM was trading at 955.00. The strike last trading price was 90.45, 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 2 Dec TATACONSUM was trading at 957.00. The strike last trading price was 90.45, 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 28 Nov TATACONSUM was trading at 941.05. The strike last trading price was 90.45, which was 0.00 lower than the previous day. The implied volatity was 0.41, the open interest changed by 0 which decreased total open position to 0
On 26 Nov TATACONSUM was trading at 963.55. The strike last trading price was 90.45, 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 25 Nov TATACONSUM was trading at 955.70. The strike last trading price was 90.45, 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 22 Nov TATACONSUM was trading at 945.20. The strike last trading price was 90.45, 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 21 Nov TATACONSUM was trading at 911.70. The strike last trading price was 90.45, which was 90.45 higher than the previous day. The implied volatity was 1.82, the open interest changed by 0 which decreased total open position to 0
On 20 Nov TATACONSUM was trading at 917.15. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 1.66, 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 0, which was 0.00 lower than the previous day. The implied volatity was 1.66, the open interest changed by 0 which decreased total open position to 0
On 18 Nov TATACONSUM was trading at 930.75. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 0.65, 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 0, which was 0.00 lower than the previous day. The implied volatity was 1.26, 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 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 12 Nov TATACONSUM was trading at 967.55. 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 0 which decreased total open position to 0
On 11 Nov TATACONSUM was trading at 975.95. 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 8 Nov TATACONSUM was trading at 992.95. 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 7 Nov TATACONSUM was trading at 984.85. 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 6 Nov TATACONSUM was trading at 1007.05. 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 0 which decreased total open position to 0
On 5 Nov TATACONSUM was trading at 1000.75. 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 4 Nov TATACONSUM was trading at 994.60. The strike last trading price was 0, 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 960 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.74
Vega: 0.90
Theta: -0.10
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 27 Dec | 907.95 | 53.8 | -0.85 | 22.93 | 4 | 1 | 11 |
| 26 Dec | 900.95 | 54.65 | -1.35 | 17.12 | 1 | 0 | 9 |
| 24 Dec | 907.30 | 56 | -10.75 | 23.46 | 3 | 2 | 8 |
| 23 Dec | 902.75 | 66.75 | 17.75 | 30.84 | 5 | 3 | 4 |
| 20 Dec | 889.45 | 49 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Dec | 907.10 | 49 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Dec | 909.35 | 49 | 0.00 | 0.00 | 0 | 0 | 0 |
| 17 Dec | 904.90 | 49 | 0.00 | 0.00 | 0 | 0 | 0 |
| 16 Dec | 920.35 | 49 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Dec | 929.70 | 49 | 0.00 | 0.00 | 0 | 1 | 0 |
| 12 Dec | 921.25 | 49 | 18.35 | 25.81 | 1 | 0 | 0 |
| 11 Dec | 935.05 | 30.65 | 0.00 | - | 0 | 0 | 0 |
| 10 Dec | 926.75 | 30.65 | 0.00 | - | 0 | 0 | 0 |
| 9 Dec | 933.95 | 30.65 | 0.00 | - | 0 | 0 | 0 |
| 5 Dec | 966.45 | 30.65 | 0.00 | 1.57 | 0 | 0 | 0 |
| 3 Dec | 955.00 | 30.65 | 0.00 | 0.91 | 0 | 0 | 0 |
| 2 Dec | 957.00 | 30.65 | 0.00 | 0.94 | 0 | 0 | 0 |
| 28 Nov | 941.05 | 30.65 | 0.00 | 0.19 | 0 | 0 | 0 |
| 26 Nov | 963.55 | 30.65 | 30.65 | 1.48 | 0 | 0 | 0 |
| 25 Nov | 955.70 | 0 | 0.00 | 1.34 | 0 | 0 | 0 |
| 22 Nov | 945.20 | 0 | 0.00 | 0.38 | 0 | 0 | 0 |
| 21 Nov | 911.70 | 0 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 917.15 | 0 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 917.15 | 0 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 930.75 | 0 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 925.00 | 0 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 952.75 | 0 | 0.00 | 0.88 | 0 | 0 | 0 |
| 12 Nov | 967.55 | 0 | 0.00 | 1.84 | 0 | 0 | 0 |
| 11 Nov | 975.95 | 0 | 0.00 | 2.25 | 0 | 0 | 0 |
| 8 Nov | 992.95 | 0 | 0.00 | 3.34 | 0 | 0 | 0 |
| 7 Nov | 984.85 | 0 | 0.00 | 2.96 | 0 | 0 | 0 |
| 6 Nov | 1007.05 | 0 | 0.00 | 4.17 | 0 | 0 | 0 |
| 5 Nov | 1000.75 | 0 | 0.00 | 3.79 | 0 | 0 | 0 |
| 4 Nov | 994.60 | 0 | 3.34 | 0 | 0 | 0 | |
For Tata Consumer Product Ltd - strike price 960 expiring on 30JAN2025
Delta for 960 PE is -0.74
Historical price for 960 PE is as follows
On 27 Dec TATACONSUM was trading at 907.95. The strike last trading price was 53.8, which was -0.85 lower than the previous day. The implied volatity was 22.93, the open interest changed by 1 which increased total open position to 11
On 26 Dec TATACONSUM was trading at 900.95. The strike last trading price was 54.65, which was -1.35 lower than the previous day. The implied volatity was 17.12, the open interest changed by 0 which decreased total open position to 9
On 24 Dec TATACONSUM was trading at 907.30. The strike last trading price was 56, which was -10.75 lower than the previous day. The implied volatity was 23.46, the open interest changed by 2 which increased total open position to 8
On 23 Dec TATACONSUM was trading at 902.75. The strike last trading price was 66.75, which was 17.75 higher than the previous day. The implied volatity was 30.84, the open interest changed by 3 which increased total open position to 4
On 20 Dec TATACONSUM was trading at 889.45. The strike last trading price was 49, 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 49, 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 49, 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 49, 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 16 Dec TATACONSUM was trading at 920.35. The strike last trading price was 49, 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 13 Dec TATACONSUM was trading at 929.70. The strike last trading price was 49, 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 12 Dec TATACONSUM was trading at 921.25. The strike last trading price was 49, which was 18.35 higher than the previous day. The implied volatity was 25.81, 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 30.65, 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 30.65, 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 30.65, 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 30.65, which was 0.00 lower than the previous day. The implied volatity was 1.57, 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 30.65, which was 0.00 lower than the previous day. The implied volatity was 0.91, 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 30.65, which was 0.00 lower than the previous day. The implied volatity was 0.94, the open interest changed by 0 which decreased total open position to 0
On 28 Nov TATACONSUM was trading at 941.05. The strike last trading price was 30.65, which was 0.00 lower than the previous day. The implied volatity was 0.19, the open interest changed by 0 which decreased total open position to 0
On 26 Nov TATACONSUM was trading at 963.55. The strike last trading price was 30.65, which was 30.65 higher than the previous day. The implied volatity was 1.48, the open interest changed by 0 which decreased total open position to 0
On 25 Nov TATACONSUM was trading at 955.70. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 1.34, the open interest changed by 0 which decreased total open position to 0
On 22 Nov TATACONSUM was trading at 945.20. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 0.38, the open interest changed by 0 which decreased total open position to 0
On 21 Nov TATACONSUM was trading at 911.70. 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 0 which decreased total open position to 0
On 20 Nov TATACONSUM was trading at 917.15. 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 19 Nov TATACONSUM was trading at 917.15. 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 18 Nov TATACONSUM was trading at 930.75. 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 14 Nov TATACONSUM was trading at 925.00. 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 13 Nov TATACONSUM was trading at 952.75. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 0.88, the open interest changed by 0 which decreased total open position to 0
On 12 Nov TATACONSUM was trading at 967.55. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 1.84, the open interest changed by 0 which decreased total open position to 0
On 11 Nov TATACONSUM was trading at 975.95. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 2.25, the open interest changed by 0 which decreased total open position to 0
On 8 Nov TATACONSUM was trading at 992.95. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 3.34, the open interest changed by 0 which decreased total open position to 0
On 7 Nov TATACONSUM was trading at 984.85. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 2.96, 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 0, which was 0.00 lower than the previous day. The implied volatity was 4.17, 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 0, which was 0.00 lower than the previous day. The implied volatity was 3.79, 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 0, which was lower than the previous day. The implied volatity was 3.34, the open interest changed by 0 which decreased total open position to 0
