TATACONSUM
Tata Consumer Product Ltd
Historical option data for TATACONSUM
20 Dec 2024 04:12 PM IST
| TATACONSUM 26DEC2024 970 CE | ||||||||||
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Delta: 0.04
Vega: 0.10
Theta: -0.30
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 889.45 | 0.65 | -0.55 | 35.08 | 1,739 | -108 | 1,580 | |||
| 19 Dec | 907.10 | 1.2 | -0.40 | 31.44 | 1,108 | -136 | 1,680 | |||
| 18 Dec | 909.35 | 1.6 | -0.15 | 30.19 | 883 | -56 | 1,816 | |||
| 17 Dec | 904.90 | 1.75 | -1.00 | 31.70 | 1,501 | 33 | 1,871 | |||
| 16 Dec | 920.35 | 2.75 | -0.85 | 26.96 | 993 | 81 | 1,839 | |||
| 13 Dec | 929.70 | 3.6 | -0.40 | 22.06 | 2,281 | -249 | 1,755 | |||
| 12 Dec | 921.25 | 4 | -2.25 | 24.64 | 1,991 | 210 | 2,008 | |||
| 11 Dec | 935.05 | 6.25 | 0.90 | 23.03 | 1,698 | -59 | 1,801 | |||
| 10 Dec | 926.75 | 5.35 | -2.40 | 22.75 | 1,344 | 158 | 1,866 | |||
| 9 Dec | 933.95 | 7.75 | -13.95 | 23.90 | 4,207 | 360 | 1,703 | |||
| 6 Dec | 974.45 | 21.7 | 3.85 | 17.70 | 4,276 | 14 | 1,341 | |||
| 5 Dec | 966.45 | 17.85 | 2.10 | 18.58 | 3,009 | -122 | 1,320 | |||
| 4 Dec | 961.20 | 15.75 | 0.20 | 18.75 | 2,052 | 278 | 1,440 | |||
| 3 Dec | 955.00 | 15.55 | -2.70 | 20.07 | 1,024 | 69 | 1,170 | |||
| 2 Dec | 957.00 | 18.25 | -1.65 | 22.20 | 1,028 | -22 | 1,103 | |||
| 29 Nov | 958.65 | 19.9 | 2.05 | 20.93 | 1,361 | -49 | 1,126 | |||
| 28 Nov | 941.05 | 17.85 | -6.05 | 24.06 | 3,375 | 582 | 1,176 | |||
| 27 Nov | 960.05 | 23.9 | -1.60 | 22.59 | 770 | 321 | 593 | |||
| 26 Nov | 963.55 | 25.5 | 2.85 | 22.53 | 1,128 | 233 | 268 | |||
| 25 Nov | 955.70 | 22.65 | 4.65 | 23.00 | 125 | 25 | 35 | |||
| 22 Nov | 945.20 | 18 | 7.90 | 22.45 | 34 | 9 | 19 | |||
| 21 Nov | 911.70 | 10.1 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 20 Nov | 917.15 | 10.1 | 0.00 | 21.84 | 12 | 0 | 11 | |||
| 19 Nov | 917.15 | 10.1 | -4.90 | 21.84 | 12 | 1 | 11 | |||
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| 18 Nov | 930.75 | 15 | -7.30 | 21.92 | 4 | 2 | 9 | |||
| 14 Nov | 925.00 | 22.3 | -4.20 | 27.16 | 9 | 3 | 6 | |||
| 13 Nov | 952.75 | 26.5 | -42.45 | 21.97 | 3 | 2 | 2 | |||
| 6 Nov | 1007.05 | 68.95 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 1000.75 | 68.95 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 994.60 | 68.95 | 68.95 | - | 0 | 0 | 0 | |||
| 1 Nov | 1004.10 | 0 | - | 0 | 0 | 0 | ||||
For Tata Consumer Product Ltd - strike price 970 expiring on 26DEC2024
Delta for 970 CE is 0.04
Historical price for 970 CE is as follows
On 20 Dec TATACONSUM was trading at 889.45. The strike last trading price was 0.65, which was -0.55 lower than the previous day. The implied volatity was 35.08, the open interest changed by -108 which decreased total open position to 1580
On 19 Dec TATACONSUM was trading at 907.10. The strike last trading price was 1.2, which was -0.40 lower than the previous day. The implied volatity was 31.44, the open interest changed by -136 which decreased total open position to 1680
On 18 Dec TATACONSUM was trading at 909.35. The strike last trading price was 1.6, which was -0.15 lower than the previous day. The implied volatity was 30.19, the open interest changed by -56 which decreased total open position to 1816
On 17 Dec TATACONSUM was trading at 904.90. The strike last trading price was 1.75, which was -1.00 lower than the previous day. The implied volatity was 31.70, the open interest changed by 33 which increased total open position to 1871
On 16 Dec TATACONSUM was trading at 920.35. The strike last trading price was 2.75, which was -0.85 lower than the previous day. The implied volatity was 26.96, the open interest changed by 81 which increased total open position to 1839
On 13 Dec TATACONSUM was trading at 929.70. The strike last trading price was 3.6, which was -0.40 lower than the previous day. The implied volatity was 22.06, the open interest changed by -249 which decreased total open position to 1755
On 12 Dec TATACONSUM was trading at 921.25. The strike last trading price was 4, which was -2.25 lower than the previous day. The implied volatity was 24.64, the open interest changed by 210 which increased total open position to 2008
On 11 Dec TATACONSUM was trading at 935.05. The strike last trading price was 6.25, which was 0.90 higher than the previous day. The implied volatity was 23.03, the open interest changed by -59 which decreased total open position to 1801
On 10 Dec TATACONSUM was trading at 926.75. The strike last trading price was 5.35, which was -2.40 lower than the previous day. The implied volatity was 22.75, the open interest changed by 158 which increased total open position to 1866
On 9 Dec TATACONSUM was trading at 933.95. The strike last trading price was 7.75, which was -13.95 lower than the previous day. The implied volatity was 23.90, the open interest changed by 360 which increased total open position to 1703
On 6 Dec TATACONSUM was trading at 974.45. The strike last trading price was 21.7, which was 3.85 higher than the previous day. The implied volatity was 17.70, the open interest changed by 14 which increased total open position to 1341
On 5 Dec TATACONSUM was trading at 966.45. The strike last trading price was 17.85, which was 2.10 higher than the previous day. The implied volatity was 18.58, the open interest changed by -122 which decreased total open position to 1320
On 4 Dec TATACONSUM was trading at 961.20. The strike last trading price was 15.75, which was 0.20 higher than the previous day. The implied volatity was 18.75, the open interest changed by 278 which increased total open position to 1440
On 3 Dec TATACONSUM was trading at 955.00. The strike last trading price was 15.55, which was -2.70 lower than the previous day. The implied volatity was 20.07, the open interest changed by 69 which increased total open position to 1170
On 2 Dec TATACONSUM was trading at 957.00. The strike last trading price was 18.25, which was -1.65 lower than the previous day. The implied volatity was 22.20, the open interest changed by -22 which decreased total open position to 1103
On 29 Nov TATACONSUM was trading at 958.65. The strike last trading price was 19.9, which was 2.05 higher than the previous day. The implied volatity was 20.93, the open interest changed by -49 which decreased total open position to 1126
On 28 Nov TATACONSUM was trading at 941.05. The strike last trading price was 17.85, which was -6.05 lower than the previous day. The implied volatity was 24.06, the open interest changed by 582 which increased total open position to 1176
On 27 Nov TATACONSUM was trading at 960.05. The strike last trading price was 23.9, which was -1.60 lower than the previous day. The implied volatity was 22.59, the open interest changed by 321 which increased total open position to 593
On 26 Nov TATACONSUM was trading at 963.55. The strike last trading price was 25.5, which was 2.85 higher than the previous day. The implied volatity was 22.53, the open interest changed by 233 which increased total open position to 268
On 25 Nov TATACONSUM was trading at 955.70. The strike last trading price was 22.65, which was 4.65 higher than the previous day. The implied volatity was 23.00, the open interest changed by 25 which increased total open position to 35
On 22 Nov TATACONSUM was trading at 945.20. The strike last trading price was 18, which was 7.90 higher than the previous day. The implied volatity was 22.45, the open interest changed by 9 which increased total open position to 19
On 21 Nov TATACONSUM was trading at 911.70. The strike last trading price was 10.1, 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 20 Nov TATACONSUM was trading at 917.15. The strike last trading price was 10.1, which was 0.00 lower than the previous day. The implied volatity was 21.84, the open interest changed by 0 which decreased total open position to 11
On 19 Nov TATACONSUM was trading at 917.15. The strike last trading price was 10.1, which was -4.90 lower than the previous day. The implied volatity was 21.84, the open interest changed by 1 which increased total open position to 11
On 18 Nov TATACONSUM was trading at 930.75. The strike last trading price was 15, which was -7.30 lower than the previous day. The implied volatity was 21.92, the open interest changed by 2 which increased total open position to 9
On 14 Nov TATACONSUM was trading at 925.00. The strike last trading price was 22.3, which was -4.20 lower than the previous day. The implied volatity was 27.16, the open interest changed by 3 which increased total open position to 6
On 13 Nov TATACONSUM was trading at 952.75. The strike last trading price was 26.5, which was -42.45 lower than the previous day. The implied volatity was 21.97, the open interest changed by 2 which increased total open position to 2
On 6 Nov TATACONSUM was trading at 1007.05. The strike last trading price was 68.95, 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 68.95, 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 68.95, which was 68.95 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 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| TATACONSUM 26DEC2024 970 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.89
Vega: 0.22
Theta: -0.65
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 889.45 | 76.9 | 12.35 | 49.35 | 19 | -9 | 361 |
| 19 Dec | 907.10 | 64.55 | 3.05 | 41.37 | 74 | -26 | 370 |
| 18 Dec | 909.35 | 61.5 | -3.50 | 37.63 | 23 | -14 | 397 |
| 17 Dec | 904.90 | 65 | 14.25 | 23.30 | 16 | -4 | 411 |
| 16 Dec | 920.35 | 50.75 | 8.10 | 28.85 | 8 | -4 | 416 |
| 13 Dec | 929.70 | 42.65 | -8.35 | 25.19 | 50 | -19 | 422 |
| 12 Dec | 921.25 | 51 | 12.55 | 30.06 | 52 | -15 | 442 |
| 11 Dec | 935.05 | 38.45 | -4.45 | 24.32 | 4 | -2 | 458 |
| 10 Dec | 926.75 | 42.9 | 1.70 | 24.62 | 68 | -22 | 461 |
| 9 Dec | 933.95 | 41.2 | 26.60 | 27.06 | 646 | -97 | 484 |
| 6 Dec | 974.45 | 14.6 | -5.20 | 21.33 | 1,019 | 99 | 581 |
| 5 Dec | 966.45 | 19.8 | -3.20 | 22.17 | 883 | 15 | 481 |
| 4 Dec | 961.20 | 23 | -1.90 | 22.24 | 548 | 94 | 465 |
| 3 Dec | 955.00 | 24.9 | 0.15 | 21.48 | 377 | 60 | 369 |
| 2 Dec | 957.00 | 24.75 | -1.45 | 21.17 | 398 | 7 | 299 |
| 29 Nov | 958.65 | 26.2 | -9.40 | 23.19 | 536 | 35 | 291 |
| 28 Nov | 941.05 | 35.6 | 9.25 | 25.01 | 583 | 213 | 255 |
| 27 Nov | 960.05 | 26.35 | 0.65 | 23.87 | 38 | 3 | 44 |
| 26 Nov | 963.55 | 25.7 | 0.05 | 24.16 | 48 | 38 | 38 |
| 25 Nov | 955.70 | 25.65 | 0.00 | - | 0 | 0 | 0 |
| 22 Nov | 945.20 | 25.65 | 0.00 | - | 0 | 0 | 0 |
| 21 Nov | 911.70 | 25.65 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 917.15 | 25.65 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 917.15 | 25.65 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 930.75 | 25.65 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 925.00 | 25.65 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 952.75 | 25.65 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 1007.05 | 25.65 | 0.00 | 3.83 | 0 | 0 | 0 |
| 5 Nov | 1000.75 | 25.65 | 25.65 | 3.33 | 0 | 0 | 0 |
| 4 Nov | 994.60 | 0 | 0.00 | 2.81 | 0 | 0 | 0 |
| 1 Nov | 1004.10 | 0 | 3.54 | 0 | 0 | 0 | |
For Tata Consumer Product Ltd - strike price 970 expiring on 26DEC2024
Delta for 970 PE is -0.89
Historical price for 970 PE is as follows
On 20 Dec TATACONSUM was trading at 889.45. The strike last trading price was 76.9, which was 12.35 higher than the previous day. The implied volatity was 49.35, the open interest changed by -9 which decreased total open position to 361
On 19 Dec TATACONSUM was trading at 907.10. The strike last trading price was 64.55, which was 3.05 higher than the previous day. The implied volatity was 41.37, the open interest changed by -26 which decreased total open position to 370
On 18 Dec TATACONSUM was trading at 909.35. The strike last trading price was 61.5, which was -3.50 lower than the previous day. The implied volatity was 37.63, the open interest changed by -14 which decreased total open position to 397
On 17 Dec TATACONSUM was trading at 904.90. The strike last trading price was 65, which was 14.25 higher than the previous day. The implied volatity was 23.30, the open interest changed by -4 which decreased total open position to 411
On 16 Dec TATACONSUM was trading at 920.35. The strike last trading price was 50.75, which was 8.10 higher than the previous day. The implied volatity was 28.85, the open interest changed by -4 which decreased total open position to 416
On 13 Dec TATACONSUM was trading at 929.70. The strike last trading price was 42.65, which was -8.35 lower than the previous day. The implied volatity was 25.19, the open interest changed by -19 which decreased total open position to 422
On 12 Dec TATACONSUM was trading at 921.25. The strike last trading price was 51, which was 12.55 higher than the previous day. The implied volatity was 30.06, the open interest changed by -15 which decreased total open position to 442
On 11 Dec TATACONSUM was trading at 935.05. The strike last trading price was 38.45, which was -4.45 lower than the previous day. The implied volatity was 24.32, the open interest changed by -2 which decreased total open position to 458
On 10 Dec TATACONSUM was trading at 926.75. The strike last trading price was 42.9, which was 1.70 higher than the previous day. The implied volatity was 24.62, the open interest changed by -22 which decreased total open position to 461
On 9 Dec TATACONSUM was trading at 933.95. The strike last trading price was 41.2, which was 26.60 higher than the previous day. The implied volatity was 27.06, the open interest changed by -97 which decreased total open position to 484
On 6 Dec TATACONSUM was trading at 974.45. The strike last trading price was 14.6, which was -5.20 lower than the previous day. The implied volatity was 21.33, the open interest changed by 99 which increased total open position to 581
On 5 Dec TATACONSUM was trading at 966.45. The strike last trading price was 19.8, which was -3.20 lower than the previous day. The implied volatity was 22.17, the open interest changed by 15 which increased total open position to 481
On 4 Dec TATACONSUM was trading at 961.20. The strike last trading price was 23, which was -1.90 lower than the previous day. The implied volatity was 22.24, the open interest changed by 94 which increased total open position to 465
On 3 Dec TATACONSUM was trading at 955.00. The strike last trading price was 24.9, which was 0.15 higher than the previous day. The implied volatity was 21.48, the open interest changed by 60 which increased total open position to 369
On 2 Dec TATACONSUM was trading at 957.00. The strike last trading price was 24.75, which was -1.45 lower than the previous day. The implied volatity was 21.17, the open interest changed by 7 which increased total open position to 299
On 29 Nov TATACONSUM was trading at 958.65. The strike last trading price was 26.2, which was -9.40 lower than the previous day. The implied volatity was 23.19, the open interest changed by 35 which increased total open position to 291
On 28 Nov TATACONSUM was trading at 941.05. The strike last trading price was 35.6, which was 9.25 higher than the previous day. The implied volatity was 25.01, the open interest changed by 213 which increased total open position to 255
On 27 Nov TATACONSUM was trading at 960.05. The strike last trading price was 26.35, which was 0.65 higher than the previous day. The implied volatity was 23.87, the open interest changed by 3 which increased total open position to 44
On 26 Nov TATACONSUM was trading at 963.55. The strike last trading price was 25.7, which was 0.05 higher than the previous day. The implied volatity was 24.16, the open interest changed by 38 which increased total open position to 38
On 25 Nov TATACONSUM was trading at 955.70. The strike last trading price was 25.65, 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 22 Nov TATACONSUM was trading at 945.20. The strike last trading price was 25.65, 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 21 Nov TATACONSUM was trading at 911.70. The strike last trading price was 25.65, 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 20 Nov TATACONSUM was trading at 917.15. The strike last trading price was 25.65, 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 19 Nov TATACONSUM was trading at 917.15. The strike last trading price was 25.65, 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 18 Nov TATACONSUM was trading at 930.75. The strike last trading price was 25.65, 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 14 Nov TATACONSUM was trading at 925.00. The strike last trading price was 25.65, 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 13 Nov TATACONSUM was trading at 952.75. The strike last trading price was 25.65, 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 6 Nov TATACONSUM was trading at 1007.05. The strike last trading price was 25.65, which was 0.00 lower than the previous day. The implied volatity was 3.83, 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 25.65, which was 25.65 higher than the previous day. The implied volatity was 3.33, 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 0.00 lower than the previous day. The implied volatity was 2.81, 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 lower than the previous day. The implied volatity was 3.54, the open interest changed by 0 which decreased total open position to 0
