TATACONSUM
Tata Consumer Product Ltd
Historical option data for TATACONSUM
14 Nov 2024 04:12 PM IST
| TATACONSUM 28NOV2024 970 CE | ||||||||||
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Delta: 0.18
Vega: 0.48
Theta: -0.40
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 925.00 | 3.6 | -6.15 | 20.64 | 1,894.933 | 168.213 | 477.28 | |||
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| 13 Nov | 952.75 | 9.75 | -5.95 | 19.32 | 1,475.413 | 112.48 | 309.067 | |||
| 12 Nov | 967.55 | 15.7 | -8.45 | 18.67 | 1,171.413 | 121.6 | 201.653 | |||
| 11 Nov | 975.95 | 24.15 | -12.35 | 21.41 | 228 | 52.693 | 80.053 | |||
| 8 Nov | 992.95 | 36.5 | 3.00 | 21.38 | 60.8 | 0 | 26.347 | |||
| 7 Nov | 984.85 | 33.5 | -16.00 | 22.25 | 40.533 | 3.04 | 25.333 | |||
| 6 Nov | 1007.05 | 49.5 | 4.55 | 25.51 | 2.027 | 0 | 22.293 | |||
| 5 Nov | 1000.75 | 44.95 | 0.50 | 23.10 | 8.107 | 2.027 | 24.32 | |||
| 4 Nov | 994.60 | 44.45 | -5.55 | 26.15 | 81.067 | -16.213 | 23.307 | |||
| 1 Nov | 1004.10 | 50 | 0.40 | 22.44 | 1.013 | 0 | 38.507 | |||
| 31 Oct | 1002.55 | 49.6 | -15.60 | - | 16.213 | 5.067 | 37.493 | |||
| 30 Oct | 1022.70 | 65.2 | 20.35 | - | 35.467 | -7.093 | 33.44 | |||
| 29 Oct | 992.05 | 44.85 | 7.45 | - | 145.92 | -11.147 | 40.533 | |||
| 28 Oct | 975.90 | 37.4 | -0.70 | - | 149.973 | 38.507 | 49.653 | |||
| 25 Oct | 973.05 | 38.1 | -218.20 | - | 16.213 | 11.147 | 11.147 | |||
| 24 Oct | 996.45 | 256.3 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 1014.55 | 256.3 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 998.25 | 256.3 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 1017.05 | 256.3 | - | 0 | 0 | 0 | ||||
For Tata Consumer Product Ltd - strike price 970 expiring on 28NOV2024
Delta for 970 CE is 0.18
Historical price for 970 CE is as follows
On 14 Nov TATACONSUM was trading at 925.00. The strike last trading price was 3.6, which was -6.15 lower than the previous day. The implied volatity was 20.64, the open interest changed by 166 which increased total open position to 471
On 13 Nov TATACONSUM was trading at 952.75. The strike last trading price was 9.75, which was -5.95 lower than the previous day. The implied volatity was 19.32, the open interest changed by 111 which increased total open position to 305
On 12 Nov TATACONSUM was trading at 967.55. The strike last trading price was 15.7, which was -8.45 lower than the previous day. The implied volatity was 18.67, the open interest changed by 120 which increased total open position to 199
On 11 Nov TATACONSUM was trading at 975.95. The strike last trading price was 24.15, which was -12.35 lower than the previous day. The implied volatity was 21.41, the open interest changed by 52 which increased total open position to 79
On 8 Nov TATACONSUM was trading at 992.95. The strike last trading price was 36.5, which was 3.00 higher than the previous day. The implied volatity was 21.38, the open interest changed by 0 which decreased total open position to 26
On 7 Nov TATACONSUM was trading at 984.85. The strike last trading price was 33.5, which was -16.00 lower than the previous day. The implied volatity was 22.25, the open interest changed by 3 which increased total open position to 25
On 6 Nov TATACONSUM was trading at 1007.05. The strike last trading price was 49.5, which was 4.55 higher than the previous day. The implied volatity was 25.51, the open interest changed by 0 which decreased total open position to 22
On 5 Nov TATACONSUM was trading at 1000.75. The strike last trading price was 44.95, which was 0.50 higher than the previous day. The implied volatity was 23.10, the open interest changed by 2 which increased total open position to 24
On 4 Nov TATACONSUM was trading at 994.60. The strike last trading price was 44.45, which was -5.55 lower than the previous day. The implied volatity was 26.15, the open interest changed by -16 which decreased total open position to 23
On 1 Nov TATACONSUM was trading at 1004.10. The strike last trading price was 50, which was 0.40 higher than the previous day. The implied volatity was 22.44, the open interest changed by 0 which decreased total open position to 38
On 31 Oct TATACONSUM was trading at 1002.55. The strike last trading price was 49.6, which was -15.60 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 65.2, which was 20.35 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 44.85, which was 7.45 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 37.4, which was -0.70 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 38.1, which was -218.20 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 256.3, 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 256.3, 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 256.3, 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 256.3, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| TATACONSUM 28NOV2024 970 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.73
Vega: 0.60
Theta: -0.45
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 925.00 | 44.65 | 20.75 | 30.04 | 305.013 | 12.16 | 191.52 |
| 13 Nov | 952.75 | 23.9 | 6.70 | 22.19 | 958.613 | -116.533 | 219.893 |
| 12 Nov | 967.55 | 17.2 | 3.80 | 22.07 | 1,260.587 | 119.573 | 342.507 |
| 11 Nov | 975.95 | 13.4 | 3.15 | 22.16 | 856.267 | 50.667 | 222.933 |
| 8 Nov | 992.95 | 10.25 | -1.65 | 23.35 | 504.64 | 7.093 | 172.267 |
| 7 Nov | 984.85 | 11.9 | 4.20 | 22.56 | 451.947 | 6.08 | 165.173 |
| 6 Nov | 1007.05 | 7.7 | -4.10 | 23.00 | 338.453 | -20.267 | 161.12 |
| 5 Nov | 1000.75 | 11.8 | -3.10 | 26.30 | 376.96 | 65.867 | 181.387 |
| 4 Nov | 994.60 | 14.9 | -0.40 | 27.60 | 668.8 | 32.427 | 114.507 |
| 1 Nov | 1004.10 | 15.3 | 1.95 | 29.87 | 5.067 | 0 | 83.093 |
| 31 Oct | 1002.55 | 13.35 | 12.65 | - | 141.867 | 79.04 | 79.04 |
| 30 Oct | 1022.70 | 0.7 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 992.05 | 0.7 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 975.90 | 0.7 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 973.05 | 0.7 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 996.45 | 0.7 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 1014.55 | 0.7 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 998.25 | 0.7 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 1017.05 | 0.7 | - | 0 | 0 | 0 | |
For Tata Consumer Product Ltd - strike price 970 expiring on 28NOV2024
Delta for 970 PE is -0.73
Historical price for 970 PE is as follows
On 14 Nov TATACONSUM was trading at 925.00. The strike last trading price was 44.65, which was 20.75 higher than the previous day. The implied volatity was 30.04, the open interest changed by 12 which increased total open position to 189
On 13 Nov TATACONSUM was trading at 952.75. The strike last trading price was 23.9, which was 6.70 higher than the previous day. The implied volatity was 22.19, the open interest changed by -115 which decreased total open position to 217
On 12 Nov TATACONSUM was trading at 967.55. The strike last trading price was 17.2, which was 3.80 higher than the previous day. The implied volatity was 22.07, the open interest changed by 118 which increased total open position to 338
On 11 Nov TATACONSUM was trading at 975.95. The strike last trading price was 13.4, which was 3.15 higher than the previous day. The implied volatity was 22.16, the open interest changed by 50 which increased total open position to 220
On 8 Nov TATACONSUM was trading at 992.95. The strike last trading price was 10.25, which was -1.65 lower than the previous day. The implied volatity was 23.35, the open interest changed by 7 which increased total open position to 170
On 7 Nov TATACONSUM was trading at 984.85. The strike last trading price was 11.9, which was 4.20 higher than the previous day. The implied volatity was 22.56, the open interest changed by 6 which increased total open position to 163
On 6 Nov TATACONSUM was trading at 1007.05. The strike last trading price was 7.7, which was -4.10 lower than the previous day. The implied volatity was 23.00, the open interest changed by -20 which decreased total open position to 159
On 5 Nov TATACONSUM was trading at 1000.75. The strike last trading price was 11.8, which was -3.10 lower than the previous day. The implied volatity was 26.30, the open interest changed by 65 which increased total open position to 179
On 4 Nov TATACONSUM was trading at 994.60. The strike last trading price was 14.9, which was -0.40 lower than the previous day. The implied volatity was 27.60, the open interest changed by 32 which increased total open position to 113
On 1 Nov TATACONSUM was trading at 1004.10. The strike last trading price was 15.3, which was 1.95 higher than the previous day. The implied volatity was 29.87, the open interest changed by 0 which decreased total open position to 82
On 31 Oct TATACONSUM was trading at 1002.55. The strike last trading price was 13.35, which was 12.65 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 0.7, 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 0.7, 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 0.7, 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 0.7, 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 0.7, 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 0.7, 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 0.7, 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 0.7, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
