TATACONSUM
Tata Consumer Product Ltd
Historical option data for TATACONSUM
27 Dec 2024 04:12 PM IST
| TATACONSUM 30JAN2025 970 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.18
Vega: 0.73
Theta: -0.26
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 27 Dec | 907.95 | 5.35 | -0.65 | 20.18 | 252 | 72 | 164 | |||
| 26 Dec | 900.95 | 6 | -1.65 | 22.40 | 52 | 16 | 91 | |||
| 24 Dec | 907.30 | 7.65 | -0.30 | 22.50 | 58 | 15 | 80 | |||
| 23 Dec | 902.75 | 7.95 | -1.05 | 23.65 | 79 | 20 | 65 | |||
| 20 Dec | 889.45 | 9 | -3.80 | 25.25 | 23 | 12 | 44 | |||
| 19 Dec | 907.10 | 12.8 | 0.50 | 25.63 | 12 | 5 | 33 | |||
| 18 Dec | 909.35 | 12.3 | 0.30 | 24.02 | 19 | 13 | 24 | |||
| 17 Dec | 904.90 | 12 | -11.00 | 25.18 | 11 | 4 | 5 | |||
| 16 Dec | 920.35 | 23 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Dec | 929.70 | 23 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Dec | 921.25 | 23 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 11 Dec | 935.05 | 23 | -14.45 | 23.58 | 1 | 0 | 0 | |||
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| 10 Dec | 926.75 | 37.45 | 0.00 | 2.38 | 0 | 0 | 0 | |||
| 9 Dec | 933.95 | 37.45 | 0.00 | 1.74 | 0 | 0 | 0 | |||
| 5 Dec | 966.45 | 37.45 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Dec | 955.00 | 37.45 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Dec | 957.00 | 37.45 | - | 0 | 0 | 0 | ||||
For Tata Consumer Product Ltd - strike price 970 expiring on 30JAN2025
Delta for 970 CE is 0.18
Historical price for 970 CE is as follows
On 27 Dec TATACONSUM was trading at 907.95. The strike last trading price was 5.35, which was -0.65 lower than the previous day. The implied volatity was 20.18, the open interest changed by 72 which increased total open position to 164
On 26 Dec TATACONSUM was trading at 900.95. The strike last trading price was 6, which was -1.65 lower than the previous day. The implied volatity was 22.40, the open interest changed by 16 which increased total open position to 91
On 24 Dec TATACONSUM was trading at 907.30. The strike last trading price was 7.65, which was -0.30 lower than the previous day. The implied volatity was 22.50, the open interest changed by 15 which increased total open position to 80
On 23 Dec TATACONSUM was trading at 902.75. The strike last trading price was 7.95, which was -1.05 lower than the previous day. The implied volatity was 23.65, the open interest changed by 20 which increased total open position to 65
On 20 Dec TATACONSUM was trading at 889.45. The strike last trading price was 9, which was -3.80 lower than the previous day. The implied volatity was 25.25, the open interest changed by 12 which increased total open position to 44
On 19 Dec TATACONSUM was trading at 907.10. The strike last trading price was 12.8, which was 0.50 higher than the previous day. The implied volatity was 25.63, the open interest changed by 5 which increased total open position to 33
On 18 Dec TATACONSUM was trading at 909.35. The strike last trading price was 12.3, which was 0.30 higher than the previous day. The implied volatity was 24.02, the open interest changed by 13 which increased total open position to 24
On 17 Dec TATACONSUM was trading at 904.90. The strike last trading price was 12, which was -11.00 lower than the previous day. The implied volatity was 25.18, the open interest changed by 4 which increased total open position to 5
On 16 Dec TATACONSUM was trading at 920.35. The strike last trading price was 23, 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 23, 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 12 Dec TATACONSUM was trading at 921.25. The strike last trading price was 23, 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 11 Dec TATACONSUM was trading at 935.05. The strike last trading price was 23, which was -14.45 lower than the previous day. The implied volatity was 23.58, 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 37.45, which was 0.00 lower than the previous day. The implied volatity was 2.38, 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 37.45, which was 0.00 lower than the previous day. The implied volatity was 1.74, 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 37.45, 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 37.45, 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 37.45, 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 970 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.75
Vega: 0.87
Theta: -0.13
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 27 Dec | 907.95 | 64.25 | -7.75 | 26.11 | 4 | 2 | 5 |
| 26 Dec | 900.95 | 72 | 0.00 | 0.00 | 0 | 0 | 0 |
| 24 Dec | 907.30 | 72 | 0.00 | 0.00 | 0 | 2 | 0 |
| 23 Dec | 902.75 | 72 | -5.00 | 28.68 | 2 | 1 | 2 |
| 20 Dec | 889.45 | 77 | 22.75 | 28.82 | 1 | 0 | 0 |
| 19 Dec | 907.10 | 54.25 | 0.00 | - | 0 | 0 | 0 |
| 18 Dec | 909.35 | 54.25 | 0.00 | - | 0 | 0 | 0 |
| 17 Dec | 904.90 | 54.25 | 0.00 | - | 0 | 0 | 0 |
| 16 Dec | 920.35 | 54.25 | 0.00 | - | 0 | 0 | 0 |
| 13 Dec | 929.70 | 54.25 | 0.00 | - | 0 | 0 | 0 |
| 12 Dec | 921.25 | 54.25 | 0.00 | - | 0 | 0 | 0 |
| 11 Dec | 935.05 | 54.25 | 0.00 | - | 0 | 0 | 0 |
| 10 Dec | 926.75 | 54.25 | 0.00 | - | 0 | 0 | 0 |
| 9 Dec | 933.95 | 54.25 | 0.00 | - | 0 | 0 | 0 |
| 5 Dec | 966.45 | 54.25 | 0.00 | 0.97 | 0 | 0 | 0 |
| 3 Dec | 955.00 | 54.25 | 0.00 | - | 0 | 0 | 0 |
| 2 Dec | 957.00 | 54.25 | 0.17 | 0 | 0 | 0 | |
For Tata Consumer Product Ltd - strike price 970 expiring on 30JAN2025
Delta for 970 PE is -0.75
Historical price for 970 PE is as follows
On 27 Dec TATACONSUM was trading at 907.95. The strike last trading price was 64.25, which was -7.75 lower than the previous day. The implied volatity was 26.11, the open interest changed by 2 which increased total open position to 5
On 26 Dec TATACONSUM was trading at 900.95. The strike last trading price was 72, 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 24 Dec TATACONSUM was trading at 907.30. The strike last trading price was 72, 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 23 Dec TATACONSUM was trading at 902.75. The strike last trading price was 72, which was -5.00 lower than the previous day. The implied volatity was 28.68, the open interest changed by 1 which increased total open position to 2
On 20 Dec TATACONSUM was trading at 889.45. The strike last trading price was 77, which was 22.75 higher than the previous day. The implied volatity was 28.82, 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 54.25, 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 Dec TATACONSUM was trading at 909.35. The strike last trading price was 54.25, 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 17 Dec TATACONSUM was trading at 904.90. The strike last trading price was 54.25, 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 16 Dec TATACONSUM was trading at 920.35. The strike last trading price was 54.25, 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 Dec TATACONSUM was trading at 929.70. The strike last trading price was 54.25, 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 Dec TATACONSUM was trading at 921.25. The strike last trading price was 54.25, 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 Dec TATACONSUM was trading at 935.05. The strike last trading price was 54.25, 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 54.25, 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 54.25, 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 54.25, which was 0.00 lower than the previous day. The implied volatity was 0.97, 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 54.25, 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 54.25, which was lower than the previous day. The implied volatity was 0.17, the open interest changed by 0 which decreased total open position to 0
