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TATACONSUM
Tata Consumer Product Ltd

889.45 -17.65 (-1.95%)

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Historical option data for TATACONSUM

20 Dec 2024 04:12 PM IST
TATACONSUM 26DEC2024 980 CE
Delta: 0.04
Vega: 0.09
Theta: -0.29
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
20 Dec 889.45 0.6 -0.35 38.16 987 -291 950
19 Dec 907.10 0.95 -0.30 33.49 772 -148 1,254
18 Dec 909.35 1.25 -0.15 32.00 1,079 -304 1,404
17 Dec 904.90 1.4 -0.70 33.40 1,745 -163 1,697
16 Dec 920.35 2.1 -0.60 28.43 1,074 0 1,858
13 Dec 929.70 2.7 -0.45 23.34 1,522 -57 1,861
12 Dec 921.25 3.15 -1.55 25.96 1,663 -33 1,917
11 Dec 935.05 4.7 0.70 23.91 1,468 121 1,947
10 Dec 926.75 4 -1.90 23.55 1,138 18 1,834
9 Dec 933.95 5.9 -10.60 24.53 4,035 857 1,819
6 Dec 974.45 16.5 3.05 17.65 4,763 272 892
5 Dec 966.45 13.45 1.65 18.75 1,394 19 619
4 Dec 961.20 11.8 0.00 18.90 1,083 151 599
3 Dec 955.00 11.8 -2.30 20.15 694 75 444
2 Dec 957.00 14.1 -1.50 22.00 593 6 367
29 Nov 958.65 15.6 1.20 20.84 905 50 366
28 Nov 941.05 14.4 -4.80 24.13 1,169 150 316
27 Nov 960.05 19.2 -1.35 22.36 153 41 166
26 Nov 963.55 20.55 1.90 22.21 212 48 125
25 Nov 955.70 18.65 5.40 23.13 126 59 75
22 Nov 945.20 13.25 3.05 21.24 102 32 48
21 Nov 911.70 10.2 0.00 0.00 0 13 0
20 Nov 917.15 10.2 0.00 24.31 16 13 15
19 Nov 917.15 10.2 -4.30 24.31 16 12 15
18 Nov 930.75 14.5 0.40 24.24 8 5 6
14 Nov 925.00 14.1 -239.40 22.88 1 0 0
13 Nov 952.75 253.5 0.00 1.37 0 0 0
6 Nov 1007.05 253.5 0.00 - 0 0 0
5 Nov 1000.75 253.5 0.00 - 0 0 0
4 Nov 994.60 253.5 253.50 - 0 0 0
1 Nov 1004.10 0 0.00 - 0 0 0
31 Oct 1002.55 0 0.00 - 0 0 0
30 Oct 1022.70 0 0.00 - 0 0 0
29 Oct 992.05 0 0.00 - 0 0 0
28 Oct 975.90 0 0.00 - 0 0 0
25 Oct 973.05 0 0.00 - 0 0 0
24 Oct 996.45 0 0.00 - 0 0 0
23 Oct 1014.55 0 0.00 - 0 0 0
22 Oct 998.25 0 0.00 - 0 0 0
21 Oct 1017.05 0 - 0 0 0


For Tata Consumer Product Ltd - strike price 980 expiring on 26DEC2024

Delta for 980 CE is 0.04

Historical price for 980 CE is as follows

On 20 Dec TATACONSUM was trading at 889.45. The strike last trading price was 0.6, which was -0.35 lower than the previous day. The implied volatity was 38.16, the open interest changed by -291 which decreased total open position to 950


On 19 Dec TATACONSUM was trading at 907.10. The strike last trading price was 0.95, which was -0.30 lower than the previous day. The implied volatity was 33.49, the open interest changed by -148 which decreased total open position to 1254


On 18 Dec TATACONSUM was trading at 909.35. The strike last trading price was 1.25, which was -0.15 lower than the previous day. The implied volatity was 32.00, the open interest changed by -304 which decreased total open position to 1404


On 17 Dec TATACONSUM was trading at 904.90. The strike last trading price was 1.4, which was -0.70 lower than the previous day. The implied volatity was 33.40, the open interest changed by -163 which decreased total open position to 1697


On 16 Dec TATACONSUM was trading at 920.35. The strike last trading price was 2.1, which was -0.60 lower than the previous day. The implied volatity was 28.43, the open interest changed by 0 which decreased total open position to 1858


On 13 Dec TATACONSUM was trading at 929.70. The strike last trading price was 2.7, which was -0.45 lower than the previous day. The implied volatity was 23.34, the open interest changed by -57 which decreased total open position to 1861


On 12 Dec TATACONSUM was trading at 921.25. The strike last trading price was 3.15, which was -1.55 lower than the previous day. The implied volatity was 25.96, the open interest changed by -33 which decreased total open position to 1917


On 11 Dec TATACONSUM was trading at 935.05. The strike last trading price was 4.7, which was 0.70 higher than the previous day. The implied volatity was 23.91, the open interest changed by 121 which increased total open position to 1947


On 10 Dec TATACONSUM was trading at 926.75. The strike last trading price was 4, which was -1.90 lower than the previous day. The implied volatity was 23.55, the open interest changed by 18 which increased total open position to 1834


On 9 Dec TATACONSUM was trading at 933.95. The strike last trading price was 5.9, which was -10.60 lower than the previous day. The implied volatity was 24.53, the open interest changed by 857 which increased total open position to 1819


On 6 Dec TATACONSUM was trading at 974.45. The strike last trading price was 16.5, which was 3.05 higher than the previous day. The implied volatity was 17.65, the open interest changed by 272 which increased total open position to 892


On 5 Dec TATACONSUM was trading at 966.45. The strike last trading price was 13.45, which was 1.65 higher than the previous day. The implied volatity was 18.75, the open interest changed by 19 which increased total open position to 619


On 4 Dec TATACONSUM was trading at 961.20. The strike last trading price was 11.8, which was 0.00 lower than the previous day. The implied volatity was 18.90, the open interest changed by 151 which increased total open position to 599


On 3 Dec TATACONSUM was trading at 955.00. The strike last trading price was 11.8, which was -2.30 lower than the previous day. The implied volatity was 20.15, the open interest changed by 75 which increased total open position to 444


On 2 Dec TATACONSUM was trading at 957.00. The strike last trading price was 14.1, which was -1.50 lower than the previous day. The implied volatity was 22.00, the open interest changed by 6 which increased total open position to 367


On 29 Nov TATACONSUM was trading at 958.65. The strike last trading price was 15.6, which was 1.20 higher than the previous day. The implied volatity was 20.84, the open interest changed by 50 which increased total open position to 366


On 28 Nov TATACONSUM was trading at 941.05. The strike last trading price was 14.4, which was -4.80 lower than the previous day. The implied volatity was 24.13, the open interest changed by 150 which increased total open position to 316


On 27 Nov TATACONSUM was trading at 960.05. The strike last trading price was 19.2, which was -1.35 lower than the previous day. The implied volatity was 22.36, the open interest changed by 41 which increased total open position to 166


On 26 Nov TATACONSUM was trading at 963.55. The strike last trading price was 20.55, which was 1.90 higher than the previous day. The implied volatity was 22.21, the open interest changed by 48 which increased total open position to 125


On 25 Nov TATACONSUM was trading at 955.70. The strike last trading price was 18.65, which was 5.40 higher than the previous day. The implied volatity was 23.13, the open interest changed by 59 which increased total open position to 75


On 22 Nov TATACONSUM was trading at 945.20. The strike last trading price was 13.25, which was 3.05 higher than the previous day. The implied volatity was 21.24, the open interest changed by 32 which increased total open position to 48


On 21 Nov TATACONSUM was trading at 911.70. The strike last trading price was 10.2, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 13 which increased total open position to 0


On 20 Nov TATACONSUM was trading at 917.15. The strike last trading price was 10.2, which was 0.00 lower than the previous day. The implied volatity was 24.31, the open interest changed by 13 which increased total open position to 15


On 19 Nov TATACONSUM was trading at 917.15. The strike last trading price was 10.2, which was -4.30 lower than the previous day. The implied volatity was 24.31, the open interest changed by 12 which increased total open position to 15


On 18 Nov TATACONSUM was trading at 930.75. The strike last trading price was 14.5, which was 0.40 higher than the previous day. The implied volatity was 24.24, the open interest changed by 5 which increased total open position to 6


On 14 Nov TATACONSUM was trading at 925.00. The strike last trading price was 14.1, which was -239.40 lower than the previous day. The implied volatity was 22.88, 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 253.5, which was 0.00 lower than the previous day. The implied volatity was 1.37, 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 253.5, 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 253.5, 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 253.5, which was 253.50 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 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 31 Oct TATACONSUM was trading at 1002.55. 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 which decreased total open position to


On 30 Oct TATACONSUM was trading at 1022.70. 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 which decreased total open position to


On 29 Oct TATACONSUM was trading at 992.05. 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 which decreased total open position to


On 28 Oct TATACONSUM was trading at 975.90. 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 which decreased total open position to


On 25 Oct TATACONSUM was trading at 973.05. 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 which decreased total open position to


On 24 Oct TATACONSUM was trading at 996.45. 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 which decreased total open position to


On 23 Oct TATACONSUM was trading at 1014.55. 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 which decreased total open position to


On 22 Oct TATACONSUM was trading at 998.25. 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 which decreased total open position to


On 21 Oct TATACONSUM was trading at 1017.05. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


TATACONSUM 26DEC2024 980 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
20 Dec 889.45 83 14.20 - 3 -1 174
19 Dec 907.10 68.8 -2.50 - 19 -9 175
18 Dec 909.35 71.3 -5.70 41.17 14 -7 184
17 Dec 904.90 77 17.35 38.09 7 1 191
16 Dec 920.35 59.65 8.00 29.25 36 -7 189
13 Dec 929.70 51.65 -7.90 26.83 21 -4 196
12 Dec 921.25 59.55 12.40 30.89 49 -30 200
11 Dec 935.05 47.15 -5.95 25.91 15 -8 231
10 Dec 926.75 53.1 4.10 28.60 50 -30 239
9 Dec 933.95 49 29.75 27.56 213 -11 271
6 Dec 974.45 19.25 -6.30 21.61 678 91 279
5 Dec 966.45 25.55 -2.90 22.61 229 25 187
4 Dec 961.20 28.45 -2.95 21.92 140 39 160
3 Dec 955.00 31.4 0.70 21.98 123 26 122
2 Dec 957.00 30.7 -1.40 21.11 231 9 94
29 Nov 958.65 32.1 -9.80 23.42 167 31 85
28 Nov 941.05 41.9 10.10 24.94 93 44 54
27 Nov 960.05 31.8 -6.20 23.86 15 7 10
26 Nov 963.55 38 0.00 0.00 0 3 0
25 Nov 955.70 38 35.60 26.11 8 3 3
22 Nov 945.20 2.4 0.00 - 0 0 0
21 Nov 911.70 2.4 0.00 - 0 0 0
20 Nov 917.15 2.4 0.00 - 0 0 0
19 Nov 917.15 2.4 0.00 - 0 0 0
18 Nov 930.75 2.4 0.00 - 0 0 0
14 Nov 925.00 2.4 0.00 - 0 0 0
13 Nov 952.75 2.4 0.00 - 0 0 0
6 Nov 1007.05 2.4 0.00 2.93 0 0 0
5 Nov 1000.75 2.4 0.00 2.56 0 0 0
4 Nov 994.60 2.4 0.00 2.18 0 0 0
1 Nov 1004.10 2.4 0.00 3.27 0 0 0
31 Oct 1002.55 2.4 0.00 - 0 0 0
30 Oct 1022.70 2.4 0.00 - 0 0 0
29 Oct 992.05 2.4 0.00 - 0 0 0
28 Oct 975.90 2.4 0.00 - 0 0 0
25 Oct 973.05 2.4 0.00 - 0 0 0
24 Oct 996.45 2.4 0.00 - 0 0 0
23 Oct 1014.55 2.4 0.00 - 0 0 0
22 Oct 998.25 2.4 0.00 - 0 0 0
21 Oct 1017.05 2.4 - 0 0 0


For Tata Consumer Product Ltd - strike price 980 expiring on 26DEC2024

Delta for 980 PE is -

Historical price for 980 PE is as follows

On 20 Dec TATACONSUM was trading at 889.45. The strike last trading price was 83, which was 14.20 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 174


On 19 Dec TATACONSUM was trading at 907.10. The strike last trading price was 68.8, which was -2.50 lower than the previous day. The implied volatity was -, the open interest changed by -9 which decreased total open position to 175


On 18 Dec TATACONSUM was trading at 909.35. The strike last trading price was 71.3, which was -5.70 lower than the previous day. The implied volatity was 41.17, the open interest changed by -7 which decreased total open position to 184


On 17 Dec TATACONSUM was trading at 904.90. The strike last trading price was 77, which was 17.35 higher than the previous day. The implied volatity was 38.09, the open interest changed by 1 which increased total open position to 191


On 16 Dec TATACONSUM was trading at 920.35. The strike last trading price was 59.65, which was 8.00 higher than the previous day. The implied volatity was 29.25, the open interest changed by -7 which decreased total open position to 189


On 13 Dec TATACONSUM was trading at 929.70. The strike last trading price was 51.65, which was -7.90 lower than the previous day. The implied volatity was 26.83, the open interest changed by -4 which decreased total open position to 196


On 12 Dec TATACONSUM was trading at 921.25. The strike last trading price was 59.55, which was 12.40 higher than the previous day. The implied volatity was 30.89, the open interest changed by -30 which decreased total open position to 200


On 11 Dec TATACONSUM was trading at 935.05. The strike last trading price was 47.15, which was -5.95 lower than the previous day. The implied volatity was 25.91, the open interest changed by -8 which decreased total open position to 231


On 10 Dec TATACONSUM was trading at 926.75. The strike last trading price was 53.1, which was 4.10 higher than the previous day. The implied volatity was 28.60, the open interest changed by -30 which decreased total open position to 239


On 9 Dec TATACONSUM was trading at 933.95. The strike last trading price was 49, which was 29.75 higher than the previous day. The implied volatity was 27.56, the open interest changed by -11 which decreased total open position to 271


On 6 Dec TATACONSUM was trading at 974.45. The strike last trading price was 19.25, which was -6.30 lower than the previous day. The implied volatity was 21.61, the open interest changed by 91 which increased total open position to 279


On 5 Dec TATACONSUM was trading at 966.45. The strike last trading price was 25.55, which was -2.90 lower than the previous day. The implied volatity was 22.61, the open interest changed by 25 which increased total open position to 187


On 4 Dec TATACONSUM was trading at 961.20. The strike last trading price was 28.45, which was -2.95 lower than the previous day. The implied volatity was 21.92, the open interest changed by 39 which increased total open position to 160


On 3 Dec TATACONSUM was trading at 955.00. The strike last trading price was 31.4, which was 0.70 higher than the previous day. The implied volatity was 21.98, the open interest changed by 26 which increased total open position to 122


On 2 Dec TATACONSUM was trading at 957.00. The strike last trading price was 30.7, which was -1.40 lower than the previous day. The implied volatity was 21.11, the open interest changed by 9 which increased total open position to 94


On 29 Nov TATACONSUM was trading at 958.65. The strike last trading price was 32.1, which was -9.80 lower than the previous day. The implied volatity was 23.42, the open interest changed by 31 which increased total open position to 85


On 28 Nov TATACONSUM was trading at 941.05. The strike last trading price was 41.9, which was 10.10 higher than the previous day. The implied volatity was 24.94, the open interest changed by 44 which increased total open position to 54


On 27 Nov TATACONSUM was trading at 960.05. The strike last trading price was 31.8, which was -6.20 lower than the previous day. The implied volatity was 23.86, the open interest changed by 7 which increased total open position to 10


On 26 Nov TATACONSUM was trading at 963.55. The strike last trading price was 38, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0


On 25 Nov TATACONSUM was trading at 955.70. The strike last trading price was 38, which was 35.60 higher than the previous day. The implied volatity was 26.11, the open interest changed by 3 which increased total open position to 3


On 22 Nov TATACONSUM was trading at 945.20. The strike last trading price was 2.4, 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 2.4, 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 2.4, 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 2.4, 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 2.4, 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 2.4, 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 2.4, 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 2.4, which was 0.00 lower than the previous day. The implied volatity was 2.93, 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 2.4, which was 0.00 lower than the previous day. The implied volatity was 2.56, 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 2.4, which was 0.00 lower than the previous day. The implied volatity was 2.18, 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 2.4, which was 0.00 lower than the previous day. The implied volatity was 3.27, 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 2.4, 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 30 Oct TATACONSUM was trading at 1022.70. The strike last trading price was 2.4, 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 2.4, 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 2.4, 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 2.4, 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 2.4, 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 2.4, 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 2.4, 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 2.4, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to