TATACONSUM
Tata Consumer Product Ltd
Historical option data for TATACONSUM
14 Nov 2024 04:12 PM IST
| TATACONSUM 28NOV2024 980 CE | ||||||||||
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Delta: 0.13
Vega: 0.39
Theta: -0.34
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 925.00 | 2.6 | -4.25 | 21.68 | 1,856.427 | 44.587 | 786.347 | |||
| 13 Nov | 952.75 | 6.85 | -4.50 | 19.75 | 1,455.147 | 40.533 | 740.747 | |||
| 12 Nov | 967.55 | 11.35 | -6.75 | 18.88 | 2,175.627 | 173.28 | 700.213 | |||
| 11 Nov | 975.95 | 18.1 | -8.70 | 20.69 | 1,230.187 | 79.04 | 524.907 | |||
| 8 Nov | 992.95 | 26.8 | 0.00 | 17.80 | 795.467 | 60.8 | 458.027 | |||
| 7 Nov | 984.85 | 26.8 | -12.45 | 21.63 | 499.573 | 17.227 | 395.2 | |||
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| 6 Nov | 1007.05 | 39.25 | 1.50 | 21.65 | 149.973 | -28.373 | 378.987 | |||
| 5 Nov | 1000.75 | 37.75 | 1.75 | 22.77 | 647.52 | 64.853 | 410.4 | |||
| 4 Nov | 994.60 | 36 | -7.55 | 23.95 | 1,140 | 255.36 | 345.547 | |||
| 1 Nov | 1004.10 | 43.55 | 0.85 | 23.15 | 4.053 | 0 | 90.187 | |||
| 31 Oct | 1002.55 | 42.7 | -15.00 | - | 33.44 | -7.093 | 88.16 | |||
| 30 Oct | 1022.70 | 57.7 | 18.90 | - | 129.707 | -16.213 | 96.267 | |||
| 29 Oct | 992.05 | 38.8 | 6.30 | - | 558.347 | -11.147 | 111.467 | |||
| 28 Oct | 975.90 | 32.5 | -207.00 | - | 378.987 | 124.64 | 124.64 | |||
| 25 Oct | 973.05 | 239.5 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 996.45 | 239.5 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 1014.55 | 239.5 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 998.25 | 239.5 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 1017.05 | 239.5 | - | 0 | 0 | 0 | ||||
For Tata Consumer Product Ltd - strike price 980 expiring on 28NOV2024
Delta for 980 CE is 0.13
Historical price for 980 CE is as follows
On 14 Nov TATACONSUM was trading at 925.00. The strike last trading price was 2.6, which was -4.25 lower than the previous day. The implied volatity was 21.68, the open interest changed by 44 which increased total open position to 776
On 13 Nov TATACONSUM was trading at 952.75. The strike last trading price was 6.85, which was -4.50 lower than the previous day. The implied volatity was 19.75, the open interest changed by 40 which increased total open position to 731
On 12 Nov TATACONSUM was trading at 967.55. The strike last trading price was 11.35, which was -6.75 lower than the previous day. The implied volatity was 18.88, the open interest changed by 171 which increased total open position to 691
On 11 Nov TATACONSUM was trading at 975.95. The strike last trading price was 18.1, which was -8.70 lower than the previous day. The implied volatity was 20.69, the open interest changed by 78 which increased total open position to 518
On 8 Nov TATACONSUM was trading at 992.95. The strike last trading price was 26.8, which was 0.00 lower than the previous day. The implied volatity was 17.80, the open interest changed by 60 which increased total open position to 452
On 7 Nov TATACONSUM was trading at 984.85. The strike last trading price was 26.8, which was -12.45 lower than the previous day. The implied volatity was 21.63, the open interest changed by 17 which increased total open position to 390
On 6 Nov TATACONSUM was trading at 1007.05. The strike last trading price was 39.25, which was 1.50 higher than the previous day. The implied volatity was 21.65, the open interest changed by -28 which decreased total open position to 374
On 5 Nov TATACONSUM was trading at 1000.75. The strike last trading price was 37.75, which was 1.75 higher than the previous day. The implied volatity was 22.77, the open interest changed by 64 which increased total open position to 405
On 4 Nov TATACONSUM was trading at 994.60. The strike last trading price was 36, which was -7.55 lower than the previous day. The implied volatity was 23.95, the open interest changed by 252 which increased total open position to 341
On 1 Nov TATACONSUM was trading at 1004.10. The strike last trading price was 43.55, which was 0.85 higher than the previous day. The implied volatity was 23.15, the open interest changed by 0 which decreased total open position to 89
On 31 Oct TATACONSUM was trading at 1002.55. The strike last trading price was 42.7, which was -15.00 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 57.7, which was 18.90 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 38.8, which was 6.30 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 32.5, which was -207.00 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 239.5, 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 239.5, 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 239.5, 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 239.5, 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 239.5, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| TATACONSUM 28NOV2024 980 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.81
Vega: 0.50
Theta: -0.27
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 925.00 | 51 | 20.50 | 27.37 | 179.36 | -70.933 | 238.133 |
| 13 Nov | 952.75 | 30.5 | 7.90 | 22.22 | 684 | -22.293 | 310.08 |
| 12 Nov | 967.55 | 22.6 | 5.30 | 22.07 | 1,427.787 | -52.693 | 341.493 |
| 11 Nov | 975.95 | 17.3 | 3.95 | 21.41 | 1,197.76 | 30.4 | 395.2 |
| 8 Nov | 992.95 | 13.35 | -1.95 | 22.96 | 771.147 | 11.147 | 363.787 |
| 7 Nov | 984.85 | 15.3 | 5.25 | 22.09 | 700.213 | 46.613 | 342.507 |
| 6 Nov | 1007.05 | 10.05 | -4.55 | 22.54 | 457.013 | -17.227 | 299.947 |
| 5 Nov | 1000.75 | 14.6 | -3.70 | 25.78 | 743.787 | 86.133 | 316.16 |
| 4 Nov | 994.60 | 18.3 | 1.15 | 27.33 | 990.027 | 51.68 | 226.987 |
| 1 Nov | 1004.10 | 17.15 | 0.65 | 28.33 | 12.16 | -2.027 | 174.293 |
| 31 Oct | 1002.55 | 16.5 | 5.10 | - | 383.04 | 31.413 | 178.347 |
| 30 Oct | 1022.70 | 11.4 | -8.40 | - | 488.427 | -55.733 | 147.947 |
| 29 Oct | 992.05 | 19.8 | -7.35 | - | 255.36 | 59.787 | 204.693 |
| 28 Oct | 975.90 | 27.15 | -3.05 | - | 388.107 | 85.12 | 144.907 |
| 25 Oct | 973.05 | 30.2 | 8.70 | - | 71.947 | 24.32 | 59.787 |
| 24 Oct | 996.45 | 21.5 | 5.40 | - | 38.507 | 15.2 | 35.467 |
| 23 Oct | 1014.55 | 16.1 | -5.40 | - | 24.32 | 6.08 | 22.293 |
| 22 Oct | 998.25 | 21.5 | 5.20 | - | 14.187 | 3.04 | 14.187 |
| 21 Oct | 1017.05 | 16.3 | - | 37.493 | 11.147 | 11.147 | |
For Tata Consumer Product Ltd - strike price 980 expiring on 28NOV2024
Delta for 980 PE is -0.81
Historical price for 980 PE is as follows
On 14 Nov TATACONSUM was trading at 925.00. The strike last trading price was 51, which was 20.50 higher than the previous day. The implied volatity was 27.37, the open interest changed by -70 which decreased total open position to 235
On 13 Nov TATACONSUM was trading at 952.75. The strike last trading price was 30.5, which was 7.90 higher than the previous day. The implied volatity was 22.22, the open interest changed by -22 which decreased total open position to 306
On 12 Nov TATACONSUM was trading at 967.55. The strike last trading price was 22.6, which was 5.30 higher than the previous day. The implied volatity was 22.07, the open interest changed by -52 which decreased total open position to 337
On 11 Nov TATACONSUM was trading at 975.95. The strike last trading price was 17.3, which was 3.95 higher than the previous day. The implied volatity was 21.41, the open interest changed by 30 which increased total open position to 390
On 8 Nov TATACONSUM was trading at 992.95. The strike last trading price was 13.35, which was -1.95 lower than the previous day. The implied volatity was 22.96, the open interest changed by 11 which increased total open position to 359
On 7 Nov TATACONSUM was trading at 984.85. The strike last trading price was 15.3, which was 5.25 higher than the previous day. The implied volatity was 22.09, the open interest changed by 46 which increased total open position to 338
On 6 Nov TATACONSUM was trading at 1007.05. The strike last trading price was 10.05, which was -4.55 lower than the previous day. The implied volatity was 22.54, the open interest changed by -17 which decreased total open position to 296
On 5 Nov TATACONSUM was trading at 1000.75. The strike last trading price was 14.6, which was -3.70 lower than the previous day. The implied volatity was 25.78, the open interest changed by 85 which increased total open position to 312
On 4 Nov TATACONSUM was trading at 994.60. The strike last trading price was 18.3, which was 1.15 higher than the previous day. The implied volatity was 27.33, the open interest changed by 51 which increased total open position to 224
On 1 Nov TATACONSUM was trading at 1004.10. The strike last trading price was 17.15, which was 0.65 higher than the previous day. The implied volatity was 28.33, the open interest changed by -2 which decreased total open position to 172
On 31 Oct TATACONSUM was trading at 1002.55. The strike last trading price was 16.5, which was 5.10 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 11.4, which was -8.40 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 19.8, which was -7.35 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 27.15, which was -3.05 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 30.2, which was 8.70 higher 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 21.5, which was 5.40 higher 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 16.1, which was -5.40 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 21.5, which was 5.20 higher 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 16.3, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
