`
[--[65.84.65.76]--]
TATACONSUM
Tata Consumer Product Ltd

911.7 -5.45 (-0.59%)

Back to Option Chain


Historical option data for TATACONSUM

21 Nov 2024 04:12 PM IST
TATACONSUM 28NOV2024 980 CE
Delta: 0.05
Vega: 0.14
Theta: -0.31
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Nov 911.70 0.85 -0.35 30.23 467.147 -108.427 505.653
20 Nov 917.15 1.2 0.00 27.02 1,127.84 -143.893 610.027
19 Nov 917.15 1.2 -0.90 27.02 1,127.84 -147.947 610.027
18 Nov 930.75 2.1 -0.50 23.84 1,309.227 -7.093 781.28
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
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 0.05

Historical price for 980 CE is as follows

On 21 Nov TATACONSUM was trading at 911.70. The strike last trading price was 0.85, which was -0.35 lower than the previous day. The implied volatity was 30.23, the open interest changed by -107 which decreased total open position to 499


On 20 Nov TATACONSUM was trading at 917.15. The strike last trading price was 1.2, which was 0.00 lower than the previous day. The implied volatity was 27.02, the open interest changed by -142 which decreased total open position to 602


On 19 Nov TATACONSUM was trading at 917.15. The strike last trading price was 1.2, which was -0.90 lower than the previous day. The implied volatity was 27.02, the open interest changed by -146 which decreased total open position to 602


On 18 Nov TATACONSUM was trading at 930.75. The strike last trading price was 2.1, which was -0.50 lower than the previous day. The implied volatity was 23.84, the open interest changed by -7 which decreased total open position to 771


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
Delta: -0.91
Vega: 0.21
Theta: -0.32
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Nov 911.70 66.65 3.70 36.90 29.387 -3.04 206.72
20 Nov 917.15 62.95 0.00 34.30 48.64 -6.08 209.76
19 Nov 917.15 62.95 14.00 34.30 48.64 -6.08 209.76
18 Nov 930.75 48.95 -2.05 28.31 99.307 -16.213 215.84
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 -0.91

Historical price for 980 PE is as follows

On 21 Nov TATACONSUM was trading at 911.70. The strike last trading price was 66.65, which was 3.70 higher than the previous day. The implied volatity was 36.90, the open interest changed by -3 which decreased total open position to 204


On 20 Nov TATACONSUM was trading at 917.15. The strike last trading price was 62.95, which was 0.00 lower than the previous day. The implied volatity was 34.30, the open interest changed by -6 which decreased total open position to 207


On 19 Nov TATACONSUM was trading at 917.15. The strike last trading price was 62.95, which was 14.00 higher than the previous day. The implied volatity was 34.30, the open interest changed by -6 which decreased total open position to 207


On 18 Nov TATACONSUM was trading at 930.75. The strike last trading price was 48.95, which was -2.05 lower than the previous day. The implied volatity was 28.31, the open interest changed by -16 which decreased total open position to 213


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