TATACONSUM
Tata Consumer Product Ltd
Historical option data for TATACONSUM
27 Dec 2024 04:12 PM IST
| TATACONSUM 30JAN2025 980 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.15
Vega: 0.64
Theta: -0.23
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 27 Dec | 907.95 | 4.3 | -0.20 | 20.80 | 370 | 48 | 217 | |||
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| 26 Dec | 900.95 | 4.5 | -1.65 | 22.34 | 158 | 21 | 168 | |||
| 24 Dec | 907.30 | 6.15 | -0.20 | 22.81 | 158 | 85 | 148 | |||
| 23 Dec | 902.75 | 6.35 | -0.60 | 23.79 | 60 | 54 | 62 | |||
| 20 Dec | 889.45 | 6.95 | -4.05 | 24.86 | 7 | 4 | 8 | |||
| 19 Dec | 907.10 | 11 | -1.00 | 26.11 | 1 | 0 | 3 | |||
| 18 Dec | 909.35 | 12 | -66.45 | 26.03 | 3 | 2 | 2 | |||
| 17 Dec | 904.90 | 78.45 | 0.00 | 5.50 | 0 | 0 | 0 | |||
| 16 Dec | 920.35 | 78.45 | 0.00 | 4.03 | 0 | 0 | 0 | |||
| 13 Dec | 929.70 | 78.45 | 0.00 | 3.05 | 0 | 0 | 0 | |||
| 12 Dec | 921.25 | 78.45 | 0.00 | 3.60 | 0 | 0 | 0 | |||
| 11 Dec | 935.05 | 78.45 | 0.00 | 2.52 | 0 | 0 | 0 | |||
| 10 Dec | 926.75 | 78.45 | 0.00 | 3.18 | 0 | 0 | 0 | |||
| 9 Dec | 933.95 | 78.45 | 0.00 | 2.51 | 0 | 0 | 0 | |||
| 5 Dec | 966.45 | 78.45 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Dec | 955.00 | 78.45 | 0.00 | 0.89 | 0 | 0 | 0 | |||
| 2 Dec | 957.00 | 78.45 | 0.00 | 0.63 | 0 | 0 | 0 | |||
| 28 Nov | 941.05 | 78.45 | 0.00 | 1.76 | 0 | 0 | 0 | |||
| 26 Nov | 963.55 | 78.45 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Nov | 955.70 | 78.45 | 0.00 | 0.18 | 0 | 0 | 0 | |||
| 22 Nov | 945.20 | 78.45 | 0.00 | 1.14 | 0 | 0 | 0 | |||
| 21 Nov | 911.70 | 78.45 | 78.45 | 3.12 | 0 | 0 | 0 | |||
| 20 Nov | 917.15 | 0 | 0.00 | 2.94 | 0 | 0 | 0 | |||
| 19 Nov | 917.15 | 0 | 0.00 | 2.94 | 0 | 0 | 0 | |||
| 18 Nov | 930.75 | 0 | 0.00 | 1.90 | 0 | 0 | 0 | |||
| 14 Nov | 925.00 | 0 | 0.00 | 2.44 | 0 | 0 | 0 | |||
| 13 Nov | 952.75 | 0 | 0.00 | 0.51 | 0 | 0 | 0 | |||
| 12 Nov | 967.55 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 975.95 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 992.95 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 984.85 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 1007.05 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 1000.75 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 994.60 | 0 | - | 0 | 0 | 0 | ||||
For Tata Consumer Product Ltd - strike price 980 expiring on 30JAN2025
Delta for 980 CE is 0.15
Historical price for 980 CE is as follows
On 27 Dec TATACONSUM was trading at 907.95. The strike last trading price was 4.3, which was -0.20 lower than the previous day. The implied volatity was 20.80, the open interest changed by 48 which increased total open position to 217
On 26 Dec TATACONSUM was trading at 900.95. The strike last trading price was 4.5, which was -1.65 lower than the previous day. The implied volatity was 22.34, the open interest changed by 21 which increased total open position to 168
On 24 Dec TATACONSUM was trading at 907.30. The strike last trading price was 6.15, which was -0.20 lower than the previous day. The implied volatity was 22.81, the open interest changed by 85 which increased total open position to 148
On 23 Dec TATACONSUM was trading at 902.75. The strike last trading price was 6.35, which was -0.60 lower than the previous day. The implied volatity was 23.79, the open interest changed by 54 which increased total open position to 62
On 20 Dec TATACONSUM was trading at 889.45. The strike last trading price was 6.95, which was -4.05 lower than the previous day. The implied volatity was 24.86, the open interest changed by 4 which increased total open position to 8
On 19 Dec TATACONSUM was trading at 907.10. The strike last trading price was 11, which was -1.00 lower than the previous day. The implied volatity was 26.11, the open interest changed by 0 which decreased total open position to 3
On 18 Dec TATACONSUM was trading at 909.35. The strike last trading price was 12, which was -66.45 lower than the previous day. The implied volatity was 26.03, the open interest changed by 2 which increased total open position to 2
On 17 Dec TATACONSUM was trading at 904.90. The strike last trading price was 78.45, which was 0.00 lower than the previous day. The implied volatity was 5.50, 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 78.45, which was 0.00 lower than the previous day. The implied volatity was 4.03, 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 78.45, which was 0.00 lower than the previous day. The implied volatity was 3.05, 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 78.45, which was 0.00 lower than the previous day. The implied volatity was 3.60, 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 78.45, which was 0.00 lower than the previous day. The implied volatity was 2.52, 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 78.45, which was 0.00 lower than the previous day. The implied volatity was 3.18, 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 78.45, which was 0.00 lower than the previous day. The implied volatity was 2.51, 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 78.45, 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 78.45, which was 0.00 lower than the previous day. The implied volatity was 0.89, 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 78.45, which was 0.00 lower than the previous day. The implied volatity was 0.63, the open interest changed by 0 which decreased total open position to 0
On 28 Nov TATACONSUM was trading at 941.05. The strike last trading price was 78.45, which was 0.00 lower than the previous day. The implied volatity was 1.76, the open interest changed by 0 which decreased total open position to 0
On 26 Nov TATACONSUM was trading at 963.55. The strike last trading price was 78.45, 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 25 Nov TATACONSUM was trading at 955.70. The strike last trading price was 78.45, which was 0.00 lower than the previous day. The implied volatity was 0.18, the open interest changed by 0 which decreased total open position to 0
On 22 Nov TATACONSUM was trading at 945.20. The strike last trading price was 78.45, which was 0.00 lower than the previous day. The implied volatity was 1.14, 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 78.45, which was 78.45 higher than the previous day. The implied volatity was 3.12, 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 0, which was 0.00 lower than the previous day. The implied volatity was 2.94, 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 0, which was 0.00 lower than the previous day. The implied volatity was 2.94, 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 0, which was 0.00 lower than the previous day. The implied volatity was 1.90, 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 0, which was 0.00 lower than the previous day. The implied volatity was 2.44, 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 0, which was 0.00 lower than the previous day. The implied volatity was 0.51, the open interest changed by 0 which decreased total open position to 0
On 12 Nov TATACONSUM was trading at 967.55. 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 0 which decreased total open position to 0
On 11 Nov TATACONSUM was trading at 975.95. 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 8 Nov TATACONSUM was trading at 992.95. 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 7 Nov TATACONSUM was trading at 984.85. 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 6 Nov TATACONSUM was trading at 1007.05. 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 0 which decreased total open position to 0
On 5 Nov TATACONSUM was trading at 1000.75. 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 4 Nov TATACONSUM was trading at 994.60. The strike last trading price was 0, 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 980 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.76
Vega: 0.85
Theta: -0.16
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 27 Dec | 907.95 | 74.8 | 2.80 | 29.33 | 1 | 0 | 6 |
| 26 Dec | 900.95 | 72 | -3.50 | 16.79 | 5 | 3 | 4 |
| 24 Dec | 907.30 | 75.5 | 37.25 | 28.88 | 1 | 0 | 0 |
| 23 Dec | 902.75 | 38.25 | 0.00 | - | 0 | 0 | 0 |
| 20 Dec | 889.45 | 38.25 | 0.00 | - | 0 | 0 | 0 |
| 19 Dec | 907.10 | 38.25 | 0.00 | - | 0 | 0 | 0 |
| 18 Dec | 909.35 | 38.25 | 0.00 | - | 0 | 0 | 0 |
| 17 Dec | 904.90 | 38.25 | 0.00 | - | 0 | 0 | 0 |
| 16 Dec | 920.35 | 38.25 | 0.00 | - | 0 | 0 | 0 |
| 13 Dec | 929.70 | 38.25 | 0.00 | - | 0 | 0 | 0 |
| 12 Dec | 921.25 | 38.25 | 0.00 | - | 0 | 0 | 0 |
| 11 Dec | 935.05 | 38.25 | 0.00 | - | 0 | 0 | 0 |
| 10 Dec | 926.75 | 38.25 | 0.00 | - | 0 | 0 | 0 |
| 9 Dec | 933.95 | 38.25 | 0.00 | - | 0 | 0 | 0 |
| 5 Dec | 966.45 | 38.25 | 0.00 | 0.20 | 0 | 0 | 0 |
| 3 Dec | 955.00 | 38.25 | 0.00 | - | 0 | 0 | 0 |
| 2 Dec | 957.00 | 38.25 | 0.00 | - | 0 | 0 | 0 |
| 28 Nov | 941.05 | 38.25 | 0.00 | - | 0 | 0 | 0 |
| 26 Nov | 963.55 | 38.25 | 38.25 | 0.07 | 0 | 0 | 0 |
| 25 Nov | 955.70 | 0 | 0.00 | - | 0 | 0 | 0 |
| 22 Nov | 945.20 | 0 | 0.00 | - | 0 | 0 | 0 |
| 21 Nov | 911.70 | 0 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 917.15 | 0 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 917.15 | 0 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 930.75 | 0 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 925.00 | 0 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 952.75 | 0 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 967.55 | 0 | 0.00 | 0.64 | 0 | 0 | 0 |
| 11 Nov | 975.95 | 0 | 0.00 | 1.10 | 0 | 0 | 0 |
| 8 Nov | 992.95 | 0 | 0.00 | 2.15 | 0 | 0 | 0 |
| 7 Nov | 984.85 | 0 | 0.00 | 1.77 | 0 | 0 | 0 |
| 6 Nov | 1007.05 | 0 | 0.00 | 3.02 | 0 | 0 | 0 |
| 5 Nov | 1000.75 | 0 | 0.00 | 2.64 | 0 | 0 | 0 |
| 4 Nov | 994.60 | 0 | 2.19 | 0 | 0 | 0 | |
For Tata Consumer Product Ltd - strike price 980 expiring on 30JAN2025
Delta for 980 PE is -0.76
Historical price for 980 PE is as follows
On 27 Dec TATACONSUM was trading at 907.95. The strike last trading price was 74.8, which was 2.80 higher than the previous day. The implied volatity was 29.33, the open interest changed by 0 which decreased total open position to 6
On 26 Dec TATACONSUM was trading at 900.95. The strike last trading price was 72, which was -3.50 lower than the previous day. The implied volatity was 16.79, the open interest changed by 3 which increased total open position to 4
On 24 Dec TATACONSUM was trading at 907.30. The strike last trading price was 75.5, which was 37.25 higher than the previous day. The implied volatity was 28.88, the open interest changed by 0 which decreased total open position to 0
On 23 Dec TATACONSUM was trading at 902.75. The strike last trading price was 38.25, 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 20 Dec TATACONSUM was trading at 889.45. The strike last trading price was 38.25, 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 19 Dec TATACONSUM was trading at 907.10. The strike last trading price was 38.25, 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 38.25, 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 38.25, 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 38.25, 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 38.25, 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 38.25, 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 38.25, 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 38.25, 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 38.25, 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 38.25, which was 0.00 lower than the previous day. The implied volatity was 0.20, 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 38.25, 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 38.25, 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 28 Nov TATACONSUM was trading at 941.05. The strike last trading price was 38.25, 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 26 Nov TATACONSUM was trading at 963.55. The strike last trading price was 38.25, which was 38.25 higher than the previous day. The implied volatity was 0.07, the open interest changed by 0 which decreased total open position to 0
On 25 Nov TATACONSUM was trading at 955.70. 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 0 which decreased total open position to 0
On 22 Nov TATACONSUM was trading at 945.20. 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 21 Nov TATACONSUM was trading at 911.70. 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 0 which decreased total open position to 0
On 20 Nov TATACONSUM was trading at 917.15. 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 19 Nov TATACONSUM was trading at 917.15. 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 18 Nov TATACONSUM was trading at 930.75. 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 14 Nov TATACONSUM was trading at 925.00. 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 13 Nov TATACONSUM was trading at 952.75. 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 12 Nov TATACONSUM was trading at 967.55. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 0.64, the open interest changed by 0 which decreased total open position to 0
On 11 Nov TATACONSUM was trading at 975.95. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 1.10, the open interest changed by 0 which decreased total open position to 0
On 8 Nov TATACONSUM was trading at 992.95. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 2.15, the open interest changed by 0 which decreased total open position to 0
On 7 Nov TATACONSUM was trading at 984.85. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 1.77, 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 0, which was 0.00 lower than the previous day. The implied volatity was 3.02, 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 0, which was 0.00 lower than the previous day. The implied volatity was 2.64, 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 0, which was lower than the previous day. The implied volatity was 2.19, the open interest changed by 0 which decreased total open position to 0
